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Paylocity Holding Corporation Common Stock PCTY

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Market datapartial · fetched 2026-10-23T15:45:26.557Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T15:42:58.50650585Z

FundamentalsAlpha Vantage · unavailable

Share price$177.37
1D+0.5%
$175.33$175.94$176.56$177.17$177.785:30 AM6:30 AM9:00 AM1:00 PMPCTY
Sold putSold call

Paylocity Holding Corporation Common Stock options

Live interpolated PCTY call and put midpoint premiums by absolute delta.Paylocity Holding Corporation Common Stock$1.72$9.27$16.82$24.37$31.92$132.26$151.21$170.16$189.11$208.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PCTY spot · $177.37PCTY PRICE$2.54$3.34$4.18$5.15$6.30$7.45$8.63$9.93$11.43$13.15$14.94$16.90$20.03$2.98$4.12$5.20$6.21$7.38$8.87$10.67$12.94$15.10$17.03$20.33$24.52$29.74
PutsExpensive1.63×
CallsExpensive1.20×
SkewBearish+3.60 pp
Implied moveBearish±$19.30
TiltBearish14.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ201.7449.4%15.2%159.5750.8%11.7%
25Δ196.6148.5%12.7%163.1451.7%10.3%
30Δ192.4647.8%10.9%166.6851.5%9.0%
35Δ188.7947.2%9.3%170.3149.6%7.5%
40Δ185.6747.4%8.2%173.4548.5%6.4%
45Δ182.5547.6%7.1%176.5548.6%5.5%
50Δ179.4747.7%6.1%179.6149.7%4.8%
55Δ176.5347.1%5.1%182.9951.1%4.1%
60Δ173.5846.9%4.3%186.3451.5%3.5%
65Δ170.6147.1%3.6%189.5450.3%2.7%
70Δ167.6446.5%2.9%193.7951.6%2.2%
75Δ164.5646.0%2.3%198.8453.5%1.7%
80Δ160.5947.5%1.8%204.9154.8%1.2%

20Δ

Calls
Pseudo strike
201.74
IV
49.4%
B/E move
15.2%
Puts
Pseudo strike
159.57
IV
50.8%
B/E move
11.7%

25Δ

Calls
Pseudo strike
196.61
IV
48.5%
B/E move
12.7%
Puts
Pseudo strike
163.14
IV
51.7%
B/E move
10.3%

30Δ

Calls
Pseudo strike
192.46
IV
47.8%
B/E move
10.9%
Puts
Pseudo strike
166.68
IV
51.5%
B/E move
9.0%

35Δ

Calls
Pseudo strike
188.79
IV
47.2%
B/E move
9.3%
Puts
Pseudo strike
170.31
IV
49.6%
B/E move
7.5%

40Δ

Calls
Pseudo strike
185.67
IV
47.4%
B/E move
8.2%
Puts
Pseudo strike
173.45
IV
48.5%
B/E move
6.4%

45Δ

Calls
Pseudo strike
182.55
IV
47.6%
B/E move
7.1%
Puts
Pseudo strike
176.55
IV
48.6%
B/E move
5.5%

50Δ

Calls
Pseudo strike
179.47
IV
47.7%
B/E move
6.1%
Puts
Pseudo strike
179.61
IV
49.7%
B/E move
4.8%

55Δ

Calls
Pseudo strike
176.53
IV
47.1%
B/E move
5.1%
Puts
Pseudo strike
182.99
IV
51.1%
B/E move
4.1%

60Δ

Calls
Pseudo strike
173.58
IV
46.9%
B/E move
4.3%
Puts
Pseudo strike
186.34
IV
51.5%
B/E move
3.5%

65Δ

Calls
Pseudo strike
170.61
IV
47.1%
B/E move
3.6%
Puts
Pseudo strike
189.54
IV
50.3%
B/E move
2.7%

70Δ

Calls
Pseudo strike
167.64
IV
46.5%
B/E move
2.9%
Puts
Pseudo strike
193.79
IV
51.6%
B/E move
2.2%

75Δ

Calls
Pseudo strike
164.56
IV
46.0%
B/E move
2.3%
Puts
Pseudo strike
198.84
IV
53.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
160.59
IV
47.5%
B/E move
1.8%
Puts
Pseudo strike
204.91
IV
54.8%
B/E move
1.2%

Options history

No recorded observations