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Paylocity Holding Corporation Common Stock PCTY

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Market dataready · fetched 2026-11-13T01:42:37.729Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T21:00:02.592129824Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T01:42:37.305757+00:00

Share price$178.92
1D-0.9%
AH$177.66$178.46$179.26$180.06$180.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPCTY
Sold putSold callAH

Paylocity Holding Corporation Common Stock options

Live interpolated PCTY call and put midpoint premiums by absolute delta.Paylocity Holding Corporation Common Stock$1.79$4.43$7.07$9.71$12.35$162.27$171.91$181.56$191.20$200.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PCTY spot · $178.92PCTY PRICE$2.41$2.45$2.65$2.96$3.40$3.84$4.44$5.31$6.17$7.05$8.21$9.38$10.77$2.08$2.19$2.70$3.21$3.81$4.45$5.08$5.81$6.58$7.34$8.25$9.92$11.59
PutsExpensive1.11×
CallsCheap0.73×
SkewBullish-3.22 pp
Implied moveBearish±$9.52
TiltBearish2.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ201.4688.2%13.9%165.4367.3%8.7%
25Δ192.2566.4%8.8%170.2853.3%6.1%
30Δ187.7955.7%6.4%172.4051.3%5.2%
35Δ184.7449.4%4.9%174.5149.3%4.3%
40Δ182.9246.9%4.1%176.2448.0%3.6%
45Δ181.1044.4%3.4%177.8447.0%3.1%
50Δ179.4143.2%2.8%179.4545.9%2.5%
55Δ177.9243.7%2.4%180.9444.7%2.1%
60Δ176.4344.3%2.1%182.3643.5%1.8%
65Δ174.9344.9%1.7%183.7942.3%1.4%
70Δ173.2444.6%1.4%185.3141.3%1.0%
75Δ171.5644.4%1.1%187.3742.2%0.8%
80Δ169.6644.9%0.8%189.4343.1%0.6%

20Δ

Calls
Pseudo strike
201.46
IV
88.2%
B/E move
13.9%
Puts
Pseudo strike
165.43
IV
67.3%
B/E move
8.7%

25Δ

Calls
Pseudo strike
192.25
IV
66.4%
B/E move
8.8%
Puts
Pseudo strike
170.28
IV
53.3%
B/E move
6.1%

30Δ

Calls
Pseudo strike
187.79
IV
55.7%
B/E move
6.4%
Puts
Pseudo strike
172.40
IV
51.3%
B/E move
5.2%

35Δ

Calls
Pseudo strike
184.74
IV
49.4%
B/E move
4.9%
Puts
Pseudo strike
174.51
IV
49.3%
B/E move
4.3%

40Δ

Calls
Pseudo strike
182.92
IV
46.9%
B/E move
4.1%
Puts
Pseudo strike
176.24
IV
48.0%
B/E move
3.6%

45Δ

Calls
Pseudo strike
181.10
IV
44.4%
B/E move
3.4%
Puts
Pseudo strike
177.84
IV
47.0%
B/E move
3.1%

50Δ

Calls
Pseudo strike
179.41
IV
43.2%
B/E move
2.8%
Puts
Pseudo strike
179.45
IV
45.9%
B/E move
2.5%

55Δ

Calls
Pseudo strike
177.92
IV
43.7%
B/E move
2.4%
Puts
Pseudo strike
180.94
IV
44.7%
B/E move
2.1%

60Δ

Calls
Pseudo strike
176.43
IV
44.3%
B/E move
2.1%
Puts
Pseudo strike
182.36
IV
43.5%
B/E move
1.8%

65Δ

Calls
Pseudo strike
174.93
IV
44.9%
B/E move
1.7%
Puts
Pseudo strike
183.79
IV
42.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
173.24
IV
44.6%
B/E move
1.4%
Puts
Pseudo strike
185.31
IV
41.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
171.56
IV
44.4%
B/E move
1.1%
Puts
Pseudo strike
187.37
IV
42.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
169.66
IV
44.9%
B/E move
0.8%
Puts
Pseudo strike
189.43
IV
43.1%
B/E move
0.6%

Options history

IV · four-Friday blend47.10%
Daily EOD
PCTY43.8%45.6%47.3%2026-10-19: 44.05%2026-10-20: 44.99%2026-10-21: 44.48%2026-10-22: 45.30%2026-10-23: 45.03%2026-10-26: 46.71%2026-10-27: 46.45%2026-10-28: 46.17%2026-10-29: 46.12%2026-10-30: 47.10%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
44.05%
44.99%
44.48%
45.30%
45.03%
46.71%
46.45%
46.17%
46.12%
47.10%