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Paylocity Holding Corporation PCTY

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-23T00:42:24.762Z

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 · 2026-10-22T20:00:01.292095434Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:42:23.684029+00:00

Share price$177.67
1D+3.7%
AH$171$173$175$176$1785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPCTY
Sold putSold callAH

Paylocity Holding Corporation options

Live interpolated PCTY call and put midpoint premiums by absolute delta.Paylocity Holding Corporation$1.69$9.02$16.36$23.69$31.02$132.12$151.44$170.77$190.09$209.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PCTY spot · $177.67PCTY PRICE$2.48$3.31$4.24$5.20$6.22$7.47$8.84$10.61$12.44$14.33$16.38$18.63$21.19$2.95$4.12$5.34$6.63$8.11$9.70$11.37$13.11$15.11$17.44$20.46$23.91$28.91
PutsExpensive1.65×
CallsExpensive1.22×
SkewBearish+2.54 pp
Implied moveBearish±$20.20
TiltBearish12.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ201.4147.4%14.8%160.0849.3%11.6%
25Δ196.7247.1%12.6%163.4650.7%10.3%
30Δ192.9447.4%11.0%166.8751.5%9.1%
35Δ189.3347.3%9.5%170.2951.7%7.9%
40Δ185.9446.8%8.2%173.5851.9%6.9%
45Δ182.8447.2%7.1%176.8651.9%5.9%
50Δ179.8548.0%6.2%180.1351.8%5.0%
55Δ176.7949.5%5.5%183.3550.9%4.2%
60Δ173.6450.5%4.7%186.6950.5%3.4%
65Δ170.3850.8%4.0%190.1950.4%2.8%
70Δ167.0550.5%3.2%194.2151.0%2.2%
75Δ163.6050.1%2.6%198.6251.3%1.7%
80Δ159.9649.7%2.0%204.4652.4%1.2%

20Δ

Calls
Pseudo strike
201.41
IV
47.4%
B/E move
14.8%
Puts
Pseudo strike
160.08
IV
49.3%
B/E move
11.6%

25Δ

Calls
Pseudo strike
196.72
IV
47.1%
B/E move
12.6%
Puts
Pseudo strike
163.46
IV
50.7%
B/E move
10.3%

30Δ

Calls
Pseudo strike
192.94
IV
47.4%
B/E move
11.0%
Puts
Pseudo strike
166.87
IV
51.5%
B/E move
9.1%

35Δ

Calls
Pseudo strike
189.33
IV
47.3%
B/E move
9.5%
Puts
Pseudo strike
170.29
IV
51.7%
B/E move
7.9%

40Δ

Calls
Pseudo strike
185.94
IV
46.8%
B/E move
8.2%
Puts
Pseudo strike
173.58
IV
51.9%
B/E move
6.9%

45Δ

Calls
Pseudo strike
182.84
IV
47.2%
B/E move
7.1%
Puts
Pseudo strike
176.86
IV
51.9%
B/E move
5.9%

50Δ

Calls
Pseudo strike
179.85
IV
48.0%
B/E move
6.2%
Puts
Pseudo strike
180.13
IV
51.8%
B/E move
5.0%

55Δ

Calls
Pseudo strike
176.79
IV
49.5%
B/E move
5.5%
Puts
Pseudo strike
183.35
IV
50.9%
B/E move
4.2%

60Δ

Calls
Pseudo strike
173.64
IV
50.5%
B/E move
4.7%
Puts
Pseudo strike
186.69
IV
50.5%
B/E move
3.4%

65Δ

Calls
Pseudo strike
170.38
IV
50.8%
B/E move
4.0%
Puts
Pseudo strike
190.19
IV
50.4%
B/E move
2.8%

70Δ

Calls
Pseudo strike
167.05
IV
50.5%
B/E move
3.2%
Puts
Pseudo strike
194.21
IV
51.0%
B/E move
2.2%

75Δ

Calls
Pseudo strike
163.60
IV
50.1%
B/E move
2.6%
Puts
Pseudo strike
198.62
IV
51.3%
B/E move
1.7%

80Δ

Calls
Pseudo strike
159.96
IV
49.7%
B/E move
2.0%
Puts
Pseudo strike
204.46
IV
52.4%
B/E move
1.2%

Options history

No recorded observations