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Pure Cycle Corporation Common Stock PCYO

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Market datapartial · fetched 2026-10-22T16:38:26.795Z

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 · 2026-10-22T16:28:08.032082978Z

FundamentalsAlpha Vantage · unavailable

Share price$10.75
1D+1.8%
$10.54$10.60$10.66$10.71$10.775:30 AM6:30 AM9:00 AM1:00 PMPCYO
Sold putSold call

Pure Cycle Corporation Common Stock options

Live interpolated PCYO call and put midpoint premiums by absolute delta.Pure Cycle Corporation Common Stock$0.80$3.20$5.59$7.98$10.38$4.64$7.56$10.49$13.42$16.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PCYO spot · $10.75PCYO PRICE$1.15$1.06$1.19$1.48$1.77$2.07$2.36$2.65$2.95$3.24$1.17$1.27$1.38$1.49$1.60$1.70$1.81$1.92$2.03$2.13$2.86$4.57$9.69
PutsExpensive7.54×
CallsExpensive6.76×
SkewBearish+17.01 pp
Implied moveBearish±$3.29
TiltBearish25.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.58243.0%40.3%
25Δ8.09226.9%36.6%
30Δ8.61210.8%32.8%
35Δ16.65218.1%65.6%9.12194.7%29.0%
40Δ13.50157.1%35.4%9.63178.6%25.3%
45Δ12.15133.1%24.0%10.14162.5%21.5%
50Δ11.59134.2%21.6%10.65146.4%17.8%
55Δ11.03135.2%19.1%11.16130.3%14.0%
60Δ10.47136.3%16.6%11.68114.2%10.2%
65Δ9.91137.4%14.1%12.1998.1%6.5%
70Δ9.35138.5%11.7%13.16100.4%4.2%
75Δ8.79139.6%9.2%14.87131.3%4.2%
80Δ8.24140.6%6.7%19.99195.1%4.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.58
IV
243.0%
B/E move
40.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.09
IV
226.9%
B/E move
36.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.61
IV
210.8%
B/E move
32.8%

35Δ

Calls
Pseudo strike
16.65
IV
218.1%
B/E move
65.6%
Puts
Pseudo strike
9.12
IV
194.7%
B/E move
29.0%

40Δ

Calls
Pseudo strike
13.50
IV
157.1%
B/E move
35.4%
Puts
Pseudo strike
9.63
IV
178.6%
B/E move
25.3%

45Δ

Calls
Pseudo strike
12.15
IV
133.1%
B/E move
24.0%
Puts
Pseudo strike
10.14
IV
162.5%
B/E move
21.5%

50Δ

Calls
Pseudo strike
11.59
IV
134.2%
B/E move
21.6%
Puts
Pseudo strike
10.65
IV
146.4%
B/E move
17.8%

55Δ

Calls
Pseudo strike
11.03
IV
135.2%
B/E move
19.1%
Puts
Pseudo strike
11.16
IV
130.3%
B/E move
14.0%

60Δ

Calls
Pseudo strike
10.47
IV
136.3%
B/E move
16.6%
Puts
Pseudo strike
11.68
IV
114.2%
B/E move
10.2%

65Δ

Calls
Pseudo strike
9.91
IV
137.4%
B/E move
14.1%
Puts
Pseudo strike
12.19
IV
98.1%
B/E move
6.5%

70Δ

Calls
Pseudo strike
9.35
IV
138.5%
B/E move
11.7%
Puts
Pseudo strike
13.16
IV
100.4%
B/E move
4.2%

75Δ

Calls
Pseudo strike
8.79
IV
139.6%
B/E move
9.2%
Puts
Pseudo strike
14.87
IV
131.3%
B/E move
4.2%

80Δ

Calls
Pseudo strike
8.24
IV
140.6%
B/E move
6.7%
Puts
Pseudo strike
19.99
IV
195.1%
B/E move
4.2%

Options history

No recorded observations