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Pure Cycle Corporation Common Stock PCYO

UTILITIES · UTILITIES - REGULATED WATER
i

Market dataready · fetched 2026-11-12T03:01:40.958Z

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 · 2026-11-11T21:00:01.701778176Z

FundamentalsAlpha Vantage · ready · quarter 2026-05-31 · fetched 2026-11-12T03:01:40.503278+00:00

Share price$10.93
1D-0.5%
AH$10.92$10.95$10.97$10.99$11.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPCYO
Sold putSold callAH

Pure Cycle Corporation Common Stock options

Live interpolated PCYO call and put midpoint premiums by absolute delta.Pure Cycle Corporation Common Stock$0.21$1.49$2.77$4.05$5.33$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEPCYO PRICE$1.15$0.35$0.53$0.71$0.89$1.07$1.25$1.43$1.61$1.79$1.97$2.62$3.65$4.96
PutsExpensive5.02×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.3865.4%8.3%
25Δ10.6074.4%7.9%
30Δ10.8383.5%7.5%
35Δ16.66389.5%62.9%11.0592.5%7.0%
40Δ11.28101.5%6.6%
45Δ11.50110.5%6.2%
50Δ11.73119.5%5.8%
55Δ11.95128.5%5.4%
60Δ12.18137.6%5.0%
65Δ12.40146.6%4.6%
70Δ13.10165.3%4.1%
75Δ14.18191.5%3.6%
80Δ15.55220.5%3.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.38
IV
65.4%
B/E move
8.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.60
IV
74.4%
B/E move
7.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.83
IV
83.5%
B/E move
7.5%

35Δ

Calls
Pseudo strike
16.66
IV
389.5%
B/E move
62.9%
Puts
Pseudo strike
11.05
IV
92.5%
B/E move
7.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.28
IV
101.5%
B/E move
6.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.50
IV
110.5%
B/E move
6.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.73
IV
119.5%
B/E move
5.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.95
IV
128.5%
B/E move
5.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.18
IV
137.6%
B/E move
5.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.40
IV
146.6%
B/E move
4.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.10
IV
165.3%
B/E move
4.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.18
IV
191.5%
B/E move
3.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.55
IV
220.5%
B/E move
3.1%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations