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Pure Cycle Corporation Common Stock PCYO

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Market datapartial · fetched 2026-10-23T02:32:44.832Z

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 · 2026-10-22T20:00:00.421933299Z

FundamentalsAlpha Vantage · unavailable

Share price$10.77
1D+2.0%
AH$10.54$10.61$10.67$10.73$10.805:30 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$0.77$1.86$2.96$4.05$5.14$4.88$7.38$9.87$12.36$14.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PCYO spot · $10.77PCYO PRICE$1.15$1.06$0.99$0.98$0.96$0.95$0.93$0.92$0.90$0.89$1.17$1.28$1.39$1.49$1.60$1.71$1.82$1.93$2.04$2.15$3.07$4.83
PutsExpensive7.45×
CallsExpensive4.67×
SkewBearish+59.59 pp
Implied moveBearish±$2.80
TiltBearish43.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.59245.1%40.4%
25Δ8.11228.7%36.6%
30Δ8.63212.3%32.8%
35Δ16.65219.3%65.3%9.14195.9%29.0%
40Δ13.52158.3%35.4%9.66179.5%25.2%
45Δ12.32125.1%23.6%10.18163.1%21.4%
50Δ12.02112.8%20.7%10.70146.7%17.6%
55Δ11.73100.5%17.8%11.21130.3%13.8%
60Δ11.4388.2%14.9%11.73113.9%10.0%
65Δ11.1475.9%12.1%12.2597.5%6.2%
70Δ10.8463.5%9.2%13.37105.4%4.4%
75Δ10.5551.2%6.3%15.13137.1%4.4%
80Δ10.2538.9%3.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.59
IV
245.1%
B/E move
40.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.11
IV
228.7%
B/E move
36.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.63
IV
212.3%
B/E move
32.8%

35Δ

Calls
Pseudo strike
16.65
IV
219.3%
B/E move
65.3%
Puts
Pseudo strike
9.14
IV
195.9%
B/E move
29.0%

40Δ

Calls
Pseudo strike
13.52
IV
158.3%
B/E move
35.4%
Puts
Pseudo strike
9.66
IV
179.5%
B/E move
25.2%

45Δ

Calls
Pseudo strike
12.32
IV
125.1%
B/E move
23.6%
Puts
Pseudo strike
10.18
IV
163.1%
B/E move
21.4%

50Δ

Calls
Pseudo strike
12.02
IV
112.8%
B/E move
20.7%
Puts
Pseudo strike
10.70
IV
146.7%
B/E move
17.6%

55Δ

Calls
Pseudo strike
11.73
IV
100.5%
B/E move
17.8%
Puts
Pseudo strike
11.21
IV
130.3%
B/E move
13.8%

60Δ

Calls
Pseudo strike
11.43
IV
88.2%
B/E move
14.9%
Puts
Pseudo strike
11.73
IV
113.9%
B/E move
10.0%

65Δ

Calls
Pseudo strike
11.14
IV
75.9%
B/E move
12.1%
Puts
Pseudo strike
12.25
IV
97.5%
B/E move
6.2%

70Δ

Calls
Pseudo strike
10.84
IV
63.5%
B/E move
9.2%
Puts
Pseudo strike
13.37
IV
105.4%
B/E move
4.4%

75Δ

Calls
Pseudo strike
10.55
IV
51.2%
B/E move
6.3%
Puts
Pseudo strike
15.13
IV
137.1%
B/E move
4.4%

80Δ

Calls
Pseudo strike
10.25
IV
38.9%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations