IntraAlpha
Create free account Start free

Porch Group, Inc. Common Stock PRCH

i

Market datapartial · fetched 2026-10-22T18:50:15.522Z

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 · 2026-10-22T18:49:54.276574639Z

FundamentalsAlpha Vantage · unavailable

Share price$18.08
1D-2.8%
$17.91$18.10$18.30$18.50$18.705:30 AM6:30 AM9:00 AM1:00 PMPRCH
Sold putSold call

Porch Group, Inc. Common Stock options

Live interpolated PRCH call and put midpoint premiums by absolute delta.Porch Group, Inc. Common Stock$0.32$1.69$3.05$4.42$5.78$12.11$15.14$18.18$21.21$24.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRCH spot · $18.08PRCH PRICE$0.47$0.62$0.79$0.96$1.14$1.42$1.69$1.97$2.25$2.75$3.28$3.82$4.58$0.61$0.87$1.13$1.39$1.67$2.04$2.42$2.80$3.20$3.71$4.22$4.73$5.39
PutsExpensive1.25×
CallsExpensive1.24×
SkewBullish-3.91 pp
Implied moveBearish±$4.11
TiltBearish14.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.3390.3%31.6%15.0393.9%20.3%
25Δ22.3190.9%26.8%15.6694.6%18.2%
30Δ21.5390.5%23.4%16.3095.3%16.1%
35Δ20.7490.1%20.1%16.9396.1%14.0%
40Δ19.9789.9%16.7%17.5796.7%12.0%
45Δ19.3791.7%15.0%18.2196.4%10.6%
50Δ18.7793.6%13.2%18.8596.2%9.1%
55Δ18.1795.4%11.4%19.4995.9%7.7%
60Δ17.5697.3%9.6%20.1495.3%6.3%
65Δ16.83102.4%8.3%20.8593.6%5.2%
70Δ16.08107.8%7.1%21.5591.8%4.1%
75Δ15.33113.2%5.9%22.2690.0%3.0%
80Δ14.35120.4%4.7%23.0887.0%2.1%

20Δ

Calls
Pseudo strike
23.33
IV
90.3%
B/E move
31.6%
Puts
Pseudo strike
15.03
IV
93.9%
B/E move
20.3%

25Δ

Calls
Pseudo strike
22.31
IV
90.9%
B/E move
26.8%
Puts
Pseudo strike
15.66
IV
94.6%
B/E move
18.2%

30Δ

Calls
Pseudo strike
21.53
IV
90.5%
B/E move
23.4%
Puts
Pseudo strike
16.30
IV
95.3%
B/E move
16.1%

35Δ

Calls
Pseudo strike
20.74
IV
90.1%
B/E move
20.1%
Puts
Pseudo strike
16.93
IV
96.1%
B/E move
14.0%

40Δ

Calls
Pseudo strike
19.97
IV
89.9%
B/E move
16.7%
Puts
Pseudo strike
17.57
IV
96.7%
B/E move
12.0%

45Δ

Calls
Pseudo strike
19.37
IV
91.7%
B/E move
15.0%
Puts
Pseudo strike
18.21
IV
96.4%
B/E move
10.6%

50Δ

Calls
Pseudo strike
18.77
IV
93.6%
B/E move
13.2%
Puts
Pseudo strike
18.85
IV
96.2%
B/E move
9.1%

55Δ

Calls
Pseudo strike
18.17
IV
95.4%
B/E move
11.4%
Puts
Pseudo strike
19.49
IV
95.9%
B/E move
7.7%

60Δ

Calls
Pseudo strike
17.56
IV
97.3%
B/E move
9.6%
Puts
Pseudo strike
20.14
IV
95.3%
B/E move
6.3%

65Δ

Calls
Pseudo strike
16.83
IV
102.4%
B/E move
8.3%
Puts
Pseudo strike
20.85
IV
93.6%
B/E move
5.2%

70Δ

Calls
Pseudo strike
16.08
IV
107.8%
B/E move
7.1%
Puts
Pseudo strike
21.55
IV
91.8%
B/E move
4.1%

75Δ

Calls
Pseudo strike
15.33
IV
113.2%
B/E move
5.9%
Puts
Pseudo strike
22.26
IV
90.0%
B/E move
3.0%

80Δ

Calls
Pseudo strike
14.35
IV
120.4%
B/E move
4.7%
Puts
Pseudo strike
23.08
IV
87.0%
B/E move
2.1%

Options history

No recorded observations