IntraAlpha
Create free account Start free

Porch Group, Inc. Common Stock PRCH

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
i

Market dataready · fetched 2026-11-12T00:58:58.394Z

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 · 2026-11-11T21:00:01.796706378Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:58:57.941263+00:00

Share price$22.14
1D-0.5%
AH$21.52$21.71$21.91$22.11$22.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPRCH
Sold putSold callAH

Porch Group, Inc. Common Stock options

Live interpolated PRCH call and put midpoint premiums by absolute delta.Porch Group, Inc. Common Stock$0.16$0.90$1.64$2.38$3.12$18.52$20.35$22.18$24.01$25.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRCH spot · $22.14PRCH PRICE$0.24$0.31$0.39$0.46$0.53$0.61$0.78$0.94$1.10$1.26$1.42$1.59$1.75$0.32$0.44$0.57$0.69$0.82$0.94$1.07$1.26$1.59$1.92$2.25$2.58$2.91
PutsCheap0.86×
CallsCheap0.60×
SkewBearish+20.41 pp
Implied moveBearish±$1.84
TiltBearish20.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.2255.1%10.5%20.1973.4%10.2%
25Δ23.8754.9%9.2%20.5472.8%9.2%
30Δ23.5254.7%8.0%20.8872.2%8.2%
35Δ23.1754.5%6.7%21.2371.6%7.2%
40Δ22.8254.4%5.5%21.5871.1%6.2%
45Δ22.4854.1%4.3%21.9270.5%5.2%
50Δ22.2353.0%3.9%22.2769.9%4.2%
55Δ21.9751.9%3.5%22.6470.0%3.4%
60Δ21.7250.8%3.1%23.0771.3%3.0%
65Δ21.4649.7%2.7%23.5072.6%2.5%
70Δ21.2148.6%2.2%23.9373.9%2.1%
75Δ20.9647.5%1.8%24.3675.2%1.6%
80Δ20.7046.3%1.4%24.7876.4%1.2%

20Δ

Calls
Pseudo strike
24.22
IV
55.1%
B/E move
10.5%
Puts
Pseudo strike
20.19
IV
73.4%
B/E move
10.2%

25Δ

Calls
Pseudo strike
23.87
IV
54.9%
B/E move
9.2%
Puts
Pseudo strike
20.54
IV
72.8%
B/E move
9.2%

30Δ

Calls
Pseudo strike
23.52
IV
54.7%
B/E move
8.0%
Puts
Pseudo strike
20.88
IV
72.2%
B/E move
8.2%

35Δ

Calls
Pseudo strike
23.17
IV
54.5%
B/E move
6.7%
Puts
Pseudo strike
21.23
IV
71.6%
B/E move
7.2%

40Δ

Calls
Pseudo strike
22.82
IV
54.4%
B/E move
5.5%
Puts
Pseudo strike
21.58
IV
71.1%
B/E move
6.2%

45Δ

Calls
Pseudo strike
22.48
IV
54.1%
B/E move
4.3%
Puts
Pseudo strike
21.92
IV
70.5%
B/E move
5.2%

50Δ

Calls
Pseudo strike
22.23
IV
53.0%
B/E move
3.9%
Puts
Pseudo strike
22.27
IV
69.9%
B/E move
4.2%

55Δ

Calls
Pseudo strike
21.97
IV
51.9%
B/E move
3.5%
Puts
Pseudo strike
22.64
IV
70.0%
B/E move
3.4%

60Δ

Calls
Pseudo strike
21.72
IV
50.8%
B/E move
3.1%
Puts
Pseudo strike
23.07
IV
71.3%
B/E move
3.0%

65Δ

Calls
Pseudo strike
21.46
IV
49.7%
B/E move
2.7%
Puts
Pseudo strike
23.50
IV
72.6%
B/E move
2.5%

70Δ

Calls
Pseudo strike
21.21
IV
48.6%
B/E move
2.2%
Puts
Pseudo strike
23.93
IV
73.9%
B/E move
2.1%

75Δ

Calls
Pseudo strike
20.96
IV
47.5%
B/E move
1.8%
Puts
Pseudo strike
24.36
IV
75.2%
B/E move
1.6%

80Δ

Calls
Pseudo strike
20.70
IV
46.3%
B/E move
1.4%
Puts
Pseudo strike
24.78
IV
76.4%
B/E move
1.2%

Options history

IV · four-Friday blend57.02%
Daily EOD
PRCH54.7%71.6%88.5%2026-10-19: 78.48%2026-10-20: 78.30%2026-10-21: 80.41%2026-10-22: 81.22%2026-10-23: 83.33%2026-10-26: 84.23%2026-10-27: 81.47%2026-10-28: 86.17%2026-10-29: 58.25%2026-10-30: 57.02%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
78.48%
78.30%
80.41%
81.22%
83.33%
84.23%
81.47%
86.17%
58.25%
57.02%