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Porch Group, Inc. Common Stock PRCH

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Market datapartial · fetched 2026-10-22T23:27:06.905Z

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 · 2026-10-22T20:00:03.059389528Z

FundamentalsAlpha Vantage · unavailable

Share price$17.94
1D-3.5%
AH$17.86$18.07$18.28$18.49$18.705:30 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$0.34$1.56$2.78$4.01$5.23$12.12$15.15$18.19$21.22$24.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRCH spot · $17.94PRCH PRICE$0.47$0.63$0.82$1.01$1.20$1.47$1.74$2.01$2.30$2.83$3.36$3.88$4.59$0.66$0.87$1.11$1.36$1.60$1.94$2.30$2.66$3.02$3.47$3.94$4.41$4.88
PutsExpensive1.22×
CallsExpensive1.30×
SkewBullish-9.84 pp
Implied moveBearish±$4.04
TiltBearish10.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.1991.0%31.9%14.68101.4%21.8%
25Δ22.2893.4%27.7%15.4797.8%18.6%
30Δ21.5294.4%24.5%16.1296.6%16.4%
35Δ20.7695.4%21.4%16.7795.3%14.1%
40Δ20.0096.4%18.2%17.4294.0%11.8%
45Δ19.3697.5%16.1%18.0493.3%10.3%
50Δ18.7298.5%14.0%18.6592.7%8.9%
55Δ18.0899.6%12.0%19.2692.1%7.5%
60Δ17.42101.1%10.0%19.8791.5%6.1%
65Δ16.67106.7%8.7%20.5189.5%5.0%
70Δ15.92112.4%7.4%21.1687.0%4.0%
75Δ15.17118.1%6.2%21.8284.6%3.0%
80Δ14.22121.5%4.9%22.4782.1%1.9%

20Δ

Calls
Pseudo strike
23.19
IV
91.0%
B/E move
31.9%
Puts
Pseudo strike
14.68
IV
101.4%
B/E move
21.8%

25Δ

Calls
Pseudo strike
22.28
IV
93.4%
B/E move
27.7%
Puts
Pseudo strike
15.47
IV
97.8%
B/E move
18.6%

30Δ

Calls
Pseudo strike
21.52
IV
94.4%
B/E move
24.5%
Puts
Pseudo strike
16.12
IV
96.6%
B/E move
16.4%

35Δ

Calls
Pseudo strike
20.76
IV
95.4%
B/E move
21.4%
Puts
Pseudo strike
16.77
IV
95.3%
B/E move
14.1%

40Δ

Calls
Pseudo strike
20.00
IV
96.4%
B/E move
18.2%
Puts
Pseudo strike
17.42
IV
94.0%
B/E move
11.8%

45Δ

Calls
Pseudo strike
19.36
IV
97.5%
B/E move
16.1%
Puts
Pseudo strike
18.04
IV
93.3%
B/E move
10.3%

50Δ

Calls
Pseudo strike
18.72
IV
98.5%
B/E move
14.0%
Puts
Pseudo strike
18.65
IV
92.7%
B/E move
8.9%

55Δ

Calls
Pseudo strike
18.08
IV
99.6%
B/E move
12.0%
Puts
Pseudo strike
19.26
IV
92.1%
B/E move
7.5%

60Δ

Calls
Pseudo strike
17.42
IV
101.1%
B/E move
10.0%
Puts
Pseudo strike
19.87
IV
91.5%
B/E move
6.1%

65Δ

Calls
Pseudo strike
16.67
IV
106.7%
B/E move
8.7%
Puts
Pseudo strike
20.51
IV
89.5%
B/E move
5.0%

70Δ

Calls
Pseudo strike
15.92
IV
112.4%
B/E move
7.4%
Puts
Pseudo strike
21.16
IV
87.0%
B/E move
4.0%

75Δ

Calls
Pseudo strike
15.17
IV
118.1%
B/E move
6.2%
Puts
Pseudo strike
21.82
IV
84.6%
B/E move
3.0%

80Δ

Calls
Pseudo strike
14.22
IV
121.5%
B/E move
4.9%
Puts
Pseudo strike
22.47
IV
82.1%
B/E move
1.9%

Options history

No recorded observations