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Procept Biorobotics Corp PRCT

HEALTHCARE · MEDICAL DEVICES
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Market dataready · fetched 2026-10-15T20:02:30.579Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:02.192206536Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:56:02.632917+00:00

Share price$18.15
1D+3.7%
AH$17.45$17.64$17.84$18.03$18.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPRCT
Sold putSold callAH

Procept Biorobotics Corp options

Live interpolated PRCT call and put midpoint premiums by absolute delta.Procept Biorobotics Corp$0.26$1.17$2.09$3.01$3.93$15.21$17.03$18.86$20.68$22.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $18.15OPTION PRICELive PRCT spot · $18.15PRCT PRICE$0.89$0.80$0.84$0.87$0.90$0.94$0.97$1.00$1.03$1.07$1.10$1.13$1.16$0.36$0.36$0.37$0.53$0.88$1.23$1.57$1.92$2.27$2.62$2.97$3.32$3.66
PutsExpensive7.46×
CallsExpensive6.55×
SkewBullish-148.67 pp
Implied moveBearish±$2.54
TiltBearish26.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.57731.8%56.8%15.63347.5%15.9%
25Δ24.87687.4%41.5%16.36279.9%11.9%
30Δ23.98626.9%36.7%17.09212.3%7.9%
35Δ23.08566.5%32.0%17.69179.0%5.5%
40Δ22.19506.1%27.2%18.12188.6%5.0%
45Δ21.30445.6%22.5%18.54198.1%4.6%
50Δ20.41385.2%17.8%18.97207.6%4.1%
55Δ19.51324.8%13.0%19.40217.2%3.7%
60Δ18.62264.3%8.3%19.83226.7%3.3%
65Δ17.73203.9%3.5%20.25236.2%2.8%
70Δ16.83143.5%1.2%20.68245.8%2.4%
75Δ15.9483.0%5.9%21.11255.3%2.0%
80Δ15.0522.6%10.7%21.54264.8%1.5%

20Δ

Calls
Pseudo strike
27.57
IV
731.8%
B/E move
56.8%
Puts
Pseudo strike
15.63
IV
347.5%
B/E move
15.9%

25Δ

Calls
Pseudo strike
24.87
IV
687.4%
B/E move
41.5%
Puts
Pseudo strike
16.36
IV
279.9%
B/E move
11.9%

30Δ

Calls
Pseudo strike
23.98
IV
626.9%
B/E move
36.7%
Puts
Pseudo strike
17.09
IV
212.3%
B/E move
7.9%

35Δ

Calls
Pseudo strike
23.08
IV
566.5%
B/E move
32.0%
Puts
Pseudo strike
17.69
IV
179.0%
B/E move
5.5%

40Δ

Calls
Pseudo strike
22.19
IV
506.1%
B/E move
27.2%
Puts
Pseudo strike
18.12
IV
188.6%
B/E move
5.0%

45Δ

Calls
Pseudo strike
21.30
IV
445.6%
B/E move
22.5%
Puts
Pseudo strike
18.54
IV
198.1%
B/E move
4.6%

50Δ

Calls
Pseudo strike
20.41
IV
385.2%
B/E move
17.8%
Puts
Pseudo strike
18.97
IV
207.6%
B/E move
4.1%

55Δ

Calls
Pseudo strike
19.51
IV
324.8%
B/E move
13.0%
Puts
Pseudo strike
19.40
IV
217.2%
B/E move
3.7%

60Δ

Calls
Pseudo strike
18.62
IV
264.3%
B/E move
8.3%
Puts
Pseudo strike
19.83
IV
226.7%
B/E move
3.3%

65Δ

Calls
Pseudo strike
17.73
IV
203.9%
B/E move
3.5%
Puts
Pseudo strike
20.25
IV
236.2%
B/E move
2.8%

70Δ

Calls
Pseudo strike
16.83
IV
143.5%
B/E move
1.2%
Puts
Pseudo strike
20.68
IV
245.8%
B/E move
2.4%

75Δ

Calls
Pseudo strike
15.94
IV
83.0%
B/E move
5.9%
Puts
Pseudo strike
21.11
IV
255.3%
B/E move
2.0%

80Δ

Calls
Pseudo strike
15.05
IV
22.6%
B/E move
10.7%
Puts
Pseudo strike
21.54
IV
264.8%
B/E move
1.5%