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PROCEPT BioRobotics Corporation Common Stock PRCT

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Market dataready · fetched 2026-11-07T07:50:33.669Z

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 · 2026-11-07T00:54:03.81700395Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T07:50:33.233553+00:00

Share price$20.57
1D+5.0%
AH$19.38$19.75$20.12$20.49$20.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPRCT
Sold putSold callAH

PROCEPT BioRobotics Corporation Common Stock options

Live interpolated PRCT call and put midpoint premiums by absolute delta.PROCEPT BioRobotics Corporation Common Stock$0.33$1.25$2.18$3.10$4.03$14.75$17.77$20.79$23.81$26.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PRCT spot · $20.57PRCT PRICE$0.43$0.57$0.72$0.86$1.03$1.21$1.39$1.57$1.75$0.56$0.84$1.12$1.40$1.68$1.86$2.03$2.20$2.37$2.54$2.88$3.32$3.76
PutsCheap0.91×
Calls——
Skew——
Implied moveBearish±$3.42
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.0386.2%18.9%17.80103.4%16.2%
25Δ23.5691.7%17.3%18.34110.0%14.9%
30Δ23.0997.2%15.7%18.88116.6%13.7%
35Δ22.62102.6%14.2%19.42123.2%12.4%
40Δ22.11102.4%12.5%19.96129.8%11.1%
45Δ21.58100.3%10.8%20.44123.4%9.7%
50Δ21.0698.2%9.1%20.91115.7%8.2%
55Δ20.5396.1%7.4%21.38108.1%6.7%
60Δ20.0193.9%5.8%21.86100.5%5.3%
65Δ22.3392.9%3.8%
70Δ22.8688.6%2.9%
75Δ23.4386.1%2.3%
80Δ23.9983.6%1.7%

20Δ

Calls
Pseudo strike
24.03
IV
86.2%
B/E move
18.9%
Puts
Pseudo strike
17.80
IV
103.4%
B/E move
16.2%

25Δ

Calls
Pseudo strike
23.56
IV
91.7%
B/E move
17.3%
Puts
Pseudo strike
18.34
IV
110.0%
B/E move
14.9%

30Δ

Calls
Pseudo strike
23.09
IV
97.2%
B/E move
15.7%
Puts
Pseudo strike
18.88
IV
116.6%
B/E move
13.7%

35Δ

Calls
Pseudo strike
22.62
IV
102.6%
B/E move
14.2%
Puts
Pseudo strike
19.42
IV
123.2%
B/E move
12.4%

40Δ

Calls
Pseudo strike
22.11
IV
102.4%
B/E move
12.5%
Puts
Pseudo strike
19.96
IV
129.8%
B/E move
11.1%

45Δ

Calls
Pseudo strike
21.58
IV
100.3%
B/E move
10.8%
Puts
Pseudo strike
20.44
IV
123.4%
B/E move
9.7%

50Δ

Calls
Pseudo strike
21.06
IV
98.2%
B/E move
9.1%
Puts
Pseudo strike
20.91
IV
115.7%
B/E move
8.2%

55Δ

Calls
Pseudo strike
20.53
IV
96.1%
B/E move
7.4%
Puts
Pseudo strike
21.38
IV
108.1%
B/E move
6.7%

60Δ

Calls
Pseudo strike
20.01
IV
93.9%
B/E move
5.8%
Puts
Pseudo strike
21.86
IV
100.5%
B/E move
5.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.33
IV
92.9%
B/E move
3.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.86
IV
88.6%
B/E move
2.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.43
IV
86.1%
B/E move
2.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.99
IV
83.6%
B/E move
1.7%

Options history

IV · four-Friday blend81.25%
Daily close
PRCT57.4%80.4%103.5%2026-08-10: 71.09%2026-08-11: 66.97%2026-08-13: 71.21%2026-08-14: 60.55%2026-08-21: 62.02%2026-08-24: 63.93%2026-08-25: 62.89%2026-08-26: 66.86%2026-08-27: 63.39%2026-08-28: 61.65%2026-08-31: 61.45%2026-09-01: 61.78%2026-09-02: 65.57%2026-09-03: 64.05%2026-09-04: 63.21%2026-09-08: 75.09%2026-09-09: 66.78%2026-09-10: 65.50%2026-09-11: 67.36%2026-09-16: 100.34%2026-09-18: 68.78%2026-09-21: 76.40%2026-09-22: 71.77%2026-09-23: 66.18%2026-09-24: 67.65%2026-09-25: 65.48%2026-09-28: 64.50%2026-09-29: 72.99%2026-09-30: 88.03%2026-10-01: 74.38%2026-10-02: 76.12%2026-10-05: 81.51%2026-10-06: 83.16%2026-10-07: 88.81%2026-10-08: 89.81%2026-10-16: 80.78%2026-10-19: 73.56%2026-10-20: 76.32%2026-10-21: 75.31%2026-10-22: 77.48%2026-10-23: 74.60%2026-10-26: 70.34%2026-10-27: 70.36%2026-10-28: 71.86%2026-10-29: 69.30%2026-10-30: 81.25%Aug 10Sep 22Oct 30
46 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
71.09%
66.97%
71.21%
60.55%
62.02%
63.93%
62.89%
66.86%
63.39%
61.65%
61.45%
61.78%
65.57%
64.05%
63.21%
75.09%
66.78%
65.50%
67.36%
100.34%
68.78%
76.40%
71.77%
66.18%
67.65%
65.48%
64.50%
72.99%
88.03%
74.38%
76.12%
81.51%
83.16%
88.81%
89.81%
80.78%
73.56%
76.32%
75.31%
77.48%
74.60%
70.34%
70.36%
71.86%
69.30%
81.25%