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Procept Biorobotics Corp PRCT

HEALTHCARE · MEDICAL DEVICES
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Market dataready · fetched 2026-10-15T20:33:09.860Z

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 2026-10-15T20:33:09.166546+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$18.85$20.67$22.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $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×
CallsExpensive6.52×
SkewBullish-148.73 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
20Δ27.50735.9%56.5%15.63351.2%15.9%
25Δ24.87694.8%41.5%16.36282.9%11.9%
30Δ23.98633.4%36.7%17.09214.6%7.9%
35Δ23.08572.1%32.0%17.69181.0%5.5%
40Δ22.19510.8%27.2%18.12190.6%5.0%
45Δ21.30449.5%22.5%18.54200.2%4.6%
50Δ20.41388.1%17.8%18.97209.9%4.1%
55Δ19.51326.8%13.0%19.40219.5%3.7%
60Δ18.62265.5%8.3%19.83229.1%3.3%
65Δ17.73204.1%3.5%20.25238.8%2.8%
70Δ16.83142.8%1.2%20.68248.4%2.4%
75Δ15.9481.5%5.9%21.11258.0%2.0%
80Δ15.0520.1%10.7%21.53267.7%1.5%

20Δ

Calls
Pseudo strike
27.50
IV
735.9%
B/E move
56.5%
Puts
Pseudo strike
15.63
IV
351.2%
B/E move
15.9%

25Δ

Calls
Pseudo strike
24.87
IV
694.8%
B/E move
41.5%
Puts
Pseudo strike
16.36
IV
282.9%
B/E move
11.9%

30Δ

Calls
Pseudo strike
23.98
IV
633.4%
B/E move
36.7%
Puts
Pseudo strike
17.09
IV
214.6%
B/E move
7.9%

35Δ

Calls
Pseudo strike
23.08
IV
572.1%
B/E move
32.0%
Puts
Pseudo strike
17.69
IV
181.0%
B/E move
5.5%

40Δ

Calls
Pseudo strike
22.19
IV
510.8%
B/E move
27.2%
Puts
Pseudo strike
18.12
IV
190.6%
B/E move
5.0%

45Δ

Calls
Pseudo strike
21.30
IV
449.5%
B/E move
22.5%
Puts
Pseudo strike
18.54
IV
200.2%
B/E move
4.6%

50Δ

Calls
Pseudo strike
20.41
IV
388.1%
B/E move
17.8%
Puts
Pseudo strike
18.97
IV
209.9%
B/E move
4.1%

55Δ

Calls
Pseudo strike
19.51
IV
326.8%
B/E move
13.0%
Puts
Pseudo strike
19.40
IV
219.5%
B/E move
3.7%

60Δ

Calls
Pseudo strike
18.62
IV
265.5%
B/E move
8.3%
Puts
Pseudo strike
19.83
IV
229.1%
B/E move
3.3%

65Δ

Calls
Pseudo strike
17.73
IV
204.1%
B/E move
3.5%
Puts
Pseudo strike
20.25
IV
238.8%
B/E move
2.8%

70Δ

Calls
Pseudo strike
16.83
IV
142.8%
B/E move
1.2%
Puts
Pseudo strike
20.68
IV
248.4%
B/E move
2.4%

75Δ

Calls
Pseudo strike
15.94
IV
81.5%
B/E move
5.9%
Puts
Pseudo strike
21.11
IV
258.0%
B/E move
2.0%

80Δ

Calls
Pseudo strike
15.05
IV
20.1%
B/E move
10.7%
Puts
Pseudo strike
21.53
IV
267.7%
B/E move
1.5%