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Procept Biorobotics Corp PRCT

HEALTHCARE · MEDICAL DEVICES
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Market dataready · fetched 2026-10-16T00:14:26.316Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:14:25.693434+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$0.45$1.99$3.52$5.06$6.60$11.80$14.87$17.94$21.01$24.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRCT spot · $18.15PRCT PRICE$0.77$0.61$0.74$0.86$1.05$1.32$1.59$1.86$2.13$2.52$2.95$3.37$3.80$0.79$0.94$1.20$1.45$1.75$2.15$2.55$2.96$3.44$3.98$4.53$5.18$6.16
PutsExpensive1.23×
CallsExpensive1.16×
SkewBearish+7.36 pp
Implied moveBearish±$4.15
TiltBearish22.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.18134.4%59.5%14.54106.6%24.2%
25Δ22.4081.5%26.8%15.5892.3%19.3%
30Δ21.4576.9%22.3%16.2791.3%16.9%
35Δ20.5072.4%17.7%16.9790.3%14.5%
40Δ19.7571.1%14.6%17.6689.6%12.3%
45Δ19.2273.6%13.2%18.3389.8%10.8%
50Δ18.6976.1%11.8%19.0190.1%9.4%
55Δ18.1678.7%10.3%19.6890.3%7.9%
60Δ17.6381.2%8.9%20.4089.9%6.5%
65Δ17.0182.7%7.6%21.1688.7%5.4%
70Δ16.3583.9%6.3%21.9287.6%4.2%
75Δ15.7085.1%5.1%22.7786.7%3.1%
80Δ15.0486.3%3.8%23.9186.6%2.2%

20Δ

Calls
Pseudo strike
28.18
IV
134.4%
B/E move
59.5%
Puts
Pseudo strike
14.54
IV
106.6%
B/E move
24.2%

25Δ

Calls
Pseudo strike
22.40
IV
81.5%
B/E move
26.8%
Puts
Pseudo strike
15.58
IV
92.3%
B/E move
19.3%

30Δ

Calls
Pseudo strike
21.45
IV
76.9%
B/E move
22.3%
Puts
Pseudo strike
16.27
IV
91.3%
B/E move
16.9%

35Δ

Calls
Pseudo strike
20.50
IV
72.4%
B/E move
17.7%
Puts
Pseudo strike
16.97
IV
90.3%
B/E move
14.5%

40Δ

Calls
Pseudo strike
19.75
IV
71.1%
B/E move
14.6%
Puts
Pseudo strike
17.66
IV
89.6%
B/E move
12.3%

45Δ

Calls
Pseudo strike
19.22
IV
73.6%
B/E move
13.2%
Puts
Pseudo strike
18.33
IV
89.8%
B/E move
10.8%

50Δ

Calls
Pseudo strike
18.69
IV
76.1%
B/E move
11.8%
Puts
Pseudo strike
19.01
IV
90.1%
B/E move
9.4%

55Δ

Calls
Pseudo strike
18.16
IV
78.7%
B/E move
10.3%
Puts
Pseudo strike
19.68
IV
90.3%
B/E move
7.9%

60Δ

Calls
Pseudo strike
17.63
IV
81.2%
B/E move
8.9%
Puts
Pseudo strike
20.40
IV
89.9%
B/E move
6.5%

65Δ

Calls
Pseudo strike
17.01
IV
82.7%
B/E move
7.6%
Puts
Pseudo strike
21.16
IV
88.7%
B/E move
5.4%

70Δ

Calls
Pseudo strike
16.35
IV
83.9%
B/E move
6.3%
Puts
Pseudo strike
21.92
IV
87.6%
B/E move
4.2%

75Δ

Calls
Pseudo strike
15.70
IV
85.1%
B/E move
5.1%
Puts
Pseudo strike
22.77
IV
86.7%
B/E move
3.1%

80Δ

Calls
Pseudo strike
15.04
IV
86.3%
B/E move
3.8%
Puts
Pseudo strike
23.91
IV
86.6%
B/E move
2.2%