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PTC Inc. Common Stock PTC

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Market datapartial · fetched 2026-10-22T18:39:02.039Z

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 · 2026-10-22T18:38:31.381075089Z

FundamentalsAlpha Vantage · unavailable

Share price$194.18
1D-0.1%
$193.99$194.14$194.29$194.44$194.605:30 AM6:30 AM9:00 AM1:00 PMPTC
Sold putSold call

PTC Inc. Common Stock options

Live interpolated PTC call and put midpoint premiums by absolute delta.PTC Inc. Common Stock$0.93$4.00$7.06$10.13$13.19$-0.19$0.15$0.50$0.85$1.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEPTC PRICE$1.26$1.82$2.38$2.94$3.50$4.05$4.61$2.96$4.83$6.70$8.57$10.44$12.31
PutsCheap0.56×
CallsCheap0.04×
SkewBearish+6.16 pp
Implied move——
TiltBearish38.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ194.605.0%0.9%
55Δ193.945.6%0.8%196.568.0%0.3%
60Δ193.286.1%0.8%198.539.9%0.2%
65Δ192.626.6%0.7%200.4911.8%0.2%
70Δ191.967.1%0.7%202.4613.7%0.2%
75Δ191.307.7%0.6%204.4215.6%0.1%
80Δ190.648.2%0.6%206.3817.5%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
194.60
IV
5.0%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
193.94
IV
5.6%
B/E move
0.8%
Puts
Pseudo strike
196.56
IV
8.0%
B/E move
0.3%

60Δ

Calls
Pseudo strike
193.28
IV
6.1%
B/E move
0.8%
Puts
Pseudo strike
198.53
IV
9.9%
B/E move
0.2%

65Δ

Calls
Pseudo strike
192.62
IV
6.6%
B/E move
0.7%
Puts
Pseudo strike
200.49
IV
11.8%
B/E move
0.2%

70Δ

Calls
Pseudo strike
191.96
IV
7.1%
B/E move
0.7%
Puts
Pseudo strike
202.46
IV
13.7%
B/E move
0.2%

75Δ

Calls
Pseudo strike
191.30
IV
7.7%
B/E move
0.6%
Puts
Pseudo strike
204.42
IV
15.6%
B/E move
0.1%

80Δ

Calls
Pseudo strike
190.64
IV
8.2%
B/E move
0.6%
Puts
Pseudo strike
206.38
IV
17.5%
B/E move
0.1%

Options history

No recorded observations