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PTC Inc. Common Stock PTC

i

Market dataready · fetched 2026-11-12T15:22:06.238Z

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 · 2026-11-12T15:20:19.062586059Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T15:22:05.704898+00:00

Share price$196.10
1D+0.0%
$195.92$196.01$196.10$196.19$196.285:30 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$1.17$1.83$2.50$3.16$3.82$-0.20$0.15$0.50$0.85$1.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEPTC PRICE$2.37$3.61$1.24$1.54$1.84$2.14$2.44$2.74$3.03$3.33$3.63
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ195.2913.9%1.0%
45Δ195.8013.7%0.9%
50Δ196.3213.4%0.8%
55Δ196.8313.2%0.7%
60Δ197.3513.0%0.6%
65Δ197.8612.8%0.5%
70Δ198.3812.5%0.4%
75Δ194.258.9%0.3%198.8912.3%0.3%
80Δ192.9611.1%0.2%199.4112.1%0.2%

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
195.29
IV
13.9%
B/E move
1.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
195.80
IV
13.7%
B/E move
0.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
196.32
IV
13.4%
B/E move
0.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
196.83
IV
13.2%
B/E move
0.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
197.35
IV
13.0%
B/E move
0.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
197.86
IV
12.8%
B/E move
0.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
198.38
IV
12.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
194.25
IV
8.9%
B/E move
0.3%
Puts
Pseudo strike
198.89
IV
12.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
192.96
IV
11.1%
B/E move
0.2%
Puts
Pseudo strike
199.41
IV
12.1%
B/E move
0.2%

Options history

IV · four-Friday blend7.48%
Daily close
PTC2.8%29.7%56.7%2026-08-14: 41.89%2026-08-17: 43.03%2026-08-18: 43.00%2026-08-19: 45.21%2026-08-20: 46.85%2026-08-21: 40.16%2026-08-24: 40.83%2026-08-25: 40.40%2026-08-26: 40.55%2026-08-27: 39.27%2026-08-28: 39.86%2026-08-31: 38.56%2026-09-01: 39.32%2026-09-02: 39.24%2026-09-03: 40.41%2026-09-04: 44.99%2026-09-08: 48.03%2026-09-09: 47.80%2026-09-10: 46.20%2026-09-11: 45.53%2026-09-14: 50.09%2026-09-15: 50.38%2026-09-16: 52.97%2026-09-17: 51.43%2026-09-18: 45.80%2026-09-21: 47.86%2026-09-22: 48.45%2026-09-23: 47.28%2026-09-24: 46.60%2026-09-25: 43.97%2026-09-28: 45.79%2026-09-29: 45.98%2026-09-30: 43.96%2026-10-01: 45.48%2026-10-02: 45.58%2026-10-21: 6.50%2026-10-22: 6.75%2026-10-28: 7.48%Aug 14Sep 10Oct 28
38 observations2026-08-14 — 2026-10-28
Table
DateIV (%)
41.89%
43.03%
43.00%
45.21%
46.85%
40.16%
40.83%
40.40%
40.55%
39.27%
39.86%
38.56%
39.32%
39.24%
40.41%
44.99%
48.03%
47.80%
46.20%
45.53%
50.09%
50.38%
52.97%
51.43%
45.80%
47.86%
48.45%
47.28%
46.60%
43.97%
45.79%
45.98%
43.96%
45.48%
45.58%
6.50%
6.75%
7.48%