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PTC Inc. Common Stock PTC

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Market datapartial · fetched 2026-10-22T21:55:36.532Z

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 · 2026-10-22T20:00:01.695691209Z

FundamentalsAlpha Vantage · unavailable

Share price$194.00
1D-0.2%
AH$193.90$194.08$194.25$194.42$194.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPTC
Sold putSold callAH

PTC Inc. Common Stock options

Live interpolated PTC call and put midpoint premiums by absolute delta.PTC Inc. Common Stock$0.78$3.63$6.47$9.31$12.15$-0.19$0.15$0.50$0.85$1.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEPTC PRICE$2.16$1.95$1.73$1.52$1.31$1.09$1.52$2.00$2.48$2.96$3.44$3.92$4.40$1.83$4.21$6.58$8.96$11.33
PutsCheap0.44×
CallsCheap0.12×
SkewBullish-9.11 pp
Implied move——
TiltBearish3.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ238.5159.0%24.1%
25Δ229.9448.5%19.5%
30Δ221.3738.0%15.0%
35Δ212.7927.6%10.5%
40Δ204.2217.1%5.9%
45Δ195.656.6%1.4%
50Δ194.426.0%1.0%
55Δ193.806.3%0.9%
60Δ193.186.6%0.9%196.054.1%0.1%
65Δ192.566.9%0.8%198.406.9%0.1%
70Δ191.937.2%0.7%200.769.8%0.1%
75Δ191.317.5%0.6%203.1112.6%0.1%
80Δ190.697.8%0.6%205.4715.5%0.1%

20Δ

Calls
Pseudo strike
238.51
IV
59.0%
B/E move
24.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
229.94
IV
48.5%
B/E move
19.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
221.37
IV
38.0%
B/E move
15.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
212.79
IV
27.6%
B/E move
10.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
204.22
IV
17.1%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
195.65
IV
6.6%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
194.42
IV
6.0%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
193.80
IV
6.3%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
193.18
IV
6.6%
B/E move
0.9%
Puts
Pseudo strike
196.05
IV
4.1%
B/E move
0.1%

65Δ

Calls
Pseudo strike
192.56
IV
6.9%
B/E move
0.8%
Puts
Pseudo strike
198.40
IV
6.9%
B/E move
0.1%

70Δ

Calls
Pseudo strike
191.93
IV
7.2%
B/E move
0.7%
Puts
Pseudo strike
200.76
IV
9.8%
B/E move
0.1%

75Δ

Calls
Pseudo strike
191.31
IV
7.5%
B/E move
0.6%
Puts
Pseudo strike
203.11
IV
12.6%
B/E move
0.1%

80Δ

Calls
Pseudo strike
190.69
IV
7.8%
B/E move
0.6%
Puts
Pseudo strike
205.47
IV
15.5%
B/E move
0.1%

Options history

No recorded observations