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Procore Technologies, Inc. PCOR

i

Market dataready · fetched 2026-11-04T06:58:22.746Z

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 · 2026-11-04T00:52:11.840879034Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T06:58:20.809737+00:00

Share price$70.28
1D+16.7%
AH$59$63$66$69$725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPCOR
Sold putSold callAH

Procore Technologies, Inc. options

Live interpolated PCOR call and put midpoint premiums by absolute delta.Procore Technologies, Inc.$0.17$3.58$6.99$10.39$13.80$53.48$61.74$70.00$78.26$86.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive PCOR spot · $70.28PCOR PRICE$0.54$0.72$0.90$1.08$1.26$1.44$1.62$1.80$2.26$3.25$4.59$6.17$7.67$10.40$12.82
Puts——
Calls——
Skew——
Implied moveBearish±$14.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.9533.1%7.4%58.80119.9%19.5%
25Δ74.2532.3%6.7%60.99127.1%17.9%
30Δ73.5431.4%5.9%63.14137.9%16.7%
35Δ72.8430.6%5.2%65.52148.4%15.5%
40Δ72.1329.8%4.4%68.38149.5%13.6%
45Δ71.4328.9%3.7%71.64165.0%12.9%
50Δ70.7228.1%2.9%75.07171.0%11.4%
55Δ70.0227.2%2.2%
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
74.95
IV
33.1%
B/E move
7.4%
Puts
Pseudo strike
58.80
IV
119.9%
B/E move
19.5%

25Δ

Calls
Pseudo strike
74.25
IV
32.3%
B/E move
6.7%
Puts
Pseudo strike
60.99
IV
127.1%
B/E move
17.9%

30Δ

Calls
Pseudo strike
73.54
IV
31.4%
B/E move
5.9%
Puts
Pseudo strike
63.14
IV
137.9%
B/E move
16.7%

35Δ

Calls
Pseudo strike
72.84
IV
30.6%
B/E move
5.2%
Puts
Pseudo strike
65.52
IV
148.4%
B/E move
15.5%

40Δ

Calls
Pseudo strike
72.13
IV
29.8%
B/E move
4.4%
Puts
Pseudo strike
68.38
IV
149.5%
B/E move
13.6%

45Δ

Calls
Pseudo strike
71.43
IV
28.9%
B/E move
3.7%
Puts
Pseudo strike
71.64
IV
165.0%
B/E move
12.9%

50Δ

Calls
Pseudo strike
70.72
IV
28.1%
B/E move
2.9%
Puts
Pseudo strike
75.07
IV
171.0%
B/E move
11.4%

55Δ

Calls
Pseudo strike
70.02
IV
27.2%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend58.26%
Daily EOD
PCOR56.4%58.3%60.3%2026-10-19: 57.26%2026-10-20: 57.24%2026-10-21: 56.63%2026-10-22: 58.10%2026-10-23: 57.31%2026-10-26: 59.67%2026-10-27: 57.18%2026-10-28: 60.00%2026-10-29: 56.78%2026-10-30: 58.26%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
57.26%
57.24%
56.63%
58.10%
57.31%
59.67%
57.18%
60.00%
56.78%
58.26%