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Porch Group, Inc. Common Stock PRCH

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
i

Market dataready · fetched 2026-11-03T18:50:36.636Z

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 · 2026-11-03T18:49:30.285283591Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-03T18:50:35.837037+00:00

Share price$21.07
1D+3.5%
$20.29$20.54$20.78$21.03$21.275:30 AM6:30 AM9:00 AM1:00 PMPRCH
Sold putSold call

Porch Group, Inc. Common Stock options

Live interpolated PRCH call and put midpoint premiums by absolute delta.Porch Group, Inc. Common Stock$0.16$1.52$2.88$4.24$5.60$14.91$18.56$22.21$25.86$29.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRCH spot · $21.07PRCH PRICE$0.31$0.40$0.49$0.61$0.77$0.92$1.08$1.24$1.40$1.55$1.77$2.20$2.62$0.39$0.50$0.60$0.76$0.97$1.17$1.37$1.57$1.77$1.97$2.82$3.76$5.21
PutsCheap0.79×
CallsCheap0.38×
SkewBearish+9.58 pp
Implied moveBearish±$2.45
TiltBearish19.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.0260.9%15.5%18.5670.8%13.8%
25Δ23.4460.3%13.2%19.1567.7%11.5%
30Δ22.8759.6%10.9%19.7464.6%9.2%
35Δ22.3759.2%9.1%20.2163.3%7.7%
40Δ22.0259.1%8.1%20.5863.2%6.9%
45Δ21.6758.9%7.2%20.9663.1%6.1%
50Δ21.3258.8%6.3%21.3363.1%5.3%
55Δ20.9758.7%5.4%21.7163.0%4.4%
60Δ20.6258.5%4.5%22.0863.0%3.6%
65Δ20.2758.4%3.6%22.4562.9%2.8%
70Δ19.8858.5%2.8%23.3772.2%2.5%
75Δ19.3559.4%2.3%24.3782.9%2.2%
80Δ18.8360.4%1.8%25.8995.5%1.8%

20Δ

Calls
Pseudo strike
24.02
IV
60.9%
B/E move
15.5%
Puts
Pseudo strike
18.56
IV
70.8%
B/E move
13.8%

25Δ

Calls
Pseudo strike
23.44
IV
60.3%
B/E move
13.2%
Puts
Pseudo strike
19.15
IV
67.7%
B/E move
11.5%

30Δ

Calls
Pseudo strike
22.87
IV
59.6%
B/E move
10.9%
Puts
Pseudo strike
19.74
IV
64.6%
B/E move
9.2%

35Δ

Calls
Pseudo strike
22.37
IV
59.2%
B/E move
9.1%
Puts
Pseudo strike
20.21
IV
63.3%
B/E move
7.7%

40Δ

Calls
Pseudo strike
22.02
IV
59.1%
B/E move
8.1%
Puts
Pseudo strike
20.58
IV
63.2%
B/E move
6.9%

45Δ

Calls
Pseudo strike
21.67
IV
58.9%
B/E move
7.2%
Puts
Pseudo strike
20.96
IV
63.1%
B/E move
6.1%

50Δ

Calls
Pseudo strike
21.32
IV
58.8%
B/E move
6.3%
Puts
Pseudo strike
21.33
IV
63.1%
B/E move
5.3%

55Δ

Calls
Pseudo strike
20.97
IV
58.7%
B/E move
5.4%
Puts
Pseudo strike
21.71
IV
63.0%
B/E move
4.4%

60Δ

Calls
Pseudo strike
20.62
IV
58.5%
B/E move
4.5%
Puts
Pseudo strike
22.08
IV
63.0%
B/E move
3.6%

65Δ

Calls
Pseudo strike
20.27
IV
58.4%
B/E move
3.6%
Puts
Pseudo strike
22.45
IV
62.9%
B/E move
2.8%

70Δ

Calls
Pseudo strike
19.88
IV
58.5%
B/E move
2.8%
Puts
Pseudo strike
23.37
IV
72.2%
B/E move
2.5%

75Δ

Calls
Pseudo strike
19.35
IV
59.4%
B/E move
2.3%
Puts
Pseudo strike
24.37
IV
82.9%
B/E move
2.2%

80Δ

Calls
Pseudo strike
18.83
IV
60.4%
B/E move
1.8%
Puts
Pseudo strike
25.89
IV
95.5%
B/E move
1.8%

Options history

IV · four-Friday blend57.02%
Daily EOD
PRCH54.7%71.6%88.5%2026-10-19: 78.48%2026-10-20: 78.30%2026-10-21: 80.41%2026-10-22: 81.22%2026-10-23: 83.33%2026-10-26: 84.23%2026-10-27: 81.47%2026-10-28: 86.17%2026-10-29: 58.25%2026-10-30: 57.02%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
78.48%
78.30%
80.41%
81.22%
83.33%
84.23%
81.47%
86.17%
58.25%
57.02%