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PROCEPT BioRobotics Corporation Common Stock PRCT

i

Market datapartial · fetched 2026-11-03T20:49:56.808Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T20:49:56.162663967Z

FundamentalsAlpha Vantage · unavailable

Share price$20.22
1D+4.1%
$19.14$19.45$19.76$20.07$20.395:30 AM6:30 AM9:00 AM1:00 PMPRCT
Sold putSold call

PROCEPT BioRobotics Corporation Common Stock options

Live interpolated PRCT call and put midpoint premiums by absolute delta.PROCEPT BioRobotics Corporation Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 PRICEPRCT PRICE
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
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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

55Δ

Calls
Pseudo strike
IV
B/E move
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 blend81.25%
Daily close
PRCT57.4%80.4%103.5%2026-08-05: 70.04%2026-08-06: 68.92%2026-08-07: 66.88%2026-08-10: 71.09%2026-08-11: 66.97%2026-08-13: 71.21%2026-08-14: 60.55%2026-08-21: 62.02%2026-08-24: 63.93%2026-08-25: 62.89%2026-08-26: 66.86%2026-08-27: 63.39%2026-08-28: 61.65%2026-08-31: 61.45%2026-09-01: 61.78%2026-09-02: 65.57%2026-09-03: 64.05%2026-09-04: 63.21%2026-09-08: 75.09%2026-09-09: 66.78%2026-09-10: 65.50%2026-09-11: 67.36%2026-09-16: 100.34%2026-09-18: 68.78%2026-09-21: 76.40%2026-09-22: 71.77%2026-09-23: 66.18%2026-09-24: 67.65%2026-09-25: 65.48%2026-09-28: 64.50%2026-09-29: 72.99%2026-09-30: 88.03%2026-10-01: 74.38%2026-10-02: 76.12%2026-10-05: 81.51%2026-10-06: 83.16%2026-10-07: 88.81%2026-10-08: 89.81%2026-10-16: 80.78%2026-10-19: 73.56%2026-10-20: 76.32%2026-10-21: 75.31%2026-10-22: 77.48%2026-10-23: 74.60%2026-10-26: 70.34%2026-10-27: 70.36%2026-10-28: 71.86%2026-10-29: 69.30%2026-10-30: 81.25%Aug 5Sep 21Oct 30
49 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
70.04%
68.92%
66.88%
71.09%
66.97%
71.21%
60.55%
62.02%
63.93%
62.89%
66.86%
63.39%
61.65%
61.45%
61.78%
65.57%
64.05%
63.21%
75.09%
66.78%
65.50%
67.36%
100.34%
68.78%
76.40%
71.77%
66.18%
67.65%
65.48%
64.50%
72.99%
88.03%
74.38%
76.12%
81.51%
83.16%
88.81%
89.81%
80.78%
73.56%
76.32%
75.31%
77.48%
74.60%
70.34%
70.36%
71.86%
69.30%
81.25%