PureCycle Technologies, Inc. (PCT) Volatility Skew
Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.
PureCycle Technologies, Inc. (PCT) operates in the Industrials sector, specifically the Industrial - Pollution & Treatment Controls industry, with a market capitalization near $1.84B, listed on NASDAQ, employing roughly 157 people, carrying a beta of 2.31 to the broader market. PureCycle Technologies, Inc. Led by Dustin Olson, public since 2020-07-14.
Snapshot as of May 15, 2026.
- Spot Price
- $12.52
- ATM IV
- 102.0%
- IV Skew 25Δ
- 0.103
- IV Rank
- 78.0%
- IV Percentile
- 85.3%
- Term Structure Slope
- -0.137
As of May 15, 2026, PureCycle Technologies, Inc. (PCT) at-the-money implied volatility is 102.0%. IV rank is 78.0% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 85.3%. The 25-delta skew is +0.103: calls carry premium over puts, indicating upside speculation or squeeze risk. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
PCT Strategy Selection at Current Volatility Levels
For PureCycle Technologies, Inc. options at 102.0% ATM IV, high IV rank (78.0%) favors premium-selling structures: credit spreads, iron condors, covered calls, cash-secured puts. The risk: a continued vol expansion through high-rank levels is rare but expensive when it happens. The 25-delta skew tilts to calls, so call-credit spreads or covered-call writes harvest more premium than put-credit spreads of the same width. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.
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Frequently asked PCT volatility skew questions
- What is the current PCT ATM implied volatility?
- As of May 15, 2026, PureCycle Technologies, Inc. (PCT) at-the-money implied volatility is 102.0%. IV rank is 78.0% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
- Is PCT IV high or low historically?
- IV is elevated relative to its 1-year history, conditions that typically favor premium-selling strategies (credit spreads, iron condors, covered calls).
- What does PCT volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. PureCycle Technologies, Inc. shows upside-skewed pricing: 25-delta calls trade richer than 25-delta puts, often reflecting upside speculation or squeeze risk. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.