PTCPTC, INC
Options Analysis Report•SERVICES-PREPACKAGED SOFTWARE
Market Cap $15.6B|NASDAQ
● 2026-06-10$135.08
BULLISH
Analysis: 2026-06-09 EOD data
1Y -21.0%YTD -20.6%7D -2.7%
Options Vol
45
30D
Implied Move
±8.6%
IV Rank
23%
PTC Options Overview
bullish flow. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.7
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks6/9 checks passed
IV Rank
≤35%IV Rank 66.5% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.38x — IV premium over HV
Sector Relative≤50%
Sector percentile 20% — below sector median
Term Structure
<1.1xFront/Back 1.07x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 40.2% — normal range
Spread-Adjusted Value
<80%Effective IV 67.4% (ATM 40.2% + spread 13.6% + bias) — fair
Execution Efficiency
<3.0%Total drag 22.12% (spread 13.60% + slippage 8.52%) — high friction
Vega Efficiency
≥5.0Vega efficiency 6.07 (vega 8.259 / spread 13.60%) — acceptable
Sentiment
Bullish or bearish?
7.2
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBullish - Strong signal (Conviction: +20%, Raw: +24%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +20% (bullish) — Raw: +24%
OI Skew Magnitude
≥15%|OI skew| 52.7% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +46.7%, OI skew +52.7% — aligned
Conviction Quality
≥2/3 conditions0-DTE 0%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +0%, ATM: -20%, OTM: +47% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 17% — very bullish vs sector
Activity
Unusual activity?
3.1
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 0.1x avg — normal
Turnover Rate
≥15%Vol/OI 0.3% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +38.7% (5d) — building
Sector Relative≥60%
Sector activity percentile 1% — quiet vs sector
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 66% — urgent
Flow Conviction
≥30Conviction +20 (bullish) — mixed
Liquidity
Can I trade efficiently?
3.3
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks2/8 checks passed
Tradeable Spread
≤5.0%Spread 13.6% — wide
Adequate OI
≥10,000OI 14,393 — adequate
Active Volume
≥500Volume 45/day — thin
Reasonable Cost
≤$0.50$0.68 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 22% — tighter than sector
Order Book Depth
≥100 contractsDepth 50.199999999999996 contracts (bid:17.9 ask:32.3) — thin
Execution Quality
<1.0%Avg slippage 8.52% — poor
Timing
Is now a good time?
6.5
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks4/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +6.9% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 66% — neutral
Event Detection
≥10pts kinkIV kink 1.7pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 43.20 — favors income trades
Expiration Distribution
≥3 expirations4 liquid expirations — flexible
Event Risk
≥60% (safe)caution advised: FOMC in 7d; CPI in 0d (HIGH)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +20% @ 60% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls6.0
bullishIV fair, bullish flow
Long Puts4.4
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.2
bullishIV fair, bullish flow
Covered Call3.9
bearishIV fair, bullish flow
For educational purposes only. Not investment advice.