Options/PCOR

PCORProcore Technologies, Inc.

Options Analysis Report•SERVICES-PREPACKAGED SOFTWARE

Market Cap $9.7B|NYSE

● 2026-08-31$63.72

BULLISH

Analysis: 2026-08-28 EOD data

1Y -5.8%YTD -9.0%7D +2.6%

Options Vol

161

30D

Implied Move

±13.8%

IV Rank

12%

PCOR Options Overview

IV is elevated with bullish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Balanced conditions with no clear edge

Learn

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PCOR Gamma Walls

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PCOR Hedge Radar

No action needed

Full Hedge Radar

Fragility reads low; protection is priced cheap. Neither axis is a forecast — this is where PCOR sits on protection cost vs. fragility today.

Protection is priced in the cheap band (3.12) — downside puts carry 7.4 IV points LESS than at-the-money, and near-dated vol is priced 2% below far-dated, measured against this name's own rolling 19-trading-day realized moves (485 overlapping windows). Fragility reads resilient (3.38): it is trading 17% above its hedge wall on a wall graded MEDIUM for reliability, and its realized-vol regime is stable.

Protection cost

3.12/ 10cheap

Basis: cross_sectional

Fragility

3.38/ 10resilient

Basis: per_ticker

Value

Is IV priced right?

6.8

ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks5/9 checks passed

IV Rank

≤35%

IV Rank 76.9% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 1.17x — IV premium over HV

Sector Relative≤50%

Sector percentile 43% — below sector median

Term Structure

<1.1x

Front/Back 0.88x — contango

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 51.0% — normal range

Spread-Adjusted Value

<80%

Effective IV 81.4% (ATM 51.0% + spread 15.2% + bias) — expensive

Execution Efficiency

<3.0%

Total drag 25.72% (spread 15.21% + slippage 10.51%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 9.98 (vega 15.186 / spread 15.21%) — efficient

Sentiment

Bullish or bearish?

6.3

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksNeutral - Strong signal (Conviction: -5%, Raw: -1%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: -5% (neutral) — Raw: -1%

OI Skew Magnitude

≥15%

|OI skew| 77.6% — call-heavy

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +92.5%, OI skew +77.6% — aligned

Conviction Quality

≥2/3 conditions

0-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: +7%, ATM: -100%, OTM: -5% — strong bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 8% — very bullish vs sector

Activity

Unusual activity?

2.4

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed

Volume Surge

≥1.5x

Volume 0.3x avg — normal

Turnover Rate

≥15%

Vol/OI 1.1% — normal turnover

Multi-Day Persistence

≥2 days

1 day(s) elevated — may be one-day event

OI Build

≥5%

OI change +13.7% (5d) — building

Sector Relative≥60%

Sector activity percentile 28% — below sector avg

Trade Quality

≥30%

Large trade volume 0% — mostly retail

Execution Urgency

≥60%

Aggressive execution 28% — patient

Flow Conviction

≥30

Conviction -5 (bearish) — mixed

Liquidity

Can I trade efficiently?

2.7

IlliquidLiquid

Evaluates

bid-ask spreads

, volume depth, and open interest for trade execution quality.

Risk Checks1/8 checks passed

Tradeable Spread

≤5.0%

Spread 15.2% — wide

Adequate OI

≥10,000

OI 14,861 — adequate

Active Volume

≥500

Volume 161/day — thin

Reasonable Cost

≤$0.50

$0.76 to cross — expensive

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 66% — wider than sector

Order Book Depth

≥100 contracts

Depth 92.3 contracts (bid:54.4 ask:37.9) — thin

Execution Quality

<1.0%

Avg slippage 10.51% — poor

Timing

Is now a good time?

6.8

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope -11.5% — contango

IV Percentile Clarity

<30 or >70

IV percentile 77% — seller opportunity

Event Detection

≥10pts kink

IV kink -3.4pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 483.64 — favors income trades

Expiration Distribution

≥3 expirations

3 liquid expirations — flexible

Event Risk

≥60% (safe)

safe window: No events detected

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow -5% @ 53% consistency — unclear

Smart Money Timing

≥40 composite score

Score 30 (ITM 20% + inst 0%) — retail dominated

Directional Strategy Fit

Option Buyers

Long Calls7.0

bullishIV cheap, bullish flow

Long Puts5.1

bearishIV cheap, bullish flow

Premium Sellers

Cash-Secured Put4.7

bullishIV too cheap, bullish flow

Covered Call3.8

bearishIV too cheap, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

More on PCOR

PCOR gamma walls PCOR max pain PCOR IV rank PCOR options flow