Technology Large Cap Tech Reference Data Updated 2026-05-31

PCTY Gamma Exposure, IV Rank & Implied Volatility

Paylocity Holding (PCTY) options data — GEX, IV rank, options chain & Greeks

PCTY options trade with implied volatility typically in the 25% - 55% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar.

IV Rank 40.8 /100
IV 19.8%
Simulated data for display · open live PCTY on the platform →

An IV rank near 40.8 (the value shown here is illustrative) would mean implied volatility is in roughly the 40.8th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live PCTY IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 15.09%27.99%

Chart shows simulated data for display purposes. View the real PCTY IV history on the live platform →

Comprehensive options market data for Paylocity Holding (PCTY).

PCTY Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 25% - 55%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
25% - 55%
Weeklies
No

1 About Paylocity Holding (PCTY)

Paylocity Holding (PCTY) is a hr software company listed on NASDAQ.

Company Profile

Sector Technology
Industry HR Software
Market Cap See live data
Exchange NASDAQ

Key Dates

Next Earnings See earnings calendar
Earnings Frequency Quarterly
Dividend Schedule See company page
Fiscal Year End December

Paylocity Holding is a HR Software) company in the Technology sector.

2 PCTY Options Market Overview

PCTY options provide trading opportunities for options traders.

Average Daily Volume N/A
Total Open Interest N/A
Put/Call Ratio N/A
Typical ATM Spread N/A
Weekly Options Not Available
LEAPS Available Yes

Liquidity Assessment: Good

PCTY options provide trading opportunities across multiple expirations.

3 PCTY Implied Volatility & IV Rank

PCTY implied volatility patterns reflect the hr software sector dynamics.

Low IV Environment
25% - 32%
Below average volatility
Typical IV Range
32% - 47%
Normal conditions
Elevated IV
47% - 55%
Above average volatility

Earnings Impact

IV typically expands before earnings and contracts after the announcement.

The post-earnings volatility drop is known as IV crush. Holders of short PCTY options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

PCTY IV generally trades near historical volatility, with premiums expanding around earnings.

Term Structure

Typically upward sloping under normal conditions.

View PCTY Volatility Lab

PCTY Gamma Exposure (GEX)

Gamma Exposure analysis for PCTY reveals dealer hedging dynamics at key strike levels.

Typical GEX Profile: PCTY tends to operate in a positive gamma environment during normal conditions.

Key Levels:

Dealer Hedging:

View Live PCTY GEX

4 Common PCTY Options Strategies

These are strategies commonly used by traders on PCTY options, based on typical market characteristics. This is not investment advice.

Popular for PCTY shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on PCTY.

Range-bound strategy for PCTY between events.

Key Considerations for PCTY Options

  • Monitor PCTY earnings dates for IV expansion/contraction patterns
  • Consider the stock's beta when sizing options positions
  • PCTY options liquidity varies by expiration - prefer near-term and monthly expirations

Frequently Asked Questions: PCTY Options

What is PCTY's typical implied volatility?

PCTY implied volatility typically ranges from 25% - 55%. IV patterns are influenced by earnings, sector events, and market conditions.

Does PCTY have weekly options?

Check with your broker, PCTY may offer weekly options expirations.

What is PCTY's options trading profile?

PCTY (Paylocity Holding) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 25% - 55% range. The position sits in the Technology category for portfolio diversification and options strategy design.

How does PCTY implied volatility behave around earnings?

IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.

What options strategies work well on PCTY?

Popular strategies on PCTY options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 25% - 55% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.

What is PCTY's gamma exposure (GEX)?

Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence PCTY's intraday price action. PCTY tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live PCTY GEX levels and the gamma-flip point on ApexVol.

What is PCTY's IV rank?

PCTY's IV rank shows where PCTY's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. PCTY implied volatility typically ranges from 25% - 55%. Check PCTY's live IV rank and percentile on ApexVol's IV analytics.

PCTY Key Events

Earnings Months
January April July October

Related Tickers

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Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-05-31. How we research →

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