Do not build lethality, it does nothing for you.
Build items like Frozen Mallet, gives a shit ton of attack damage because of its health and you are melee so you get the empowered perma-slow as a SUPPORT!
Pika Fox4 votesThe health > AD conversion is slightly gold inefficient, and your ult only does true damage if it would kill. You still need to get them there.
OurLestrade2 votesThat would emphasise sticking to people and right clicking them to death, which might end badly with how squishy Pyke is. But still, good point about the lethality.
Stacona1 votesFrozen Heart and Spirit Visage exists. You still get resistances, and you base health is the highest in the game, so he is not that squishy.
Your assassin play style is about getting picks like a Blitzcrank or Leona, not killing them yourselves, the other is peeling and if you want more damage then you get black cleaver because then it helps your team since it is armour shred. You can also get Wit's End since you auto a lot.
Build items that help your team, you are a support at the end of the day and need to be built as such. Also Knight's Vow is a very obvious item to get as well, that helps you heal since you heal when your bonded ally deals damage to champions.
Azadethe2 votesThey build 
for the bonus first hit damage. Otherwise, this is generally correct.... though it's worth mentioning:
There is no HP item which will give MORE AD than just buying an AD item. For example.... 
give the exact same AD. The only difference is the passive.
In other words:
is still the highest AD output potential in the game for Pyke, since it can use Transcendence.
In reality.... I personally think the best non tank build will be something like:
or
The reason I put in there is because it works extremely well with his Ult, resetting his kit's cooldowns which means he can track down and use his reset on R rather than just getting lucky to have someone nearby after the first ult. Gives him a reset on E and W to advance towards the next target.