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CACI International Inc CACI

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
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Market dataready · fetched 2026-10-15T20:04:07.004Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:02.78539588Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:04:06.317260+00:00

Share price$611.36
1D+0.4%
AH$604$608$611$614$6185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCACI
Sold putSold callAH

CACI International Inc options

Live interpolated CACI call and put midpoint premiums by absolute delta.CACI International Inc$1.19$6.04$10.88$15.73$20.57$593.42$603.05$612.68$622.31$631.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $611.36OPTION PRICELive CACI spot · $611.36CACI PRICE$1.72$2.11$2.69$3.41$4.14$4.86$5.59$6.45$8.72$10.99$13.26$15.92$19.18$1.97$2.30$2.96$3.62$4.27$4.93$5.88$6.86$7.85$8.83$9.81$10.80$11.78
PutsExpensive1.64×
CallsCheap0.93×
SkewBullish-4.47 pp
Implied moveBearish±$11.46
TiltBullish9.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ625.8449.6%2.6%595.5757.9%2.9%
25Δ621.8645.3%2.1%601.4446.2%2.0%
30Δ619.0243.3%1.7%603.5245.8%1.8%
35Δ617.1843.3%1.5%605.6045.4%1.5%
40Δ615.3543.3%1.3%607.6945.0%1.3%
45Δ613.5143.2%1.1%609.7744.6%1.1%
50Δ611.6743.2%1.0%611.5644.0%0.9%
55Δ609.7643.6%0.8%613.3243.3%0.8%
60Δ607.0648.2%0.7%615.0842.6%0.7%
65Δ604.3552.8%0.7%616.8441.9%0.5%
70Δ601.6557.4%0.6%618.6041.3%0.4%
75Δ598.4760.9%0.5%620.3640.6%0.3%
80Δ594.5462.6%0.4%622.1139.9%0.2%

20Δ

Calls
Pseudo strike
625.84
IV
49.6%
B/E move
2.6%
Puts
Pseudo strike
595.57
IV
57.9%
B/E move
2.9%

25Δ

Calls
Pseudo strike
621.86
IV
45.3%
B/E move
2.1%
Puts
Pseudo strike
601.44
IV
46.2%
B/E move
2.0%

30Δ

Calls
Pseudo strike
619.02
IV
43.3%
B/E move
1.7%
Puts
Pseudo strike
603.52
IV
45.8%
B/E move
1.8%

35Δ

Calls
Pseudo strike
617.18
IV
43.3%
B/E move
1.5%
Puts
Pseudo strike
605.60
IV
45.4%
B/E move
1.5%

40Δ

Calls
Pseudo strike
615.35
IV
43.3%
B/E move
1.3%
Puts
Pseudo strike
607.69
IV
45.0%
B/E move
1.3%

45Δ

Calls
Pseudo strike
613.51
IV
43.2%
B/E move
1.1%
Puts
Pseudo strike
609.77
IV
44.6%
B/E move
1.1%

50Δ

Calls
Pseudo strike
611.67
IV
43.2%
B/E move
1.0%
Puts
Pseudo strike
611.56
IV
44.0%
B/E move
0.9%

55Δ

Calls
Pseudo strike
609.76
IV
43.6%
B/E move
0.8%
Puts
Pseudo strike
613.32
IV
43.3%
B/E move
0.8%

60Δ

Calls
Pseudo strike
607.06
IV
48.2%
B/E move
0.7%
Puts
Pseudo strike
615.08
IV
42.6%
B/E move
0.7%

65Δ

Calls
Pseudo strike
604.35
IV
52.8%
B/E move
0.7%
Puts
Pseudo strike
616.84
IV
41.9%
B/E move
0.5%

70Δ

Calls
Pseudo strike
601.65
IV
57.4%
B/E move
0.6%
Puts
Pseudo strike
618.60
IV
41.3%
B/E move
0.4%

75Δ

Calls
Pseudo strike
598.47
IV
60.9%
B/E move
0.5%
Puts
Pseudo strike
620.36
IV
40.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
594.54
IV
62.6%
B/E move
0.4%
Puts
Pseudo strike
622.11
IV
39.9%
B/E move
0.2%