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CACI INTERNATIONAL CLA CACI

i

Market datapartial · fetched 2026-11-07T16:17:14.301Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:00:00.001641909Z

FundamentalsAlpha Vantage · unavailable

Share price$611.16
1D+4.6%
AH$582$590$598$607$6155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCACI
Sold putSold callAH

CACI INTERNATIONAL CLA options

Live interpolated CACI call and put midpoint premiums by absolute delta.CACI INTERNATIONAL CLA$0.00$0.27$0.54$0.81$1.08$-0.61$-0.06$0.50$1.06$1.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECACI PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend35.18%
Daily close
CACI34.1%38.2%42.4%2026-08-10: 39.85%2026-08-11: 38.86%2026-08-12: 37.61%2026-08-13: 37.36%2026-08-14: 36.36%2026-08-17: 38.36%2026-08-18: 37.97%2026-08-19: 38.19%2026-08-20: 38.30%2026-08-21: 37.00%2026-08-24: 37.52%2026-08-25: 37.00%2026-08-26: 36.64%2026-08-27: 36.40%2026-08-28: 36.42%2026-08-31: 36.42%2026-09-01: 36.33%2026-09-02: 36.15%2026-09-03: 36.28%2026-09-04: 36.03%2026-09-08: 37.88%2026-09-09: 37.45%2026-09-10: 37.24%2026-09-11: 35.89%2026-09-14: 38.70%2026-09-15: 38.34%2026-09-16: 38.38%2026-09-17: 40.16%2026-09-18: 37.57%2026-09-21: 38.19%2026-09-22: 37.74%2026-09-23: 37.84%2026-09-24: 38.54%2026-09-25: 38.44%2026-09-28: 39.32%2026-09-29: 38.97%2026-09-30: 38.58%2026-10-01: 38.63%2026-10-02: 38.42%2026-10-05: 38.53%2026-10-06: 37.88%2026-10-07: 37.27%2026-10-08: 38.20%2026-10-09: 37.48%2026-10-12: 37.96%2026-10-13: 39.78%2026-10-14: 40.63%2026-10-15: 41.82%2026-10-16: 40.79%2026-10-19: 40.60%2026-10-20: 41.40%2026-10-21: 41.68%2026-10-22: 37.23%2026-10-23: 36.84%2026-10-26: 36.61%2026-10-27: 35.76%2026-10-28: 34.65%2026-10-29: 34.70%2026-10-30: 35.18%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
39.85%
38.86%
37.61%
37.36%
36.36%
38.36%
37.97%
38.19%
38.30%
37.00%
37.52%
37.00%
36.64%
36.40%
36.42%
36.42%
36.33%
36.15%
36.28%
36.03%
37.88%
37.45%
37.24%
35.89%
38.70%
38.34%
38.38%
40.16%
37.57%
38.19%
37.74%
37.84%
38.54%
38.44%
39.32%
38.97%
38.58%
38.63%
38.42%
38.53%
37.88%
37.27%
38.20%
37.48%
37.96%
39.78%
40.63%
41.82%
40.79%
40.60%
41.40%
41.68%
37.23%
36.84%
36.61%
35.76%
34.65%
34.70%
35.18%