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CACI INTERNATIONAL CLA CACI

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
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Market dataready · fetched 2026-11-07T12:16:18.124Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · ready · quarter 2026-09-30 · fetched 2026-11-07T12:15:13.874259+00:00

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$3.87$17.27$30.68$44.09$57.49$527.82$573.64$619.45$665.27$711.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CACI spot · $611.16CACI PRICE$5.32$6.87$8.70$10.96$13.37$15.91$19.11$22.40$25.78$30.15$35.46$41.68$46.50$6.66$8.97$11.03$13.51$16.45$19.07$22.41$26.09$29.54$33.76$38.94$46.11$53.63
PutsCheap0.83×
CallsExpensive1.05×
SkewBearish+2.85 pp
Implied moveBearish±$41.52
TiltBearish7.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ657.4842.9%8.4%568.2549.3%8.1%
25Δ647.2341.4%7.0%577.0349.5%7.1%
30Δ639.4241.2%6.0%585.8747.9%5.9%
35Δ632.9641.9%5.4%593.7447.0%5.1%
40Δ626.5742.3%4.7%600.6547.4%4.4%
45Δ620.2342.6%4.1%607.5646.2%3.7%
50Δ614.0143.4%3.6%614.3445.9%3.1%
55Δ607.7443.9%3.1%621.0145.9%2.7%
60Δ601.3643.8%2.6%627.4644.8%2.2%
65Δ594.5144.4%2.2%634.2744.2%1.7%
70Δ587.0145.6%1.8%641.6944.2%1.4%
75Δ578.7646.9%1.5%650.6945.2%1.1%
80Δ571.5745.3%1.1%660.0945.3%0.8%

20Δ

Calls
Pseudo strike
657.48
IV
42.9%
B/E move
8.4%
Puts
Pseudo strike
568.25
IV
49.3%
B/E move
8.1%

25Δ

Calls
Pseudo strike
647.23
IV
41.4%
B/E move
7.0%
Puts
Pseudo strike
577.03
IV
49.5%
B/E move
7.1%

30Δ

Calls
Pseudo strike
639.42
IV
41.2%
B/E move
6.0%
Puts
Pseudo strike
585.87
IV
47.9%
B/E move
5.9%

35Δ

Calls
Pseudo strike
632.96
IV
41.9%
B/E move
5.4%
Puts
Pseudo strike
593.74
IV
47.0%
B/E move
5.1%

40Δ

Calls
Pseudo strike
626.57
IV
42.3%
B/E move
4.7%
Puts
Pseudo strike
600.65
IV
47.4%
B/E move
4.4%

45Δ

Calls
Pseudo strike
620.23
IV
42.6%
B/E move
4.1%
Puts
Pseudo strike
607.56
IV
46.2%
B/E move
3.7%

50Δ

Calls
Pseudo strike
614.01
IV
43.4%
B/E move
3.6%
Puts
Pseudo strike
614.34
IV
45.9%
B/E move
3.1%

55Δ

Calls
Pseudo strike
607.74
IV
43.9%
B/E move
3.1%
Puts
Pseudo strike
621.01
IV
45.9%
B/E move
2.7%

60Δ

Calls
Pseudo strike
601.36
IV
43.8%
B/E move
2.6%
Puts
Pseudo strike
627.46
IV
44.8%
B/E move
2.2%

65Δ

Calls
Pseudo strike
594.51
IV
44.4%
B/E move
2.2%
Puts
Pseudo strike
634.27
IV
44.2%
B/E move
1.7%

70Δ

Calls
Pseudo strike
587.01
IV
45.6%
B/E move
1.8%
Puts
Pseudo strike
641.69
IV
44.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
578.76
IV
46.9%
B/E move
1.5%
Puts
Pseudo strike
650.69
IV
45.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
571.57
IV
45.3%
B/E move
1.1%
Puts
Pseudo strike
660.09
IV
45.3%
B/E move
0.8%

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%