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CACI INTERNATIONAL CLA CACI

i

Market dataready · fetched 2026-11-07T04:18:44.745Z

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

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T04:18:43.980488+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$3.85$17.34$30.82$44.30$57.78$527.82$573.64$619.45$665.27$711.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CACI spot · $611.16CACI PRICE$5.31$6.87$8.69$10.95$13.36$15.89$19.08$22.36$25.74$30.08$35.35$41.60$46.40$6.66$8.98$11.04$13.53$16.47$19.10$22.45$26.14$29.59$33.85$39.09$46.29$53.90
PutsCheap0.81×
CallsFair1.02×
SkewBearish+2.91 pp
Implied moveBearish±$41.53
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ657.5141.3%8.5%568.2847.6%8.1%
25Δ647.2739.8%7.0%577.0647.8%7.0%
30Δ639.4539.6%6.1%585.9146.2%5.9%
35Δ632.9940.3%5.4%593.7945.4%5.1%
40Δ626.6140.7%4.7%600.7145.8%4.4%
45Δ620.2841.0%4.1%607.6244.5%3.7%
50Δ614.0741.8%3.6%614.4144.3%3.1%
55Δ607.8142.2%3.1%621.1044.3%2.7%
60Δ601.4442.1%2.6%627.5643.2%2.2%
65Δ594.6142.7%2.2%634.4042.7%1.7%
70Δ587.1443.8%1.9%641.8742.7%1.4%
75Δ578.8845.1%1.5%650.9243.7%1.1%
80Δ571.7243.5%1.1%660.4143.9%0.8%

20Δ

Calls
Pseudo strike
657.51
IV
41.3%
B/E move
8.5%
Puts
Pseudo strike
568.28
IV
47.6%
B/E move
8.1%

25Δ

Calls
Pseudo strike
647.27
IV
39.8%
B/E move
7.0%
Puts
Pseudo strike
577.06
IV
47.8%
B/E move
7.0%

30Δ

Calls
Pseudo strike
639.45
IV
39.6%
B/E move
6.1%
Puts
Pseudo strike
585.91
IV
46.2%
B/E move
5.9%

35Δ

Calls
Pseudo strike
632.99
IV
40.3%
B/E move
5.4%
Puts
Pseudo strike
593.79
IV
45.4%
B/E move
5.1%

40Δ

Calls
Pseudo strike
626.61
IV
40.7%
B/E move
4.7%
Puts
Pseudo strike
600.71
IV
45.8%
B/E move
4.4%

45Δ

Calls
Pseudo strike
620.28
IV
41.0%
B/E move
4.1%
Puts
Pseudo strike
607.62
IV
44.5%
B/E move
3.7%

50Δ

Calls
Pseudo strike
614.07
IV
41.8%
B/E move
3.6%
Puts
Pseudo strike
614.41
IV
44.3%
B/E move
3.1%

55Δ

Calls
Pseudo strike
607.81
IV
42.2%
B/E move
3.1%
Puts
Pseudo strike
621.10
IV
44.3%
B/E move
2.7%

60Δ

Calls
Pseudo strike
601.44
IV
42.1%
B/E move
2.6%
Puts
Pseudo strike
627.56
IV
43.2%
B/E move
2.2%

65Δ

Calls
Pseudo strike
594.61
IV
42.7%
B/E move
2.2%
Puts
Pseudo strike
634.40
IV
42.7%
B/E move
1.7%

70Δ

Calls
Pseudo strike
587.14
IV
43.8%
B/E move
1.9%
Puts
Pseudo strike
641.87
IV
42.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
578.88
IV
45.1%
B/E move
1.5%
Puts
Pseudo strike
650.92
IV
43.7%
B/E move
1.1%

80Δ

Calls
Pseudo strike
571.72
IV
43.5%
B/E move
1.1%
Puts
Pseudo strike
660.41
IV
43.9%
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%