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CACI International Inc CACI

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
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Market dataready · fetched 2026-10-16T21:49:57.528Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T20:10:00.002612259Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:49:57.080638+00:00

Share price$614.31
1D-1.0%
AH$606$610$614$618$6225:30 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$6.32$30.26$54.20$78.14$102.08$506.71$560.16$613.61$667.06$720.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CACI spot · $614.31CACI PRICE$8.91$11.40$15.00$18.21$22.03$26.16$30.82$37.02$42.65$49.92$56.71$65.83$75.31$11.15$13.88$18.06$21.59$27.87$32.82$38.02$44.23$51.36$58.35$67.26$78.47$95.18
PutsExpensive1.20×
CallsExpensive1.22×
SkewBearish+0.74 pp
Implied moveBearish±$68.84
TiltBearish9.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ699.5844.7%15.3%549.2548.7%12.4%
25Δ680.3842.9%12.6%566.1445.5%10.1%
30Δ669.1544.5%11.4%578.0846.0%8.8%
35Δ655.5443.6%9.7%590.3144.5%7.4%
40Δ644.1343.8%8.4%600.6147.1%6.8%
45Δ633.0543.8%7.3%611.8446.5%5.7%
50Δ622.4044.1%6.3%622.8345.7%4.8%
55Δ611.8045.7%5.6%633.8845.4%4.0%
60Δ600.9045.7%4.8%645.3545.3%3.3%
65Δ589.3346.7%4.1%656.5344.6%2.6%
70Δ577.8646.2%3.3%669.0844.4%2.0%
75Δ564.9946.9%2.7%683.5144.7%1.5%
80Δ551.7146.6%2.1%702.9246.3%1.1%

20Δ

Calls
Pseudo strike
699.58
IV
44.7%
B/E move
15.3%
Puts
Pseudo strike
549.25
IV
48.7%
B/E move
12.4%

25Δ

Calls
Pseudo strike
680.38
IV
42.9%
B/E move
12.6%
Puts
Pseudo strike
566.14
IV
45.5%
B/E move
10.1%

30Δ

Calls
Pseudo strike
669.15
IV
44.5%
B/E move
11.4%
Puts
Pseudo strike
578.08
IV
46.0%
B/E move
8.8%

35Δ

Calls
Pseudo strike
655.54
IV
43.6%
B/E move
9.7%
Puts
Pseudo strike
590.31
IV
44.5%
B/E move
7.4%

40Δ

Calls
Pseudo strike
644.13
IV
43.8%
B/E move
8.4%
Puts
Pseudo strike
600.61
IV
47.1%
B/E move
6.8%

45Δ

Calls
Pseudo strike
633.05
IV
43.8%
B/E move
7.3%
Puts
Pseudo strike
611.84
IV
46.5%
B/E move
5.7%

50Δ

Calls
Pseudo strike
622.40
IV
44.1%
B/E move
6.3%
Puts
Pseudo strike
622.83
IV
45.7%
B/E move
4.8%

55Δ

Calls
Pseudo strike
611.80
IV
45.7%
B/E move
5.6%
Puts
Pseudo strike
633.88
IV
45.4%
B/E move
4.0%

60Δ

Calls
Pseudo strike
600.90
IV
45.7%
B/E move
4.8%
Puts
Pseudo strike
645.35
IV
45.3%
B/E move
3.3%

65Δ

Calls
Pseudo strike
589.33
IV
46.7%
B/E move
4.1%
Puts
Pseudo strike
656.53
IV
44.6%
B/E move
2.6%

70Δ

Calls
Pseudo strike
577.86
IV
46.2%
B/E move
3.3%
Puts
Pseudo strike
669.08
IV
44.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
564.99
IV
46.9%
B/E move
2.7%
Puts
Pseudo strike
683.51
IV
44.7%
B/E move
1.5%

80Δ

Calls
Pseudo strike
551.71
IV
46.6%
B/E move
2.1%
Puts
Pseudo strike
702.92
IV
46.3%
B/E move
1.1%