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ICF International, Inc. Common Stock ICFI

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Market datapartial · fetched 2026-10-22T23:22:48.007Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:01:27.766515253Z

FundamentalsAlpha Vantage · unavailable

Share price$93.53
1D+4.6%
AH$89$90$91$93$945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMICFI
Sold putSold callAH

ICF International, Inc. Common Stock options

Live interpolated ICFI call and put midpoint premiums by absolute delta.ICF International, Inc. Common Stock$2.24$4.63$7.01$9.39$11.78$78.41$86.10$93.79$101.47$109.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ICFI spot · $93.53ICFI PRICE$2.50$2.50$2.50$2.60$2.94$3.28$3.82$4.55$5.28$6.01$7.11$8.39$9.66$2.50$2.55$2.55$2.69$3.21$3.74$4.27$5.00$5.96$6.92$7.88$9.46$11.09
PutsExpensive1.53×
CallsExpensive1.31×
SkewBullish-4.25 pp
Implied moveBearish±$8.09
TiltBearish5.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ122.4296.4%33.6%80.1176.6%17.0%
25Δ109.4370.2%19.7%84.9759.5%11.9%
30Δ103.1754.6%13.0%87.8648.6%8.8%
35Δ99.4745.0%9.1%90.3440.4%6.3%
40Δ97.6842.2%7.6%91.6639.5%5.4%
45Δ95.8839.3%6.0%92.9838.6%4.6%
50Δ94.3438.1%4.9%94.3037.7%3.7%
55Δ93.0338.5%4.3%95.6637.4%3.1%
60Δ91.7338.9%3.7%97.0737.7%2.6%
65Δ90.4239.3%3.1%98.4838.0%2.1%
70Δ88.8540.1%2.6%99.8938.4%1.6%
75Δ87.1541.0%2.1%101.8438.8%1.2%
80Δ85.4542.0%1.7%103.8339.3%0.8%

20Δ

Calls
Pseudo strike
122.42
IV
96.4%
B/E move
33.6%
Puts
Pseudo strike
80.11
IV
76.6%
B/E move
17.0%

25Δ

Calls
Pseudo strike
109.43
IV
70.2%
B/E move
19.7%
Puts
Pseudo strike
84.97
IV
59.5%
B/E move
11.9%

30Δ

Calls
Pseudo strike
103.17
IV
54.6%
B/E move
13.0%
Puts
Pseudo strike
87.86
IV
48.6%
B/E move
8.8%

35Δ

Calls
Pseudo strike
99.47
IV
45.0%
B/E move
9.1%
Puts
Pseudo strike
90.34
IV
40.4%
B/E move
6.3%

40Δ

Calls
Pseudo strike
97.68
IV
42.2%
B/E move
7.6%
Puts
Pseudo strike
91.66
IV
39.5%
B/E move
5.4%

45Δ

Calls
Pseudo strike
95.88
IV
39.3%
B/E move
6.0%
Puts
Pseudo strike
92.98
IV
38.6%
B/E move
4.6%

50Δ

Calls
Pseudo strike
94.34
IV
38.1%
B/E move
4.9%
Puts
Pseudo strike
94.30
IV
37.7%
B/E move
3.7%

55Δ

Calls
Pseudo strike
93.03
IV
38.5%
B/E move
4.3%
Puts
Pseudo strike
95.66
IV
37.4%
B/E move
3.1%

60Δ

Calls
Pseudo strike
91.73
IV
38.9%
B/E move
3.7%
Puts
Pseudo strike
97.07
IV
37.7%
B/E move
2.6%

65Δ

Calls
Pseudo strike
90.42
IV
39.3%
B/E move
3.1%
Puts
Pseudo strike
98.48
IV
38.0%
B/E move
2.1%

70Δ

Calls
Pseudo strike
88.85
IV
40.1%
B/E move
2.6%
Puts
Pseudo strike
99.89
IV
38.4%
B/E move
1.6%

75Δ

Calls
Pseudo strike
87.15
IV
41.0%
B/E move
2.1%
Puts
Pseudo strike
101.84
IV
38.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
85.45
IV
42.0%
B/E move
1.7%
Puts
Pseudo strike
103.83
IV
39.3%
B/E move
0.8%

Options history

No recorded observations