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ICF International, Inc. Common Stock ICFI

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Market dataready · fetched 2026-11-12T03:12:43.022Z

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 · 2026-11-11T21:00:03.241219321Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:12:42.663334+00:00

Share price$82.77
1D+1.2%
AH$81.36$81.82$82.28$82.73$83.195:30 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$2.39$3.38$4.38$5.37$6.36$61.38$71.94$82.50$93.05$103.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ICFI spot · $82.77ICFI PRICE$2.50$2.50$2.50$2.50$2.50$2.61$2.82$3.03$3.23$3.44$3.65$4.31$5.38$2.50$2.50$2.50$2.50$2.60$2.73$2.86$2.98$3.11$3.24$4.12$5.10$6.08
PutsCheap0.51×
CallsFair1.02×
SkewBullish-9.82 pp
Implied moveBalanced±$5.68
TiltBearish2.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ113.14201.4%39.7%69.62155.6%18.9%
25Δ99.13146.3%22.8%74.30119.9%13.3%
30Δ92.45113.3%14.7%77.0998.0%9.9%
35Δ88.6991.3%10.2%79.5578.4%6.9%
40Δ86.1674.6%7.1%80.6969.8%5.7%
45Δ84.5564.5%5.3%81.5463.5%4.8%
50Δ83.7260.0%4.6%82.3857.3%3.9%
55Δ82.8955.4%3.8%83.2251.1%3.1%
60Δ82.0650.8%3.1%84.0744.9%2.2%
65Δ81.2346.3%2.3%84.9138.6%1.3%
70Δ80.4041.7%1.5%86.0339.4%1.0%
75Δ79.3540.3%1.1%87.1841.0%0.8%
80Δ78.1041.8%0.9%88.3242.5%0.6%

20Δ

Calls
Pseudo strike
113.14
IV
201.4%
B/E move
39.7%
Puts
Pseudo strike
69.62
IV
155.6%
B/E move
18.9%

25Δ

Calls
Pseudo strike
99.13
IV
146.3%
B/E move
22.8%
Puts
Pseudo strike
74.30
IV
119.9%
B/E move
13.3%

30Δ

Calls
Pseudo strike
92.45
IV
113.3%
B/E move
14.7%
Puts
Pseudo strike
77.09
IV
98.0%
B/E move
9.9%

35Δ

Calls
Pseudo strike
88.69
IV
91.3%
B/E move
10.2%
Puts
Pseudo strike
79.55
IV
78.4%
B/E move
6.9%

40Δ

Calls
Pseudo strike
86.16
IV
74.6%
B/E move
7.1%
Puts
Pseudo strike
80.69
IV
69.8%
B/E move
5.7%

45Δ

Calls
Pseudo strike
84.55
IV
64.5%
B/E move
5.3%
Puts
Pseudo strike
81.54
IV
63.5%
B/E move
4.8%

50Δ

Calls
Pseudo strike
83.72
IV
60.0%
B/E move
4.6%
Puts
Pseudo strike
82.38
IV
57.3%
B/E move
3.9%

55Δ

Calls
Pseudo strike
82.89
IV
55.4%
B/E move
3.8%
Puts
Pseudo strike
83.22
IV
51.1%
B/E move
3.1%

60Δ

Calls
Pseudo strike
82.06
IV
50.8%
B/E move
3.1%
Puts
Pseudo strike
84.07
IV
44.9%
B/E move
2.2%

65Δ

Calls
Pseudo strike
81.23
IV
46.3%
B/E move
2.3%
Puts
Pseudo strike
84.91
IV
38.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
80.40
IV
41.7%
B/E move
1.5%
Puts
Pseudo strike
86.03
IV
39.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
79.35
IV
40.3%
B/E move
1.1%
Puts
Pseudo strike
87.18
IV
41.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
78.10
IV
41.8%
B/E move
0.9%
Puts
Pseudo strike
88.32
IV
42.5%
B/E move
0.6%

Options history

IV · four-Friday blend38.06%
Daily close
ICFI30.8%44.4%58.1%2026-08-13: 35.58%2026-08-14: 36.97%2026-08-18: 49.05%2026-08-19: 50.15%2026-08-21: 33.50%2026-08-24: 34.89%2026-08-25: 34.59%2026-08-26: 34.01%2026-08-27: 32.65%2026-08-28: 33.53%2026-08-31: 33.87%2026-09-01: 34.83%2026-09-02: 35.32%2026-09-03: 34.78%2026-09-04: 37.06%2026-09-08: 39.99%2026-09-09: 40.87%2026-09-14: 47.33%2026-09-15: 48.63%2026-09-16: 56.23%2026-09-18: 36.49%2026-09-21: 36.43%2026-09-22: 36.99%2026-09-23: 37.06%2026-09-24: 37.63%2026-09-25: 37.22%2026-09-28: 38.54%2026-09-29: 38.39%2026-09-30: 38.70%2026-10-01: 37.73%2026-10-02: 40.19%2026-10-05: 40.61%2026-10-06: 40.46%2026-10-07: 41.52%2026-10-08: 40.93%2026-10-09: 41.44%2026-10-12: 48.75%2026-10-13: 50.31%2026-10-16: 35.92%2026-10-19: 36.06%2026-10-20: 36.21%2026-10-21: 36.11%2026-10-22: 36.05%2026-10-23: 36.25%2026-10-26: 36.36%2026-10-27: 36.14%2026-10-28: 36.61%2026-10-29: 36.21%2026-10-30: 38.06%Aug 13Sep 24Oct 30
49 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
35.58%
36.97%
49.05%
50.15%
33.50%
34.89%
34.59%
34.01%
32.65%
33.53%
33.87%
34.83%
35.32%
34.78%
37.06%
39.99%
40.87%
47.33%
48.63%
56.23%
36.49%
36.43%
36.99%
37.06%
37.63%
37.22%
38.54%
38.39%
38.70%
37.73%
40.19%
40.61%
40.46%
41.52%
40.93%
41.44%
48.75%
50.31%
35.92%
36.06%
36.21%
36.11%
36.05%
36.25%
36.36%
36.14%
36.61%
36.21%
38.06%