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ICON plc Ordinary Shares ICLR

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Market datapartial · fetched 2026-10-23T03:15:18.764Z

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 · 2026-10-22T20:00:02.603336282Z

FundamentalsAlpha Vantage · unavailable

Share price$185.43
1D+0.7%
AH$182$184$186$188$1915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMICLR
Sold putSold callAH

ICON plc Ordinary Shares options

Live interpolated ICLR call and put midpoint premiums by absolute delta.ICON plc Ordinary Shares$2.29$12.42$22.55$32.67$42.80$143.17$163.92$184.68$205.44$226.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ICLR spot · $185.43ICLR PRICE$3.39$4.54$5.82$7.25$8.62$10.05$11.76$13.57$15.85$18.10$20.58$23.46$27.31$4.07$5.58$7.28$9.05$10.97$13.14$15.49$18.40$21.21$24.77$28.81$33.92$39.88
PutsExpensive1.39×
CallsFair1.02×
SkewBearish+2.88 pp
Implied moveBearish±$27.24
TiltBearish15.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ219.4062.8%20.1%162.4763.6%14.6%
25Δ213.2663.0%17.5%167.2464.6%12.8%
30Δ207.7363.5%15.2%171.6565.9%11.4%
35Δ202.8864.3%13.3%176.1665.9%9.9%
40Δ197.9463.9%11.4%180.5565.8%8.6%
45Δ193.1962.7%9.6%184.8866.0%7.4%
50Δ188.9462.6%8.2%189.2365.7%6.3%
55Δ184.7862.4%7.0%193.8466.5%5.4%
60Δ180.6363.3%6.0%198.3865.9%4.5%
65Δ176.4762.9%4.9%203.4665.8%3.6%
70Δ172.2462.4%4.0%208.8766.3%2.9%
75Δ167.8162.1%3.1%215.2566.8%2.2%
80Δ162.6463.0%2.4%222.3967.3%1.6%

20Δ

Calls
Pseudo strike
219.40
IV
62.8%
B/E move
20.1%
Puts
Pseudo strike
162.47
IV
63.6%
B/E move
14.6%

25Δ

Calls
Pseudo strike
213.26
IV
63.0%
B/E move
17.5%
Puts
Pseudo strike
167.24
IV
64.6%
B/E move
12.8%

30Δ

Calls
Pseudo strike
207.73
IV
63.5%
B/E move
15.2%
Puts
Pseudo strike
171.65
IV
65.9%
B/E move
11.4%

35Δ

Calls
Pseudo strike
202.88
IV
64.3%
B/E move
13.3%
Puts
Pseudo strike
176.16
IV
65.9%
B/E move
9.9%

40Δ

Calls
Pseudo strike
197.94
IV
63.9%
B/E move
11.4%
Puts
Pseudo strike
180.55
IV
65.8%
B/E move
8.6%

45Δ

Calls
Pseudo strike
193.19
IV
62.7%
B/E move
9.6%
Puts
Pseudo strike
184.88
IV
66.0%
B/E move
7.4%

50Δ

Calls
Pseudo strike
188.94
IV
62.6%
B/E move
8.2%
Puts
Pseudo strike
189.23
IV
65.7%
B/E move
6.3%

55Δ

Calls
Pseudo strike
184.78
IV
62.4%
B/E move
7.0%
Puts
Pseudo strike
193.84
IV
66.5%
B/E move
5.4%

60Δ

Calls
Pseudo strike
180.63
IV
63.3%
B/E move
6.0%
Puts
Pseudo strike
198.38
IV
65.9%
B/E move
4.5%

65Δ

Calls
Pseudo strike
176.47
IV
62.9%
B/E move
4.9%
Puts
Pseudo strike
203.46
IV
65.8%
B/E move
3.6%

70Δ

Calls
Pseudo strike
172.24
IV
62.4%
B/E move
4.0%
Puts
Pseudo strike
208.87
IV
66.3%
B/E move
2.9%

75Δ

Calls
Pseudo strike
167.81
IV
62.1%
B/E move
3.1%
Puts
Pseudo strike
215.25
IV
66.8%
B/E move
2.2%

80Δ

Calls
Pseudo strike
162.64
IV
63.0%
B/E move
2.4%
Puts
Pseudo strike
222.39
IV
67.3%
B/E move
1.6%

Options history

No recorded observations