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ICON plc Ordinary Shares ICLR

i

Market datapartial · fetched 2026-11-12T15:18:15.687Z

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 · 2026-11-12T15:17:15.316484314Z

FundamentalsAlpha Vantage · unavailable

Share price$196.88
1D-0.8%
$195$196$197$198$1995:30 AM6:30 AM9:00 AM1:00 PMICLR
Sold putSold call

ICON plc Ordinary Shares options

Live interpolated ICLR call and put midpoint premiums by absolute delta.ICON plc Ordinary Shares$1.35$5.39$9.43$13.47$17.51$177.41$187.61$197.82$208.03$218.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ICLR spot · $196.88ICLR PRICE$1.79$2.34$3.10$3.87$4.63$5.41$6.49$7.58$9.08$10.77$12.37$13.93$16.34$2.14$2.68$3.19$3.84$4.53$5.23$5.95$6.67$7.87$9.46$11.05$12.64$14.24
PutsFair0.97×
CallsExpensive1.09×
SkewBullish-7.79 pp
Implied moveBullish±$12.45
TiltBullish4.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ213.1057.8%9.1%182.8162.7%8.2%
25Δ208.7854.0%7.2%186.3359.1%6.7%
30Δ206.5654.9%6.5%189.3555.1%5.4%
35Δ204.3355.7%5.7%191.6453.3%4.6%
40Δ202.1156.6%5.0%193.7452.0%3.9%
45Δ199.8957.4%4.3%195.6950.5%3.3%
50Δ197.7658.1%3.7%197.4548.7%2.7%
55Δ195.6358.8%3.2%199.2046.9%2.2%
60Δ193.2960.7%2.8%201.1746.3%1.8%
65Δ190.8463.1%2.4%203.3246.7%1.5%
70Δ188.4163.1%2.0%205.4847.1%1.2%
75Δ185.9762.0%1.5%207.6347.5%1.0%
80Δ182.8462.9%1.2%209.7848.0%0.7%

20Δ

Calls
Pseudo strike
213.10
IV
57.8%
B/E move
9.1%
Puts
Pseudo strike
182.81
IV
62.7%
B/E move
8.2%

25Δ

Calls
Pseudo strike
208.78
IV
54.0%
B/E move
7.2%
Puts
Pseudo strike
186.33
IV
59.1%
B/E move
6.7%

30Δ

Calls
Pseudo strike
206.56
IV
54.9%
B/E move
6.5%
Puts
Pseudo strike
189.35
IV
55.1%
B/E move
5.4%

35Δ

Calls
Pseudo strike
204.33
IV
55.7%
B/E move
5.7%
Puts
Pseudo strike
191.64
IV
53.3%
B/E move
4.6%

40Δ

Calls
Pseudo strike
202.11
IV
56.6%
B/E move
5.0%
Puts
Pseudo strike
193.74
IV
52.0%
B/E move
3.9%

45Δ

Calls
Pseudo strike
199.89
IV
57.4%
B/E move
4.3%
Puts
Pseudo strike
195.69
IV
50.5%
B/E move
3.3%

50Δ

Calls
Pseudo strike
197.76
IV
58.1%
B/E move
3.7%
Puts
Pseudo strike
197.45
IV
48.7%
B/E move
2.7%

55Δ

Calls
Pseudo strike
195.63
IV
58.8%
B/E move
3.2%
Puts
Pseudo strike
199.20
IV
46.9%
B/E move
2.2%

60Δ

Calls
Pseudo strike
193.29
IV
60.7%
B/E move
2.8%
Puts
Pseudo strike
201.17
IV
46.3%
B/E move
1.8%

65Δ

Calls
Pseudo strike
190.84
IV
63.1%
B/E move
2.4%
Puts
Pseudo strike
203.32
IV
46.7%
B/E move
1.5%

70Δ

Calls
Pseudo strike
188.41
IV
63.1%
B/E move
2.0%
Puts
Pseudo strike
205.48
IV
47.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
185.97
IV
62.0%
B/E move
1.5%
Puts
Pseudo strike
207.63
IV
47.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
182.84
IV
62.9%
B/E move
1.2%
Puts
Pseudo strike
209.78
IV
48.0%
B/E move
0.7%

Options history

IV · four-Friday blend47.07%
Daily close
ICLR41.0%49.4%57.8%2026-08-14: 42.13%2026-08-17: 43.98%2026-08-18: 48.20%2026-08-19: 47.42%2026-08-20: 47.82%2026-08-21: 44.97%2026-08-24: 45.85%2026-08-25: 46.12%2026-08-26: 44.81%2026-08-27: 45.06%2026-08-28: 45.48%2026-08-31: 46.26%2026-09-01: 47.35%2026-09-02: 46.48%2026-09-03: 46.01%2026-09-04: 45.81%2026-09-08: 48.59%2026-09-09: 49.15%2026-09-10: 47.98%2026-09-11: 46.61%2026-09-14: 49.17%2026-09-15: 50.40%2026-09-16: 50.98%2026-09-17: 51.74%2026-09-18: 48.32%2026-09-21: 47.83%2026-09-22: 47.64%2026-09-23: 48.23%2026-09-24: 50.36%2026-09-25: 48.55%2026-09-28: 50.56%2026-09-29: 49.36%2026-09-30: 49.76%2026-10-01: 50.73%2026-10-02: 49.61%2026-10-05: 50.08%2026-10-06: 51.37%2026-10-07: 51.41%2026-10-08: 49.62%2026-10-09: 49.41%2026-10-12: 51.81%2026-10-13: 52.25%2026-10-14: 56.64%2026-10-16: 54.28%2026-10-19: 54.45%2026-10-20: 54.52%2026-10-21: 53.98%2026-10-22: 54.95%2026-10-23: 54.56%2026-10-26: 56.05%2026-10-27: 53.54%2026-10-28: 44.85%2026-10-29: 44.44%2026-10-30: 47.07%Aug 14Sep 22Oct 30
54 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
42.13%
43.98%
48.20%
47.42%
47.82%
44.97%
45.85%
46.12%
44.81%
45.06%
45.48%
46.26%
47.35%
46.48%
46.01%
45.81%
48.59%
49.15%
47.98%
46.61%
49.17%
50.40%
50.98%
51.74%
48.32%
47.83%
47.64%
48.23%
50.36%
48.55%
50.56%
49.36%
49.76%
50.73%
49.61%
50.08%
51.37%
51.41%
49.62%
49.41%
51.81%
52.25%
56.64%
54.28%
54.45%
54.52%
53.98%
54.95%
54.56%
56.05%
53.54%
44.85%
44.44%
47.07%