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ICON PLC ICLR

HEALTHCARE · DIAGNOSTICS & RESEARCH
i

Market dataready · fetched 2026-10-23T04:07:51.623Z

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 · ready · quarter 2026-06-30 · fetched 2026-10-23T04:07:51.107421+00:00

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 options

Live interpolated ICLR call and put midpoint premiums by absolute delta.ICON PLC$2.30$12.39$22.49$32.59$42.68$142.48$163.59$184.70$205.81$226.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ICLR spot · $185.43ICLR PRICE$3.39$4.54$5.82$7.25$8.62$10.06$11.76$13.59$15.86$18.12$20.60$23.49$27.36$4.07$5.57$7.27$9.04$10.96$13.13$15.47$18.38$21.19$24.74$28.76$33.85$39.77
PutsExpensive1.41×
CallsFair1.04×
SkewBearish+2.81 pp
Implied moveBearish±$27.24
TiltBearish15.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ219.3964.0%20.1%162.4664.7%14.6%
25Δ213.2564.2%17.5%167.2465.7%12.8%
30Δ207.7264.6%15.2%171.6467.0%11.4%
35Δ202.8765.4%13.3%176.1467.1%9.9%
40Δ197.9365.0%11.4%180.5367.0%8.6%
45Δ193.1863.8%9.6%184.8667.1%7.4%
50Δ188.9263.8%8.2%189.2166.8%6.3%
55Δ184.7563.5%7.0%193.8167.6%5.4%
60Δ180.6164.4%6.0%198.3467.0%4.5%
65Δ176.4564.1%4.9%203.4166.9%3.6%
70Δ172.2163.5%4.0%208.8167.4%2.9%
75Δ167.7763.2%3.1%215.1667.8%2.2%
80Δ162.5864.3%2.4%222.2768.3%1.6%

20Δ

Calls
Pseudo strike
219.39
IV
64.0%
B/E move
20.1%
Puts
Pseudo strike
162.46
IV
64.7%
B/E move
14.6%

25Δ

Calls
Pseudo strike
213.25
IV
64.2%
B/E move
17.5%
Puts
Pseudo strike
167.24
IV
65.7%
B/E move
12.8%

30Δ

Calls
Pseudo strike
207.72
IV
64.6%
B/E move
15.2%
Puts
Pseudo strike
171.64
IV
67.0%
B/E move
11.4%

35Δ

Calls
Pseudo strike
202.87
IV
65.4%
B/E move
13.3%
Puts
Pseudo strike
176.14
IV
67.1%
B/E move
9.9%

40Δ

Calls
Pseudo strike
197.93
IV
65.0%
B/E move
11.4%
Puts
Pseudo strike
180.53
IV
67.0%
B/E move
8.6%

45Δ

Calls
Pseudo strike
193.18
IV
63.8%
B/E move
9.6%
Puts
Pseudo strike
184.86
IV
67.1%
B/E move
7.4%

50Δ

Calls
Pseudo strike
188.92
IV
63.8%
B/E move
8.2%
Puts
Pseudo strike
189.21
IV
66.8%
B/E move
6.3%

55Δ

Calls
Pseudo strike
184.75
IV
63.5%
B/E move
7.0%
Puts
Pseudo strike
193.81
IV
67.6%
B/E move
5.4%

60Δ

Calls
Pseudo strike
180.61
IV
64.4%
B/E move
6.0%
Puts
Pseudo strike
198.34
IV
67.0%
B/E move
4.5%

65Δ

Calls
Pseudo strike
176.45
IV
64.1%
B/E move
4.9%
Puts
Pseudo strike
203.41
IV
66.9%
B/E move
3.6%

70Δ

Calls
Pseudo strike
172.21
IV
63.5%
B/E move
4.0%
Puts
Pseudo strike
208.81
IV
67.4%
B/E move
2.9%

75Δ

Calls
Pseudo strike
167.77
IV
63.2%
B/E move
3.1%
Puts
Pseudo strike
215.16
IV
67.8%
B/E move
2.2%

80Δ

Calls
Pseudo strike
162.58
IV
64.3%
B/E move
2.4%
Puts
Pseudo strike
222.27
IV
68.3%
B/E move
1.6%

Options history

No recorded observations