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CACI INTERNATIONAL CLA CACI

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
i

Market dataready · fetched 2026-11-03T14:53:03.751Z

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 · 2026-11-03T14:51:49.38235315Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-03T14:49:49.529920+00:00

Share price$675.82
1D+1.6%
$664$667$670$674$6775:30 AM6:30 AM9:00 AM1:00 PMCACI
Sold putSold call

CACI INTERNATIONAL CLA options

Live interpolated CACI call and put midpoint premiums by absolute delta.CACI INTERNATIONAL CLA$4.13$18.65$33.17$47.70$62.22$588.71$631.43$674.15$716.87$759.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CACI spot · $675.82CACI PRICE$5.70$7.69$9.96$12.27$14.79$17.64$20.82$24.76$28.91$33.24$37.73$44.37$51.52$7.02$9.17$11.76$14.57$17.48$20.47$23.57$27.97$32.42$37.04$42.72$48.85$58.03
PutsExpensive1.11×
CallsCheap0.83×
SkewBearish+1.41 pp
Implied moveBearish±$44.40
TiltBearish6.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ725.4736.2%8.2%630.5941.3%7.7%
25Δ716.2936.5%7.1%640.8740.3%6.5%
30Δ708.6037.3%6.3%649.2340.4%5.7%
35Δ700.6437.3%5.5%657.1540.3%4.9%
40Δ693.2337.1%4.8%664.8239.9%4.2%
45Δ686.1337.2%4.1%672.2439.2%3.6%
50Δ679.2537.6%3.6%679.3638.4%3.0%
55Δ672.2838.4%3.1%686.7038.8%2.5%
60Δ665.1138.8%2.7%694.0438.8%2.1%
65Δ657.8138.8%2.3%701.4938.4%1.7%
70Δ650.4438.5%1.8%709.5938.4%1.3%
75Δ641.5639.4%1.5%718.0138.0%1.0%
80Δ632.1939.7%1.2%729.1038.8%0.7%

20Δ

Calls
Pseudo strike
725.47
IV
36.2%
B/E move
8.2%
Puts
Pseudo strike
630.59
IV
41.3%
B/E move
7.7%

25Δ

Calls
Pseudo strike
716.29
IV
36.5%
B/E move
7.1%
Puts
Pseudo strike
640.87
IV
40.3%
B/E move
6.5%

30Δ

Calls
Pseudo strike
708.60
IV
37.3%
B/E move
6.3%
Puts
Pseudo strike
649.23
IV
40.4%
B/E move
5.7%

35Δ

Calls
Pseudo strike
700.64
IV
37.3%
B/E move
5.5%
Puts
Pseudo strike
657.15
IV
40.3%
B/E move
4.9%

40Δ

Calls
Pseudo strike
693.23
IV
37.1%
B/E move
4.8%
Puts
Pseudo strike
664.82
IV
39.9%
B/E move
4.2%

45Δ

Calls
Pseudo strike
686.13
IV
37.2%
B/E move
4.1%
Puts
Pseudo strike
672.24
IV
39.2%
B/E move
3.6%

50Δ

Calls
Pseudo strike
679.25
IV
37.6%
B/E move
3.6%
Puts
Pseudo strike
679.36
IV
38.4%
B/E move
3.0%

55Δ

Calls
Pseudo strike
672.28
IV
38.4%
B/E move
3.1%
Puts
Pseudo strike
686.70
IV
38.8%
B/E move
2.5%

60Δ

Calls
Pseudo strike
665.11
IV
38.8%
B/E move
2.7%
Puts
Pseudo strike
694.04
IV
38.8%
B/E move
2.1%

65Δ

Calls
Pseudo strike
657.81
IV
38.8%
B/E move
2.3%
Puts
Pseudo strike
701.49
IV
38.4%
B/E move
1.7%

70Δ

Calls
Pseudo strike
650.44
IV
38.5%
B/E move
1.8%
Puts
Pseudo strike
709.59
IV
38.4%
B/E move
1.3%

75Δ

Calls
Pseudo strike
641.56
IV
39.4%
B/E move
1.5%
Puts
Pseudo strike
718.01
IV
38.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
632.19
IV
39.7%
B/E move
1.2%
Puts
Pseudo strike
729.10
IV
38.8%
B/E move
0.7%

Options history

IV · four-Friday blend35.18%
Daily close
CACI33.5%42.1%50.7%2026-08-05: 49.51%2026-08-06: 43.56%2026-08-07: 40.04%2026-08-10: 39.85%2026-08-11: 38.86%2026-08-12: 37.61%2026-08-13: 37.36%2026-08-14: 36.36%2026-08-17: 38.36%2026-08-18: 37.97%2026-08-19: 38.19%2026-08-20: 38.30%2026-08-21: 37.00%2026-08-24: 37.52%2026-08-25: 37.00%2026-08-26: 36.64%2026-08-27: 36.40%2026-08-28: 36.42%2026-08-31: 36.42%2026-09-01: 36.33%2026-09-02: 36.15%2026-09-03: 36.28%2026-09-04: 36.03%2026-09-08: 37.88%2026-09-09: 37.45%2026-09-10: 37.24%2026-09-11: 35.89%2026-09-14: 38.70%2026-09-15: 38.34%2026-09-16: 38.38%2026-09-17: 40.16%2026-09-18: 37.57%2026-09-21: 38.19%2026-09-22: 37.74%2026-09-23: 37.84%2026-09-24: 38.54%2026-09-25: 38.44%2026-09-28: 39.32%2026-09-29: 38.97%2026-09-30: 38.58%2026-10-01: 38.63%2026-10-02: 38.42%2026-10-05: 38.53%2026-10-06: 37.88%2026-10-07: 37.27%2026-10-08: 38.20%2026-10-09: 37.48%2026-10-12: 37.96%2026-10-13: 39.78%2026-10-14: 40.63%2026-10-15: 41.82%2026-10-16: 40.79%2026-10-19: 40.60%2026-10-20: 41.40%2026-10-21: 41.68%2026-10-22: 37.23%2026-10-23: 36.84%2026-10-26: 36.61%2026-10-27: 35.76%2026-10-28: 34.65%2026-10-29: 34.70%2026-10-30: 35.18%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
49.51%
43.56%
40.04%
39.85%
38.86%
37.61%
37.36%
36.36%
38.36%
37.97%
38.19%
38.30%
37.00%
37.52%
37.00%
36.64%
36.40%
36.42%
36.42%
36.33%
36.15%
36.28%
36.03%
37.88%
37.45%
37.24%
35.89%
38.70%
38.34%
38.38%
40.16%
37.57%
38.19%
37.74%
37.84%
38.54%
38.44%
39.32%
38.97%
38.58%
38.63%
38.42%
38.53%
37.88%
37.27%
38.20%
37.48%
37.96%
39.78%
40.63%
41.82%
40.79%
40.60%
41.40%
41.68%
37.23%
36.84%
36.61%
35.76%
34.65%
34.70%
35.18%