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ICON plc Ordinary Shares ICLR

i

Market datapartial · fetched 2026-11-03T14:43:06.730Z

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 · 2026-11-03T14:42:43.419801525Z

FundamentalsAlpha Vantage · unavailable

Share price$205.48
1D+0.4%
$204.40$204.97$205.53$206.09$206.665:30 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$1.96$8.08$14.19$20.30$26.41$158.70$181.87$205.05$228.23$251.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ICLR spot · $205.47ICLR PRICE$2.62$3.48$4.34$5.49$6.67$7.86$9.50$11.23$12.96$14.83$16.92$19.54$22.59$3.03$3.92$4.97$6.23$7.54$8.92$10.29$11.71$13.85$15.99$18.14$21.36$24.65
PutsCheap0.90×
CallsCheap0.69×
SkewBullish-2.97 pp
Implied moveBearish±$19.79
TiltBearish4.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ229.6156.0%13.0%186.7257.7%10.6%
25Δ225.0955.3%11.2%191.1855.5%8.9%
30Δ220.5654.6%9.5%194.7455.2%7.6%
35Δ217.1254.9%8.3%197.9655.4%6.7%
40Δ213.8255.4%7.3%201.0955.3%5.8%
45Δ210.5355.8%6.3%204.1154.3%5.0%
50Δ207.3256.7%5.5%207.1353.4%4.2%
55Δ204.1157.7%4.8%210.1652.5%3.4%
60Δ200.9158.6%4.1%213.3852.5%2.9%
65Δ197.6158.6%3.4%216.6152.4%2.4%
70Δ194.1958.3%2.7%219.8352.4%1.8%
75Δ190.4458.9%2.2%223.9252.3%1.4%
80Δ186.3559.0%1.7%228.0552.2%1.0%

20Δ

Calls
Pseudo strike
229.61
IV
56.0%
B/E move
13.0%
Puts
Pseudo strike
186.72
IV
57.7%
B/E move
10.6%

25Δ

Calls
Pseudo strike
225.09
IV
55.3%
B/E move
11.2%
Puts
Pseudo strike
191.18
IV
55.5%
B/E move
8.9%

30Δ

Calls
Pseudo strike
220.56
IV
54.6%
B/E move
9.5%
Puts
Pseudo strike
194.74
IV
55.2%
B/E move
7.6%

35Δ

Calls
Pseudo strike
217.12
IV
54.9%
B/E move
8.3%
Puts
Pseudo strike
197.96
IV
55.4%
B/E move
6.7%

40Δ

Calls
Pseudo strike
213.82
IV
55.4%
B/E move
7.3%
Puts
Pseudo strike
201.09
IV
55.3%
B/E move
5.8%

45Δ

Calls
Pseudo strike
210.53
IV
55.8%
B/E move
6.3%
Puts
Pseudo strike
204.11
IV
54.3%
B/E move
5.0%

50Δ

Calls
Pseudo strike
207.32
IV
56.7%
B/E move
5.5%
Puts
Pseudo strike
207.13
IV
53.4%
B/E move
4.2%

55Δ

Calls
Pseudo strike
204.11
IV
57.7%
B/E move
4.8%
Puts
Pseudo strike
210.16
IV
52.5%
B/E move
3.4%

60Δ

Calls
Pseudo strike
200.91
IV
58.6%
B/E move
4.1%
Puts
Pseudo strike
213.38
IV
52.5%
B/E move
2.9%

65Δ

Calls
Pseudo strike
197.61
IV
58.6%
B/E move
3.4%
Puts
Pseudo strike
216.61
IV
52.4%
B/E move
2.4%

70Δ

Calls
Pseudo strike
194.19
IV
58.3%
B/E move
2.7%
Puts
Pseudo strike
219.83
IV
52.4%
B/E move
1.8%

75Δ

Calls
Pseudo strike
190.44
IV
58.9%
B/E move
2.2%
Puts
Pseudo strike
223.92
IV
52.3%
B/E move
1.4%

80Δ

Calls
Pseudo strike
186.35
IV
59.0%
B/E move
1.7%
Puts
Pseudo strike
228.05
IV
52.2%
B/E move
1.0%

Options history

IV · four-Friday blend47.07%
Daily close
ICLR41.0%49.4%57.8%2026-08-05: 51.43%2026-08-06: 50.61%2026-08-07: 48.09%2026-08-10: 48.38%2026-08-11: 48.26%2026-08-12: 46.37%2026-08-13: 44.54%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 5Sep 17Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
51.43%
50.61%
48.09%
48.38%
48.26%
46.37%
44.54%
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%