IntraAlpha
Create free account Start free

Cardinal Health, Inc. CAH

i

Market dataready · fetched 2026-11-06T13:59:40.363Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T13:50:53.656916542Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T13:59:39.854280+00:00

Share price$263.86
1D+0.3%
$262.87$263.15$263.43$263.71$263.995:30 AM6:30 AM9:00 AM1:00 PMCAH
Sold putSold call

Cardinal Health, Inc. options

Live interpolated CAH call and put midpoint premiums by absolute delta.Cardinal Health, Inc.$0.52$9.69$18.87$28.04$37.22$239.19$252.89$266.59$280.30$294.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CAH spot · $263.86CAH PRICE$2.05$2.81$3.58$4.50$5.44$6.78$8.27$9.84$12.15$14.73$19.77$24.79$34.57$1.51$2.06$2.44$2.69$3.28$3.74$3.89$4.18$4.83$5.46$5.81$6.16$6.51
PutsCheap0.53×
CallsExpensive1.11×
SkewBullish-39.33 pp
Implied moveBullish±$12.16
TiltBullish47.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ281.2051.7%7.3%253.7535.2%4.4%
25Δ278.3453.4%6.6%255.4036.9%4.0%
30Δ275.2853.5%5.7%257.8334.2%3.2%
35Δ272.6354.5%5.0%260.0330.5%2.5%
40Δ269.9254.5%4.4%261.4730.5%2.1%
45Δ267.5457.3%4.0%262.8529.6%1.8%
50Δ264.9659.7%3.6%264.1026.4%1.4%
55Δ262.1961.1%3.1%265.3124.0%1.0%
60Δ259.0965.5%2.8%266.4323.8%0.9%
65Δ255.6169.4%2.5%267.5323.5%0.7%
70Δ250.3582.2%2.4%268.2921.8%0.5%
75Δ244.5290.7%2.1%269.0520.0%0.4%
80Δ234.41112.6%1.9%269.8018.3%0.2%

20Δ

Calls
Pseudo strike
281.20
IV
51.7%
B/E move
7.3%
Puts
Pseudo strike
253.75
IV
35.2%
B/E move
4.4%

25Δ

Calls
Pseudo strike
278.34
IV
53.4%
B/E move
6.6%
Puts
Pseudo strike
255.40
IV
36.9%
B/E move
4.0%

30Δ

Calls
Pseudo strike
275.28
IV
53.5%
B/E move
5.7%
Puts
Pseudo strike
257.83
IV
34.2%
B/E move
3.2%

35Δ

Calls
Pseudo strike
272.63
IV
54.5%
B/E move
5.0%
Puts
Pseudo strike
260.03
IV
30.5%
B/E move
2.5%

40Δ

Calls
Pseudo strike
269.92
IV
54.5%
B/E move
4.4%
Puts
Pseudo strike
261.47
IV
30.5%
B/E move
2.1%

45Δ

Calls
Pseudo strike
267.54
IV
57.3%
B/E move
4.0%
Puts
Pseudo strike
262.85
IV
29.6%
B/E move
1.8%

50Δ

Calls
Pseudo strike
264.96
IV
59.7%
B/E move
3.6%
Puts
Pseudo strike
264.10
IV
26.4%
B/E move
1.4%

55Δ

Calls
Pseudo strike
262.19
IV
61.1%
B/E move
3.1%
Puts
Pseudo strike
265.31
IV
24.0%
B/E move
1.0%

60Δ

Calls
Pseudo strike
259.09
IV
65.5%
B/E move
2.8%
Puts
Pseudo strike
266.43
IV
23.8%
B/E move
0.9%

65Δ

Calls
Pseudo strike
255.61
IV
69.4%
B/E move
2.5%
Puts
Pseudo strike
267.53
IV
23.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
250.35
IV
82.2%
B/E move
2.4%
Puts
Pseudo strike
268.29
IV
21.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
244.52
IV
90.7%
B/E move
2.1%
Puts
Pseudo strike
269.05
IV
20.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
234.41
IV
112.6%
B/E move
1.9%
Puts
Pseudo strike
269.80
IV
18.3%
B/E move
0.2%

Options history

IV · four-Friday blend44.35%
Daily close
CAH19.1%37.6%56.2%2026-08-10: 53.65%2026-08-11: 29.99%2026-08-12: 31.22%2026-08-13: 32.64%2026-08-14: 26.42%2026-08-17: 29.33%2026-08-18: 28.64%2026-08-19: 28.12%2026-08-20: 29.33%2026-08-21: 24.96%2026-08-24: 26.53%2026-08-25: 25.16%2026-08-26: 25.38%2026-08-27: 25.95%2026-08-28: 24.18%2026-08-31: 25.15%2026-09-01: 22.74%2026-09-02: 24.89%2026-09-03: 23.92%2026-09-04: 21.62%2026-09-08: 26.08%2026-09-09: 26.29%2026-09-10: 26.66%2026-09-11: 23.42%2026-09-14: 24.60%2026-09-15: 25.78%2026-09-16: 24.41%2026-09-17: 27.09%2026-09-18: 24.03%2026-09-21: 27.44%2026-09-22: 29.19%2026-09-23: 27.81%2026-09-24: 30.39%2026-09-25: 25.92%2026-09-28: 27.16%2026-09-29: 26.55%2026-09-30: 27.17%2026-10-01: 28.87%2026-10-02: 24.78%2026-10-05: 25.44%2026-10-06: 26.19%2026-10-07: 25.93%2026-10-08: 29.69%2026-10-09: 27.75%2026-10-12: 29.47%2026-10-13: 28.81%2026-10-14: 30.90%2026-10-15: 31.95%2026-10-16: 31.30%2026-10-19: 32.86%2026-10-20: 33.58%2026-10-21: 32.21%2026-10-22: 36.12%2026-10-23: 35.54%2026-10-26: 38.79%2026-10-27: 39.57%2026-10-28: 41.33%2026-10-29: 42.03%2026-10-30: 44.35%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
53.65%
29.99%
31.22%
32.64%
26.42%
29.33%
28.64%
28.12%
29.33%
24.96%
26.53%
25.16%
25.38%
25.95%
24.18%
25.15%
22.74%
24.89%
23.92%
21.62%
26.08%
26.29%
26.66%
23.42%
24.60%
25.78%
24.41%
27.09%
24.03%
27.44%
29.19%
27.81%
30.39%
25.92%
27.16%
26.55%
27.17%
28.87%
24.78%
25.44%
26.19%
25.93%
29.69%
27.75%
29.47%
28.81%
30.90%
31.95%
31.30%
32.86%
33.58%
32.21%
36.12%
35.54%
38.79%
39.57%
41.33%
42.03%
44.35%