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Cardinal Health, Inc. CAH

i

Market dataready · fetched 2026-11-07T21:12:25.432Z

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 · 2026-11-07T00:00:00.002826623Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T21:12:25.058915+00:00

Share price$271.72
1D+3.3%
AH$262$265$268$271$2745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCAH
Sold putSold callAH

Cardinal Health, Inc. options

Live interpolated CAH call and put midpoint premiums by absolute delta.Cardinal Health, Inc.$1.10$4.64$8.18$11.71$15.25$244.17$258.32$272.46$286.61$300.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CAH spot · $271.72CAH PRICE$1.48$1.60$2.05$2.69$3.41$4.14$4.79$5.12$5.72$6.65$7.71$12.41$1.57$2.15$2.99$3.83$4.56$5.31$6.51$7.67$8.62$9.95$11.68$14.23
Puts——
Calls——
Skew——
Implied moveBearish±$10.10
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ283.5237.7%4.9%260.8539.5%4.6%
25Δ279.5731.2%3.5%263.2339.2%3.9%
30Δ277.9531.4%3.0%264.5843.1%3.7%
35Δ276.5633.0%2.8%
40Δ275.2635.0%2.6%268.9237.3%2.4%
45Δ273.7535.8%2.3%270.5637.4%2.1%
50Δ272.2135.5%1.9%272.2037.0%1.8%
55Δ270.7932.6%1.5%273.9838.6%1.6%
60Δ269.3531.1%1.2%275.7439.4%1.3%
65Δ267.9031.5%1.0%277.4438.4%1.1%
70Δ266.3431.7%0.9%279.3638.4%0.9%
75Δ281.6039.0%0.7%
80Δ261.0238.8%0.6%284.5840.9%0.5%

20Δ

Calls
Pseudo strike
283.52
IV
37.7%
B/E move
4.9%
Puts
Pseudo strike
260.85
IV
39.5%
B/E move
4.6%

25Δ

Calls
Pseudo strike
279.57
IV
31.2%
B/E move
3.5%
Puts
Pseudo strike
263.23
IV
39.2%
B/E move
3.9%

30Δ

Calls
Pseudo strike
277.95
IV
31.4%
B/E move
3.0%
Puts
Pseudo strike
264.58
IV
43.1%
B/E move
3.7%

35Δ

Calls
Pseudo strike
276.56
IV
33.0%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
275.26
IV
35.0%
B/E move
2.6%
Puts
Pseudo strike
268.92
IV
37.3%
B/E move
2.4%

45Δ

Calls
Pseudo strike
273.75
IV
35.8%
B/E move
2.3%
Puts
Pseudo strike
270.56
IV
37.4%
B/E move
2.1%

50Δ

Calls
Pseudo strike
272.21
IV
35.5%
B/E move
1.9%
Puts
Pseudo strike
272.20
IV
37.0%
B/E move
1.8%

55Δ

Calls
Pseudo strike
270.79
IV
32.6%
B/E move
1.5%
Puts
Pseudo strike
273.98
IV
38.6%
B/E move
1.6%

60Δ

Calls
Pseudo strike
269.35
IV
31.1%
B/E move
1.2%
Puts
Pseudo strike
275.74
IV
39.4%
B/E move
1.3%

65Δ

Calls
Pseudo strike
267.90
IV
31.5%
B/E move
1.0%
Puts
Pseudo strike
277.44
IV
38.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
266.34
IV
31.7%
B/E move
0.9%
Puts
Pseudo strike
279.36
IV
38.4%
B/E move
0.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
281.60
IV
39.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
261.02
IV
38.8%
B/E move
0.6%
Puts
Pseudo strike
284.58
IV
40.9%
B/E move
0.5%

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%