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Cardinal Health Inc CAH

HEALTHCARE · MEDICAL DISTRIBUTION
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Market dataready · fetched 2026-10-15T20:37:08.581Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.001556451Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:37:08.147653+00:00

Share price$253.71
1D+0.5%
AH$249$251$252$253$2545:30 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$0.28$1.71$3.14$4.58$6.01$246.49$249.46$252.44$255.41$258.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $253.71OPTION PRICELive CAH spot · $253.71CAH PRICE$0.44$0.56$0.69$0.82$1.03$1.27$1.51$1.74$1.98$2.25$2.59$2.93$3.28$0.87$1.15$1.43$1.59$1.76$2.05$2.39$2.72$3.08$3.50$3.91$4.32$5.59
PutsExpensive1.91×
CallsExpensive1.07×
SkewBearish+19.43 pp
Implied moveBearish±$3.89
TiltBearish23.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ257.1829.5%1.5%247.4757.8%2.8%
25Δ256.5028.5%1.3%248.7456.7%2.4%
30Δ255.8327.4%1.1%250.0055.5%2.0%
35Δ255.1526.4%0.9%251.1150.8%1.7%
40Δ254.6526.4%0.8%252.2146.0%1.3%
45Δ254.1926.6%0.7%253.0444.3%1.1%
50Δ253.7426.8%0.6%253.7743.7%0.9%
55Δ253.2827.0%0.5%254.5143.0%0.8%
60Δ252.8327.2%0.4%255.2242.2%0.6%
65Δ252.3627.2%0.4%255.9141.0%0.5%
70Δ251.8726.3%0.3%256.5939.8%0.4%
75Δ251.3825.5%0.2%257.2838.6%0.3%
80Δ250.8924.7%0.2%258.7242.5%0.2%

20Δ

Calls
Pseudo strike
257.18
IV
29.5%
B/E move
1.5%
Puts
Pseudo strike
247.47
IV
57.8%
B/E move
2.8%

25Δ

Calls
Pseudo strike
256.50
IV
28.5%
B/E move
1.3%
Puts
Pseudo strike
248.74
IV
56.7%
B/E move
2.4%

30Δ

Calls
Pseudo strike
255.83
IV
27.4%
B/E move
1.1%
Puts
Pseudo strike
250.00
IV
55.5%
B/E move
2.0%

35Δ

Calls
Pseudo strike
255.15
IV
26.4%
B/E move
0.9%
Puts
Pseudo strike
251.11
IV
50.8%
B/E move
1.7%

40Δ

Calls
Pseudo strike
254.65
IV
26.4%
B/E move
0.8%
Puts
Pseudo strike
252.21
IV
46.0%
B/E move
1.3%

45Δ

Calls
Pseudo strike
254.19
IV
26.6%
B/E move
0.7%
Puts
Pseudo strike
253.04
IV
44.3%
B/E move
1.1%

50Δ

Calls
Pseudo strike
253.74
IV
26.8%
B/E move
0.6%
Puts
Pseudo strike
253.77
IV
43.7%
B/E move
0.9%

55Δ

Calls
Pseudo strike
253.28
IV
27.0%
B/E move
0.5%
Puts
Pseudo strike
254.51
IV
43.0%
B/E move
0.8%

60Δ

Calls
Pseudo strike
252.83
IV
27.2%
B/E move
0.4%
Puts
Pseudo strike
255.22
IV
42.2%
B/E move
0.6%

65Δ

Calls
Pseudo strike
252.36
IV
27.2%
B/E move
0.4%
Puts
Pseudo strike
255.91
IV
41.0%
B/E move
0.5%

70Δ

Calls
Pseudo strike
251.87
IV
26.3%
B/E move
0.3%
Puts
Pseudo strike
256.59
IV
39.8%
B/E move
0.4%

75Δ

Calls
Pseudo strike
251.38
IV
25.5%
B/E move
0.2%
Puts
Pseudo strike
257.28
IV
38.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
250.89
IV
24.7%
B/E move
0.2%
Puts
Pseudo strike
258.72
IV
42.5%
B/E move
0.2%