Share price$520.15
1D+1.0%
Sold putSold callAH
Chemed Corporation CHE
i
Market datapartial · fetched 2026-10-22T21:06:28.586Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T20:10:00.001340452Z
FundamentalsAlpha Vantage · unavailable
Chemed Corporation options
PutsExpensive1.51×
CallsExpensive1.38×
SkewBearish+0.81 pp
Implied moveBearish±$44.26
TiltBearish4.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 570.00 | 35.2% | 10.6% | 473.09 | 44.5% | 10.5% |
| 25Δ | 561.12 | 35.5% | 9.3% | 483.76 | 43.6% | 8.9% |
| 30Δ | 552.31 | 35.0% | 8.0% | 493.66 | 42.0% | 7.5% |
| 35Δ | 545.14 | 35.7% | 7.1% | 502.37 | 40.8% | 6.3% |
| 40Δ | 538.47 | 36.6% | 6.3% | 510.45 | 39.3% | 5.2% |
| 45Δ | 531.53 | 36.9% | 5.5% | 517.70 | 38.5% | 4.4% |
| 50Δ | 524.64 | 37.1% | 4.8% | 524.74 | 37.9% | 3.7% |
| 55Δ | 517.71 | 37.5% | 4.1% | 531.68 | 37.4% | 3.1% |
| 60Δ | 510.64 | 38.3% | 3.6% | 538.61 | 36.9% | 2.5% |
| 65Δ | 502.75 | 39.7% | 3.1% | 545.93 | 36.6% | 2.0% |
| 70Δ | 493.86 | 41.6% | 2.7% | 554.04 | 36.8% | 1.5% |
| 75Δ | 484.12 | 43.1% | 2.2% | 562.81 | 36.9% | 1.1% |
| 80Δ | 472.83 | 44.7% | 1.8% | 572.25 | 36.6% | 0.8% |
20Δ
- Pseudo strike
- 570.00
- IV
- 35.2%
- B/E move
- 10.6%
- Pseudo strike
- 473.09
- IV
- 44.5%
- B/E move
- 10.5%
25Δ
- Pseudo strike
- 561.12
- IV
- 35.5%
- B/E move
- 9.3%
- Pseudo strike
- 483.76
- IV
- 43.6%
- B/E move
- 8.9%
30Δ
- Pseudo strike
- 552.31
- IV
- 35.0%
- B/E move
- 8.0%
- Pseudo strike
- 493.66
- IV
- 42.0%
- B/E move
- 7.5%
35Δ
- Pseudo strike
- 545.14
- IV
- 35.7%
- B/E move
- 7.1%
- Pseudo strike
- 502.37
- IV
- 40.8%
- B/E move
- 6.3%
40Δ
- Pseudo strike
- 538.47
- IV
- 36.6%
- B/E move
- 6.3%
- Pseudo strike
- 510.45
- IV
- 39.3%
- B/E move
- 5.2%
45Δ
- Pseudo strike
- 531.53
- IV
- 36.9%
- B/E move
- 5.5%
- Pseudo strike
- 517.70
- IV
- 38.5%
- B/E move
- 4.4%
50Δ
- Pseudo strike
- 524.64
- IV
- 37.1%
- B/E move
- 4.8%
- Pseudo strike
- 524.74
- IV
- 37.9%
- B/E move
- 3.7%
55Δ
- Pseudo strike
- 517.71
- IV
- 37.5%
- B/E move
- 4.1%
- Pseudo strike
- 531.68
- IV
- 37.4%
- B/E move
- 3.1%
60Δ
- Pseudo strike
- 510.64
- IV
- 38.3%
- B/E move
- 3.6%
- Pseudo strike
- 538.61
- IV
- 36.9%
- B/E move
- 2.5%
65Δ
- Pseudo strike
- 502.75
- IV
- 39.7%
- B/E move
- 3.1%
- Pseudo strike
- 545.93
- IV
- 36.6%
- B/E move
- 2.0%
70Δ
- Pseudo strike
- 493.86
- IV
- 41.6%
- B/E move
- 2.7%
- Pseudo strike
- 554.04
- IV
- 36.8%
- B/E move
- 1.5%
75Δ
- Pseudo strike
- 484.12
- IV
- 43.1%
- B/E move
- 2.2%
- Pseudo strike
- 562.81
- IV
- 36.9%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 472.83
- IV
- 44.7%
- B/E move
- 1.8%
- Pseudo strike
- 572.25
- IV
- 36.6%
- B/E move
- 0.8%
Options history
Table
| Date | IV |
|---|---|
| 34.37% | |
| 33.87% |