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Chemed Corporation CHE

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-11-12T03:12:49.306Z

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 · 2026-11-12T00:00:00.003710784Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:12:48.943096+00:00

Share price$550.62
1D+1.0%
AH$536$540$544$548$5535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCHE
Sold putSold callAH

Chemed Corporation options

Live interpolated CHE call and put midpoint premiums by absolute delta.Chemed Corporation$2.18$10.90$19.61$28.33$37.05$511.41$529.85$548.29$566.73$585.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CHE spot · $550.62CHE PRICE$3.12$4.12$5.23$6.37$7.50$8.57$9.65$11.56$14.51$17.45$20.30$23.12$26.43$4.29$5.28$6.51$7.77$9.59$11.42$13.24$15.04$16.84$20.23$23.76$28.69$34.53
PutsExpensive1.06×
CallsFair0.99×
SkewBearish+5.82 pp
Implied moveBearish±$22.89
TiltBearish11.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ576.6432.7%5.3%521.6543.1%6.0%
25Δ571.4432.6%4.5%529.4239.7%4.8%
30Δ566.9932.3%3.9%534.7438.2%4.1%
35Δ562.8331.9%3.4%539.8736.9%3.4%
40Δ558.8831.3%2.9%543.9737.1%2.9%
45Δ555.4130.0%2.4%548.0437.3%2.5%
50Δ551.9328.7%2.0%551.9936.8%2.2%
55Δ548.3129.0%1.7%555.8335.8%1.8%
60Δ544.5131.3%1.5%559.6634.8%1.4%
65Δ540.7133.5%1.4%564.3335.6%1.2%
70Δ536.6533.7%1.1%569.0836.6%1.0%
75Δ532.5333.5%0.9%575.1138.0%0.8%
80Δ528.0233.1%0.7%582.0139.5%0.6%

20Δ

Calls
Pseudo strike
576.64
IV
32.7%
B/E move
5.3%
Puts
Pseudo strike
521.65
IV
43.1%
B/E move
6.0%

25Δ

Calls
Pseudo strike
571.44
IV
32.6%
B/E move
4.5%
Puts
Pseudo strike
529.42
IV
39.7%
B/E move
4.8%

30Δ

Calls
Pseudo strike
566.99
IV
32.3%
B/E move
3.9%
Puts
Pseudo strike
534.74
IV
38.2%
B/E move
4.1%

35Δ

Calls
Pseudo strike
562.83
IV
31.9%
B/E move
3.4%
Puts
Pseudo strike
539.87
IV
36.9%
B/E move
3.4%

40Δ

Calls
Pseudo strike
558.88
IV
31.3%
B/E move
2.9%
Puts
Pseudo strike
543.97
IV
37.1%
B/E move
2.9%

45Δ

Calls
Pseudo strike
555.41
IV
30.0%
B/E move
2.4%
Puts
Pseudo strike
548.04
IV
37.3%
B/E move
2.5%

50Δ

Calls
Pseudo strike
551.93
IV
28.7%
B/E move
2.0%
Puts
Pseudo strike
551.99
IV
36.8%
B/E move
2.2%

55Δ

Calls
Pseudo strike
548.31
IV
29.0%
B/E move
1.7%
Puts
Pseudo strike
555.83
IV
35.8%
B/E move
1.8%

60Δ

Calls
Pseudo strike
544.51
IV
31.3%
B/E move
1.5%
Puts
Pseudo strike
559.66
IV
34.8%
B/E move
1.4%

65Δ

Calls
Pseudo strike
540.71
IV
33.5%
B/E move
1.4%
Puts
Pseudo strike
564.33
IV
35.6%
B/E move
1.2%

70Δ

Calls
Pseudo strike
536.65
IV
33.7%
B/E move
1.1%
Puts
Pseudo strike
569.08
IV
36.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
532.53
IV
33.5%
B/E move
0.9%
Puts
Pseudo strike
575.11
IV
38.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
528.02
IV
33.1%
B/E move
0.7%
Puts
Pseudo strike
582.01
IV
39.5%
B/E move
0.6%

Options history

IV · four-Friday blend28.95%
Daily EOD
CHE27.1%31.2%35.3%2026-10-19: 33.40%2026-10-20: 34.37%2026-10-21: 33.87%2026-10-22: 33.52%2026-10-23: 34.40%2026-10-26: 34.47%2026-10-27: 34.73%2026-10-28: 28.40%2026-10-29: 27.63%2026-10-30: 28.95%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.40%
34.37%
33.87%
33.52%
34.40%
34.47%
34.73%
28.40%
27.63%
28.95%