IntraAlpha
Create free account Start free

Cencora, Inc. COR

i

Market dataready · fetched 2026-11-11T13:59:13.749Z

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 · 2026-11-11T12:37:19.264403089Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-11T13:59:13.286551+00:00

Share price$344.00
1D
Price history unavailable.

Cencora, Inc. options

Live interpolated COR call and put midpoint premiums by absolute delta.Cencora, Inc.$0.83$10.37$19.90$29.44$38.97$313.20$329.00$344.80$360.59$376.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive COR spot · $344.00COR PRICE$2.10$3.01$4.11$5.20$6.30$7.79$9.46$11.14$13.30$16.41$19.53$26.37$36.22$1.86$2.43$3.00$3.57$4.12$4.65$5.17$5.70$6.22$6.75$7.27
Puts——
CallsFair0.99×
Skew——
Implied moveBullish±$14.63
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ361.7835.6%5.8%331.0629.9%4.3%
25Δ358.4236.4%5.1%333.6329.0%3.7%
30Δ355.8838.2%4.6%336.1928.2%3.1%
35Δ353.3540.0%4.2%338.7627.3%2.6%
40Δ350.8141.8%3.8%340.7626.2%2.1%
45Δ347.9743.2%3.4%342.2424.9%1.9%
50Δ344.9844.4%3.0%343.7223.6%1.6%
55Δ341.9945.6%2.7%345.2022.3%1.3%
60Δ338.6447.5%2.3%346.6821.0%1.0%
65Δ334.5950.5%2.0%348.1619.7%0.8%
70Δ330.5453.6%1.8%349.6418.4%0.5%
75Δ323.2463.3%1.6%
80Δ312.9877.3%1.5%

20Δ

Calls
Pseudo strike
361.78
IV
35.6%
B/E move
5.8%
Puts
Pseudo strike
331.06
IV
29.9%
B/E move
4.3%

25Δ

Calls
Pseudo strike
358.42
IV
36.4%
B/E move
5.1%
Puts
Pseudo strike
333.63
IV
29.0%
B/E move
3.7%

30Δ

Calls
Pseudo strike
355.88
IV
38.2%
B/E move
4.6%
Puts
Pseudo strike
336.19
IV
28.2%
B/E move
3.1%

35Δ

Calls
Pseudo strike
353.35
IV
40.0%
B/E move
4.2%
Puts
Pseudo strike
338.76
IV
27.3%
B/E move
2.6%

40Δ

Calls
Pseudo strike
350.81
IV
41.8%
B/E move
3.8%
Puts
Pseudo strike
340.76
IV
26.2%
B/E move
2.1%

45Δ

Calls
Pseudo strike
347.97
IV
43.2%
B/E move
3.4%
Puts
Pseudo strike
342.24
IV
24.9%
B/E move
1.9%

50Δ

Calls
Pseudo strike
344.98
IV
44.4%
B/E move
3.0%
Puts
Pseudo strike
343.72
IV
23.6%
B/E move
1.6%

55Δ

Calls
Pseudo strike
341.99
IV
45.6%
B/E move
2.7%
Puts
Pseudo strike
345.20
IV
22.3%
B/E move
1.3%

60Δ

Calls
Pseudo strike
338.64
IV
47.5%
B/E move
2.3%
Puts
Pseudo strike
346.68
IV
21.0%
B/E move
1.0%

65Δ

Calls
Pseudo strike
334.59
IV
50.5%
B/E move
2.0%
Puts
Pseudo strike
348.16
IV
19.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
330.54
IV
53.6%
B/E move
1.8%
Puts
Pseudo strike
349.64
IV
18.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
323.24
IV
63.3%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
312.98
IV
77.3%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend36.88%
Daily close
COR23.8%30.8%37.8%2026-08-13: 28.17%2026-08-14: 26.04%2026-08-17: 27.53%2026-08-19: 28.66%2026-08-21: 25.94%2026-08-24: 25.96%2026-08-25: 26.30%2026-08-26: 25.74%2026-08-27: 25.75%2026-08-28: 25.36%2026-08-31: 25.82%2026-09-01: 25.28%2026-09-02: 24.90%2026-09-03: 25.17%2026-09-04: 24.80%2026-09-08: 26.41%2026-09-09: 26.15%2026-09-10: 26.30%2026-09-11: 25.77%2026-09-14: 26.48%2026-09-15: 28.03%2026-09-16: 28.58%2026-09-17: 31.40%2026-09-18: 27.80%2026-09-21: 28.36%2026-09-22: 27.97%2026-09-23: 28.62%2026-09-24: 28.83%2026-09-25: 29.54%2026-09-28: 30.03%2026-09-29: 29.88%2026-09-30: 30.59%2026-10-01: 30.01%2026-10-02: 29.68%2026-10-05: 30.03%2026-10-06: 29.67%2026-10-07: 29.80%2026-10-08: 30.08%2026-10-09: 30.48%2026-10-12: 30.72%2026-10-13: 31.51%2026-10-14: 34.14%2026-10-16: 31.90%2026-10-19: 32.19%2026-10-20: 32.29%2026-10-21: 32.17%2026-10-22: 33.11%2026-10-23: 33.20%2026-10-26: 33.75%2026-10-27: 33.52%2026-10-28: 34.36%2026-10-29: 34.69%2026-10-30: 36.88%Aug 13Sep 23Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
28.17%
26.04%
27.53%
28.66%
25.94%
25.96%
26.30%
25.74%
25.75%
25.36%
25.82%
25.28%
24.90%
25.17%
24.80%
26.41%
26.15%
26.30%
25.77%
26.48%
28.03%
28.58%
31.40%
27.80%
28.36%
27.97%
28.62%
28.83%
29.54%
30.03%
29.88%
30.59%
30.01%
29.68%
30.03%
29.67%
29.80%
30.08%
30.48%
30.72%
31.51%
34.14%
31.90%
32.19%
32.29%
32.17%
33.11%
33.20%
33.75%
33.52%
34.36%
34.69%
36.88%