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Cencora, Inc. COR

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Market datapartial · fetched 2026-10-22T04:38:43.264Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.002623319Z

FundamentalsAlpha Vantage · unavailable

Share price$340.43
1D+0.1%
AH$338$340$341$343$3445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOR
Sold putSold callAH

Cencora, Inc. options

Live interpolated COR call and put midpoint premiums by absolute delta.Cencora, Inc.$2.66$11.50$20.35$29.19$38.03$288.20$312.75$337.31$361.86$386.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COR spot · $340.43COR PRICE$3.62$4.82$6.17$7.73$9.41$11.26$13.28$15.49$18.24$21.06$24.48$28.13$33.29$4.67$6.09$7.65$9.27$11.19$13.16$15.50$17.95$20.49$23.10$26.20$30.55$35.48
PutsCheap0.93×
CallsFair0.98×
SkewBearish+0.66 pp
Implied moveBearish±$28.78
TiltBearish5.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ373.4635.3%10.8%311.7141.1%9.8%
25Δ366.9735.0%9.2%318.3240.1%8.3%
30Δ361.7135.3%8.1%324.0139.3%7.1%
35Δ356.9035.7%7.1%329.3938.5%6.0%
40Δ352.3036.1%6.3%334.1538.1%5.1%
45Δ347.7836.5%5.5%338.8437.8%4.3%
50Δ343.3436.6%4.8%343.4237.5%3.7%
55Δ338.8436.9%4.1%347.9737.3%3.1%
60Δ334.2137.5%3.5%352.4436.7%2.5%
65Δ329.5438.0%3.0%356.8635.8%2.0%
70Δ324.4338.3%2.5%361.6335.2%1.5%
75Δ319.1438.6%2.0%367.2735.4%1.1%
80Δ312.6039.6%1.6%373.4435.3%0.7%

20Δ

Calls
Pseudo strike
373.46
IV
35.3%
B/E move
10.8%
Puts
Pseudo strike
311.71
IV
41.1%
B/E move
9.8%

25Δ

Calls
Pseudo strike
366.97
IV
35.0%
B/E move
9.2%
Puts
Pseudo strike
318.32
IV
40.1%
B/E move
8.3%

30Δ

Calls
Pseudo strike
361.71
IV
35.3%
B/E move
8.1%
Puts
Pseudo strike
324.01
IV
39.3%
B/E move
7.1%

35Δ

Calls
Pseudo strike
356.90
IV
35.7%
B/E move
7.1%
Puts
Pseudo strike
329.39
IV
38.5%
B/E move
6.0%

40Δ

Calls
Pseudo strike
352.30
IV
36.1%
B/E move
6.3%
Puts
Pseudo strike
334.15
IV
38.1%
B/E move
5.1%

45Δ

Calls
Pseudo strike
347.78
IV
36.5%
B/E move
5.5%
Puts
Pseudo strike
338.84
IV
37.8%
B/E move
4.3%

50Δ

Calls
Pseudo strike
343.34
IV
36.6%
B/E move
4.8%
Puts
Pseudo strike
343.42
IV
37.5%
B/E move
3.7%

55Δ

Calls
Pseudo strike
338.84
IV
36.9%
B/E move
4.1%
Puts
Pseudo strike
347.97
IV
37.3%
B/E move
3.1%

60Δ

Calls
Pseudo strike
334.21
IV
37.5%
B/E move
3.5%
Puts
Pseudo strike
352.44
IV
36.7%
B/E move
2.5%

65Δ

Calls
Pseudo strike
329.54
IV
38.0%
B/E move
3.0%
Puts
Pseudo strike
356.86
IV
35.8%
B/E move
2.0%

70Δ

Calls
Pseudo strike
324.43
IV
38.3%
B/E move
2.5%
Puts
Pseudo strike
361.63
IV
35.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
319.14
IV
38.6%
B/E move
2.0%
Puts
Pseudo strike
367.27
IV
35.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
312.60
IV
39.6%
B/E move
1.6%
Puts
Pseudo strike
373.44
IV
35.3%
B/E move
0.7%

Options history

No recorded observations