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CVS HEALTH CORPORATION CVS

HEALTHCARE · HEALTHCARE PLANS
i

Market dataready · fetched 2026-11-07T05:58:36.789Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:44:43.268317002Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T05:58:36.297408+00:00

Share price$84.15
1D+4.0%
AH$80$81$82$83$855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCVS
Sold putSold callAH

CVS HEALTH CORPORATION options

Live interpolated CVS call and put midpoint premiums by absolute delta.CVS HEALTH CORPORATION$0.25$1.61$2.97$4.33$5.68$72.26$78.01$83.76$89.51$95.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CVS spot · $84.15CVS PRICE$0.39$0.52$0.66$0.84$1.03$1.23$1.45$1.64$1.78$1.92$2.13$2.34$2.56$0.48$0.69$0.92$1.10$1.30$1.56$1.88$2.24$2.72$3.22$3.75$4.54$5.29
PutsCheap0.51×
CallsCheap0.49×
SkewBearish+11.96 pp
Implied moveBearish±$3.33
TiltBearish23.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.3933.3%4.3%80.8638.5%4.5%
25Δ86.7232.8%3.7%81.4240.6%4.1%
30Δ86.1732.8%3.2%81.9343.1%3.7%
35Δ85.6833.2%2.8%82.5742.0%3.2%
40Δ85.2233.9%2.5%83.2040.9%2.7%
45Δ84.7534.3%2.2%83.7641.1%2.3%
50Δ84.2934.4%1.9%84.3441.8%2.0%
55Δ83.8533.6%1.6%84.9243.0%1.7%
60Δ83.4531.6%1.3%85.5944.6%1.5%
65Δ83.0529.5%1.0%86.2945.9%1.3%
70Δ82.6828.1%0.8%87.0346.4%1.0%
75Δ82.3226.9%0.6%87.9948.6%0.8%
80Δ81.9525.5%0.4%88.9348.7%0.6%

20Δ

Calls
Pseudo strike
87.39
IV
33.3%
B/E move
4.3%
Puts
Pseudo strike
80.86
IV
38.5%
B/E move
4.5%

25Δ

Calls
Pseudo strike
86.72
IV
32.8%
B/E move
3.7%
Puts
Pseudo strike
81.42
IV
40.6%
B/E move
4.1%

30Δ

Calls
Pseudo strike
86.17
IV
32.8%
B/E move
3.2%
Puts
Pseudo strike
81.93
IV
43.1%
B/E move
3.7%

35Δ

Calls
Pseudo strike
85.68
IV
33.2%
B/E move
2.8%
Puts
Pseudo strike
82.57
IV
42.0%
B/E move
3.2%

40Δ

Calls
Pseudo strike
85.22
IV
33.9%
B/E move
2.5%
Puts
Pseudo strike
83.20
IV
40.9%
B/E move
2.7%

45Δ

Calls
Pseudo strike
84.75
IV
34.3%
B/E move
2.2%
Puts
Pseudo strike
83.76
IV
41.1%
B/E move
2.3%

50Δ

Calls
Pseudo strike
84.29
IV
34.4%
B/E move
1.9%
Puts
Pseudo strike
84.34
IV
41.8%
B/E move
2.0%

55Δ

Calls
Pseudo strike
83.85
IV
33.6%
B/E move
1.6%
Puts
Pseudo strike
84.92
IV
43.0%
B/E move
1.7%

60Δ

Calls
Pseudo strike
83.45
IV
31.6%
B/E move
1.3%
Puts
Pseudo strike
85.59
IV
44.6%
B/E move
1.5%

65Δ

Calls
Pseudo strike
83.05
IV
29.5%
B/E move
1.0%
Puts
Pseudo strike
86.29
IV
45.9%
B/E move
1.3%

70Δ

Calls
Pseudo strike
82.68
IV
28.1%
B/E move
0.8%
Puts
Pseudo strike
87.03
IV
46.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
82.32
IV
26.9%
B/E move
0.6%
Puts
Pseudo strike
87.99
IV
48.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
81.95
IV
25.5%
B/E move
0.4%
Puts
Pseudo strike
88.93
IV
48.7%
B/E move
0.6%

Options history

IV · four-Friday blend49.67%
Daily close
CVS22.7%37.2%51.7%2026-08-10: 28.10%2026-08-11: 28.23%2026-08-12: 27.32%2026-08-13: 26.45%2026-08-14: 26.12%2026-08-17: 27.85%2026-08-18: 26.59%2026-08-19: 27.93%2026-08-20: 28.11%2026-08-21: 25.54%2026-08-24: 26.80%2026-08-25: 25.60%2026-08-26: 26.06%2026-08-27: 25.93%2026-08-28: 24.74%2026-08-31: 26.23%2026-09-01: 27.36%2026-09-02: 27.10%2026-09-03: 25.97%2026-09-04: 25.10%2026-09-08: 30.11%2026-09-09: 29.61%2026-09-10: 28.70%2026-09-11: 26.25%2026-09-14: 28.90%2026-09-15: 28.85%2026-09-16: 30.03%2026-09-17: 28.27%2026-09-18: 28.97%2026-09-21: 30.72%2026-09-22: 30.82%2026-09-23: 31.58%2026-09-24: 30.69%2026-09-25: 36.14%2026-09-28: 34.61%2026-09-29: 38.33%2026-09-30: 37.41%2026-10-01: 39.38%2026-10-02: 34.63%2026-10-05: 36.27%2026-10-06: 37.27%2026-10-07: 40.60%2026-10-08: 42.66%2026-10-09: 33.24%2026-10-12: 33.61%2026-10-13: 33.76%2026-10-14: 34.90%2026-10-15: 33.33%2026-10-16: 34.98%2026-10-19: 37.36%2026-10-20: 36.92%2026-10-21: 36.35%2026-10-22: 37.65%2026-10-23: 38.12%2026-10-26: 40.52%2026-10-27: 42.60%2026-10-28: 42.66%2026-10-29: 44.97%2026-10-30: 49.67%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
28.10%
28.23%
27.32%
26.45%
26.12%
27.85%
26.59%
27.93%
28.11%
25.54%
26.80%
25.60%
26.06%
25.93%
24.74%
26.23%
27.36%
27.10%
25.97%
25.10%
30.11%
29.61%
28.70%
26.25%
28.90%
28.85%
30.03%
28.27%
28.97%
30.72%
30.82%
31.58%
30.69%
36.14%
34.61%
38.33%
37.41%
39.38%
34.63%
36.27%
37.27%
40.60%
42.66%
33.24%
33.61%
33.76%
34.90%
33.33%
34.98%
37.36%
36.92%
36.35%
37.65%
38.12%
40.52%
42.60%
42.66%
44.97%
49.67%