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CVS Health Corp CVS

HEALTHCARE · HEALTHCARE PLANS
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Market dataready · fetched 2026-10-15T20:03:51.493Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:28.153237011Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:51.204220+00:00

Share price$92.58
1D+0.8%
AH$91.09$91.48$91.88$92.28$92.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCVS
Sold putSold callAH

CVS Health Corp options

Live interpolated CVS call and put midpoint premiums by absolute delta.CVS Health Corp$0.00$1.98$3.96$5.95$7.93$89.26$90.90$92.53$94.16$95.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $92.58OPTION PRICELive CVS spot · $92.58CVS PRICE$0.17$0.23$0.29$0.35$0.42$0.50$0.59$0.66$0.70$0.75$0.80$0.84$0.89$0.21$0.28$0.35$0.42$0.52$0.64$0.91$1.35$1.52$1.67$1.83$3.46$7.35
PutsExpensive1.46×
CallsCheap0.51×
SkewBearish+28.22 pp
Implied moveBearish±$1.49
TiltBearish48.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.8229.0%1.5%91.0638.0%1.9%
25Δ93.6129.3%1.4%91.3437.5%1.6%
30Δ93.4029.7%1.2%91.6337.0%1.4%
35Δ93.1830.0%1.0%91.9136.5%1.2%
40Δ92.9830.3%0.9%92.1637.0%1.0%
45Δ92.7930.4%0.8%92.3838.0%0.9%
50Δ92.6030.4%0.7%92.6644.9%0.9%
55Δ92.4429.5%0.6%92.9958.8%1.0%
60Δ92.2927.4%0.5%93.3156.6%0.8%
65Δ92.1525.3%0.3%93.6354.2%0.7%
70Δ92.0123.2%0.2%93.9551.8%0.5%
75Δ91.8721.1%0.1%95.4783.0%0.6%
80Δ91.7319.0%0.0%99.17148.1%0.8%

20Δ

Calls
Pseudo strike
93.82
IV
29.0%
B/E move
1.5%
Puts
Pseudo strike
91.06
IV
38.0%
B/E move
1.9%

25Δ

Calls
Pseudo strike
93.61
IV
29.3%
B/E move
1.4%
Puts
Pseudo strike
91.34
IV
37.5%
B/E move
1.6%

30Δ

Calls
Pseudo strike
93.40
IV
29.7%
B/E move
1.2%
Puts
Pseudo strike
91.63
IV
37.0%
B/E move
1.4%

35Δ

Calls
Pseudo strike
93.18
IV
30.0%
B/E move
1.0%
Puts
Pseudo strike
91.91
IV
36.5%
B/E move
1.2%

40Δ

Calls
Pseudo strike
92.98
IV
30.3%
B/E move
0.9%
Puts
Pseudo strike
92.16
IV
37.0%
B/E move
1.0%

45Δ

Calls
Pseudo strike
92.79
IV
30.4%
B/E move
0.8%
Puts
Pseudo strike
92.38
IV
38.0%
B/E move
0.9%

50Δ

Calls
Pseudo strike
92.60
IV
30.4%
B/E move
0.7%
Puts
Pseudo strike
92.66
IV
44.9%
B/E move
0.9%

55Δ

Calls
Pseudo strike
92.44
IV
29.5%
B/E move
0.6%
Puts
Pseudo strike
92.99
IV
58.8%
B/E move
1.0%

60Δ

Calls
Pseudo strike
92.29
IV
27.4%
B/E move
0.5%
Puts
Pseudo strike
93.31
IV
56.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
92.15
IV
25.3%
B/E move
0.3%
Puts
Pseudo strike
93.63
IV
54.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
92.01
IV
23.2%
B/E move
0.2%
Puts
Pseudo strike
93.95
IV
51.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
91.87
IV
21.1%
B/E move
0.1%
Puts
Pseudo strike
95.47
IV
83.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
91.73
IV
19.0%
B/E move
0.0%
Puts
Pseudo strike
99.17
IV
148.1%
B/E move
0.8%