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CVS HEALTH CORPORATION CVS

i

Market datapartial · fetched 2026-11-07T02:31:17.961Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · unavailable

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$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECVS PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

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%