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CVS Health Corp CVS

HEALTHCARE · HEALTHCARE PLANS
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Market dataready · fetched 2026-10-15T20:37:16.936Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:30:49.846008264Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:37:16.165405+00:00

Share price$92.48
1D+1.0%
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$0.01$1.58$3.15$4.73$6.30$89.49$91.01$92.53$94.05$95.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $92.48OPTION PRICELive CVS spot · $92.48CVS PRICE$0.18$0.24$0.31$0.37$0.45$0.54$0.63$0.69$0.74$0.80$0.93$1.07$1.21$0.20$0.27$0.34$0.40$0.49$0.60$0.72$1.19$1.45$1.60$1.75$3.29$5.85
PutsExpensive1.37×
CallsCheap0.57×
SkewBearish+20.79 pp
Implied moveBearish±$1.36
TiltBearish38.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.7930.4%1.6%91.0236.7%1.8%
25Δ93.5731.0%1.4%91.2936.1%1.6%
30Δ93.3431.5%1.3%91.5735.4%1.4%
35Δ93.1232.0%1.1%91.8434.8%1.1%
40Δ92.9132.4%0.9%92.0934.7%1.0%
45Δ92.7132.7%0.8%92.3035.4%0.8%
50Δ92.5133.0%0.7%92.5236.9%0.7%
55Δ92.3431.0%0.6%92.8751.2%0.9%
60Δ92.1728.9%0.5%93.1954.5%0.8%
65Δ92.0126.8%0.3%93.4851.9%0.7%
70Δ91.8226.0%0.3%93.7749.2%0.5%
75Δ91.6325.2%0.2%95.2478.9%0.6%
80Δ91.4424.3%0.2%97.71119.8%0.7%

20Δ

Calls
Pseudo strike
93.79
IV
30.4%
B/E move
1.6%
Puts
Pseudo strike
91.02
IV
36.7%
B/E move
1.8%

25Δ

Calls
Pseudo strike
93.57
IV
31.0%
B/E move
1.4%
Puts
Pseudo strike
91.29
IV
36.1%
B/E move
1.6%

30Δ

Calls
Pseudo strike
93.34
IV
31.5%
B/E move
1.3%
Puts
Pseudo strike
91.57
IV
35.4%
B/E move
1.4%

35Δ

Calls
Pseudo strike
93.12
IV
32.0%
B/E move
1.1%
Puts
Pseudo strike
91.84
IV
34.8%
B/E move
1.1%

40Δ

Calls
Pseudo strike
92.91
IV
32.4%
B/E move
0.9%
Puts
Pseudo strike
92.09
IV
34.7%
B/E move
1.0%

45Δ

Calls
Pseudo strike
92.71
IV
32.7%
B/E move
0.8%
Puts
Pseudo strike
92.30
IV
35.4%
B/E move
0.8%

50Δ

Calls
Pseudo strike
92.51
IV
33.0%
B/E move
0.7%
Puts
Pseudo strike
92.52
IV
36.9%
B/E move
0.7%

55Δ

Calls
Pseudo strike
92.34
IV
31.0%
B/E move
0.6%
Puts
Pseudo strike
92.87
IV
51.2%
B/E move
0.9%

60Δ

Calls
Pseudo strike
92.17
IV
28.9%
B/E move
0.5%
Puts
Pseudo strike
93.19
IV
54.5%
B/E move
0.8%

65Δ

Calls
Pseudo strike
92.01
IV
26.8%
B/E move
0.3%
Puts
Pseudo strike
93.48
IV
51.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
91.82
IV
26.0%
B/E move
0.3%
Puts
Pseudo strike
93.77
IV
49.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
91.63
IV
25.2%
B/E move
0.2%
Puts
Pseudo strike
95.24
IV
78.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
91.44
IV
24.3%
B/E move
0.2%
Puts
Pseudo strike
97.71
IV
119.8%
B/E move
0.7%