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CVS Health Corp CVS

HEALTHCARE · HEALTHCARE PLANS
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Market dataready · fetched 2026-10-16T01:05:05.765Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:46:30.917265502Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:05:05.241677+00:00

Share price$92.50
1D+0.4%
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$0.55$5.17$9.79$14.42$19.04$77.88$84.62$91.37$98.11$104.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CVS spot · $92.50CVS PRICE$1.05$1.36$1.77$2.19$2.62$3.07$3.57$4.11$4.73$5.33$5.76$6.20$7.25$1.37$1.84$2.36$2.90$3.48$4.11$4.94$5.86$7.13$8.20$9.15$12.97$17.71
PutsExpensive1.12×
CallsCheap0.95×
SkewBearish+9.63 pp
Implied moveBearish±$8.51
TiltBearish25.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ102.2633.4%11.7%84.2439.5%10.4%
25Δ100.1733.1%9.8%86.0239.6%9.0%
30Δ98.7133.5%8.6%87.6439.8%7.8%
35Δ97.3033.9%7.6%89.1939.3%6.7%
40Δ95.9233.4%6.5%90.6938.9%5.7%
45Δ94.5932.9%5.6%92.1238.6%4.8%
50Δ93.3732.6%4.8%93.5939.1%4.2%
55Δ92.1532.3%4.1%95.0839.8%3.5%
60Δ90.9732.2%3.5%96.8241.3%3.0%
65Δ89.8331.7%2.9%98.4341.2%2.5%
70Δ88.8929.7%2.3%99.9740.0%1.8%
75Δ87.9427.7%1.8%103.9847.5%1.6%
80Δ86.5227.8%1.4%109.0054.6%1.3%

20Δ

Calls
Pseudo strike
102.26
IV
33.4%
B/E move
11.7%
Puts
Pseudo strike
84.24
IV
39.5%
B/E move
10.4%

25Δ

Calls
Pseudo strike
100.17
IV
33.1%
B/E move
9.8%
Puts
Pseudo strike
86.02
IV
39.6%
B/E move
9.0%

30Δ

Calls
Pseudo strike
98.71
IV
33.5%
B/E move
8.6%
Puts
Pseudo strike
87.64
IV
39.8%
B/E move
7.8%

35Δ

Calls
Pseudo strike
97.30
IV
33.9%
B/E move
7.6%
Puts
Pseudo strike
89.19
IV
39.3%
B/E move
6.7%

40Δ

Calls
Pseudo strike
95.92
IV
33.4%
B/E move
6.5%
Puts
Pseudo strike
90.69
IV
38.9%
B/E move
5.7%

45Δ

Calls
Pseudo strike
94.59
IV
32.9%
B/E move
5.6%
Puts
Pseudo strike
92.12
IV
38.6%
B/E move
4.8%

50Δ

Calls
Pseudo strike
93.37
IV
32.6%
B/E move
4.8%
Puts
Pseudo strike
93.59
IV
39.1%
B/E move
4.2%

55Δ

Calls
Pseudo strike
92.15
IV
32.3%
B/E move
4.1%
Puts
Pseudo strike
95.08
IV
39.8%
B/E move
3.5%

60Δ

Calls
Pseudo strike
90.97
IV
32.2%
B/E move
3.5%
Puts
Pseudo strike
96.82
IV
41.3%
B/E move
3.0%

65Δ

Calls
Pseudo strike
89.83
IV
31.7%
B/E move
2.9%
Puts
Pseudo strike
98.43
IV
41.2%
B/E move
2.5%

70Δ

Calls
Pseudo strike
88.89
IV
29.7%
B/E move
2.3%
Puts
Pseudo strike
99.97
IV
40.0%
B/E move
1.8%

75Δ

Calls
Pseudo strike
87.94
IV
27.7%
B/E move
1.8%
Puts
Pseudo strike
103.98
IV
47.5%
B/E move
1.6%

80Δ

Calls
Pseudo strike
86.52
IV
27.8%
B/E move
1.4%
Puts
Pseudo strike
109.00
IV
54.6%
B/E move
1.3%