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Community Health Systems, Inc. CYH

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Market datapartial · fetched 2026-10-22T04:41:37.381Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.002887494Z

FundamentalsAlpha Vantage · unavailable

Share price$2.82
1D+0.0%
AH$2.80$2.82$2.83$2.85$2.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCYH
Sold putSold callAH

Community Health Systems, Inc. options

Live interpolated CYH call and put midpoint premiums by absolute delta.Community Health Systems, Inc.$0.05$0.61$1.17$1.73$2.29$0.53$1.49$2.45$3.41$4.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CYH spot · $2.82CYH PRICE$0.11$0.20$0.29$0.38$0.47$0.20$0.29$0.38$0.47$0.56$0.64$0.73$0.82$0.45$0.45$0.44$0.43$0.42$0.41$0.41$0.48$0.75$1.02$1.29$1.69$2.13
PutsExpensive4.93×
CallsExpensive2.83×
SkewBearish+92.76 pp
Implied moveBearish±$0.69
TiltBearish30.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.09130.2%49.0%1.57509.2%60.4%
25Δ4.28170.8%59.1%1.78447.3%52.6%
30Δ4.48211.5%69.1%2.00385.4%44.7%
35Δ4.67252.1%79.1%2.21323.5%36.9%
40Δ4.87292.7%89.2%2.42261.6%29.0%
45Δ2.9778.1%12.3%2.64199.7%21.2%
50Δ2.8585.8%11.2%2.85137.8%13.3%
55Δ2.7393.6%10.2%3.0899.6%7.7%
60Δ2.61101.3%9.1%3.37117.5%7.2%
65Δ2.49109.1%8.1%3.65135.4%6.6%
70Δ2.37116.8%7.0%3.93153.2%6.1%
75Δ2.26124.6%6.0%4.37163.4%5.1%
80Δ2.14132.3%4.9%4.84171.2%3.8%

20Δ

Calls
Pseudo strike
4.09
IV
130.2%
B/E move
49.0%
Puts
Pseudo strike
1.57
IV
509.2%
B/E move
60.4%

25Δ

Calls
Pseudo strike
4.28
IV
170.8%
B/E move
59.1%
Puts
Pseudo strike
1.78
IV
447.3%
B/E move
52.6%

30Δ

Calls
Pseudo strike
4.48
IV
211.5%
B/E move
69.1%
Puts
Pseudo strike
2.00
IV
385.4%
B/E move
44.7%

35Δ

Calls
Pseudo strike
4.67
IV
252.1%
B/E move
79.1%
Puts
Pseudo strike
2.21
IV
323.5%
B/E move
36.9%

40Δ

Calls
Pseudo strike
4.87
IV
292.7%
B/E move
89.2%
Puts
Pseudo strike
2.42
IV
261.6%
B/E move
29.0%

45Δ

Calls
Pseudo strike
2.97
IV
78.1%
B/E move
12.3%
Puts
Pseudo strike
2.64
IV
199.7%
B/E move
21.2%

50Δ

Calls
Pseudo strike
2.85
IV
85.8%
B/E move
11.2%
Puts
Pseudo strike
2.85
IV
137.8%
B/E move
13.3%

55Δ

Calls
Pseudo strike
2.73
IV
93.6%
B/E move
10.2%
Puts
Pseudo strike
3.08
IV
99.6%
B/E move
7.7%

60Δ

Calls
Pseudo strike
2.61
IV
101.3%
B/E move
9.1%
Puts
Pseudo strike
3.37
IV
117.5%
B/E move
7.2%

65Δ

Calls
Pseudo strike
2.49
IV
109.1%
B/E move
8.1%
Puts
Pseudo strike
3.65
IV
135.4%
B/E move
6.6%

70Δ

Calls
Pseudo strike
2.37
IV
116.8%
B/E move
7.0%
Puts
Pseudo strike
3.93
IV
153.2%
B/E move
6.1%

75Δ

Calls
Pseudo strike
2.26
IV
124.6%
B/E move
6.0%
Puts
Pseudo strike
4.37
IV
163.4%
B/E move
5.1%

80Δ

Calls
Pseudo strike
2.14
IV
132.3%
B/E move
4.9%
Puts
Pseudo strike
4.84
IV
171.2%
B/E move
3.8%

Options history

No recorded observations