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McKesson Corporation MCK

HEALTHCARE · MEDICAL DISTRIBUTION
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Market dataready · fetched 2026-10-16T21:49:30.103Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T20:10:00.002846307Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:49:29.245847+00:00

Share price$1,004.84
1D-0.7%
AH$999$1,002$1,006$1,009$1,0135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMCK
Sold putSold callAH

McKesson Corporation options

Live interpolated MCK call and put midpoint premiums by absolute delta.McKesson Corporation$8.02$34.69$61.36$88.02$114.69$817.07$898.31$979.55$1060.80$1142.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCK spot · $1004.84MCK PRICE$10.91$14.40$18.68$23.02$28.08$33.13$39.06$47.01$54.03$62.50$70.45$84.93$97.00$13.09$17.10$21.64$26.97$32.62$37.93$45.41$52.23$60.08$68.26$78.03$91.47$107.00
PutsExpensive1.26×
CallsExpensive1.12×
SkewNeutral-0.20 pp
Implied moveBearish±$84.47
TiltBearish5.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1104.7332.8%11.0%924.6635.7%9.3%
25Δ1085.4032.5%9.5%943.3334.8%7.8%
30Δ1070.2233.2%8.4%959.1334.5%6.7%
35Δ1054.8333.1%7.3%973.3834.6%5.8%
40Δ1041.1933.6%6.4%987.3034.5%5.0%
45Δ1027.2733.3%5.5%1000.9433.7%4.2%
50Δ1014.0633.5%4.8%1014.2434.2%3.6%
55Δ1000.8334.8%4.3%1027.4933.7%2.9%
60Δ987.2334.6%3.6%1040.9133.4%2.4%
65Δ973.1634.8%3.1%1054.3432.8%1.9%
70Δ959.4534.2%2.5%1068.6132.5%1.4%
75Δ941.2036.1%2.1%1085.9032.7%1.0%
80Δ924.4435.8%1.7%1105.0632.9%0.7%

20Δ

Calls
Pseudo strike
1104.73
IV
32.8%
B/E move
11.0%
Puts
Pseudo strike
924.66
IV
35.7%
B/E move
9.3%

25Δ

Calls
Pseudo strike
1085.40
IV
32.5%
B/E move
9.5%
Puts
Pseudo strike
943.33
IV
34.8%
B/E move
7.8%

30Δ

Calls
Pseudo strike
1070.22
IV
33.2%
B/E move
8.4%
Puts
Pseudo strike
959.13
IV
34.5%
B/E move
6.7%

35Δ

Calls
Pseudo strike
1054.83
IV
33.1%
B/E move
7.3%
Puts
Pseudo strike
973.38
IV
34.6%
B/E move
5.8%

40Δ

Calls
Pseudo strike
1041.19
IV
33.6%
B/E move
6.4%
Puts
Pseudo strike
987.30
IV
34.5%
B/E move
5.0%

45Δ

Calls
Pseudo strike
1027.27
IV
33.3%
B/E move
5.5%
Puts
Pseudo strike
1000.94
IV
33.7%
B/E move
4.2%

50Δ

Calls
Pseudo strike
1014.06
IV
33.5%
B/E move
4.8%
Puts
Pseudo strike
1014.24
IV
34.2%
B/E move
3.6%

55Δ

Calls
Pseudo strike
1000.83
IV
34.8%
B/E move
4.3%
Puts
Pseudo strike
1027.49
IV
33.7%
B/E move
2.9%

60Δ

Calls
Pseudo strike
987.23
IV
34.6%
B/E move
3.6%
Puts
Pseudo strike
1040.91
IV
33.4%
B/E move
2.4%

65Δ

Calls
Pseudo strike
973.16
IV
34.8%
B/E move
3.1%
Puts
Pseudo strike
1054.34
IV
32.8%
B/E move
1.9%

70Δ

Calls
Pseudo strike
959.45
IV
34.2%
B/E move
2.5%
Puts
Pseudo strike
1068.61
IV
32.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
941.20
IV
36.1%
B/E move
2.1%
Puts
Pseudo strike
1085.90
IV
32.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
924.44
IV
35.8%
B/E move
1.7%
Puts
Pseudo strike
1105.06
IV
32.9%
B/E move
0.7%