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McKesson Corporation MCK

HEALTHCARE · MEDICAL DISTRIBUTION
i

Market dataready · fetched 2026-11-08T00:40:06.356Z

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: 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 · 2026-11-07T00:00:00.002256299Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-08T00:32:33.773862+00:00

Share price$1,060.84
1D+0.1%
AH$1,050$1,055$1,060$1,065$1,0715:30 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$5.27$20.46$35.66$50.85$66.05$933.12$991.45$1049.79$1108.12$1166.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCK spot · $1060.84MCK PRICE$6.99$8.84$11.20$14.10$17.00$20.36$23.48$27.45$32.38$36.96$43.07$48.43$57.24$6.91$9.24$11.80$14.53$17.29$20.90$24.49$28.10$32.47$38.07$43.93$51.66$61.67
PutsCheap0.95×
CallsCheap0.74×
SkewBullish-1.28 pp
Implied moveBearish±$47.97
TiltBalanced1.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1120.0832.2%6.2%1014.3730.0%5.0%
25Δ1106.8330.5%5.2%1024.0530.0%4.3%
30Δ1096.0829.9%4.4%1032.8629.9%3.7%
35Δ1087.9830.3%3.9%1041.1029.8%3.2%
40Δ1079.8930.8%3.4%1049.0929.3%2.7%
45Δ1071.9831.0%3.0%1056.5429.6%2.4%
50Δ1064.1530.4%2.5%1063.9129.5%2.0%
55Δ1056.3030.5%2.2%1071.2829.1%1.7%
60Δ1048.3831.2%1.9%1078.7529.0%1.4%
65Δ1040.4131.0%1.6%1086.9929.0%1.1%
70Δ1031.5531.4%1.3%1095.3829.1%0.9%
75Δ1023.3230.6%1.0%1105.4029.6%0.7%
80Δ1012.2231.4%0.8%1117.3930.6%0.5%

20Δ

Calls
Pseudo strike
1120.08
IV
32.2%
B/E move
6.2%
Puts
Pseudo strike
1014.37
IV
30.0%
B/E move
5.0%

25Δ

Calls
Pseudo strike
1106.83
IV
30.5%
B/E move
5.2%
Puts
Pseudo strike
1024.05
IV
30.0%
B/E move
4.3%

30Δ

Calls
Pseudo strike
1096.08
IV
29.9%
B/E move
4.4%
Puts
Pseudo strike
1032.86
IV
29.9%
B/E move
3.7%

35Δ

Calls
Pseudo strike
1087.98
IV
30.3%
B/E move
3.9%
Puts
Pseudo strike
1041.10
IV
29.8%
B/E move
3.2%

40Δ

Calls
Pseudo strike
1079.89
IV
30.8%
B/E move
3.4%
Puts
Pseudo strike
1049.09
IV
29.3%
B/E move
2.7%

45Δ

Calls
Pseudo strike
1071.98
IV
31.0%
B/E move
3.0%
Puts
Pseudo strike
1056.54
IV
29.6%
B/E move
2.4%

50Δ

Calls
Pseudo strike
1064.15
IV
30.4%
B/E move
2.5%
Puts
Pseudo strike
1063.91
IV
29.5%
B/E move
2.0%

55Δ

Calls
Pseudo strike
1056.30
IV
30.5%
B/E move
2.2%
Puts
Pseudo strike
1071.28
IV
29.1%
B/E move
1.7%

60Δ

Calls
Pseudo strike
1048.38
IV
31.2%
B/E move
1.9%
Puts
Pseudo strike
1078.75
IV
29.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
1040.41
IV
31.0%
B/E move
1.6%
Puts
Pseudo strike
1086.99
IV
29.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
1031.55
IV
31.4%
B/E move
1.3%
Puts
Pseudo strike
1095.38
IV
29.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
1023.32
IV
30.6%
B/E move
1.0%
Puts
Pseudo strike
1105.40
IV
29.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
1012.22
IV
31.4%
B/E move
0.8%
Puts
Pseudo strike
1117.39
IV
30.6%
B/E move
0.5%

Options history

IV · four-Friday blend35.03%
Daily close
MCK25.3%30.5%35.8%2026-08-10: 28.51%2026-08-11: 28.14%2026-08-12: 29.07%2026-08-13: 30.01%2026-08-14: 27.94%2026-08-17: 30.52%2026-08-18: 29.42%2026-08-19: 29.68%2026-08-20: 30.77%2026-08-21: 27.91%2026-08-24: 27.94%2026-08-25: 26.84%2026-08-26: 27.13%2026-08-27: 26.78%2026-08-28: 26.69%2026-08-31: 27.12%2026-09-01: 26.43%2026-09-02: 26.11%2026-09-03: 26.06%2026-09-04: 26.64%2026-09-08: 28.27%2026-09-09: 27.70%2026-09-10: 27.72%2026-09-11: 27.22%2026-09-14: 27.77%2026-09-15: 29.06%2026-09-16: 28.94%2026-09-17: 27.82%2026-09-18: 27.99%2026-09-21: 28.47%2026-09-22: 28.44%2026-09-23: 28.54%2026-09-24: 29.13%2026-09-25: 28.21%2026-09-28: 29.18%2026-09-29: 29.33%2026-09-30: 29.46%2026-10-01: 28.72%2026-10-02: 28.49%2026-10-05: 28.43%2026-10-06: 27.80%2026-10-07: 28.82%2026-10-08: 29.40%2026-10-09: 28.97%2026-10-12: 30.27%2026-10-13: 31.53%2026-10-14: 31.00%2026-10-15: 31.83%2026-10-16: 30.90%2026-10-19: 30.78%2026-10-20: 31.26%2026-10-21: 31.56%2026-10-22: 31.59%2026-10-23: 32.23%2026-10-26: 33.02%2026-10-27: 33.20%2026-10-28: 33.77%2026-10-29: 33.61%2026-10-30: 35.03%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
28.51%
28.14%
29.07%
30.01%
27.94%
30.52%
29.42%
29.68%
30.77%
27.91%
27.94%
26.84%
27.13%
26.78%
26.69%
27.12%
26.43%
26.11%
26.06%
26.64%
28.27%
27.70%
27.72%
27.22%
27.77%
29.06%
28.94%
27.82%
27.99%
28.47%
28.44%
28.54%
29.13%
28.21%
29.18%
29.33%
29.46%
28.72%
28.49%
28.43%
27.80%
28.82%
29.40%
28.97%
30.27%
31.53%
31.00%
31.83%
30.90%
30.78%
31.26%
31.56%
31.59%
32.23%
33.02%
33.20%
33.77%
33.61%
35.03%