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McKesson Corporation MCK

HEALTHCARE · MEDICAL DISTRIBUTION
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Market dataready · fetched 2026-10-16T01:01:38.158Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:56:16.319443007Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:01:37.719412+00:00

Share price$995.00
1D+0.0%
AH$989$992$995$997$1,0005:30 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$1.46$9.70$17.95$26.19$34.43$974.52$986.04$997.56$1009.07$1020.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCK spot · $995.00MCK PRICE$2.74$3.67$4.36$4.74$5.17$6.92$8.66$10.41$12.32$15.25$18.17$23.20$32.06$2.35$3.06$4.05$5.03$6.01$6.29$6.58$6.87$7.15$7.44
PutsExpensive1.53×
CallsExpensive1.36×
SkewBullish-11.05 pp
Implied moveBullish±$15.24
TiltBullish45.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1016.3346.4%2.4%976.7042.9%2.1%
25Δ1012.3147.0%2.1%982.2737.0%1.6%
30Δ1008.2145.2%1.8%984.8638.0%1.4%
35Δ1004.0240.0%1.4%987.4539.0%1.3%
40Δ999.8935.1%1.0%990.0340.0%1.1%
45Δ997.3337.4%0.9%991.9536.6%0.9%
50Δ994.7639.7%0.8%993.8633.2%0.8%
55Δ992.2042.0%0.8%995.7729.8%0.6%
60Δ989.4544.3%0.7%997.6826.4%0.4%
65Δ985.6546.7%0.6%999.5923.0%0.3%
70Δ981.8549.0%0.5%
75Δ976.1554.5%0.4%
80Δ966.9366.1%0.4%

20Δ

Calls
Pseudo strike
1016.33
IV
46.4%
B/E move
2.4%
Puts
Pseudo strike
976.70
IV
42.9%
B/E move
2.1%

25Δ

Calls
Pseudo strike
1012.31
IV
47.0%
B/E move
2.1%
Puts
Pseudo strike
982.27
IV
37.0%
B/E move
1.6%

30Δ

Calls
Pseudo strike
1008.21
IV
45.2%
B/E move
1.8%
Puts
Pseudo strike
984.86
IV
38.0%
B/E move
1.4%

35Δ

Calls
Pseudo strike
1004.02
IV
40.0%
B/E move
1.4%
Puts
Pseudo strike
987.45
IV
39.0%
B/E move
1.3%

40Δ

Calls
Pseudo strike
999.89
IV
35.1%
B/E move
1.0%
Puts
Pseudo strike
990.03
IV
40.0%
B/E move
1.1%

45Δ

Calls
Pseudo strike
997.33
IV
37.4%
B/E move
0.9%
Puts
Pseudo strike
991.95
IV
36.6%
B/E move
0.9%

50Δ

Calls
Pseudo strike
994.76
IV
39.7%
B/E move
0.8%
Puts
Pseudo strike
993.86
IV
33.2%
B/E move
0.8%

55Δ

Calls
Pseudo strike
992.20
IV
42.0%
B/E move
0.8%
Puts
Pseudo strike
995.77
IV
29.8%
B/E move
0.6%

60Δ

Calls
Pseudo strike
989.45
IV
44.3%
B/E move
0.7%
Puts
Pseudo strike
997.68
IV
26.4%
B/E move
0.4%

65Δ

Calls
Pseudo strike
985.65
IV
46.7%
B/E move
0.6%
Puts
Pseudo strike
999.59
IV
23.0%
B/E move
0.3%

70Δ

Calls
Pseudo strike
981.85
IV
49.0%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
976.15
IV
54.5%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
966.93
IV
66.1%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move