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McKesson Corporation MCK

HEALTHCARE · MEDICAL DISTRIBUTION
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Market dataready · fetched 2026-10-16T00:22:24.711Z

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

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:22:24.162142+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$8.50$34.67$60.84$87.00$113.17$817.82$897.12$976.41$1055.71$1135.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCK spot · $995.00MCK PRICE$11.33$14.76$18.50$23.32$28.30$33.92$40.51$47.07$55.29$64.35$75.73$89.16$105.63$12.91$16.95$21.19$26.29$32.02$37.39$44.06$50.54$58.79$64.93$77.14$86.01$101.87
PutsExpensive1.25×
CallsExpensive1.19×
SkewBullish-2.27 pp
Implied moveBearish±$84.57
TiltBalanced1.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1099.5334.1%11.6%916.1435.0%9.2%
25Δ1077.9333.3%9.8%934.3334.3%7.8%
30Δ1059.8632.8%8.4%950.3233.6%6.6%
35Δ1045.9333.5%7.5%964.2533.7%5.7%
40Δ1031.8133.7%6.5%977.9233.7%4.9%
45Δ1018.1634.0%5.7%991.2433.1%4.1%
50Δ1004.7834.7%5.1%1004.2933.0%3.5%
55Δ991.1534.7%4.3%1016.9832.5%2.9%
60Δ977.1035.4%3.8%1030.4032.5%2.4%
65Δ962.5335.9%3.2%1042.2231.1%1.8%
70Δ946.2736.9%2.7%1058.1831.9%1.4%
75Δ928.2537.9%2.3%1071.4330.9%1.0%
80Δ907.3839.2%1.8%1090.6531.3%0.6%

20Δ

Calls
Pseudo strike
1099.53
IV
34.1%
B/E move
11.6%
Puts
Pseudo strike
916.14
IV
35.0%
B/E move
9.2%

25Δ

Calls
Pseudo strike
1077.93
IV
33.3%
B/E move
9.8%
Puts
Pseudo strike
934.33
IV
34.3%
B/E move
7.8%

30Δ

Calls
Pseudo strike
1059.86
IV
32.8%
B/E move
8.4%
Puts
Pseudo strike
950.32
IV
33.6%
B/E move
6.6%

35Δ

Calls
Pseudo strike
1045.93
IV
33.5%
B/E move
7.5%
Puts
Pseudo strike
964.25
IV
33.7%
B/E move
5.7%

40Δ

Calls
Pseudo strike
1031.81
IV
33.7%
B/E move
6.5%
Puts
Pseudo strike
977.92
IV
33.7%
B/E move
4.9%

45Δ

Calls
Pseudo strike
1018.16
IV
34.0%
B/E move
5.7%
Puts
Pseudo strike
991.24
IV
33.1%
B/E move
4.1%

50Δ

Calls
Pseudo strike
1004.78
IV
34.7%
B/E move
5.1%
Puts
Pseudo strike
1004.29
IV
33.0%
B/E move
3.5%

55Δ

Calls
Pseudo strike
991.15
IV
34.7%
B/E move
4.3%
Puts
Pseudo strike
1016.98
IV
32.5%
B/E move
2.9%

60Δ

Calls
Pseudo strike
977.10
IV
35.4%
B/E move
3.8%
Puts
Pseudo strike
1030.40
IV
32.5%
B/E move
2.4%

65Δ

Calls
Pseudo strike
962.53
IV
35.9%
B/E move
3.2%
Puts
Pseudo strike
1042.22
IV
31.1%
B/E move
1.8%

70Δ

Calls
Pseudo strike
946.27
IV
36.9%
B/E move
2.7%
Puts
Pseudo strike
1058.18
IV
31.9%
B/E move
1.4%

75Δ

Calls
Pseudo strike
928.25
IV
37.9%
B/E move
2.3%
Puts
Pseudo strike
1071.43
IV
30.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
907.38
IV
39.2%
B/E move
1.8%
Puts
Pseudo strike
1090.65
IV
31.3%
B/E move
0.6%