CVS option chain CVS Health Corp.
Cboe delayed options data · as of 06:41 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±11.4% (86.08–108.33) · ATM IV 31.0% · P/C open interest 0.91
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 46.30 | 48.75 | 64.9% | 1.00 | 0.0003 | 0.000 | 50 | 0 | 2.13 | 62 | 100.5% | -0.00 | 0.0005 | -0.002 | |||
| 41.20 | 43.80 | 1.00 | 0.0005 | 0.000 | 55 | 0 | 0.7000 | 253 | 69.7% | -0.01 | 0.0008 | -0.003 | ||||
| 36.20 | 38.85 | 2 | 0.99 | 0.0009 | 0.000 | 60 | 0 | 0.7400 | 164 | 61.0% | -0.01 | 0.0013 | -0.004 | |||
| 34.15 | 36.35 | 5 | 54.4% | 0.99 | 0.0012 | 0.000 | 62.5 | 0 | 0.3500 | 213 | 49.5% | -0.01 | 0.0016 | -0.004 | ||
| 31.65 | 33.90 | 5 | 50.6% | 0.99 | 0.0017 | 0.000 | 65 | 0.0400 | 0.2000 | 4 | 75 | 43.0% | -0.02 | 0.0022 | -0.005 | |
| 29.20 | 31.40 | 21 | 47.0% | 0.98 | 0.0023 | 0.000 | 67.5 | 0 | 0.2200 | 334 | 39.0% | -0.02 | 0.0028 | -0.006 | ||
| 26.75 | 29.00 | 47 | 44.9% | 0.98 | 0.0032 | 0.000 | 70 | 0.1300 | 0.2800 | 342 | 39.5% | -0.03 | 0.0038 | -0.007 | ||
| 24.35 | 26.40 | 10 | 40.5% | 0.97 | 0.0044 | 0.000 | 72.5 | 0.1000 | 0.5200 | 438 | 38.8% | -0.04 | 0.0050 | -0.009 | ||
| 21.95 | 24.00 | 30 | 38.7% | 0.96 | 0.0061 | -0.002 | 75 | 0.2900 | 0.5000 | 1 | 692 | 37.0% | -0.05 | 0.0066 | -0.011 | |
| 19.55 | 21.65 | 56 | 36.9% | 0.94 | 0.0082 | -0.005 | 77.5 | 0.2300 | 0.9400 | 127 | 36.5% | -0.07 | 0.0086 | -0.014 | ||
| 17.25 | 19.35 | 332 | 35.7% | 0.91 | 0.0107 | -0.009 | 80 | 0.6200 | 0.9700 | 568 | 35.4% | -0.10 | 0.0111 | -0.017 | ||
| 15.00 | 17.05 | 215 | 34.1% | 0.88 | 0.0137 | -0.014 | 82.5 | 0.9200 | 1.49 | 7 | 528 | 35.7% | -0.13 | 0.0140 | -0.020 | |
| 12.85 | 14.80 | 15 | 382 | 32.6% | 0.84 | 0.0170 | -0.019 | 85 | 1.33 | 1.51 | 30 | 6,173 | 33.2% | -0.17 | 0.0171 | -0.024 |
| 11.25 | 12.40 | 416 | 32.1% | 0.79 | 0.0203 | -0.023 | 87.5 | 1.90 | 2.04 | 20 | 374 | 32.9% | -0.22 | 0.0203 | -0.027 | |
| 9.65 | 10.30 | 10 | 280 | 31.7% | 0.74 | 0.0233 | -0.027 | 90 | 2.60 | 2.74 | 2 | 969 | 32.6% | -0.28 | 0.0233 | -0.030 |
| 7.95 | 9.10 | 7 | 341 | 32.8% | 0.67 | 0.0260 | -0.031 | 92.5 | 3.15 | 3.60 | 10 | 539 | 31.4% | -0.34 | 0.0260 | -0.033 |
| 6.55 | 7.00 | 43 | 2,333 | 30.9% | 0.60 | 0.0278 | -0.033 | 95 | 4.15 | 5.70 | 18 | 1,405 | 34.2% | -0.41 | 0.0279 | -0.034 |
| 5.25 | 5.65 | 23 | 382 | 30.6% | 0.53 | 0.0289 | -0.034 | 97.5 | 5.55 | 5.80 | 4 | 325 | 31.4% | -0.48 | 0.0291 | -0.034 |
| 4.05 | 4.65 | 24 | 2,976 | 30.5% | 0.46 | 0.0290 | -0.034 | 100 | 6.75 | 8.25 | 257 | 33.7% | -0.55 | 0.0292 | -0.033 | |
| 2.39 | 2.95 | 49 | 3,200 | 30.4% | 0.33 | 0.0265 | -0.031 | 105 | 10.10 | 10.75 | 500 | 31.4% | -0.69 | 0.0267 | -0.028 | |
| 1.45 | 1.65 | 129 | 1,977 | 30.4% | 0.22 | 0.0215 | -0.025 | 110 | 13.40 | 15.25 | 68 | 31.5% | -0.79 | 0.0215 | -0.020 | |
| 0.8800 | 1.19 | 2 | 1,019 | 32.1% | 0.14 | 0.0162 | -0.020 | 115 | 17.60 | 19.55 | 17 | 31.0% | -0.87 | 0.0159 | -0.013 | |
| 0.3800 | 0.6600 | 1 | 589 | 31.3% | 0.09 | 0.0116 | -0.015 | 120 | 22.15 | 24.15 | 13 | 30.8% | -0.92 | 0.0111 | -0.005 | |
| 0.0400 | 0.4200 | 327 | 30.3% | 0.06 | 0.0081 | -0.011 | 125 | 26.95 | 28.90 | 30.9% | -0.95 | 0.0076 | 0.000 | |||
| 0 | 0.4400 | 10 | 573 | 33.8% | 0.04 | 0.0057 | -0.008 | 130 | 31.55 | 34.00 | -0.97 | 0.0062 | 0.000 | |||
| 0.0100 | 0.2100 | 148 | 33.5% | 0.03 | 0.0040 | -0.006 | 135 | 36.55 | 39.15 | 10 | 37.5% | -0.99 | 0.0063 | -0.006 | ||
| 0.0500 | 0.2100 | 2 | 12 | 37.5% | 0.02 | 0.0029 | -0.005 | 140 | 41.55 | 43.80 | -1.00 | 0.0000 | -0.030 | |||
| 0 | 0.3500 | 159 | 42.3% | 0.01 | 0.0022 | -0.004 | 145 | 46.55 | 48.80 | -1.00 | 0.0000 | -0.036 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs