CVS option chain CVS Health Corp.
Cboe delayed options data · as of 15:36 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 ±15.5% (77.30–105.60) · ATM IV 33.3% · P/C open interest 0.61
| 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 | |
| 31.15 | 33.35 | 1 | 52.9% | 0.98 | 0.0028 | -0.001 | 60 | 0.1900 | 0.4100 | 1 | 42 | 42.1% | -0.03 | 0.0032 | -0.006 | |
| 26.30 | 28.40 | 3 | 45.3% | 0.96 | 0.0049 | -0.005 | 65 | 0.3900 | 0.6300 | 128 | 39.4% | -0.05 | 0.0053 | -0.009 | ||
| 21.85 | 23.80 | 2 | 42.4% | 0.92 | 0.0079 | -0.009 | 70 | 0.5300 | 1.03 | 59 | 36.1% | -0.09 | 0.0083 | -0.012 | ||
| 17.55 | 19.40 | 18 | 39.4% | 0.87 | 0.0120 | -0.014 | 75 | 1.32 | 1.70 | 2 | 121 | 35.6% | -0.14 | 0.0123 | -0.017 | |
| 15.60 | 17.25 | 38.2% | 0.83 | 0.0142 | -0.017 | 77.5 | 1.81 | 1.99 | 49 | 34.5% | -0.18 | 0.0145 | -0.019 | |||
| 13.60 | 15.25 | 44 | 36.8% | 0.79 | 0.0165 | -0.020 | 80 | 2.39 | 2.57 | 129 | 34.1% | -0.22 | 0.0167 | -0.021 | ||
| 11.85 | 13.50 | 7 | 36.5% | 0.74 | 0.0186 | -0.022 | 82.5 | 3.05 | 3.30 | 12 | 33.7% | -0.27 | 0.0188 | -0.023 | ||
| 10.10 | 11.85 | 72 | 35.7% | 0.69 | 0.0205 | -0.024 | 85 | 3.90 | 4.10 | 256 | 33.3% | -0.32 | 0.0207 | -0.025 | ||
| 8.60 | 10.05 | 6 | 34.6% | 0.64 | 0.0220 | -0.026 | 87.5 | 4.85 | 5.10 | 38 | 33.0% | -0.37 | 0.0221 | -0.026 | ||
| 7.50 | 7.75 | 5 | 181 | 32.6% | 0.58 | 0.0231 | -0.027 | 90 | 6.00 | 6.20 | 110 | 32.8% | -0.43 | 0.0232 | -0.027 | |
| 6.05 | 7.30 | 47 | 33.7% | 0.52 | 0.0236 | -0.027 | 92.5 | 7.10 | 7.85 | 147 | 33.0% | -0.49 | 0.0237 | -0.027 | ||
| 5.20 | 5.45 | 553 | 32.1% | 0.46 | 0.0236 | -0.027 | 95 | 8.60 | 8.95 | 29 | 32.2% | -0.55 | 0.0237 | -0.027 | ||
| 4.05 | 5.35 | 220 | 33.5% | 0.41 | 0.0232 | -0.026 | 97.5 | 10.10 | 10.80 | 13 | 32.6% | -0.60 | 0.0233 | -0.026 | ||
| 3.45 | 3.70 | 106 | 31.7% | 0.36 | 0.0223 | -0.025 | 100 | 11.85 | 12.60 | 4 | 32.9% | -0.66 | 0.0225 | -0.024 | ||
| 2.31 | 2.46 | 22 | 129 | 31.8% | 0.26 | 0.0195 | -0.022 | 105 | 14.70 | 16.35 | 106 | 30.0% | -0.75 | 0.0204 | -0.021 | |
| 1.32 | 2.09 | 227 | 32.9% | 0.19 | 0.0161 | -0.018 | 110 | 18.65 | 20.50 | 22 | 28.2% | -0.83 | 0.0183 | -0.018 | ||
| 0.8600 | 1.46 | 67 | 33.4% | 0.13 | 0.0127 | -0.015 | 115 | 23.15 | 25.10 | 1 | -0.90 | 0.0163 | -0.016 | |||
| 0.5800 | 0.9000 | 89 | 33.3% | 0.10 | 0.0098 | -0.012 | 120 | 27.65 | 30.30 | -0.95 | 0.0129 | -0.013 | ||||
| 0.3800 | 0.6400 | 28 | 34.0% | 0.07 | 0.0075 | -0.009 | 125 | 32.70 | 35.15 | -0.98 | 0.0072 | -0.005 | ||||
| 0.2400 | 0.4700 | 50 | 34.6% | 0.05 | 0.0058 | -0.008 | 130 | 37.45 | 40.10 | -0.99 | 0.0026 | 0.000 | ||||
| 0.1600 | 0.3600 | 7 | 35.5% | 0.04 | 0.0046 | -0.006 | 135 | 42.45 | 45.05 | -1.00 | 0.0008 | 0.000 | ||||
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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs