CVS option chain CVS Health Corp.
Cboe delayed options data · as of 06:35 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 ±19.2% (74.92–110.47) · ATM IV 31.9% · P/C open interest 0.33
| 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 | |
| 41.35 | 44.10 | 37.6% | 0.98 | 0.0015 | 0.000 | 50 | 0.0200 | 0.4200 | 42.4% | -0.02 | 0.0017 | -0.004 | ||||
| 36.00 | 38.55 | 0.97 | 0.0025 | 0.000 | 55 | 0.1900 | 0.6200 | 2 | 40.9% | -0.04 | 0.0027 | -0.005 | ||||
| 31.55 | 33.85 | 0.95 | 0.0038 | 0.000 | 60 | 0.4500 | 0.9300 | 12 | 39.4% | -0.05 | 0.0040 | -0.007 | ||||
| 27.25 | 29.25 | 29.1% | 0.92 | 0.0056 | -0.003 | 65 | 0.8700 | 1.39 | 13 | 38.0% | -0.08 | 0.0058 | -0.009 | |||
| 22.95 | 25.05 | 5 | 31.3% | 0.88 | 0.0078 | -0.006 | 70 | 1.45 | 2.11 | 11 | 36.8% | -0.12 | 0.0080 | -0.012 | ||
| 18.85 | 21.20 | 2 | 31.9% | 0.83 | 0.0103 | -0.010 | 75 | 2.30 | 3.00 | 1 | 5 | 35.5% | -0.18 | 0.0105 | -0.014 | |
| 17.25 | 19.10 | 32.0% | 0.80 | 0.0116 | -0.012 | 77.5 | 2.85 | 3.70 | 35.3% | -0.21 | 0.0118 | -0.016 | ||||
| 15.00 | 17.20 | 1 | 30.4% | 0.77 | 0.0128 | -0.014 | 80 | 3.10 | 4.50 | 3 | 34.2% | -0.24 | 0.0130 | -0.017 | ||
| 14.15 | 16.35 | 24 | 34.2% | 0.73 | 0.0140 | -0.015 | 82.5 | 4.40 | 5.25 | 34.9% | -0.28 | 0.0142 | -0.018 | |||
| 12.55 | 13.90 | 4 | 93 | 32.0% | 0.69 | 0.0150 | -0.017 | 85 | 5.35 | 6.20 | 116 | 34.8% | -0.32 | 0.0153 | -0.019 | |
| 11.00 | 12.45 | 178 | 31.7% | 0.65 | 0.0160 | -0.018 | 87.5 | 6.30 | 7.15 | 36 | 34.4% | -0.36 | 0.0162 | -0.019 | ||
| 9.70 | 11.20 | 34 | 63 | 31.9% | 0.61 | 0.0167 | -0.019 | 90 | 6.95 | 8.30 | 7 | 33.3% | -0.40 | 0.0170 | -0.020 | |
| 8.35 | 9.75 | 19 | 31.1% | 0.57 | 0.0172 | -0.019 | 92.5 | 7.70 | 9.75 | 5 | 32.7% | -0.44 | 0.0176 | -0.020 | ||
| 8.00 | 8.60 | 5 | 31 | 32.3% | 0.53 | 0.0175 | -0.020 | 95 | 9.90 | 10.85 | 6 | 33.6% | -0.49 | 0.0180 | -0.020 | |
| 6.85 | 7.55 | 7 | 4 | 31.9% | 0.48 | 0.0177 | -0.020 | 97.5 | 11.35 | 12.40 | 33.7% | -0.53 | 0.0181 | -0.019 | ||
| 5.65 | 6.60 | 5 | 116 | 31.2% | 0.44 | 0.0176 | -0.019 | 100 | 11.95 | 13.85 | 3 | 31.7% | -0.57 | 0.0181 | -0.019 | |
| 4.25 | 5.05 | 53 | 31.3% | 0.36 | 0.0169 | -0.019 | 105 | 16.20 | 17.20 | 33.0% | -0.65 | 0.0175 | -0.017 | |||
| 3.10 | 3.90 | 42 | 31.4% | 0.29 | 0.0155 | -0.017 | 110 | 19.95 | 20.95 | 1 | 32.9% | -0.73 | 0.0165 | -0.015 | ||
| 2.29 | 2.97 | 12 | 31.6% | 0.23 | 0.0138 | -0.015 | 115 | 23.70 | 25.85 | 34.3% | -0.80 | 0.0155 | -0.012 | |||
| 1.58 | 2.31 | 1 | 3 | 31.7% | 0.19 | 0.0120 | -0.013 | 120 | 28.40 | 30.85 | 37.6% | -0.86 | 0.0150 | -0.011 | ||
| 1.07 | 2.07 | 4 | 32.7% | 0.15 | 0.0102 | -0.012 | 125 | 32.15 | 35.40 | 36.4% | -0.91 | 0.0139 | -0.010 | |||
| 0.9200 | 1.32 | 9 | 32.4% | 0.12 | 0.0086 | -0.010 | 130 | 37.70 | 40.15 | 40.7% | -0.95 | 0.0110 | -0.006 | |||
| 0.6900 | 1.02 | 32.8% | 0.09 | 0.0072 | -0.009 | 135 | 41.45 | 45.05 | 38.5% | -0.98 | 0.0067 | 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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs