CVS volatility CVS Health Corp.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.30.7%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.27.9%
HV6027.0%
IV − HV20 spread
+2.8pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
43
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 days recorded
Cboe delayed options data · as of 09:41 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 28.8% | -0.2pt | ±1.7% |
| Sep 11, 2026 | 8 | 24.9% | -2.7pt | ±3.1% |
| Sep 18, 2026 | 15 | 26.0% | +2.5pt | ±4.4% |
| Sep 25, 2026 | 22 | 29.8% | +1.4pt | ±6.0% |
| Oct 02, 2026 | 29 | 31.0% | +1.8pt | ±7.1% |
| Oct 09, 2026 | 36 | 29.2% | -0.6pt | ±7.4% |
| Oct 16, 2026 | 43 | 28.0% | +0.9pt | ±7.8% |
| Nov 20, 2026 | 78 | 30.9% | +5.3pt | ±11.5% |
| Dec 18, 2026 | 106 | 30.6% | +2.3pt | ±13.2% |
| Jan 15, 2027 | 134 | 29.8% | +1.6pt | ±14.5% |
| Feb 19, 2027 | 169 | 29.6% | +0.6pt | ±16.0% |
| Mar 19, 2027 | 197 | 29.2% | +1.6pt | ±17.0% |
| Jun 17, 2027 | 287 | 31.2% | +2.0pt | ±21.8% |
| Sep 17, 2027 | 379 | 31.0% | -0.9pt | ±24.6% |
| Jan 21, 2028 | 505 | 31.0% | +2.1pt | ±28.1% |
Volatility smile — Sep 18, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20