CVS (CVS HEALTH CORPORATION)

Expected Move & Straddle Price History

The expected move for CVS is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current CVS Expected Move
30-Day Straddle
$5.86
7-Day Straddle
$2.44
Avg IV
0.4%
IV Rank
9%
Implied one-standard-deviation move through the next 30 days. Compare to CVS's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
CVS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $5.86 $2.44 0.4% 9%
20260903 $5.74 $2.77 0.4% 6%
20260902 $6.92 $3.06 0.4% 11%
20260901 $6.75 $3.45 0.3% 3%
20260831 $6.21 $2.34 0.3% 0%
20260828 $5.38 $2.50 0.4% 6%
20260827 $5.42 $2.84 0.4% 8%
20260826 $5.92 $3.12 0.4% 3%
20260825 $6.06 $3.21 0.4% 5%
20260824 $6.62 $2.23 0.3% 0%
20260821 $5.32 $2.48 0.7% 82%
20260820 $5.72 $2.93 0.7% 100%
20260819 $5.68 $3.10 0.6% 71%
20260818 $5.80 $3.42 0.6% 74%
20260817 $5.83 $2.46 0.7% 100%
20260814 $5.39 $2.66 0.4% 4%
20260813 $5.57 $2.89 0.4% 10%
20260812 $5.38 $2.96 0.4% 12%
20260811 $6.08 $3.21 0.4% 20%
20260810 $6.16 $2.34 0.4% 16%
20260806 $6.88 $3.53 0.5% 47%
20260805 $6.85 $4.65 0.4% 27%
20260804 $9.02 $7.41 0.4% 35%
20260803 $9.45 $6.80 0.4% 34%
20260731 $8.70 $7.05 0.5% 49%
20260730 $9.00 $7.40 0.5% 43%
20260729 $9.18 $7.28 0.5% 46%
20260728 $10.00 $8.12 0.5% 43%
20260727 $9.65 $3.54 0.5% 46%
20260724 $9.50 $3.84 0.5% 69%
20260723 $9.70 $4.60 0.5% 64%
20260722 $9.38 $4.46 0.5% 78%
20260721 $10.15 $4.81 0.5% 55%
20260720 $9.70 $3.11 0.5% 53%
20260716 $9.30 $3.68 0.4% 35%
20260715 $9.15 $4.45 0.4% 36%
20260714 $9.53 $5.54 0.4% 29%
20260713 $9.53 $3.51 0.4% 34%
20260710 $9.00 $3.50 0.5% 44%
20260709 $9.28 $4.95 0.4% 42%
20260708 $9.38 $4.49 0.4% 27%
20260707 $9.48 $4.59 0.4% 26%
20260706 $9.30 $2.84 0.4% 35%
20260702 $6.97 $3.10 0.4% 37%
20260701 $7.21 $3.52 0.4% 17%
20260630 $5.78 $3.35 0.4% 33%
20260629 $8.32 $2.56 0.4% 27%
20260626 $6.53 $2.83 0.4% 40%
20260625 $7.20 $3.33 0.4% 17%
20260624 $8.15 $3.75 0.4% 30%
20260623 $8.10 $4.12 0.4% 26%
20260622 $7.73 $2.99 0.4% 25%
20260618 $6.17 $3.04 0.4% 16%
20260617 $6.15 $3.42 0.4% 11%
20260616 $6.30 $3.65 0.4% 11%
20260615 $6.42 $2.38 0.4% 12%
20260613 $6.35 $2.74 0.4% 18%
20260612 $6.65 $2.88 0.4% 23%
20260611 $6.53 $3.21 0.3% 0%
20260610 $6.97 $3.67 0.4% 7%