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
$6.91
7-Day Straddle
$2.71
Avg IV
0.4%
IV Rank
7%
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
20260608 $6.91 $2.71 0.4% 7%
20260605 $6.14 $3.39 0.3% 0%
20260604 $6.50 $3.34 0.4% 7%
20260603 $6.45 $3.73 0.4% 11%
20260602 $6.14 $3.63 0.4% 11%
20260601 $6.15 $2.42 0.4% 6%
20260529 $5.48 $2.63 0.4% 8%
20260528 $6.03 $2.98 0.4% 4%
20260527 $5.69 $3.26 0.4% 4%
20260526 $5.86 $3.41 0.4% 14%
20260522 $5.12 $2.46 0.6% 58%
20260521 $5.66 $2.98 0.5% 41%
20260520 $5.72 $3.21 0.5% 42%
20260519 $5.81 $3.34 0.6% 56%
20260518 $6.14 $2.62 0.5% 37%
20260515 $5.62 $2.74 0.5% 27%
20260514 $6.00 $3.34 0.4% 23%
20260513 $7.12 $3.88 0.5% 27%
20260512 $6.37 $3.99 0.4% 22%
20260511 $6.44 $2.52 0.4% 18%
20260510 $6.22 $2.79 0.5% 28%
20260508 $5.54 $2.79 0.5% 30%
20260507 $5.28 $2.92 0.4% 20%
20260506 $5.33 $3.24 0.5% 27%
20260505 $6.69 $6.41 0.5% 27%
20260504 $6.96 $4.93 0.5% 27%
20260502 $6.56 $4.91 0.5% 33%
20260501 $6.56 $4.91 0.5% 33%
20260430 $6.77 $5.11 0.5% 33%
20260429 $7.05 $5.47 0.4% 17%
20260428 $6.88 $5.50 0.4% 22%
20260427 $6.95 $2.24 0.4% 18%
20260424 $6.78 $2.54 0.5% 29%
20260423 $6.53 $2.75 0.5% 27%
20260422 $6.48 $3.10 0.4% 24%
20260421 $6.67 $3.31 0.5% 26%
20260420 $6.53 $2.67 0.4% 20%
20260417 $6.15 $2.57 0.6% 55%
20260416 $6.31 $3.01 0.6% 52%
20260415 $6.12 $3.21 0.5% 41%
20260414 $5.95 $3.05 0.6% 47%
20260413 $6.35 $2.02 0.5% 39%
20260410 $6.14 $2.38 0.4% 19%
20260409 $6.12 $2.41 0.4% 23%
20260408 $6.54 $2.90 0.4% 18%
20260407 $7.07 $3.73 0.4% 22%
20260406 $7.53 $4.39 0.5% 34%
20260402 $6.13 $4.28 0.5% 29%
20260401 $6.31 $4.29 0.5% 28%
20260331 $7.47 $4.78 0.5% 30%
20260330 $6.83 $2.36 0.5% 33%
20260327 $7.03 $3.69 0.5% 43%
20260326 $6.55 $3.15 0.5% 32%
20260325 $6.70 $3.24 0.5% 31%
20260324 $6.90 $3.47 0.5% 30%
20260323 $6.95 $2.39 0.5% 29%
20260320 $6.83 $2.62 0.5% 41%
20260319 $6.21 $3.05 0.6% 46%
20260318 $6.29 $3.15 0.6% 51%
20260317 $6.28 $3.21 0.6% 48%