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
$9.55
7-Day Straddle
$3.94
Avg IV
0.5%
IV Rank
61%
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
20260724 $9.55 $3.94 0.5% 61%
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%
20260609 $6.79 $3.83 0.4% 13%
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%