CVS · Expected Move
CVS HEALTH CORPORATION
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).
CVS straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current CVS Expected Move
30-Day Straddle
$8.03
7-Day Straddle
$3.43
30-Day ATM IV
37.2%
IV Rank
76%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $8.03 | $3.43 | 37.2% | 76% |
| 20261021 | $7.62 | $3.41 | 35.6% | 66% |
| 20261020 | $8.23 | $3.88 | 37.3% | 77% |
| 20261019 | $8.10 | $2.83 | 38.3% | 82% |
| 20261016 | $7.70 | $3.06 | 37.4% | 77% |
| 20261015 | $8.00 | $3.39 | 37.5% | 78% |
| 20261014 | $8.20 | $3.63 | 39.5% | 90% |
| 20261013 | $7.48 | $3.69 | 36.8% | 73% |
| 20261012 | $8.18 | $2.67 | 39.3% | 89% |
| 20261009 | $7.45 | $3.11 | 38.4% | 83% |
| 20261008 | $7.95 | $4.13 | 40.2% | 95% |
| 20261007 | $8.23 | $4.19 | 41.1% | 100% |
| 20261006 | $7.88 | $4.20 | 38.7% | 91% |
| 20261005 | $7.78 | $2.92 | 37.0% | 80% |
| 20261002 | $6.50 | $3.22 | 35.6% | 71% |
| 20261001 | $6.50 | $3.76 | 35.0% | 67% |
| 20260930 | $6.85 | $4.11 | 35.1% | 67% |
| 20260929 | $7.11 | $4.33 | 35.4% | 69% |
| 20260928 | $7.17 | $2.62 | 34.6% | 64% |
| 20260925 | $7.00 | $3.44 | 35.3% | 68% |
| 20260924 | $6.03 | $2.87 | 31.7% | 44% |
| 20260923 | $6.08 | $3.18 | 31.3% | 41% |
| 20260922 | $6.70 | $3.36 | 33.0% | 53% |
| 20260921 | $6.50 | $2.27 | 31.7% | 44% |
| 20260918 | $5.87 | $2.54 | 30.8% | 38% |
| 20260917 | $6.13 | $2.75 | 30.9% | 39% |
| 20260916 | $6.24 | $3.31 | 29.7% | 31% |
| 20260915 | $6.47 | $3.37 | 29.4% | 29% |
| 20260914 | $6.79 | $2.31 | 29.9% | 32% |
| 20260911 | $5.60 | $2.53 | 27.6% | 17% |
| 20260910 | $6.31 | $3.09 | 29.3% | 28% |
| 20260909 | $6.52 | $3.22 | 29.8% | 32% |
| 20260908 | $6.66 | $3.60 | 29.9% | 33% |
| 20260904 | $5.86 | $2.44 | 28.8% | 25% |
| 20260903 | $5.74 | $2.77 | 26.8% | 12% |
| 20260902 | $6.92 | $3.06 | 31.7% | 44% |
| 20260901 | $6.75 | $3.45 | 29.5% | 30% |
| 20260831 | $6.21 | $2.34 | 27.6% | 17% |
| 20260828 | $5.38 | $2.50 | 26.4% | 9% |
| 20260827 | $5.42 | $2.84 | 26.3% | 8% |
| 20260826 | $5.92 | $3.12 | 27.6% | 17% |
| 20260825 | $6.06 | $3.21 | 27.8% | 19% |
| 20260824 | $6.62 | $2.23 | 29.0% | 26% |
| 20260821 | $5.32 | $2.48 | 26.9% | 12% |
| 20260820 | $5.72 | $2.93 | 26.2% | 8% |
| 20260819 | $5.68 | $3.10 | 25.7% | 4% |
| 20260818 | $5.80 | $3.42 | 26.3% | 8% |
| 20260817 | $5.83 | $2.46 | 26.0% | 6% |
| 20260814 | $5.39 | $2.66 | 25.1% | 0% |
| 20260813 | $5.57 | $2.89 | 26.2% | 6% |
| 20260812 | $5.38 | $2.96 | 25.1% | 0% |
| 20260811 | $6.08 | $3.21 | 28.5% | 18% |
| 20260810 | $6.16 | $2.34 | 26.9% | 9% |
| 20260807 | — | — | 28.1% | 15% |
| 20260806 | $6.88 | $3.53 | 31.0% | 30% |
| 20260805 | $6.85 | $4.65 | 30.3% | 26% |
| 20260804 | $9.02 | $7.41 | 37.5% | 63% |
| 20260803 | $9.45 | $6.80 | 38.5% | 68% |
| 20260731 | $8.70 | $7.05 | 37.0% | 61% |
| 20260730 | $9.00 | $7.40 | 38.1% | 66% |
More on CVS
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.