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Chemed Corporation CHE

i

Market dataready · fetched 2026-11-04T00:51:38.646Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-04T00:00:00.003484196Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T00:51:38.014108+00:00

Share price$533.65
1D-1.5%
AH$531$536$540$544$5495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCHE
Sold putSold callAH

Chemed Corporation options

Live interpolated CHE call and put midpoint premiums by absolute delta.Chemed Corporation$3.48$14.48$25.47$36.47$47.46$478.98$508.94$538.91$568.87$598.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CHE spot · $533.65CHE PRICE$4.67$6.16$7.88$9.80$11.86$14.12$16.39$18.67$21.55$24.57$28.64$33.16$38.72$5.10$6.59$8.76$11.13$13.41$15.74$18.39$21.30$24.71$28.17$31.66$37.46$44.29
PutsExpensive1.10×
CallsCheap0.79×
SkewBearish+0.43 pp
Implied moveBearish±$34.78
TiltBearish6.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ574.7237.7%8.6%500.5138.1%7.2%
25Δ566.2237.0%7.3%508.1736.8%6.0%
30Δ559.6037.4%6.3%514.0737.6%5.3%
35Δ553.5037.5%5.6%519.4039.0%4.8%
40Δ547.6037.7%4.8%525.1538.7%4.1%
45Δ541.9537.8%4.2%530.9038.2%3.5%
50Δ536.4537.3%3.6%536.3737.8%2.9%
55Δ531.0236.6%3.0%541.9137.5%2.4%
60Δ525.6636.4%2.5%547.5437.5%2.0%
65Δ520.3136.3%2.1%553.1337.0%1.6%
70Δ514.3636.6%1.8%558.6736.1%1.2%
75Δ508.0537.0%1.4%566.0536.8%0.9%
80Δ500.8837.6%1.1%574.3337.4%0.7%

20Δ

Calls
Pseudo strike
574.72
IV
37.7%
B/E move
8.6%
Puts
Pseudo strike
500.51
IV
38.1%
B/E move
7.2%

25Δ

Calls
Pseudo strike
566.22
IV
37.0%
B/E move
7.3%
Puts
Pseudo strike
508.17
IV
36.8%
B/E move
6.0%

30Δ

Calls
Pseudo strike
559.60
IV
37.4%
B/E move
6.3%
Puts
Pseudo strike
514.07
IV
37.6%
B/E move
5.3%

35Δ

Calls
Pseudo strike
553.50
IV
37.5%
B/E move
5.6%
Puts
Pseudo strike
519.40
IV
39.0%
B/E move
4.8%

40Δ

Calls
Pseudo strike
547.60
IV
37.7%
B/E move
4.8%
Puts
Pseudo strike
525.15
IV
38.7%
B/E move
4.1%

45Δ

Calls
Pseudo strike
541.95
IV
37.8%
B/E move
4.2%
Puts
Pseudo strike
530.90
IV
38.2%
B/E move
3.5%

50Δ

Calls
Pseudo strike
536.45
IV
37.3%
B/E move
3.6%
Puts
Pseudo strike
536.37
IV
37.8%
B/E move
2.9%

55Δ

Calls
Pseudo strike
531.02
IV
36.6%
B/E move
3.0%
Puts
Pseudo strike
541.91
IV
37.5%
B/E move
2.4%

60Δ

Calls
Pseudo strike
525.66
IV
36.4%
B/E move
2.5%
Puts
Pseudo strike
547.54
IV
37.5%
B/E move
2.0%

65Δ

Calls
Pseudo strike
520.31
IV
36.3%
B/E move
2.1%
Puts
Pseudo strike
553.13
IV
37.0%
B/E move
1.6%

70Δ

Calls
Pseudo strike
514.36
IV
36.6%
B/E move
1.8%
Puts
Pseudo strike
558.67
IV
36.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
508.05
IV
37.0%
B/E move
1.4%
Puts
Pseudo strike
566.05
IV
36.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
500.88
IV
37.6%
B/E move
1.1%
Puts
Pseudo strike
574.33
IV
37.4%
B/E move
0.7%

Options history

IV · four-Friday blend28.95%
Daily EOD
CHE27.1%31.2%35.3%2026-10-19: 33.40%2026-10-20: 34.37%2026-10-21: 33.87%2026-10-22: 33.52%2026-10-23: 34.40%2026-10-26: 34.47%2026-10-27: 34.73%2026-10-28: 28.40%2026-10-29: 27.63%2026-10-30: 28.95%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.40%
34.37%
33.87%
33.52%
34.40%
34.47%
34.73%
28.40%
27.63%
28.95%