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Cencora, Inc. COR

i

Market datapartial · fetched 2026-11-04T03:12:34.811Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-04T00:38:50.068064844Z

FundamentalsAlpha Vantage · unavailable

Share price$341.85
1D
Price history unavailable.

Cencora, Inc. options

Live interpolated COR call and put midpoint premiums by absolute delta.Cencora, Inc.$0.00$0.27$0.54$0.81$1.08$-0.34$0.08$0.50$0.92$1.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECOR PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend36.88%
Daily close
COR23.8%30.8%37.8%2026-08-05: 27.64%2026-08-06: 26.27%2026-08-07: 25.79%2026-08-10: 25.98%2026-08-11: 26.37%2026-08-12: 28.06%2026-08-13: 28.17%2026-08-14: 26.04%2026-08-17: 27.53%2026-08-19: 28.66%2026-08-21: 25.94%2026-08-24: 25.96%2026-08-25: 26.30%2026-08-26: 25.74%2026-08-27: 25.75%2026-08-28: 25.36%2026-08-31: 25.82%2026-09-01: 25.28%2026-09-02: 24.90%2026-09-03: 25.17%2026-09-04: 24.80%2026-09-08: 26.41%2026-09-09: 26.15%2026-09-10: 26.30%2026-09-11: 25.77%2026-09-14: 26.48%2026-09-15: 28.03%2026-09-16: 28.58%2026-09-17: 31.40%2026-09-18: 27.80%2026-09-21: 28.36%2026-09-22: 27.97%2026-09-23: 28.62%2026-09-24: 28.83%2026-09-25: 29.54%2026-09-28: 30.03%2026-09-29: 29.88%2026-09-30: 30.59%2026-10-01: 30.01%2026-10-02: 29.68%2026-10-05: 30.03%2026-10-06: 29.67%2026-10-07: 29.80%2026-10-08: 30.08%2026-10-09: 30.48%2026-10-12: 30.72%2026-10-13: 31.51%2026-10-14: 34.14%2026-10-16: 31.90%2026-10-19: 32.19%2026-10-20: 32.29%2026-10-21: 32.17%2026-10-22: 33.11%2026-10-23: 33.20%2026-10-26: 33.75%2026-10-27: 33.52%2026-10-28: 34.36%2026-10-29: 34.69%2026-10-30: 36.88%Aug 5Sep 18Oct 30
59 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
27.64%
26.27%
25.79%
25.98%
26.37%
28.06%
28.17%
26.04%
27.53%
28.66%
25.94%
25.96%
26.30%
25.74%
25.75%
25.36%
25.82%
25.28%
24.90%
25.17%
24.80%
26.41%
26.15%
26.30%
25.77%
26.48%
28.03%
28.58%
31.40%
27.80%
28.36%
27.97%
28.62%
28.83%
29.54%
30.03%
29.88%
30.59%
30.01%
29.68%
30.03%
29.67%
29.80%
30.08%
30.48%
30.72%
31.51%
34.14%
31.90%
32.19%
32.29%
32.17%
33.11%
33.20%
33.75%
33.52%
34.36%
34.69%
36.88%