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CVSCVS Health Corporation Common Stock
Next verified earnings Nov 4, 2026 · Earnings history
Past events · reconstructed
Historical reconstruction for CVS
Observed outcomes from 8 earnings events (Nov 6, 2024 – Aug 5, 2026). These events have already been reported · modeled strategy results.
Realized move versus what was implied
Implied move is the pre-event ATM straddle estimate; realized move is the observed post-earnings move.
Updated Oct 8, 2026
Loading graph — the exact table is available below.
2024-11-06Realized move 11.3299%Implied move 8.0864%Signed actual 11.3299% · Reconstructed · 7 IV checkpointsUpdated Oct 8, 2026
Exact data table
| Observation | Realized move (%) | Implied move (%) | Context | Updated |
|---|---|---|---|---|
| 11.3299% | 8.0864% | Signed actual 11.3299% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 14.9456% | 8.2545% | Signed actual 14.9456% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 4.1074% | 6.0486% | Signed actual 4.1074% · Reconstructed · 8 IV checkpoints | Updated Oct 8, 2026 | |
| 0.3209% | 7.2392% | Signed actual -0.3209% · Reconstructed · 8 IV checkpoints | Updated Oct 8, 2026 | |
| 1.9465% | 5.3467% | Signed actual -1.9465% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 0.0924% | 6.2558% | Signed actual -0.0924% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 7.6466% | 6.6489% | Signed actual 7.6466% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 5.0757% | 5.9376% | Signed actual -5.0757% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 |
Exact-contract strategy reconstruction
| Structure | Reconstructed runs | Profitable | Average return on max loss | Best | Worst |
|---|---|---|---|---|---|
| Bear Call Spread | 8 | 5 / 8 | -5.3% | 5.0% | -31.5% |
| Bull Put Spread | 8 | 4 / 8 | -2.9% | 12.2% | -19.9% |
| Iron Condor | 8 | 2 / 8 | -9.2% | 10.5% | -28.4% |
| Long Strangle | 8 | 1 / 8 | -29.3% | 3.2% | -68.6% |
| Calendar | 7 | 2 / 7 | -19.9% | 46.4% | -147.3% |
| Long Straddle | 7 | 1 / 7 | -15.3% | 3.8% | -33.6% |
Historical examples
Example trades, payoff and risk
Past structural simulations · modeled fills · not historical recommendations.
Bear Call Spread
Did not clear entry filters- Modeled entry credit
- $58.50
- Payoff max loss
- -$441.50
- Payoff max profit
- $58.50
- Modeled exit P&L
- $21.155.0% on stored risk basis $425.00
Entry Jul 22, 2026 → Exit Aug 4, 2026. Payoff is a scenario; exit P&L uses the stored exit fills. Payoff uses modeled entry premiums before commissions.
Update time unavailable
Loading graph — the exact table is available below.
$54.04Expiration P/L $58.50Update time unavailable
Event / reference markers
- Entry spot: $108.08
- Expiry breakeven $115.585: $115.585
- sell call strike $115.00: $115.00
- buy call strike $120.00: $120.00
Exact data table
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| $58.50 | Update time unavailable | ||
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| $58.50 | Entry spot reference | Update time unavailable | |
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| $0.00 | Update time unavailable | ||
| -$6.06 | Update time unavailable | ||
| -$114.14 | Update time unavailable | ||
| -$222.22 | Update time unavailable | ||
| -$330.30 | Update time unavailable | ||
| -$438.38 | Update time unavailable | ||
| -$441.50 | Update time unavailable | ||
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| Side / quantity | Contract | Strike / expiry | Entry fill | Exit fill |
|---|---|---|---|---|
| SELL × 1 | CVS260807C00115000 | $115.00 call · 2026-08-07 | $1.39 | $0.46 |
| BUY × 1 | CVS260807C00120000 | $120.00 call · 2026-08-07 | $0.81 | $0.11 |
Breakevens: $115.59. Short legs may carry assignment risk; expiry payoff excludes early exercise.
Stored costs: $0.65 / contract / side · slippage 25.0% of spread / fillExample methodology and limitations
2 quote gaps · Record hist_CVS_a70a7da921801430 · Historical methodology