MCKESSON CORP (MCK) Options Risk Score

Run a full MCK options risk analysis

See the complete risk breakdown — news catalysts, SEC filings, legal proceedings, earnings overlap, IV vs HV, options flow and Expected Move — all in one scan.

Is it risky to sell options on MCKESSON CORP (MCK) right now?

MCKESSON CORP (MCK) currently scores 49 out of 100 for options catalyst risk (MEDIUM) over a 4-week expiry window. That score is driven by an upcoming earnings report, 5 recent news items, 10 active legal filings and 4 clinical-trial catalysts falling inside the 4-week window. MEDIUM covers 45 to 69: there is something on MCK's calendar worth reading before you pick an expiry, without it dominating the trade. Direction is not part of what the score measures.

MCK shows an IV Rank of 32, near the low end of its one-year range — options are relatively cheap, which favours option buyers over sellers, with a current implied volatility of about 30%. Read IV Rank alongside the catalyst score: it says how expensive MCK options are, while the score says whether that price is justified by a scheduled event.

The 2026-11-04 earnings report sits inside a standard monthly expiry for MCK, so implied volatility should stay bid into the date and drop sharply once it passes.

MCKESSON CORP (MCK) current implied volatility and IV Rank

The most recent read on MCKESSON CORP (MCK) puts its IV Rank at 32 with implied volatility around 30%, alongside a TickerRisk options-risk score of 49/100. Options on MCK are inexpensive by its own recent history. Long premium and debit structures get more for their money at this level, while sellers are being paid little to carry the risk.

IV Rank is an index, not a percentage — it says where MCK's implied volatility sits inside its own 1-year range. How to read IV Rank →

MCKESSON CORP (MCK) next earnings date — 2026-11-04

MCKESSON CORP (MCK) reports earnings on 2026-11-04 — about 59 days away, which falls inside a typical options expiry window. MCK's IV Rank is currently 32. Earnings are the single biggest scheduled catalyst for an overnight gap: implied volatility usually runs up into the report and collapses immediately after (the IV crush). Selling premium into the event captures that crush but exposes you to the gap; buying premium needs a move large enough to beat the elevated IV you paid.

TickerRisk provides risk scoring for informational purposes only. This is not financial advice. Options trading involves substantial risk of loss. Full disclaimer