NEW Tour v246
CNC
CENTENE CORP DEL
$64.19 -0.54%
6/30 18:17

Option Volume

Detail
Current (06/30) 4,965
Calls: 2,817 (57%)
Puts: 2,148 (43%)
Prior (06/29) 10,744
Calls: 6,415 (60%)
Puts: 4,329 (40%)
Current vs Prior -53.79%
Calls: -56.09% (Calls)
Puts: -50.38% (Puts)
Prior 7-Day Total 75,347
Calls: 52,596 (70%)
Puts: 22,751 (30%)
Prior 7-Day Average 10,763
Calls: 7,513 (70%)
Puts: 3,250 (30%)
Current vs Prior 7-Day Avg -53.87%
Calls: -62.51%
Puts: -33.91%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/30) $2.59M
Calls: $1.95M (75%)
Puts: $649.3K (25%)
Prior (06/29) $4.74M
Calls: $2.80M (59%)
Puts: $1.94M (41%)
Current vs Prior -45.26%
Calls: -30.41%
Puts: -66.61%
Prior 7-Day Total $75.17M
Calls: $69.76M (93%)
Puts: $5.41M (7%)
Prior 7-Day Average $10.74M
Calls: $9.97M (93%)
Puts: $772.4K (7%)
Current vs Prior 7-Day Avg -75.84%
Calls: -80.48%
Puts: -15.95%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/30) 0.76
Prior (06/29) 0.67
Current vs Prior +12.99%
Prior 7-Day Average 0.57
Current vs Prior 7-Day Avg +34.66%
Sentiment NEUTRAL

Open Interest

Detail
Current (06/30) 87,821
Calls: 63,342 (72%)
Puts: 24,479 (28%)
Prior (06/29) 62,838
Calls: 47,066 (75%)
Puts: 15,772 (25%)
Current vs Prior +39.76%
Prior 7-Day Total 680,847
Calls: 543,097 (80%)
Puts: 137,750 (20%)
Prior 7-Day Average 97,263
Calls: 77,585 (80%)
Puts: 19,678 (20%)
Current vs Prior 7-Day Avg -9.71%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 8.66% | 10.33%8.66% | 10.33%10.33% | 18.74%
Prior 6.38% | 10.60%-- | ---- | --
Current vs Prior +2.99% | -18.27%-- | ---- | --
Prior 7-Day Avg 5.15% | 7.89%-- | ---- | --
Current vs 7-Day Avg +27.58% | +9.80%-- | ---- | --
Prior 7-Day Eod 6.38% | 10.60%-- | ---- | --
Current vs 7-Day Eod +2.99% | -18.27%-- | ---- | --
Sentiment BEARISH----

Relative Spread

Detail
Expiry | Next
Current 9.90% | 12.96%
Calls: 6.62% | 9.34%
Puts: 13.18% | 16.57%
Prior 9.90% | 12.96%
Calls: 6.62% | 9.34%
Puts: 13.18% | 16.57%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 31.86% | 20.97%
Calls: 24.96% | 16.17%
Puts: 38.76% | 25.77%
Current vs 7-Day Avg -68.93% | -38.20%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 75% call dollar volume ($1.95M). Below-average activity with volume down 54% vs prior. Call-heavy open interest (63,342 calls vs 24,479 puts) suggests bullish positioning. Rising open interest (up 40%) indicates new positions being established.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 6 of results (avg 5.9%, best 1.6%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$64.00Jul 102.522.70$2.616.9%2130.5392
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$64.00Jul 173.003.05$3.031.7%3590.4891
$68.00Jul 245.605.90$5.755.2%60.6352
$67.00Jul 244.955.25$5.105.9%10.6017
$65.00Jul 173.403.65$3.537.1%270.53699
$67.00Jul 103.904.25$4.088.6%10.66--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 27 found (avg delta 0.74, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$53.00Jul 210.5012.65$11.5818.6%110.943
$57.00Jul 26.658.40$7.5323.2%10.93--
$54.00Jul 1710.0011.70$10.8515.7%10.91--
$52.00Jul 211.5013.50$12.5016.0%1380.911
$58.00Jul 25.657.00$6.3321.3%20.89--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.00Jul 103.904.25$4.088.6%10.66--
$68.00Jul 245.605.90$5.755.2%60.6352
$67.00Jul 244.955.25$5.105.9%10.6017
$65.00Jul 102.653.25$2.9520.3%650.53449
$65.00Jul 173.403.65$3.537.1%270.53699

Most actively traded options today. High liquidity = easy entry/exit. 85 active (total vol 2.3K, top 359)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$64.00Jul 102.522.70$2.616.9%2130.5392
$52.00Jul 211.5013.50$12.5016.0%1380.911
$69.00Jul 20.260.44$0.3551.4%740.1579
$64.00Jul 21.662.20$1.9328.0%670.53233
$73.00Jul 170.430.75$0.5954.2%440.15--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$64.00Jul 173.003.05$3.031.7%3590.4891
$61.00Jul 20.501.00$0.7566.7%1610.24915
$60.00Jul 20.380.60$0.4944.9%1140.18105
$58.50Jul 20.170.48$0.3393.9%750.12--
$64.00Jul 21.511.99$1.7527.4%720.47252

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 27 strikes (avg 68.1%, max 219.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$54.00Jul 2Jul 17198.4%62.2%219.0%25
$70.00Jul 2Jul 24105.9%53.9%96.5%24418
$59.00Jul 2Jul 17107.6%55.9%92.7%3--
$65.00Jul 2Jul 24102.1%53.3%91.5%192.1K
$68.00Jul 2Jul 17102.9%55.6%85.0%43575
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$63.00Jul 2Jul 24105.1%51.3%105.1%35586
$60.00Jul 2Jul 24105.0%52.3%100.7%115112
$58.00Jul 2Jul 10114.6%61.6%86.0%50--
$61.00Jul 2Jul 10107.0%59.2%80.8%1633.4K
$64.00Jul 2Jul 1798.9%54.8%80.5%431343

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 53 found (best R:R 16.65, avg 3.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$70.00$73.00Jul 10$0.17$2.83$0.1716.65$70.17
$72.00$76.00Jul 24$0.39$3.61$0.399.26$72.39
$73.00$75.00Jul 17$0.29$1.71$0.295.90$73.29
$69.00$70.00Jul 10$0.15$0.85$0.155.67$69.15
$72.00$73.00Jul 17$0.15$0.85$0.155.67$72.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$58.00$52.00Jul 10$0.34$5.66$0.3416.65$57.66
$54.00$53.00Jul 24$0.10$0.90$0.109.00$53.90
$55.00$53.00Jul 17$0.23$1.77$0.237.70$54.77
$60.00$59.00Jul 2$0.14$0.86$0.146.14$59.86
$53.00$52.00Jul 24$0.14$0.86$0.146.14$52.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 59 found (best R:R 4.00, avg 0.77)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$59.00$60.00Jul 17$0.80$0.80$0.204.00$59.80
$59.00$60.00Jul 2$0.77$0.77$0.233.35$59.77
$61.00$62.00Jul 10$0.72$0.72$0.282.57$61.72
$56.00$59.00Jul 17$2.12$2.12$0.882.41$58.12
$60.00$64.00Jul 17$2.78$2.78$1.222.28$62.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$68.00$67.00Jul 24$0.65$0.65$0.351.86$67.35
$67.00$65.00Jul 10$1.13$1.13$0.871.30$65.87
$67.00$63.00Jul 24$2.26$2.26$1.741.30$64.74
$65.00$63.00Jul 10$1.00$1.00$1.001.00$64.00
$65.00$64.00Jul 17$0.50$0.50$0.501.00$64.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 29 found (avg debit $0.58, cheapest $0.11)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$75.00Jul 10Jul 17$0.1162.0%53.3%
$73.00Jul 10Jul 17$0.1566.6%56.7%
$72.00Jul 17Jul 24$0.2556.8%53.0%
$70.00Jul 2Jul 10$0.28105.9%57.7%
$58.00Jul 2Jul 10$0.32114.6%61.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$52.00Jul 10Jul 24$0.1280.7%57.7%
$53.00Jul 17Jul 24$0.1363.9%59.3%
$58.00Jul 2Jul 10$0.25114.6%61.6%
$59.00Jul 2Jul 10$0.36107.6%61.0%
$60.00Jul 2Jul 10$0.41105.0%59.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 5.73% of stock, avg 9.58%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$64.00Jul 2$1.93$1.75$3.68$60.32$67.685.73%
$63.00Jul 10$3.13$1.95$5.08$57.92$68.087.91%
$60.00Jul 2$4.63$0.49$5.12$54.88$65.127.98%
$65.00Jul 10$2.27$2.95$5.22$59.78$70.228.13%
$62.00Jul 10$3.68$1.64$5.32$56.68$67.328.29%
$67.00Jul 10$1.38$4.08$5.46$61.54$72.468.51%
$61.00Jul 10$4.40$1.19$5.59$55.41$66.598.71%
$59.00Jul 2$5.40$0.35$5.75$53.25$64.758.96%
$64.00Jul 17$3.10$3.03$6.13$57.87$70.139.55%
$65.00Jul 17$2.67$3.53$6.20$58.80$71.209.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 100 found (cheapest 1.31% of stock, avg 4.09%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$69.00$60.00Jul 2$0.35$0.49$0.84$59.16$69.84
$76.00$52.00Jul 24$0.60$0.31$0.91$51.09$76.91
$76.00$53.00Jul 24$0.60$0.45$1.05$51.95$77.05
$69.00$61.00Jul 2$0.35$0.75$1.10$59.90$70.10
$68.00$60.00Jul 2$0.62$0.49$1.11$58.89$69.11
$76.00$54.00Jul 24$0.60$0.55$1.15$52.85$77.15
$67.00$60.00Jul 2$0.72$0.49$1.21$58.79$68.21
$72.00$52.00Jul 24$0.99$0.31$1.30$50.70$73.30
$68.00$61.00Jul 2$0.62$0.75$1.37$59.63$69.37
$69.00$62.00Jul 2$0.35$1.05$1.40$60.60$70.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 100 found (best R:R 5.67, avg credit $1.03)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
67/6871/72Jul 24$0.85$0.155.67$67.15$71.85
60/6162/63Jul 10$0.84$0.165.25$60.16$62.84
61/6267/68Jul 10$0.84$0.165.25$61.16$67.84
57/5858/59Jul 2$0.83$0.174.88$57.17$59.33
62/6365/66Jul 10$0.83$0.174.88$62.17$65.83
61/6266/67Jul 10$0.82$0.184.56$61.18$66.82
60/6163/64Jul 10$0.81$0.194.26$60.19$63.81
60/6165/66Jul 10$0.81$0.194.26$60.19$65.81
61/6264/65Jul 10$0.79$0.213.76$61.21$64.79
53/5556/59Jul 17$2.35$0.653.62$52.65$58.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$75.00$76.00$77.00Jul 10$0.07$0.9313.29
$68.00$69.00$70.00Jul 10$0.08$0.9211.50
$64.00$65.00$66.00Jul 17$0.13$0.876.69
$65.00$66.00$67.00Jul 10$0.15$0.855.67
$67.00$68.00$69.00Jul 10$0.16$0.845.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$61.00$62.00$63.00Jul 2$0.06$0.9415.67
$63.00$65.00$67.00Jul 10$0.13$1.8714.38
$59.00$60.00$61.00Jul 10$0.10$0.909.00
$59.00$60.00$61.00Jul 2$0.12$0.887.33
$60.00$61.00$62.00Jul 10$0.16$0.845.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 43 found (best net $-0.21, 36 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$72.00$76.001:2Jul 24-$0.21$3.79
$60.00$64.001:2Jul 17-$0.32$3.68
$70.00$73.001:2Jul 10-$0.27$2.73
$73.00$75.001:2Jul 17-$0.01$1.99
$68.00$69.001:2Jul 2-$0.08$0.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$67.00$63.001:2Jul 24-$0.58$3.42
$63.00$60.001:2Jul 24-$0.52$2.48
$55.00$53.001:2Jul 17-$0.09$1.91
$65.00$63.001:2Jul 10-$0.95$1.05
$53.00$52.001:2Jul 24-$0.17$0.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 4.27%, avg 1.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$65.00Jul 24$2.740.481.3%4.27%5.53%1421
$65.00Jul 17$2.430.471.3%3.79%5.05%401.8K
$66.00Jul 17$2.190.432.8%3.41%6.23%1--
$65.00Jul 10$2.040.471.3%3.18%4.44%71.0K
$66.00Jul 10$1.570.402.8%2.45%5.27%171.3K
$67.00Jul 17$1.570.374.4%2.45%6.82%26--
$67.50Jul 17$1.520.355.2%2.37%7.52%3--
$68.00Jul 17$1.270.335.9%1.98%7.91%1--
$70.00Jul 24$1.260.289.1%1.96%11.01%3--
$65.00Jul 2$1.160.451.3%1.81%3.07%52.1K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 2,817
Total Puts 2,148
Put/Call Ratio 0.76
Net Difference 669

Prior's Put/Call Breakdown

Total Calls 6,415
Total Puts 4,329
Put/Call Ratio 0.67
Net Difference 2,086

Prior 7-Day Put/Call Summary

Total Calls 52,596
Total Puts 22,751
Average Put/Call Ratio 0.57
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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