NEW Tour v251
CNC
CENTENE CORP DEL
$68.35 +6.48%
$68.31 (-0.06%)🌙
as of 07/01 06:17 PM
7/1 18:17

Option Volume

Detail
Current (07/01) 16,689
Calls: 11,736 (70%)
Puts: 4,953 (30%)
Prior (06/30) 4,965
Calls: 2,817 (57%)
Puts: 2,148 (43%)
Current vs Prior +236.13%
Calls: +316.61% (Calls)
Puts: +130.59% (Puts)
Prior 7-Day Total 75,026
Calls: 52,420 (70%)
Puts: 22,606 (30%)
Prior 7-Day Average 10,718
Calls: 7,488 (70%)
Puts: 3,229 (30%)
Current vs Prior 7-Day Avg +55.71%
Calls: +56.72%
Puts: +53.37%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/01) $9.09M
Calls: $5.59M (61%)
Puts: $3.50M (39%)
Prior (06/30) $2.59M
Calls: $1.95M (75%)
Puts: $649.3K (25%)
Current vs Prior +250.22%
Calls: +187.16%
Puts: +439.20%
Prior 7-Day Total $75.78M
Calls: $70.25M (93%)
Puts: $5.54M (7%)
Prior 7-Day Average $10.83M
Calls: $10.04M (93%)
Puts: $791.3K (7%)
Current vs Prior 7-Day Avg -16.06%
Calls: -44.33%
Puts: +342.40%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/01) 0.42
Prior (06/30) 0.76
Current vs Prior -44.65%
Prior 7-Day Average 0.57
Current vs Prior 7-Day Avg -25.41%
Sentiment BULLISH

Open Interest

Detail
Current (07/01) 150,329
Calls: 127,729 (85%)
Puts: 22,600 (15%)
Prior (06/30) 87,821
Calls: 63,342 (72%)
Puts: 24,479 (28%)
Current vs Prior +71.18%
Prior 7-Day Total 675,455
Calls: 532,847 (79%)
Puts: 142,608 (21%)
Prior 7-Day Average 96,493
Calls: 76,121 (79%)
Puts: 20,372 (21%)
Current vs Prior 7-Day Avg +55.79%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 8.73% | 10.14%8.73% | 10.14%10.14% | 18.87%
Prior 6.57% | 8.66%-- | ---- | --
Current vs Prior -12.10% | +0.84%-- | ---- | --
Prior 7-Day Avg 5.29% | 7.96%-- | ---- | --
Current vs 7-Day Avg +9.26% | +9.79%-- | ---- | --
Prior 7-Day Eod 6.57% | 8.66%-- | ---- | --
Current vs 7-Day Eod -12.10% | +0.84%-- | ---- | --
Sentiment BULLISH----

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 30.68% | 19.68%
Calls: 23.24% | 15.55%
Puts: 38.12% | 23.81%
Current vs 7-Day Avg -67.73% | -34.15%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($5.59M). Massive premium surge with dollar volume up 250% vs prior. Unusually high activity with volume up 236% vs prior - elevated interest. Extreme bullish P/C ratio of 0.42 - heavy call buying (11,736 calls vs 4,953 puts).

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 BULLISH
Prior NEUTRAL
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 11 of results (avg 8.4%, best 5.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$63.00Jul 106.006.35$6.185.7%1570.821.3K
$65.00Jul 104.404.80$4.608.7%20.73--
$65.00Jul 174.805.25$5.038.9%100.68--
$66.00Jul 174.254.65$4.459.0%20.631.0K
$66.00Jul 103.704.05$3.889.0%290.671.3K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.00Jul 242.772.95$2.866.3%330.4017
$62.50Jul 170.951.03$0.998.1%150.213.8K
$65.00Jul 171.621.77$1.708.8%300.32--
$66.00Jul 171.972.17$2.079.7%10.37--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.83, cheapest $0.60)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 170.570.63$0.6010.0%360.141.5K
$62.00Jul 170.840.95$0.9012.2%340.1918
$62.50Jul 170.951.03$0.998.1%150.213.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 46 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 211.8014.25$13.0318.8%11.004
$57.00Jul 210.1011.85$10.9815.9%31.00--
$58.00Jul 28.8510.90$9.8820.7%51.003
$58.50Jul 28.3510.90$9.6326.5%11.00--
$59.00Jul 28.0010.05$9.0322.7%51.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$77.00Jul 28.2510.25$9.2521.6%10.93--
$76.00Jul 27.259.25$8.2524.2%10.90--
$70.00Jul 22.333.55$2.9441.5%20.662
$70.00Jul 103.153.75$3.4517.4%230.581
$70.00Jul 173.654.35$4.0017.5%210.57--

Most actively traded options today. High liquidity = easy entry/exit. 128 active (total vol 9.2K, top 1.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Jul 22.804.55$3.6847.6%1.9K0.782.1K
$67.00Jul 103.053.90$3.4724.5%1.9K0.6130
$66.00Jul 22.683.20$2.9417.7%1.3K0.732.2K
$68.00Jul 102.493.45$2.9732.3%6490.5555
$69.00Jul 102.052.44$2.2517.3%5780.49799
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$63.00Jul 100.580.79$0.6930.4%1830.18586
$67.00Jul 101.682.19$1.9426.3%1430.39142
$62.00Jul 100.450.74$0.6048.3%1120.15156
$68.00Jul 102.112.69$2.4024.2%1050.45--
$66.00Jul 101.321.81$1.5731.2%750.34200

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 32 strikes (avg 129.7%, max 240.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Jul 2Jul 10214.1%75.8%182.6%24
$62.00Jul 2Jul 17152.2%55.6%173.8%48882
$76.00Jul 2Jul 10161.9%59.7%171.3%201
$63.00Jul 2Jul 24148.3%56.8%161.0%178
$65.00Jul 2Jul 24131.2%51.3%155.7%1.9K2.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Jul 2Jul 17214.1%62.9%240.6%8--
$59.00Jul 2Jul 24163.7%57.0%187.0%224
$62.00Jul 2Jul 24152.2%54.2%180.5%13703
$63.00Jul 2Jul 24148.3%56.8%161.0%239
$68.00Jul 2Jul 24120.2%46.6%158.2%1052

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 79 found (best R:R 12.64, avg 2.87)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$77.00$80.00Jul 10$0.22$2.78$0.2212.64$77.22
$76.00$77.00Jul 10$0.10$0.90$0.109.00$76.10
$75.00$80.00Jul 17$0.58$4.42$0.587.62$75.58
$75.00$76.00Jul 2$0.12$0.88$0.127.33$75.12
$71.00$72.00Jul 2$0.15$0.85$0.155.67$71.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$61.00$59.00Jul 10$0.16$1.84$0.1611.50$60.84
$62.00$60.00Jul 2$0.17$1.83$0.1710.76$61.83
$63.00$62.00Jul 2$0.11$0.89$0.118.09$62.89
$60.00$57.50Jul 17$0.31$2.19$0.317.06$59.69
$66.00$65.00Jul 2$0.13$0.87$0.136.69$65.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 88 found (best R:R 7.70, avg 0.96)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$55.00$62.00Jul 10$5.75$5.75$1.254.60$60.75
$60.00$62.00Jul 17$1.50$1.50$0.503.00$61.50
$65.00$66.00Jul 2$0.74$0.74$0.262.85$65.74
$60.00$62.00Jul 2$1.47$1.47$0.532.77$61.47
$65.00$66.00Jul 10$0.72$0.72$0.282.57$65.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$76.00$70.00Jul 2$5.31$5.31$0.697.70$70.69
$70.00$69.00Jul 2$0.75$0.75$0.253.00$69.25
$69.00$68.00Jul 2$0.66$0.66$0.341.94$68.34
$69.00$68.00Jul 10$0.60$0.60$0.401.50$68.40
$67.00$66.00Jul 24$0.49$0.49$0.510.96$66.51

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 31 found (avg debit $0.65, cheapest $0.11)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$75.00Jul 2Jul 10$0.12164.0%56.0%
$80.00Jul 10Jul 17$0.1759.0%54.7%
$76.00Jul 2Jul 10$0.20161.9%59.7%
$73.00Jul 10Jul 17$0.4858.6%56.3%
$62.00Jul 2Jul 10$0.65152.2%66.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$57.00Jul 2Jul 10$0.11167.1%70.5%
$58.00Jul 2Jul 10$0.14165.5%69.9%
$56.00Jul 10Jul 17$0.1571.2%63.3%
$59.00Jul 2Jul 10$0.17163.7%68.1%
$61.00Jul 10Jul 17$0.2664.9%55.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 39 found (cheapest 4.81% of stock, avg 10.02%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$68.00Jul 2$1.76$1.53$3.29$64.71$71.294.81%
$67.00Jul 2$2.33$1.07$3.40$63.60$70.404.97%
$69.00Jul 2$1.23$2.19$3.42$65.58$72.425.00%
$66.00Jul 2$2.94$0.72$3.66$62.34$69.665.35%
$70.00Jul 2$0.84$2.94$3.78$66.22$73.785.53%
$65.00Jul 2$3.68$0.59$4.27$60.73$69.276.25%
$64.00Jul 2$4.65$0.41$5.06$58.94$69.067.40%
$70.00Jul 10$1.79$3.45$5.24$64.76$75.247.67%
$69.00Jul 10$2.25$3.00$5.25$63.75$74.257.68%
$68.00Jul 10$2.97$2.40$5.37$62.63$73.377.86%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 108 found (cheapest 1.14% of stock, avg 5.15%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$75.00$64.00Jul 2$0.37$0.41$0.78$63.22$75.78
$72.00$64.00Jul 2$0.41$0.41$0.82$63.18$72.82
$75.00$65.00Jul 2$0.37$0.59$0.96$64.04$75.96
$71.00$64.00Jul 2$0.56$0.41$0.97$63.03$71.97
$72.00$65.00Jul 2$0.41$0.59$1.00$64.00$73.00
$75.00$66.00Jul 2$0.37$0.72$1.09$64.91$76.09
$72.00$66.00Jul 2$0.41$0.72$1.13$64.87$73.13
$71.00$65.00Jul 2$0.56$0.59$1.15$63.85$72.15
$70.00$64.00Jul 2$0.84$0.41$1.25$62.75$71.25
$71.00$66.00Jul 2$0.56$0.72$1.28$64.72$72.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 96 found (best R:R 8.09, avg credit $0.86)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
63/6465/66Jul 24$0.89$0.118.09$63.11$65.89
63/6465/66Jul 10$0.88$0.127.33$63.12$65.88
63/6468/69Jul 10$0.88$0.127.33$63.12$68.88
65/6669/70Jul 10$0.88$0.127.33$65.12$69.88
61/6264/65Jul 17$0.88$0.127.33$61.12$64.88
66/6768/69Jul 17$0.88$0.127.33$66.12$68.88
62/6370/71Jul 24$0.87$0.136.69$62.13$70.87
61/6262/64Jul 17$1.30$0.206.50$60.70$63.80
62/6365/66Jul 2$0.85$0.155.67$62.15$65.85
61/6266/67Jul 17$0.85$0.155.67$61.15$66.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 27 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$70.00$71.00$72.00Jul 17$0.06$0.9415.67
$64.00$65.00$66.00Jul 17$0.07$0.9313.29
$73.00$74.00$75.00Jul 24$0.08$0.9211.50
$69.00$70.00$71.00Jul 2$0.11$0.898.09
$69.00$70.00$71.00Jul 24$0.11$0.898.09
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$62.00$63.00$64.00Jul 10$0.07$0.9313.29
$68.00$69.00$70.00Jul 2$0.09$0.9110.11
$66.00$67.00$68.00Jul 10$0.09$0.9110.11
$66.00$67.00$68.00Jul 2$0.11$0.898.09
$64.00$65.00$66.00Jul 10$0.12$0.887.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 51 found (best net $-1.33, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$62.001:2Jul 10-$1.33$5.67
$66.00$71.001:2Jul 31-$1.14$3.86
$72.00$75.001:2Jul 2-$0.33$2.67
$73.00$75.001:2Jul 10-$0.04$1.96
$73.00$75.001:2Jul 17-$0.34$1.66
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$62.00$59.001:2Jul 24-$0.17$2.83
$57.00$55.001:2Jul 2-$0.09$1.91
$61.00$59.001:2Jul 10-$0.09$1.91
$57.50$56.001:2Jul 17-$0.21$1.29
$57.00$56.001:2Jul 10-$0.06$0.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 31 found (best yield 6.00%, avg 2.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$70.00Aug 7$4.100.482.4%6.00%8.41%1--
$69.00Jul 24$3.100.520.9%4.54%5.49%123
$71.00Jul 31$2.930.473.9%4.29%8.16%3--
$69.00Jul 17$2.750.480.9%4.02%4.97%10--
$70.00Jul 24$2.690.472.4%3.94%6.35%1646
$71.00Jul 24$2.250.433.9%3.29%7.17%9--
$75.00Jul 31$2.190.379.7%3.20%12.93%1--
$70.00Jul 17$2.180.432.4%3.19%5.60%54825
$69.00Jul 10$2.050.490.9%3.00%3.95%578799
$72.00Jul 24$1.950.395.3%2.85%8.19%945

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 11,736
Total Puts 4,953
Put/Call Ratio 0.42
Net Difference 6,783

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 52,420
Total Puts 22,606
Average Put/Call Ratio 0.57
Ratio Trend Falling

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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