Tour v290
CNC
CENTENE CORP DEL
$67.86 -0.72%
$67.50 (-0.53%)🌙
as of 07/02 06:18 PM
7/2 18:18

Option Volume

Detail
Current (07/02) 7,758
Calls: 4,767 (61%)
Puts: 2,991 (39%)
Prior (07/01) 16,689
Calls: 11,736 (70%)
Puts: 4,953 (30%)
Current vs Prior -53.51%
Calls: -59.38% (Calls)
Puts: -39.61% (Puts)
Prior 7-Day Total 82,776
Calls: 58,302 (70%)
Puts: 24,474 (30%)
Prior 7-Day Average 11,825
Calls: 8,328 (70%)
Puts: 3,496 (30%)
Current vs Prior 7-Day Avg -34.39%
Calls: -42.77%
Puts: -14.45%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/02) $2.70M
Calls: $2.06M (76%)
Puts: $641.8K (24%)
Prior (07/01) $9.09M
Calls: $5.59M (61%)
Puts: $3.50M (39%)
Current vs Prior -70.26%
Calls: -63.12%
Puts: -81.67%
Prior 7-Day Total $82.20M
Calls: $73.75M (90%)
Puts: $8.45M (10%)
Prior 7-Day Average $11.74M
Calls: $10.54M (90%)
Puts: $1.21M (10%)
Current vs Prior 7-Day Avg -76.99%
Calls: -80.44%
Puts: -46.86%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/02) 0.63
Prior (07/01) 0.42
Current vs Prior +48.67%
Prior 7-Day Average 0.55
Current vs Prior 7-Day Avg +13.93%
Sentiment BULLISH

Open Interest

Detail
Current (07/02) 87,755
Calls: 64,369 (73%)
Puts: 23,386 (27%)
Prior (07/01) 150,329
Calls: 127,729 (85%)
Puts: 22,600 (15%)
Current vs Prior -41.62%
Prior 7-Day Total 739,418
Calls: 545,225 (78%)
Puts: 151,397 (22%)
Prior 7-Day Average 105,631
Calls: 77,889 (78%)
Puts: 21,628 (22%)
Current vs Prior 7-Day Avg -16.92%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/02) | Next (07/10)Expiry (07/17) | Next (08/21)
Current 3.05% | 7.04%8.25% | 17.33%
Prior 5.78% | 8.73%10.14% | 18.87%
Current vs Prior +21.89% | -5.52%-18.62% | -8.16%
Prior 7-Day Avg 5.39% | 8.13%10.42% | 18.62%
Current vs 7-Day Avg +30.68% | +1.46%-20.78% | -6.95%
Prior 7-Day Eod 5.78% | 8.73%-- | --
Current vs 7-Day Eod +21.89% | -5.52%-- | --
Sentiment BEARISHBULLISH

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 26.96% | 16.08%
Calls: 23.16% | 12.64%
Puts: 36.44% | 20.55%
Current vs 7-Day Avg -63.28% | -19.40%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($2.06M) vs puts ($641.8K). Light premium activity with dollar volume down 70% vs prior. Below-average activity with volume down 54% vs prior. Bullish P/C ratio of 0.63.

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 BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH

📈 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 1 of results (avg 9.1%, best 9.1%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.00Jul 102.092.29$2.199.1%590.50105

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. 44 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 109.8511.70$10.7717.2%51.006
$55.00Jul 211.8513.10$12.4810.0%460.993
$56.00Jul 210.8512.45$11.6513.7%160.993
$58.00Jul 28.8510.15$9.5013.7%20.99--
$58.50Jul 28.359.85$9.1016.5%80.997
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Jul 247.658.95$8.3015.7%60.806
$72.00Jul 104.355.75$5.0527.7%40.77--
$70.00Jul 21.293.30$2.3087.4%20.66--
$70.00Jul 173.854.60$4.2217.8%50.6129
$69.00Jul 102.623.20$2.9119.9%1020.585

Most actively traded options today. High liquidity = easy entry/exit. 117 active (total vol 5.0K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$66.00Jul 21.222.11$1.6753.3%1.0K0.811.4K
$68.00Jul 101.822.20$2.0118.9%5080.50597
$73.00Jul 100.420.58$0.5032.0%2810.1857
$72.00Jul 20.002.13$1.07199.1%2700.28--
$67.00Jul 20.202.51$1.36169.9%2180.71575
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.00Jul 101.591.81$1.7012.9%5260.42284
$65.00Jul 100.951.05$1.0010.0%1460.29459
$62.00Jul 20.001.11$0.56198.2%1360.16--
$63.00Jul 20.000.85$0.43197.7%1340.15616
$58.00Jul 100.000.14$0.07200.0%1180.0319

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 30 strikes (avg 1766.7%, max 3751.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$60.00Jul 2Jul 171964.0%54.0%3537.0%9287
$77.00Jul 2Jul 101881.0%52.0%3517.3%7222
$74.00Jul 2Jul 101513.0%52.0%2809.6%4--
$72.00Jul 2Jul 241239.0%47.0%2536.2%290--
$57.00Jul 2Jul 171383.0%55.0%2414.5%1775
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$60.00Jul 2Jul 241964.0%51.0%3751.0%4--
$61.00Jul 2Jul 171799.0%47.0%3727.7%40909
$65.00Jul 2Jul 241111.0%47.0%2263.8%16--
$55.00Jul 2Jul 241248.0%55.0%2169.1%217
$63.00Jul 2Jul 241009.0%47.0%2046.8%135625

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 59 found (best R:R 18.23, avg 3.13)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$75.00$77.00Jul 10$0.12$1.88$0.1215.67$75.12
$75.00$80.00Jul 17$0.30$4.70$0.3015.67$75.30
$74.00$75.00Jul 10$0.10$0.90$0.109.00$74.10
$73.00$74.00Jul 10$0.16$0.84$0.165.25$73.16
$72.00$73.00Jul 10$0.18$0.82$0.184.56$72.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$60.00$55.00Jul 17$0.26$4.74$0.2618.23$59.74
$60.00$55.00Jul 24$0.48$4.52$0.489.42$59.52
$60.00$59.00Jul 10$0.11$0.89$0.118.09$59.89
$63.00$61.00Jul 10$0.23$1.77$0.237.70$62.77
$63.00$60.00Jul 24$0.51$2.49$0.514.88$62.49

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 74 found (best R:R 9.71, avg 1.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$57.00$60.00Jul 17$2.72$2.72$0.289.71$59.72
$57.00$63.00Jul 10$5.37$5.37$0.638.52$62.37
$55.00$64.00Jul 24$7.70$7.70$1.305.92$62.70
$62.00$63.00Jul 2$0.85$0.85$0.155.67$62.85
$55.00$56.00Jul 2$0.83$0.83$0.174.88$55.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$70.00$69.00Jul 17$0.84$0.84$0.165.25$69.16
$70.00$68.00Jul 2$1.59$1.59$0.413.88$68.41
$69.00$68.00Jul 10$0.72$0.72$0.282.57$68.28
$72.00$69.00Jul 10$2.14$2.14$0.862.49$69.86
$60.00$58.50Jul 2$1.04$1.04$0.462.26$58.96

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 25 found (avg debit $0.77, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$80.00Jul 10Jul 17$0.0563.0%50.0%
$70.00Jul 2Jul 10$0.11926.0%52.0%
$57.00Jul 2Jul 10$0.171383.0%60.0%
$75.00Jul 2Jul 10$0.19714.0%51.0%
$60.00Jul 2Jul 17$0.271964.0%54.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$63.00Jul 2Jul 10$0.111009.0%55.0%
$55.00Jul 2Jul 17$0.201248.0%67.0%
$62.00Jul 2Jul 17$0.241260.0%53.0%
$64.00Jul 10Jul 17$0.3953.0%48.0%
$69.00Jul 10Jul 17$0.4752.0%48.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 32 found (cheapest 1.67% of stock, avg 9.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$68.00Jul 2$0.42$0.71$1.13$66.87$69.131.67%
$67.00Jul 2$1.36$0.33$1.69$65.31$68.692.49%
$70.00Jul 2$1.07$2.30$3.37$66.63$73.374.97%
$65.00Jul 2$2.79$1.06$3.85$61.15$68.855.67%
$68.00Jul 10$2.01$2.19$4.20$63.80$72.206.19%
$67.00Jul 10$2.59$1.70$4.29$62.71$71.296.32%
$69.00Jul 10$1.54$2.91$4.45$64.55$73.456.56%
$66.00Jul 10$3.16$1.34$4.50$61.50$70.506.63%
$65.00Jul 10$3.68$1.00$4.68$60.32$69.686.90%
$63.00Jul 2$4.53$0.43$4.96$58.04$67.967.31%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 108 found (cheapest 1.11% of stock, avg 4.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$68.00$67.00Jul 2$0.42$0.33$0.75$66.25$68.75
$68.00$62.00Jul 2$0.42$0.56$0.98$61.02$68.98
$72.00$63.00Jul 10$0.68$0.54$1.22$61.78$73.22
$70.00$67.00Jul 2$1.07$0.33$1.40$65.60$71.40
$72.00$67.00Jul 2$1.07$0.33$1.40$65.60$73.40
$73.00$67.00Jul 2$1.07$0.33$1.40$65.60$74.40
$74.00$67.00Jul 2$1.07$0.33$1.40$65.60$75.40
$72.00$64.00Jul 10$0.68$0.72$1.40$62.60$73.40
$71.00$63.00Jul 10$0.88$0.54$1.42$61.58$72.42
$68.00$65.00Jul 2$0.42$1.06$1.48$63.52$69.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 93 found (best R:R 7.33, avg credit $0.91)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
59/6064/65Jul 10$0.88$0.127.33$59.12$64.88
61/6268/69Jul 17$0.87$0.136.69$61.13$68.87
64/6567/68Jul 10$0.86$0.146.14$64.14$67.86
64/6566/67Jul 10$0.85$0.155.67$64.15$66.85
67/6869/70Jul 10$0.85$0.155.67$67.15$69.85
66/6768/69Jul 10$0.83$0.174.88$66.17$68.83
63/6470/71Jul 24$0.82$0.184.56$63.18$70.82
65/6668/69Jul 10$0.81$0.194.26$65.19$68.81
63/6469/70Jul 24$0.80$0.204.00$63.20$69.80
64/6568/69Jul 24$0.80$0.204.00$64.20$68.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$69.00$70.00$71.00Jul 10$0.06$0.9415.67
$73.00$74.00$75.00Jul 10$0.06$0.9415.67
$69.00$70.00$71.00Jul 17$0.07$0.9313.29
$70.00$71.00$72.00Jul 10$0.10$0.909.00
$67.00$68.00$69.00Jul 10$0.11$0.898.09
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$64.00$65.00$66.00Jul 10$0.06$0.9415.67
$58.00$59.00$60.00Jul 10$0.07$0.9313.29
$63.00$64.00$65.00Jul 10$0.10$0.909.00
$66.00$67.00$68.00Jul 10$0.13$0.876.69
$68.00$69.00$70.00Jul 17$0.20$0.804.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 46 found (best net $-0.03, 33 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$57.00$63.001:2Jul 10-$0.03$5.97
$64.00$69.001:2Jul 31-$1.18$3.82
$69.00$73.001:2Jul 31-$0.63$3.37
$77.00$80.001:2Jul 10-$0.10$2.90
$75.00$77.001:2Jul 10$0.00$2.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$58.00$55.001:2Jul 2-$0.03$2.97
$63.00$60.001:2Jul 24-$0.19$2.81
$72.00$69.001:2Jul 10-$0.77$2.23
$62.00$59.001:2Jul 31-$0.97$2.03
$63.00$61.001:2Jul 10-$0.08$1.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 5.38%, avg 2.04%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$69.00Jul 31$3.650.481.7%5.38%7.06%1--
$68.00Jul 24$2.900.510.2%4.27%4.48%3--
$71.00Aug 7$2.700.424.6%3.98%8.61%50--
$69.00Jul 24$2.480.471.7%3.65%5.33%123
$68.00Jul 17$2.420.510.2%3.57%3.77%271.4K
$70.00Jul 24$1.980.423.1%2.92%6.07%15--
$73.00Jul 31$1.870.347.6%2.76%10.33%5--
$68.00Jul 10$1.820.500.2%2.68%2.89%508597
$69.00Jul 17$1.750.451.7%2.58%4.26%4--
$71.00Jul 24$1.740.374.6%2.56%7.19%10--

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 4,767
Total Puts 2,991
Put/Call Ratio 0.63
Net Difference 1,776

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 58,302
Total Puts 24,474
Average Put/Call Ratio 0.55
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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