Tour v297
CNC
CENTENE CORP DEL
$66.12 +0.11%
$65.99 (-0.20%)🌙
as of 07/07 06:18 PM
7/7 18:18

Option Volume

Detail
Current (07/07) 6,050
Calls: 3,370 (56%)
Puts: 2,680 (44%)
Prior (07/06) 5,822
Calls: 2,633 (45%)
Puts: 3,189 (55%)
Current vs Prior +3.92%
Calls: +27.99% (Calls)
Puts: -15.96% (Puts)
Prior 7-Day Total 81,315
Calls: 55,864 (69%)
Puts: 25,451 (31%)
Prior 7-Day Average 11,616
Calls: 7,980 (69%)
Puts: 3,635 (31%)
Current vs Prior 7-Day Avg -47.92%
Calls: -57.77%
Puts: -26.29%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/07) $8.41M
Calls: $7.59M (90%)
Puts: $823.6K (10%)
Prior (07/06) $2.36M
Calls: $1.25M (53%)
Puts: $1.11M (47%)
Current vs Prior +256.09%
Calls: +505.07%
Puts: -25.68%
Prior 7-Day Total $71.62M
Calls: $62.21M (87%)
Puts: $9.41M (13%)
Prior 7-Day Average $10.23M
Calls: $8.89M (87%)
Puts: $1.34M (13%)
Current vs Prior 7-Day Avg -17.78%
Calls: -14.61%
Puts: -38.71%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 0.80
Prior (07/06) 1.21
Current vs Prior -34.34%
Prior 7-Day Average 0.61
Current vs Prior 7-Day Avg +30.33%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/07) 106,428
Calls: 87,521 (82%)
Puts: 18,907 (18%)
Prior (07/06) 91,041
Calls: 57,416 (63%)
Puts: 33,625 (37%)
Current vs Prior +16.90%
Prior 7-Day Total 739,516
Calls: 571,003 (77%)
Puts: 168,513 (23%)
Prior 7-Day Average 105,645
Calls: 81,571 (77%)
Puts: 24,073 (23%)
Current vs Prior 7-Day Avg +0.74%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 5.13% | 7.82%7.82% | 17.09%
Prior 5.87% | 8.40%8.40% | 17.23%
Current vs Prior -12.72% | -6.95%-6.95% | -0.81%
Prior 7-Day Avg 6.10% | 8.62%9.90% | 18.25%
Current vs 7-Day Avg -15.99% | -9.30%-20.99% | -6.36%
Prior 7-Day Eod 5.87% | 8.40%-- | --
Current vs 7-Day Eod -12.72% | -6.95%-- | --
Sentiment BULLISHBULLISH

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 22.69% | 15.40%
Calls: 15.95% | 11.03%
Puts: 29.43% | 19.77%
Current vs 7-Day Avg -56.36% | -15.85%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 90% of dollar volume in calls ($7.59M) vs puts ($823.6K). Massive premium surge with dollar volume up 256% vs prior. P/C ratio dropping 34% - sentiment shifting bullish. Call-heavy open interest (87,521 calls vs 18,907 puts) suggests bullish positioning.

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 NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 19 of results (avg 6.9%, best 3.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Aug 213.503.70$3.605.6%290.42888
$72.50Aug 212.702.88$2.796.5%160.3569
$67.50Aug 214.454.75$4.606.5%30.50565
$67.50Jul 171.641.77$1.717.6%100.432.0K
$67.00Jul 171.811.96$1.897.9%90.46330
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Aug 217.007.25$7.133.5%210.5886
$67.50Aug 215.505.70$5.603.6%60.5073
$65.00Aug 214.204.40$4.304.7%280.43142
$66.00Jul 242.652.79$2.725.1%3010.4732
$67.00Jul 243.153.35$3.256.2%310.5360

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.99, cheapest $0.99)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$63.00Jul 170.911.07$0.9916.2%20.27--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 30 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Jul 109.5010.95$10.2314.2%1870.994
$57.00Jul 108.5510.05$9.3016.1%1870.999
$58.00Jul 107.559.15$8.3519.2%30.98--
$58.50Jul 107.308.95$8.1320.3%100.9810
$59.00Jul 106.658.00$7.3318.4%40.96--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$78.00Jul 1010.2012.60$11.4021.1%21.00--
$79.00Jul 1011.2013.70$12.4520.1%21.00--
$75.00Aug 2110.0011.20$10.6011.3%200.7120
$72.50Aug 217.709.35$8.5319.3%270.6521
$69.00Jul 244.354.65$4.506.7%20.631

Most actively traded options today. High liquidity = easy entry/exit. 87 active (total vol 3.0K, top 601)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.00Jul 100.550.75$0.6530.8%2370.31264
$56.00Jul 109.5010.95$10.2314.2%1870.994
$57.00Jul 108.5510.05$9.3016.1%1870.999
$72.00Jul 100.080.13$0.1145.5%1720.07828
$66.00Jul 101.291.65$1.4724.5%1110.531.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$63.00Jul 241.391.54$1.4710.2%6010.318
$66.00Jul 242.652.79$2.725.1%3010.4732
$62.50Aug 213.103.35$3.237.7%2960.35238
$66.00Jul 101.021.57$1.3042.3%810.47287
$59.00Jul 100.000.13$0.07185.7%640.0455

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 15.3%, max 28.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$66.00Jul 10Jul 2458.2%48.8%19.1%1161.4K
$63.00Jul 10Jul 2458.6%49.5%18.5%51.5K
$69.00Jul 10Jul 2459.6%51.5%15.7%1131.1K
$67.00Jul 10Jul 1758.0%51.5%12.4%11330
$68.00Jul 10Jul 2457.7%51.6%11.8%247267
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$62.00Jul 10Jul 2461.9%48.3%28.0%52297
$59.00Jul 10Jul 1773.0%57.2%27.6%6555
$60.00Jul 10Aug 2169.2%54.3%27.5%43456
$55.00Jul 17Jul 2471.1%57.2%24.3%121
$61.00Jul 10Jul 1762.4%51.4%21.5%103.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 53 found (best R:R 24.00, avg 3.07)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$75.00$78.00Jul 17$0.12$2.88$0.1224.00$75.12
$74.00$79.00Jul 24$0.34$4.66$0.3413.71$74.34
$70.00$72.00Jul 10$0.18$1.82$0.1810.11$70.18
$72.50$75.00Jul 17$0.29$2.21$0.297.62$72.79
$70.00$71.00Jul 17$0.14$0.86$0.146.14$70.14
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$63.00$62.00Jul 10$0.11$0.89$0.118.09$62.89
$61.00$60.00Jul 17$0.12$0.88$0.127.33$60.88
$62.00$55.00Jul 24$0.88$6.12$0.886.95$61.12
$63.00$62.00Jul 17$0.24$0.76$0.243.17$62.76
$65.00$63.00Jul 10$0.50$1.50$0.503.00$64.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 59 found (best R:R 8.37, avg 1.15)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$59.00$62.00Jul 10$2.68$2.68$0.328.37$61.68
$63.00$65.00Jul 17$1.70$1.70$0.305.67$64.70
$64.00$65.00Jul 10$0.71$0.71$0.292.45$64.71
$63.00$64.00Jul 10$0.70$0.70$0.302.33$63.70
$63.00$66.00Jul 24$1.97$1.97$1.031.91$64.97
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$78.00$66.00Jul 10$10.10$10.10$1.905.32$67.90
$75.00$72.50Aug 21$2.07$2.07$0.434.81$72.93
$69.00$67.00Jul 24$1.25$1.25$0.751.67$67.75
$70.00$67.50Aug 21$1.53$1.53$0.971.58$68.47
$67.00$66.00Jul 17$0.57$0.57$0.431.33$66.43

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $0.97, cheapest $0.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$71.00Jul 17Jul 24$0.4152.2%49.8%
$72.00Jul 10Jul 17$0.4362.0%52.7%
$70.00Jul 10Jul 17$0.5561.1%50.1%
$69.00Jul 10Jul 17$0.7059.6%50.9%
$65.00Jul 10Jul 17$0.8656.1%52.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$59.00Jul 10Jul 17$0.2573.0%57.2%
$60.00Jul 10Jul 17$0.2669.2%53.1%
$61.00Jul 10Jul 17$0.3662.4%51.4%
$67.00Jul 17Jul 24$0.5251.5%51.7%
$62.00Jul 10Jul 17$0.5461.9%53.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 19 found (cheapest 4.19% of stock, avg 10.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$66.00Jul 10$1.47$1.30$2.77$63.23$68.774.19%
$65.00Jul 10$2.12$0.82$2.94$62.06$67.944.45%
$63.00Jul 10$3.53$0.32$3.85$59.15$66.855.82%
$66.00Jul 17$2.44$2.16$4.60$61.40$70.606.96%
$67.00Jul 17$1.89$2.73$4.62$62.38$71.626.99%
$65.00Jul 17$2.98$1.72$4.70$60.30$69.707.11%
$62.00Jul 10$4.65$0.21$4.86$57.14$66.867.35%
$66.00Jul 24$2.93$2.72$5.65$60.35$71.658.55%
$63.00Jul 17$4.68$0.99$5.67$57.33$68.678.58%
$69.00Jul 24$1.76$4.50$6.26$62.74$75.269.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 90 found (cheapest 0.35% of stock, avg 4.01%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$72.00$61.00Jul 10$0.11$0.12$0.23$60.77$72.23
$72.00$62.00Jul 10$0.11$0.21$0.32$61.68$72.32
$70.00$61.00Jul 10$0.29$0.12$0.41$60.59$70.41
$72.00$63.00Jul 10$0.11$0.32$0.43$62.57$72.43
$79.00$55.00Jul 24$0.21$0.22$0.43$54.57$79.43
$70.00$62.00Jul 10$0.29$0.21$0.50$61.50$70.50
$69.00$61.00Jul 10$0.44$0.12$0.56$60.44$69.56
$70.00$63.00Jul 10$0.29$0.32$0.61$62.39$70.61
$69.00$62.00Jul 10$0.44$0.21$0.65$61.35$69.65
$69.00$63.00Jul 10$0.44$0.32$0.76$62.24$69.76

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 89 found (best R:R 11.50, avg credit $1.03)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
58/5963/65Jul 17$1.84$0.1611.50$57.16$64.84
60/6163/65Jul 17$1.82$0.1810.11$59.18$64.82
66/6768/69Jul 24$0.89$0.118.09$66.11$68.89
64/6566/67Jul 17$0.88$0.127.33$64.12$66.88
66/6769/70Jul 17$0.87$0.136.69$66.13$69.87
65/6870/72Aug 21$2.11$0.395.41$65.39$72.11
62/6568/70Aug 21$2.07$0.434.81$62.93$69.57
62/6364/65Jul 10$0.82$0.184.56$62.18$64.82
61/6266/67Jul 17$0.82$0.184.56$61.18$66.82
61/6265/66Jul 17$0.81$0.194.26$61.19$65.81

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 24.00, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$65.00$67.50$70.00Aug 21$0.10$2.4024.00
$64.00$65.00$66.00Jul 10$0.06$0.9415.67
$68.00$69.00$70.00Jul 10$0.06$0.9415.67
$67.50$70.00$72.50Aug 21$0.19$2.3112.16
$67.00$68.00$69.00Jul 10$0.13$0.876.69
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$60.00$62.50$65.00Aug 21$0.17$2.3313.71
$60.00$61.00$62.00Jul 10$0.07$0.9313.29
$59.00$60.00$61.00Jul 17$0.08$0.9211.50
$65.00$66.00$67.00Jul 24$0.08$0.9211.50
$62.50$65.00$67.50Aug 21$0.23$2.279.87

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 $-1.41, 36 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$60.001:2Jul 17-$1.41$3.59
$75.00$78.001:2Jul 17-$0.01$2.99
$63.00$66.001:2Jul 24-$0.96$2.04
$69.00$71.001:2Jul 24-$0.46$1.54
$59.00$62.001:2Jul 10-$1.97$1.03
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$57.00$55.001:2Jul 17-$0.16$1.84
$65.00$63.001:2Jul 24-$0.67$1.33
$62.50$60.001:2Aug 21-$1.43$1.07
$61.00$60.001:2Jul 10-$0.08$0.92
$63.00$62.001:2Jul 10-$0.10$0.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 6.73%, avg 1.95%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$67.50Aug 21$4.450.502.1%6.73%8.82%3565
$70.00Aug 21$3.500.425.9%5.29%11.16%29888
$72.50Aug 21$2.700.359.7%4.08%13.73%1669
$70.00Jul 31$2.390.395.9%3.61%9.48%1--
$68.00Jul 24$2.010.422.8%3.04%5.88%103
$67.00Jul 17$1.810.461.3%2.74%4.07%9330
$72.00Jul 31$1.810.338.9%2.74%11.63%1--
$69.00Jul 24$1.670.374.4%2.53%6.88%4--
$67.50Jul 17$1.640.432.1%2.48%4.57%102.0K
$73.00Jul 31$1.100.2710.4%1.66%12.07%259

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 3,370
Total Puts 2,680
Put/Call Ratio 0.80
Net Difference 690

Prior's Put/Call Breakdown

Total Calls 2,633
Total Puts 3,189
Put/Call Ratio 1.21
Net Difference -556

Prior 7-Day Put/Call Summary

Total Calls 55,864
Total Puts 25,451
Average Put/Call Ratio 0.61
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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