Tour v303
CNC
CENTENE CORP DEL
$67.09 +1.47%
$68.00 (+1.36%)🌙
as of 07/08 06:19 PM
7/8 18:19

Option Volume

Detail
Current (07/08) 4,492
Calls: 3,264 (73%)
Puts: 1,228 (27%)
Prior (07/07) 6,050
Calls: 3,370 (56%)
Puts: 2,680 (44%)
Current vs Prior -25.75%
Calls: -3.15% (Calls)
Puts: -54.18% (Puts)
Prior 7-Day Total 70,767
Calls: 46,550 (66%)
Puts: 24,217 (34%)
Prior 7-Day Average 10,109
Calls: 6,650 (66%)
Puts: 3,459 (34%)
Current vs Prior 7-Day Avg -55.57%
Calls: -50.92%
Puts: -64.50%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/08) $2.09M
Calls: $1.74M (83%)
Puts: $347.9K (17%)
Prior (07/07) $8.41M
Calls: $7.59M (90%)
Puts: $823.6K (10%)
Current vs Prior -75.12%
Calls: -77.01%
Puts: -57.77%
Prior 7-Day Total $55.86M
Calls: $46.20M (83%)
Puts: $9.66M (17%)
Prior 7-Day Average $7.98M
Calls: $6.60M (83%)
Puts: $1.38M (17%)
Current vs Prior 7-Day Avg -73.77%
Calls: -73.56%
Puts: -74.79%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/08) 0.38
Prior (07/07) 0.80
Current vs Prior -52.69%
Prior 7-Day Average 0.68
Current vs Prior 7-Day Avg -44.66%
Sentiment BULLISH

Open Interest

Detail
Current (07/08) 125,579
Calls: 105,656 (84%)
Puts: 19,923 (16%)
Prior (07/07) 106,428
Calls: 87,521 (82%)
Puts: 18,907 (18%)
Current vs Prior +17.99%
Prior 7-Day Total 724,478
Calls: 563,488 (78%)
Puts: 160,990 (22%)
Prior 7-Day Average 103,496
Calls: 80,498 (78%)
Puts: 22,998 (22%)
Current vs Prior 7-Day Avg +21.34%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 4.19% | 7.17%7.17% | 17.19%
Prior 5.13% | 7.82%7.82% | 17.09%
Current vs Prior -18.31% | -8.31%-8.31% | +0.56%
Prior 7-Day Avg 6.35% | 8.87%9.54% | 18.05%
Current vs 7-Day Avg -34.00% | -19.18%-24.83% | -4.79%
Prior 7-Day Eod 5.13% | 7.82%-- | --
Current vs 7-Day Eod -18.31% | -8.31%-- | --
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 13.66% | 15.24%
Calls: 10.15% | 10.46%
Puts: 17.17% | 20.02%
Current vs 7-Day Avg -27.53% | -14.98%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($1.74M) vs puts ($347.9K). Light premium activity with dollar volume down 75% vs prior. Extreme bullish P/C ratio of 0.38 - heavy call buying (3,264 calls vs 1,228 puts). P/C ratio dropping 53% - sentiment shifting bullish.

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 7.8%, best 5.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.50Aug 214.855.20$5.037.0%20.53--
$68.00Jul 313.603.90$3.758.0%20.504
$64.00Jul 174.004.35$4.188.4%320.7234
$69.00Jul 313.203.50$3.359.0%30.461
$67.00Jul 242.833.10$2.979.1%50.5333
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.00Jul 314.404.65$4.535.5%10.501
$67.50Aug 214.955.25$5.105.9%80.4772
$65.00Aug 213.754.05$3.907.7%20.40155
$65.00Jul 241.821.97$1.907.9%100.36--
$63.00Aug 72.532.74$2.648.0%40.32--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.73, cheapest $0.71)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$66.00Jul 100.650.77$0.7116.9%10.35290
$63.00Jul 170.690.83$0.7618.4%340.221.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 29 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$61.00Jul 105.507.10$6.3025.4%91.0031
$59.00Jul 107.259.05$8.1522.1%110.9416
$60.00Jul 106.458.15$7.3023.3%50.9333
$57.50Jul 179.0511.05$10.0519.9%10.931.0K
$62.00Jul 104.605.95$5.2825.6%40.91119
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$69.00Jul 173.103.50$3.3012.1%170.626
$68.00Jul 172.542.87$2.7112.2%220.5517
$67.50Jul 172.272.73$2.5018.4%460.52109
$68.00Jul 314.404.65$4.535.5%10.501

Most actively traded options today. High liquidity = easy entry/exit. 110 active (total vol 2.9K, top 621)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Jul 100.190.29$0.2441.7%6210.16317
$67.00Jul 101.071.25$1.1615.5%5440.521.9K
$72.00Jul 100.050.14$0.1090.0%1680.07990
$69.00Jul 100.360.51$0.4434.1%850.261.2K
$75.00Jul 170.200.68$0.44109.1%730.14106
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Aug 211.331.57$1.4516.6%3030.19137
$55.00Jul 170.050.33$0.19147.4%610.051.2K
$67.50Jul 172.272.73$2.5018.4%460.52109
$63.00Jul 170.690.83$0.7618.4%340.221.2K
$67.00Jul 172.112.34$2.2210.4%300.4812

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 26 strikes (avg 23.1%, max 79.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$60.00Jul 10Aug 798.4%59.6%65.2%1333
$73.00Jul 10Jul 1782.2%54.0%52.1%50422
$74.00Jul 10Jul 3189.6%59.0%52.0%133
$63.00Jul 10Jul 2469.7%51.3%35.9%341.5K
$72.00Jul 10Jul 2465.1%50.7%28.4%1881.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$60.00Jul 10Aug 2198.4%54.7%79.8%28467
$62.00Jul 10Jul 1781.8%56.1%45.8%15417
$55.00Jul 17Aug 2180.6%60.0%34.4%641.3K
$64.00Jul 10Jul 2465.0%51.6%25.9%5--
$63.00Jul 10Aug 1469.7%58.6%18.9%2614

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 63 found (best R:R 18.23, avg 2.91)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$75.00$78.00Jul 17$0.31$2.69$0.318.68$75.31
$72.00$80.00Jul 24$0.84$7.16$0.848.52$72.84
$69.00$70.00Jul 10$0.20$0.80$0.204.00$69.20
$71.00$72.00Jul 17$0.20$0.80$0.204.00$71.20
$75.00$80.00Aug 21$1.00$4.00$1.004.00$76.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$59.00$54.00Jul 24$0.26$4.74$0.2618.23$58.74
$62.00$61.00Jul 17$0.11$0.89$0.118.09$61.89
$60.00$59.00Jul 17$0.12$0.88$0.127.33$59.88
$57.50$55.00Aug 21$0.31$2.19$0.317.06$57.19
$62.00$61.00Jul 10$0.13$0.87$0.136.69$61.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 70 found (best R:R 14.00, avg 1.19)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$60.00$63.00Jul 17$2.80$2.80$0.2014.00$62.80
$57.50$60.00Jul 17$2.25$2.25$0.259.00$59.75
$55.00$56.00Jul 10$0.87$0.87$0.136.69$55.87
$59.00$60.00Jul 10$0.85$0.85$0.155.67$59.85
$63.00$64.00Jul 17$0.82$0.82$0.184.56$63.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$69.00$68.00Jul 17$0.59$0.59$0.411.44$68.41
$67.50$67.00Jul 17$0.28$0.28$0.221.27$67.22
$67.50$65.00Aug 21$1.20$1.20$1.300.92$66.30
$67.00$66.00Jul 17$0.46$0.46$0.540.85$66.54
$68.00$63.00Jul 31$2.28$2.28$2.720.84$65.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 33 found (avg debit $1.03, cheapest $0.11)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$80.00Jul 17Jul 24$0.1168.1%57.2%
$73.00Jul 10Jul 17$0.3482.2%54.0%
$60.00Jul 10Jul 17$0.5098.4%64.7%
$72.00Jul 10Jul 17$0.5265.1%53.0%
$63.00Jul 10Jul 17$0.6269.7%54.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$54.00Jul 24Jul 31$0.1568.0%64.2%
$59.00Jul 17Jul 24$0.1765.3%55.6%
$60.00Jul 10Jul 17$0.3398.4%64.7%
$62.00Jul 10Jul 17$0.4281.8%56.1%
$61.00Jul 10Jul 17$0.4465.1%58.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 19 found (cheapest 3.34% of stock, avg 8.90%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$67.00Jul 10$1.16$1.08$2.24$64.76$69.243.34%
$66.00Jul 10$1.75$0.71$2.46$63.54$68.463.67%
$64.00Jul 10$3.33$0.26$3.59$60.41$67.595.35%
$67.00Jul 17$2.31$2.22$4.53$62.47$71.536.75%
$63.00Jul 10$4.38$0.17$4.55$58.45$67.556.78%
$68.00Jul 17$1.84$2.71$4.55$63.45$72.556.78%
$67.50Jul 17$2.06$2.50$4.56$62.94$72.066.80%
$66.00Jul 17$2.89$1.76$4.65$61.35$70.656.93%
$69.00Jul 17$1.43$3.30$4.73$64.27$73.737.05%
$65.00Jul 17$3.47$1.35$4.82$60.18$69.827.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 117 found (cheapest 0.46% of stock, avg 4.73%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$73.00$63.00Jul 10$0.14$0.17$0.31$62.69$73.31
$71.00$63.00Jul 10$0.18$0.17$0.35$62.65$71.35
$73.00$64.00Jul 10$0.14$0.26$0.40$63.60$73.40
$70.00$63.00Jul 10$0.24$0.17$0.41$62.59$70.41
$71.00$64.00Jul 10$0.18$0.26$0.44$63.56$71.44
$70.00$64.00Jul 10$0.24$0.26$0.50$63.50$70.50
$80.00$54.00Jul 24$0.27$0.24$0.51$53.49$80.51
$73.00$65.00Jul 10$0.14$0.43$0.57$64.43$73.57
$69.00$63.00Jul 10$0.44$0.17$0.61$62.39$69.61
$71.00$65.00Jul 10$0.18$0.43$0.61$64.39$71.61

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 97 found (best R:R 10.36, avg credit $1.24)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
65/6870/72Aug 21$2.28$0.2210.36$65.22$72.28
66/6768/69Jul 17$0.87$0.136.69$66.13$68.87
58/5964/65Jul 17$0.86$0.146.14$58.14$64.86
60/6167/68Jul 31$0.86$0.146.14$60.14$67.86
61/6264/66Jul 10$1.71$0.295.90$60.29$65.71
64/6566/67Jul 24$0.84$0.165.25$64.16$66.84
62/6570/72Aug 21$2.08$0.424.95$62.92$72.08
59/6064/65Jul 17$0.83$0.174.88$59.17$64.83
61/6264/65Jul 17$0.82$0.184.56$61.18$64.82
65/6668/69Jul 17$0.82$0.184.56$65.18$68.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 30 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$68.00$69.00$70.00Jul 17$0.06$0.9415.67
$70.00$71.00$72.00Jul 17$0.06$0.9415.67
$70.00$71.00$72.00Jul 24$0.07$0.9313.29
$68.00$69.00$70.00Jul 10$0.08$0.9211.50
$69.00$70.00$71.00Jul 17$0.09$0.9110.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$65.00$66.00$67.00Jul 17$0.05$0.9519.00
$55.00$56.00$57.00Jul 17$0.06$0.9415.67
$60.00$62.50$65.00Aug 21$0.15$2.3515.67
$62.00$63.00$64.00Jul 10$0.08$0.9211.50
$63.00$64.00$65.00Jul 10$0.08$0.9211.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 59 found (best net $-0.33, 48 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$75.00$80.001:2Aug 21-$0.33$4.67
$71.00$76.001:2Aug 7-$0.37$4.63
$64.00$66.001:2Jul 10-$0.17$1.83
$78.00$80.001:2Jul 17-$0.19$1.81
$73.00$75.001:2Jul 17-$0.40$1.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$58.00$55.001:2Aug 14-$0.26$2.74
$63.00$60.001:2Aug 7-$0.66$2.34
$63.00$60.001:2Aug 14-$1.04$1.96
$65.00$63.001:2Jul 17-$0.17$1.83
$57.50$55.001:2Aug 21-$0.83$1.67

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 31 found (best yield 7.23%, avg 2.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$67.50Aug 21$4.850.530.6%7.23%7.84%2--
$70.00Aug 21$3.650.464.3%5.44%9.78%26900
$68.00Jul 31$3.600.501.4%5.37%6.72%24
$69.00Aug 7$3.450.472.9%5.14%7.99%121
$70.00Aug 14$3.350.454.3%4.99%9.33%2323
$69.00Jul 31$3.200.462.9%4.77%7.62%31
$72.50Aug 21$2.840.388.1%4.23%12.30%162
$71.00Aug 7$2.630.405.8%3.92%9.75%150
$68.00Jul 24$2.360.471.4%3.52%4.87%2--
$75.00Aug 21$2.210.3111.8%3.29%15.08%1356

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 3,264
Total Puts 1,228
Put/Call Ratio 0.38
Net Difference 2,036

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 46,550
Total Puts 24,217
Average Put/Call Ratio 0.68
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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