Tour v308
CNC
CENTENE CORP DEL
$67.60 +0.76%
$67.85 (+0.37%)🌙
as of 07/09 06:18 PM
7/9 18:18

Option Volume

Detail
Current (07/09) 7,780
Calls: 6,027 (77%)
Puts: 1,753 (23%)
Prior (07/08) 4,492
Calls: 3,264 (73%)
Puts: 1,228 (27%)
Current vs Prior +73.20%
Calls: +84.65% (Calls)
Puts: +42.75% (Puts)
Prior 7-Day Total 56,520
Calls: 35,002 (62%)
Puts: 21,518 (38%)
Prior 7-Day Average 8,074
Calls: 5,000 (62%)
Puts: 3,074 (38%)
Current vs Prior 7-Day Avg -3.64%
Calls: +20.53%
Puts: -42.97%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/09) $19.46M
Calls: $18.95M (97%)
Puts: $513.6K (3%)
Prior (07/08) $2.09M
Calls: $1.74M (83%)
Puts: $347.9K (17%)
Current vs Prior +829.99%
Calls: +985.96%
Puts: +47.65%
Prior 7-Day Total $31.99M
Calls: $22.98M (72%)
Puts: $9.02M (28%)
Prior 7-Day Average $4.57M
Calls: $3.28M (72%)
Puts: $1.29M (28%)
Current vs Prior 7-Day Avg +325.84%
Calls: +477.30%
Puts: -60.12%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/09) 0.29
Prior (07/08) 0.38
Current vs Prior -22.69%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg -58.18%
Sentiment BULLISH

Open Interest

Detail
Current (07/09) 103,244
Calls: 91,461 (89%)
Puts: 11,783 (11%)
Prior (07/08) 125,579
Calls: 105,656 (84%)
Puts: 19,923 (16%)
Current vs Prior -17.79%
Prior 7-Day Total 711,791
Calls: 553,099 (78%)
Puts: 158,692 (22%)
Prior 7-Day Average 101,684
Calls: 79,014 (78%)
Puts: 22,670 (22%)
Current vs Prior 7-Day Avg +1.53%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 4.48% | 6.57%6.57% | 17.40%
Prior 4.19% | 7.17%7.17% | 17.19%
Current vs Prior +7.02% | -8.39%-8.39% | +1.22%
Prior 7-Day Avg 5.85% | 8.52%9.02% | 17.79%
Current vs 7-Day Avg -23.42% | -22.91%-27.15% | -2.22%
Prior 7-Day Eod 4.19% | 7.17%-- | --
Current vs 7-Day Eod +7.02% | -8.39%-- | --
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 9.90% | 12.96%
Calls: 6.62% | 9.34%
Puts: 13.18% | 16.57%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($18.95M) vs puts ($513.6K). Massive premium surge with dollar volume up 830% vs prior. Dollar volume significantly above 7-day average (326% higher). Above-average activity with volume up 73% vs prior.

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 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 10 of results (avg 7.6%, best 2.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.50Aug 215.155.30$5.232.9%120.53565
$70.00Aug 214.004.25$4.136.1%280.45903
$65.00Jul 244.054.35$4.207.1%10.66--
$65.00Jul 173.503.80$3.658.2%120.701.8K
$66.00Jul 172.843.10$2.978.8%290.631.0K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.00Jul 314.054.35$4.207.1%10.49--
$65.00Aug 73.003.25$3.138.0%100.38--
$69.00Jul 172.662.91$2.799.0%20.60--

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. 35 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Jul 1010.3512.50$11.4318.8%31.0068
$58.00Jul 108.4510.15$9.3018.3%31.006
$58.50Jul 107.909.75$8.8221.0%31.007
$59.00Jul 107.559.25$8.4020.2%101.0015
$60.00Jul 106.608.40$7.5024.0%51.0036
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Jul 106.709.20$7.9531.4%190.94--
$74.00Jul 105.958.25$7.1032.4%50.94--
$73.00Jul 105.057.30$6.1836.4%160.8863
$69.00Jul 101.502.78$2.1459.8%20.82--
$70.00Jul 243.904.35$4.1310.9%40.62--

Most actively traded options today. High liquidity = easy entry/exit. 84 active (total vol 1.8K, top 665)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$71.00Jul 170.551.00$0.7857.7%2500.2660
$75.00Jul 170.190.44$0.3278.1%700.12--
$69.00Jul 100.110.37$0.24108.3%560.191.2K
$70.00Jul 100.010.35$0.18188.9%380.13--
$71.00Jul 100.000.10$0.05200.0%330.05104
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 240.420.56$0.4928.6%6650.1322
$55.00Jul 170.040.06$0.0540.0%630.021.2K
$67.00Jul 100.450.70$0.5743.9%510.54747
$66.00Jul 171.221.42$1.3215.2%490.37--
$75.00Jul 106.709.20$7.9531.4%190.94--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 41.4%, max 117.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$60.00Jul 10Aug 21145.9%66.9%117.9%6818
$72.00Jul 10Jul 2494.3%50.5%86.7%31.0K
$67.00Jul 10Jul 2483.9%47.8%75.4%331.9K
$71.00Jul 10Jul 1775.2%51.0%47.4%283164
$70.00Jul 10Aug 2184.4%58.4%44.4%66903
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$67.00Jul 10Jul 1783.9%49.4%69.8%56789
$69.00Jul 10Jul 1772.8%52.9%37.7%4--
$55.00Jul 17Jul 3168.9%63.7%8.1%711.2K
$68.00Jul 31Aug 762.5%61.1%2.3%2--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 46 found (best R:R 19.83, avg 3.05)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$72.50$75.00Jul 17$0.12$2.38$0.1219.83$72.62
$70.00$71.00Jul 10$0.13$0.87$0.136.69$70.13
$72.00$79.00Jul 24$0.91$6.09$0.916.69$72.91
$71.00$72.00Jul 17$0.20$0.80$0.204.00$71.20
$75.00$80.00Aug 21$1.05$3.95$1.053.76$76.05
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$65.00$63.00Jul 10$0.12$1.88$0.1215.67$64.88
$59.00$55.00Jul 31$0.61$3.39$0.615.56$58.39
$62.00$60.00Jul 17$0.31$1.69$0.315.45$61.69
$65.00$62.00Jul 17$0.48$2.52$0.485.25$64.52
$66.00$65.00Jul 10$0.19$0.81$0.194.26$65.81

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 55 found (best R:R 7.00, avg 1.15)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$60.00$64.00Jul 17$3.50$3.50$0.507.00$63.50
$55.00$56.00Jul 10$0.85$0.85$0.155.67$55.85
$66.00$67.00Jul 10$0.74$0.74$0.262.85$66.74
$62.00$63.00Jul 10$0.73$0.73$0.272.70$62.73
$65.00$66.00Jul 10$0.70$0.70$0.302.33$65.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$75.00$74.00Jul 10$0.85$0.85$0.155.67$74.15
$69.00$67.00Jul 10$1.57$1.57$0.433.65$67.43
$70.00$68.00Jul 31$1.38$1.38$0.622.23$68.62
$68.00$65.00Aug 7$1.65$1.65$1.351.22$66.35
$69.00$67.00Jul 17$1.07$1.07$0.931.15$67.93

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 25 found (avg debit $1.20, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$60.00Jul 10Jul 17$0.10145.9%59.7%
$72.00Jul 10Jul 17$0.5194.3%51.6%
$79.00Jul 24Jul 31$0.6651.8%62.1%
$71.00Jul 10Jul 17$0.7375.2%51.0%
$64.00Jul 17Jul 24$0.7352.4%48.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$60.00Jul 17Jul 24$0.2559.7%53.7%
$55.00Jul 17Jul 31$0.3768.9%63.7%
$68.00Jul 31Aug 7$0.5862.5%61.1%
$69.00Jul 10Jul 17$0.6572.8%52.9%
$59.00Jul 17Jul 31$0.8760.0%63.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 2.43% of stock, avg 8.45%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$67.00Jul 10$1.07$0.57$1.64$65.36$68.642.43%
$66.00Jul 10$1.81$0.33$2.14$63.86$68.143.17%
$69.00Jul 10$0.24$2.14$2.38$66.62$71.383.52%
$65.00Jul 10$2.51$0.14$2.65$62.35$67.653.92%
$69.00Jul 17$1.45$2.79$4.24$64.76$73.246.27%
$66.00Jul 17$2.97$1.32$4.29$61.71$70.296.35%
$63.00Jul 10$4.55$0.02$4.57$58.43$67.576.76%
$65.00Jul 17$3.65$1.03$4.68$60.32$69.686.92%
$65.00Jul 24$4.20$1.65$5.85$59.15$70.858.65%
$60.00Jul 17$7.60$0.24$7.84$52.16$67.8411.60%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 62 found (cheapest 0.31% of stock, avg 4.23%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$72.00$65.00Jul 10$0.07$0.14$0.21$64.79$72.21
$70.00$65.00Jul 10$0.18$0.14$0.32$64.68$70.32
$69.00$65.00Jul 10$0.24$0.14$0.38$64.62$69.38
$72.00$66.00Jul 10$0.07$0.33$0.40$65.60$72.40
$70.00$66.00Jul 10$0.18$0.33$0.51$65.49$70.51
$69.00$66.00Jul 10$0.24$0.33$0.57$65.43$69.57
$68.00$65.00Jul 10$0.57$0.14$0.71$64.29$68.71
$79.00$60.00Jul 24$0.22$0.49$0.71$59.29$79.71
$72.00$60.00Jul 17$0.58$0.24$0.82$59.18$72.82
$68.00$66.00Jul 10$0.57$0.33$0.90$65.10$68.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 53 found (best R:R 4.88, avg credit $1.33)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
59/6069/70Jul 31$0.83$0.174.88$59.17$69.83
66/6768/69Jul 17$0.82$0.184.56$66.18$68.82
66/6769/70Jul 17$0.76$0.243.17$66.24$69.76
58/6065/68Aug 21$1.87$0.632.97$58.13$66.87
65/6668/69Jul 17$0.71$0.292.45$65.29$68.71
66/6770/71Jul 17$0.71$0.292.45$66.29$70.71
67/6970/71Jul 17$1.38$0.622.23$67.62$71.38
58/6068/70Aug 21$1.67$0.832.01$58.33$69.17
55/5963/68Jul 31$3.28$1.721.91$55.72$66.28
65/6669/70Jul 17$0.65$0.351.86$65.35$69.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$68.00$69.00$70.00Jul 17$0.06$0.9415.67
$65.00$67.50$70.00Aug 21$0.20$2.3011.50
$70.00$71.00$72.00Jul 17$0.11$0.898.09
$58.00$58.50$59.00Jul 10$0.06$0.447.33
$70.00$75.00$80.00Aug 21$0.66$4.346.58
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$65.00$66.00$67.00Jul 17$0.11$0.898.09
$60.00$65.00$70.00Jul 24$1.32$3.682.79

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 44 found (best net $-0.32, 31 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$75.00$80.001:2Aug 21-$0.32$4.68
$70.00$75.001:2Aug 21-$0.71$4.29
$63.00$68.001:2Jul 31-$1.26$3.74
$60.00$64.001:2Jul 17-$0.60$3.40
$69.00$72.001:2Jul 24-$0.05$2.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$65.00$62.001:2Jul 17-$0.07$2.93
$57.50$55.001:2Jul 17$0.00$2.50
$68.00$65.001:2Aug 7-$1.48$1.52
$69.00$67.001:2Jul 17-$0.65$1.35
$66.00$63.001:2Aug 14-$1.72$1.28

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 5.92%, avg 2.17%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$70.00Aug 21$4.000.453.5%5.92%9.47%28903
$68.00Jul 31$3.600.510.6%5.33%5.92%2--
$69.00Jul 31$3.250.482.1%4.81%6.88%14
$70.00Jul 31$2.800.443.5%4.14%7.69%12
$68.00Jul 24$2.330.490.6%3.45%4.04%1--
$75.00Aug 21$2.310.3210.9%3.42%14.36%2357
$69.00Jul 24$2.020.442.1%2.99%5.06%137
$68.00Jul 17$1.740.480.6%2.57%3.17%7--
$69.00Jul 17$1.300.402.1%1.92%3.99%1--
$80.00Aug 21$1.290.2018.3%1.91%20.25%182.8K

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 6,027
Total Puts 1,753
Put/Call Ratio 0.29
Net Difference 4,274

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 35,002
Total Puts 21,518
Average Put/Call Ratio 0.70
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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