Tour v309
CNC
CENTENE CORP DEL
$67.35 -0.37%
$67.43 (+0.12%)🌙
as of 07/10 06:18 PM
7/10 18:18

Option Volume

Detail
Current (07/10) 5,403
Calls: 3,858 (71%)
Puts: 1,545 (29%)
Prior (07/09) 7,780
Calls: 6,027 (77%)
Puts: 1,753 (23%)
Current vs Prior -30.55%
Calls: -35.99% (Calls)
Puts: -11.87% (Puts)
Prior 7-Day Total 53,556
Calls: 34,614 (65%)
Puts: 18,942 (35%)
Prior 7-Day Average 7,650
Calls: 4,944 (65%)
Puts: 2,706 (35%)
Current vs Prior 7-Day Avg -29.38%
Calls: -21.98%
Puts: -42.90%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/10) $2.41M
Calls: $1.88M (78%)
Puts: $524.1K (22%)
Prior (07/09) $19.46M
Calls: $18.95M (97%)
Puts: $513.6K (3%)
Current vs Prior -87.63%
Calls: -90.06%
Puts: +2.04%
Prior 7-Day Total $46.71M
Calls: $39.13M (84%)
Puts: $7.59M (16%)
Prior 7-Day Average $6.67M
Calls: $5.59M (84%)
Puts: $1.08M (16%)
Current vs Prior 7-Day Avg -63.92%
Calls: -66.30%
Puts: -51.63%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/10) 0.40
Prior (07/09) 0.29
Current vs Prior +37.68%
Prior 7-Day Average 0.64
Current vs Prior 7-Day Avg -37.50%
Sentiment BULLISH

Open Interest

Detail
Current (07/10) 118,054
Calls: 100,166 (85%)
Puts: 17,888 (15%)
Prior (07/09) 103,244
Calls: 91,461 (89%)
Puts: 11,783 (11%)
Current vs Prior +14.34%
Prior 7-Day Total 752,197
Calls: 597,494 (79%)
Puts: 154,703 (21%)
Prior 7-Day Average 107,456
Calls: 85,356 (79%)
Puts: 22,100 (21%)
Current vs Prior 7-Day Avg +9.86%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 1.81% | 5.72%5.72% | 17.05%
Prior 4.48% | 6.57%6.57% | 17.40%
Current vs Prior +27.53% | +25.69%-12.97% | -2.02%
Prior 7-Day Avg 5.58% | 7.94%8.38% | 17.69%
Current vs 7-Day Avg +2.42% | +3.92%-31.81% | -3.65%
Prior 7-Day Eod 4.48% | 6.57%-- | --
Current vs 7-Day Eod +27.53% | +25.69%-- | --
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 78% of dollar volume in calls ($1.88M) vs puts ($524.1K). Light premium activity with dollar volume down 88% vs prior. Extreme bullish P/C ratio of 0.40 - heavy call buying (3,858 calls vs 1,545 puts). P/C ratio rising 38% - increased hedging/bearish 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 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 2 of results (avg 6.6%, best 5.6%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Aug 216.056.40$6.235.6%30.55107
$72.50Aug 217.658.25$7.957.5%80.6222

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.20, cheapest $0.20)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 170.180.21$0.2015.0%1170.08--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 49 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$61.00Jul 105.606.75$6.1818.6%381.0034
$55.00Jul 1711.5013.30$12.4014.5%21.00--
$57.00Jul 179.5511.40$10.4817.7%41.00--
$57.50Jul 179.0510.90$9.9818.5%201.00--
$66.00Jul 100.821.63$1.2266.4%480.971.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Jul 106.709.05$7.8829.8%10.93--
$75.00Jul 176.558.60$7.5727.1%30.933
$77.00Jul 108.7510.95$9.8522.3%10.92--
$76.00Jul 107.709.95$8.8225.5%10.81--
$78.00Jul 109.6511.85$10.7520.5%10.80--

Most actively traded options today. High liquidity = easy entry/exit. 110 active (total vol 3.9K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.00Jul 100.000.68$0.34200.0%1.1K0.661.9K
$73.00Jul 170.160.41$0.2889.3%2710.12125
$73.00Jul 100.002.13$1.07199.1%2700.25--
$65.00Jul 102.052.70$2.3827.3%2020.821.0K
$69.00Jul 100.002.12$1.06200.0%1680.361.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Jul 170.740.98$0.8627.9%3130.30738
$65.00Jul 241.341.72$1.5324.8%1490.3576
$65.00Jul 100.000.52$0.26200.0%1400.181.3K
$60.00Jul 170.180.21$0.2015.0%1170.08--
$73.00Jul 104.756.85$5.8036.2%600.75--

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 1284.2%, max 4655.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$54.00Jul 10Aug 72880.1%60.6%4655.2%62
$55.00Jul 10Aug 212710.9%57.4%4621.2%65
$57.00Jul 10Jul 172376.4%65.7%3518.0%1269
$60.00Jul 10Aug 211876.7%53.2%3429.5%2239
$73.00Jul 10Jul 171480.9%51.8%2759.6%541125
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$72.00Jul 10Jul 241343.8%51.1%2527.3%644
$75.00Jul 10Jul 17957.5%53.4%1692.3%43
$64.00Jul 10Jul 24659.7%48.7%1253.7%20643
$63.00Jul 10Jul 24510.7%46.3%1002.8%3--
$61.00Jul 10Jul 17640.7%62.4%926.8%103.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 48 found (best R:R 24.00, avg 3.14)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$73.00$75.00Jul 17$0.14$1.86$0.1413.29$73.14
$73.00$77.00Jul 10$0.85$3.15$0.853.71$73.85
$70.00$71.00Jul 24$0.22$0.78$0.223.55$70.22
$71.00$72.00Jul 24$0.23$0.77$0.233.35$71.23
$68.00$72.00Aug 7$0.93$3.07$0.933.30$68.93
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$60.00$57.50Jul 17$0.10$2.40$0.1024.00$59.90
$60.00$59.00Jul 24$0.11$0.89$0.118.09$59.89
$63.00$62.00Jul 24$0.11$0.89$0.118.09$62.89
$65.00$64.00Jul 17$0.14$0.86$0.146.14$64.86
$67.00$66.00Jul 10$0.16$0.84$0.165.25$66.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 65 found (best R:R 10.43, avg 1.73)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$63.00$65.00Jul 10$1.80$1.80$0.209.00$64.80
$66.00$67.00Jul 10$0.88$0.88$0.127.33$66.88
$60.00$61.00Jul 10$0.87$0.87$0.136.69$60.87
$78.00$79.00Jul 10$0.85$0.85$0.155.67$78.85
$60.00$61.00Aug 7$0.85$0.85$0.155.67$60.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$72.00$68.00Jul 10$3.65$3.65$0.3510.43$68.35
$69.00$68.00Jul 24$0.82$0.82$0.184.56$68.18
$75.00$69.00Jul 17$4.72$4.72$1.283.69$70.28
$72.00$70.00Jul 24$1.55$1.55$0.453.44$70.45
$68.00$67.00Jul 24$0.69$0.69$0.312.23$67.31

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 30 found (avg debit $1.20, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Jul 10Jul 17$0.072710.9%83.5%
$57.00Jul 10Jul 17$0.182376.4%65.7%
$72.00Jul 17Jul 24$0.6050.3%51.1%
$54.00Jul 10Aug 7$0.752880.1%60.6%
$71.00Jul 17Jul 24$0.7746.3%50.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$57.00Jul 31Aug 7$0.0667.8%58.7%
$60.00Jul 17Jul 24$0.2158.5%50.8%
$61.00Jul 10Jul 17$0.35640.7%62.4%
$62.00Jul 17Jul 24$0.4053.1%49.7%
$63.00Jul 10Jul 17$0.42510.7%51.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 29 found (cheapest 0.80% of stock, avg 9.45%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$67.00Jul 10$0.34$0.20$0.54$66.46$67.540.80%
$68.00Jul 10$0.10$0.88$0.98$67.02$68.981.46%
$66.00Jul 10$1.22$0.04$1.26$64.74$67.261.87%
$65.00Jul 10$2.38$0.26$2.64$62.36$67.643.92%
$67.50Jul 17$1.56$1.96$3.52$63.98$71.025.23%
$67.00Jul 17$1.89$1.64$3.53$63.47$70.535.24%
$68.00Jul 17$1.39$2.22$3.61$64.39$71.615.36%
$66.00Jul 17$2.49$1.32$3.81$62.19$69.815.66%
$69.00Jul 17$1.05$2.85$3.90$65.10$72.905.79%
$65.00Jul 17$3.22$0.86$4.08$60.92$69.086.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 80 found (cheapest 0.21% of stock, avg 3.92%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$68.00$66.00Jul 10$0.10$0.04$0.14$65.86$68.14
$77.00$66.00Jul 10$0.22$0.04$0.26$65.74$77.26
$68.00$67.00Jul 10$0.10$0.20$0.30$66.70$68.30
$68.00$65.00Jul 10$0.10$0.26$0.36$64.64$68.36
$68.00$64.00Jul 10$0.10$0.27$0.37$63.63$68.37
$77.00$67.00Jul 10$0.22$0.20$0.42$66.58$77.42
$77.00$65.00Jul 10$0.22$0.26$0.48$64.52$77.48
$77.00$64.00Jul 10$0.22$0.27$0.49$63.51$77.49
$71.00$63.00Jul 17$0.44$0.47$0.91$62.09$71.91
$69.00$66.00Jul 10$1.06$0.04$1.10$64.90$70.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 54 found (best R:R 7.33, avg credit $0.92)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
65/6667/68Jul 24$0.88$0.127.33$65.12$67.88
62/6365/66Jul 17$0.85$0.155.67$62.15$65.85
63/6466/67Jul 17$0.85$0.155.67$63.15$66.85
60/6162/64Jul 17$1.26$0.245.25$59.74$63.76
64/6567/68Jul 24$0.82$0.184.56$64.18$67.82
65/6667/68Jul 17$0.79$0.213.76$65.21$67.79
60/6166/67Jul 17$0.78$0.223.55$60.22$66.78
64/6566/67Jul 17$0.74$0.262.85$64.26$66.74
62/6366/67Jul 17$0.72$0.282.57$62.28$66.72
57/6061/68Aug 7$4.95$2.052.41$55.05$65.95

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 19.83, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$68.00$69.00$70.00Jul 17$0.10$0.909.00
$65.00$66.00$67.00Jul 17$0.13$0.876.69
$59.00$60.00$61.00Jul 10$0.15$0.855.67
$62.50$67.50$72.50Aug 21$0.99$4.014.05
$64.00$65.00$66.00Jul 17$0.20$0.804.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$55.00$57.50$60.00Jul 17$0.12$2.3819.83
$64.00$65.00$66.00Jul 24$0.06$0.9415.67
$75.00$76.00$77.00Jul 10$0.09$0.9110.11
$65.00$66.00$67.00Jul 24$0.11$0.898.09
$67.00$68.00$69.00Jul 24$0.13$0.876.69

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 50 found (best net $-1.02, 36 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$67.50$72.501:2Aug 21-$1.02$3.98
$62.50$67.501:2Aug 21-$2.06$2.94
$73.00$75.001:2Jul 17$0.00$2.00
$68.00$72.001:2Aug 7-$2.11$1.89
$54.00$60.001:2Aug 7-$4.25$1.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$58.00$55.001:2Jul 24-$0.06$2.94
$60.00$57.001:2Aug 7-$0.25$2.75
$60.00$57.501:2Jul 17$0.00$2.50
$57.50$55.001:2Jul 17-$0.14$2.36
$63.00$61.001:2Jul 10-$0.01$1.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 7.05%, avg 2.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$67.50Aug 21$4.750.520.2%7.05%7.28%11--
$68.00Aug 7$3.650.491.0%5.42%6.38%1--
$72.50Aug 21$2.600.387.7%3.86%11.51%562
$72.00Aug 7$2.270.386.9%3.37%10.27%4--
$71.00Jul 31$2.090.385.4%3.10%8.52%3--
$72.00Jul 31$1.710.346.9%2.54%9.44%3--
$68.00Jul 24$1.670.461.0%2.48%3.44%1--
$67.50Jul 17$1.330.480.2%1.97%2.20%492.0K
$68.00Jul 17$1.190.431.0%1.77%2.73%341.4K
$70.00Jul 24$1.120.353.9%1.66%5.60%32--

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 3,858
Total Puts 1,545
Put/Call Ratio 0.40
Net Difference 2,313

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 34,614
Total Puts 18,942
Average Put/Call Ratio 0.64
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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