Tour v325
CNC
CENTENE CORP DEL
$68.29 +1.40%
7/13 18:18

Option Volume

Detail
Current (07/13) 12,451
Calls: 4,731 (38%)
Puts: 7,720 (62%)
Prior (07/10) 5,403
Calls: 3,858 (71%)
Puts: 1,545 (29%)
Current vs Prior +130.45%
Calls: +22.63% (Calls)
Puts: +399.68% (Puts)
Prior 7-Day Total 53,994
Calls: 35,655 (66%)
Puts: 18,339 (34%)
Prior 7-Day Average 7,713
Calls: 5,093 (66%)
Puts: 2,619 (34%)
Current vs Prior 7-Day Avg +61.42%
Calls: -7.12%
Puts: +194.67%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/13) $12.01M
Calls: $10.90M (91%)
Puts: $1.11M (9%)
Prior (07/10) $2.41M
Calls: $1.88M (78%)
Puts: $524.1K (22%)
Current vs Prior +398.60%
Calls: +478.55%
Puts: +111.22%
Prior 7-Day Total $46.53M
Calls: $39.07M (84%)
Puts: $7.46M (16%)
Prior 7-Day Average $6.65M
Calls: $5.58M (84%)
Puts: $1.07M (16%)
Current vs Prior 7-Day Avg +80.64%
Calls: +95.29%
Puts: +3.87%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/13) 1.63
Prior (07/10) 0.40
Current vs Prior +307.47%
Prior 7-Day Average 0.59
Current vs Prior 7-Day Avg +177.01%
Sentiment BEARISH

Open Interest

Detail
Current (07/13) 116,759
Calls: 93,153 (80%)
Puts: 23,606 (20%)
Prior (07/10) 118,054
Calls: 100,166 (85%)
Puts: 17,888 (15%)
Current vs Prior -1.10%
Prior 7-Day Total 782,430
Calls: 634,318 (81%)
Puts: 148,112 (19%)
Prior 7-Day Average 111,775
Calls: 90,616 (81%)
Puts: 21,158 (19%)
Current vs Prior 7-Day Avg +4.46%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 5.90% | 7.82%5.90% | 16.15%
Prior 5.72% | 8.26%5.72% | 17.05%
Current vs Prior +3.23% | -5.28%+3.23% | -5.24%
Prior 7-Day Avg 5.46% | 7.89%7.72% | 17.45%
Current vs 7-Day Avg +8.11% | -0.84%-23.60% | -7.44%
Prior 7-Day Eod 5.72% | 8.26%5.72% | 17.05%
Current vs 7-Day Eod +3.23% | -5.28%+3.23% | -5.24%
Sentiment BEARISHBEARISH

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 91% of dollar volume in calls ($10.90M) vs puts ($1.11M). Massive premium surge with dollar volume up 399% vs prior. Dollar volume significantly above 7-day average (81% higher). Unusually high activity with volume up 130% vs prior - elevated interest.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 8 of results (avg 7.9%, best 5.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Aug 214.154.40$4.285.8%20.48905
$67.50Aug 215.255.60$5.436.4%450.56567
$68.00Aug 74.304.65$4.477.8%10.53--
$60.00Jul 178.058.85$8.459.5%1300.941.3K
$62.50Jul 175.856.45$6.159.8%70.90540
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.00Jul 315.806.15$5.985.9%150.61--
$73.00Aug 76.557.10$6.828.1%170.60--
$74.00Aug 77.458.20$7.829.6%40.67--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.49, cheapest $0.34)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$73.00Jul 170.310.36$0.3414.7%310.15395
$72.50Jul 170.370.44$0.4117.1%130.18118
$72.00Jul 170.450.54$0.5018.0%440.2182
$71.00Jul 170.660.76$0.7114.1%1610.28261
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 30 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 1712.2014.75$13.4818.9%11.00--
$57.50Jul 179.7012.15$10.9322.4%111.001.0K
$60.00Jul 178.058.85$8.459.5%1300.941.3K
$58.50Jul 178.7011.75$10.2329.8%20.94--
$57.00Jul 1710.2012.70$11.4521.8%150.925
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$74.00Aug 77.458.20$7.829.6%40.67--
$72.00Jul 315.806.15$5.985.9%150.61--
$73.00Aug 76.557.10$6.828.1%170.60--
$70.00Jul 242.954.35$3.6538.4%40.592
$69.00Jul 171.962.23$2.0912.9%150.5521

Most actively traded options today. High liquidity = easy entry/exit. 107 active (total vol 8.3K, top 3.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Jul 241.251.94$1.6043.1%2130.41103
$71.00Jul 170.660.76$0.7114.1%1610.28261
$66.00Jul 315.055.80$5.4313.8%1540.64--
$60.00Jul 178.058.85$8.459.5%1300.941.3K
$70.00Jul 170.961.10$1.0313.6%820.36838
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$59.00Jul 310.171.07$0.62145.2%3.0K0.1226
$64.00Jul 240.591.06$0.8356.6%2.7K0.2227
$66.00Jul 170.740.95$0.8524.7%3460.2968
$60.00Jul 170.050.11$0.0875.0%3380.041.5K
$63.00Jul 240.340.87$0.6186.9%530.17605

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 20.7%, max 65.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Jul 17Aug 2169.2%54.6%26.7%872.9K
$67.00Jul 17Jul 2464.4%51.9%24.1%30380
$71.00Jul 17Jul 2460.6%50.6%19.7%162298
$65.00Jul 17Aug 2163.9%54.5%17.3%713.6K
$67.50Jul 17Aug 2162.9%54.2%16.1%502.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Jul 17Aug 2197.3%58.7%65.7%91.2K
$57.00Jul 17Aug 7121.3%81.9%48.1%512
$57.50Jul 17Aug 2179.6%58.1%36.9%8574
$60.00Jul 17Aug 2171.9%55.0%30.6%3501.9K
$63.00Jul 17Aug 1467.2%51.6%30.2%151.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 62 found (best R:R 7.33, avg 2.59)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$72.00$73.00Jul 31$0.13$0.87$0.136.69$72.13
$73.00$74.00Jul 17$0.17$0.83$0.174.88$73.17
$79.00$80.00Jul 31$0.17$0.83$0.174.88$79.17
$75.00$79.00Jul 31$0.71$3.29$0.714.63$75.71
$77.00$81.00Jul 24$0.82$3.18$0.823.88$77.82
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$64.00$63.00Jul 17$0.12$0.88$0.127.33$63.88
$63.00$62.00Jul 24$0.12$0.88$0.127.33$62.88
$65.00$64.00Jul 24$0.12$0.88$0.127.33$64.88
$62.00$61.00Jul 31$0.12$0.88$0.127.33$61.88
$64.00$63.00Jul 31$0.12$0.88$0.127.33$63.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 68 found (best R:R 11.50, avg 1.13)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$60.00$62.50Jul 17$2.30$2.30$0.2011.50$62.30
$62.50$65.00Jul 17$2.30$2.30$0.2011.50$64.80
$70.00$72.00Aug 14$1.56$1.56$0.443.55$71.56
$55.00$56.00Jul 17$0.75$0.75$0.253.00$55.75
$65.00$66.00Jul 17$0.75$0.75$0.253.00$65.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$72.00$68.00Jul 31$2.33$2.33$1.671.40$69.67
$70.00$66.00Jul 24$2.27$2.27$1.731.31$67.73
$68.00$65.00Aug 14$1.64$1.64$1.361.21$66.36
$57.00$55.00Aug 7$1.05$1.05$0.951.11$55.95
$73.00$65.00Aug 7$3.94$3.94$4.060.97$69.06

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 28 found (avg debit $1.00, cheapest $0.26)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$75.00Jul 17Jul 24$0.2660.4%47.5%
$73.00Jul 17Jul 24$0.4861.2%50.5%
$72.00Jul 17Jul 24$0.5461.0%50.2%
$70.00Jul 17Jul 24$0.5761.6%48.4%
$80.00Jul 17Jul 31$0.6069.2%60.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$61.00Jul 17Jul 24$0.3287.5%66.2%
$63.00Jul 17Jul 24$0.3367.2%52.9%
$65.00Jul 17Jul 24$0.3663.9%49.0%
$64.00Jul 17Jul 24$0.4364.7%52.9%
$55.00Jul 17Aug 7$0.4497.3%63.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 21 found (cheapest 5.20% of stock, avg 11.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$69.00Jul 17$1.46$2.09$3.55$65.45$72.555.20%
$68.00Jul 17$1.94$1.64$3.58$64.42$71.585.24%
$67.50Jul 17$2.25$1.41$3.66$63.84$71.165.36%
$67.00Jul 17$2.51$1.23$3.74$63.26$70.745.48%
$66.00Jul 17$3.10$0.85$3.95$62.05$69.955.78%
$65.00Jul 17$3.85$0.59$4.44$60.56$69.446.50%
$70.00Jul 24$1.60$3.65$5.25$64.75$75.257.69%
$66.00Jul 24$3.88$1.38$5.26$60.74$71.267.70%
$65.00Jul 24$4.50$0.95$5.45$59.55$70.457.98%
$62.50Jul 17$6.15$0.24$6.39$56.11$68.899.36%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 105 found (cheapest 1.46% of stock, avg 5.30%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$72.50$65.00Jul 17$0.41$0.59$1.00$64.00$73.50
$72.00$65.00Jul 17$0.50$0.59$1.09$63.91$73.09
$72.50$66.00Jul 17$0.41$0.85$1.26$64.74$73.76
$71.00$65.00Jul 17$0.71$0.59$1.30$63.70$72.30
$72.00$66.00Jul 17$0.50$0.85$1.35$64.65$73.35
$73.00$63.00Jul 24$0.82$0.61$1.43$61.57$74.43
$71.00$66.00Jul 17$0.71$0.85$1.56$64.44$72.56
$79.00$55.00Aug 7$1.10$0.48$1.58$53.42$80.58
$70.00$65.00Jul 17$1.03$0.59$1.62$63.38$71.62
$72.50$67.00Jul 17$0.41$1.23$1.64$65.36$74.14

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 104 found (best R:R 17.18, avg credit $1.33)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
64/6674/75Jul 31$1.89$0.1117.18$64.11$75.89
66/6874/75Jul 31$1.88$0.1215.67$66.12$75.88
60/6265/68Aug 21$2.26$0.249.42$60.24$67.26
63/6465/66Jul 17$0.87$0.136.69$63.13$65.87
63/6465/66Jul 24$0.84$0.165.25$63.16$65.84
62/6568/70Aug 21$2.09$0.415.10$62.91$69.59
59/6166/68Jul 31$1.66$0.344.88$59.34$67.66
68/7274/75Jul 31$3.32$0.684.88$68.68$77.32
62/6366/67Jul 24$0.82$0.184.56$62.18$66.82
64/6566/67Jul 24$0.82$0.184.56$64.18$66.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$68.00$69.00$70.00Jul 24$0.07$0.9313.29
$71.00$72.00$73.00Jul 24$0.09$0.9110.11
$69.00$70.00$71.00Jul 17$0.11$0.898.09
$70.00$71.00$72.00Jul 17$0.11$0.898.09
$70.00$75.00$80.00Aug 21$0.60$4.407.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$63.00$64.00$65.00Jul 17$0.07$0.9313.29
$64.00$65.00$66.00Jul 17$0.07$0.9313.29
$60.00$62.50$65.00Aug 21$0.20$2.3011.50
$62.50$65.00$67.50Aug 21$0.21$2.2910.90
$67.00$67.50$68.00Jul 17$0.05$0.459.00

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 $-0.18, 49 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$75.00$80.001:2Aug 21-$0.17$4.83
$70.00$75.001:2Aug 21-$0.74$4.26
$75.00$79.001:2Jul 31-$0.09$3.91
$68.00$72.001:2Aug 7-$1.03$2.97
$73.00$74.001:2Jul 17$0.00$1.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$65.00$57.001:2Aug 7-$0.18$7.82
$72.00$68.001:2Jul 31-$1.32$2.68
$57.50$55.001:2Aug 21-$0.35$2.15
$61.00$59.001:2Jul 31-$0.01$1.99
$68.00$65.001:2Aug 14-$1.19$1.81

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 6.08%, avg 2.40%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$70.00Aug 21$4.150.482.5%6.08%8.58%2905
$69.00Aug 14$3.800.511.0%5.56%6.60%2--
$70.00Aug 14$3.700.492.5%5.42%7.92%1--
$69.00Jul 31$3.250.521.0%4.76%5.80%34
$70.00Jul 31$2.800.472.5%4.10%6.60%23
$72.00Aug 14$2.680.415.4%3.92%9.36%1--
$72.00Aug 7$2.580.395.4%3.78%9.21%24
$75.00Aug 21$2.350.349.8%3.44%13.27%1--
$72.00Jul 31$2.280.405.4%3.34%8.77%2--
$73.00Jul 31$1.970.376.9%2.88%9.78%52--

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 4,731
Total Puts 7,720
Put/Call Ratio 1.63
Net Difference -2,989

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 35,655
Total Puts 18,339
Average Put/Call Ratio 0.59
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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