Tour v334
CNC
CENTENE CORP DEL
$68.72 +0.63%
$68.89 (+0.25%)🌙
as of 07/14 06:44 PM
7/14 18:44

Option Volume

Detail
Current (07/14) 9,889
Calls: 3,805 (38%)
Puts: 6,084 (62%)
Prior (07/13) 12,451
Calls: 4,731 (38%)
Puts: 7,720 (62%)
Current vs Prior -20.58%
Calls: -19.57% (Calls)
Puts: -21.19% (Puts)
Prior 7-Day Total 49,756
Calls: 28,650 (58%)
Puts: 21,106 (42%)
Prior 7-Day Average 7,108
Calls: 4,092 (58%)
Puts: 3,015 (42%)
Current vs Prior 7-Day Avg +39.12%
Calls: -7.03%
Puts: +101.78%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/14) $4.22M
Calls: $3.01M (71%)
Puts: $1.21M (29%)
Prior (07/13) $12.01M
Calls: $10.90M (91%)
Puts: $1.11M (9%)
Current vs Prior -64.84%
Calls: -72.34%
Puts: +8.96%
Prior 7-Day Total $49.44M
Calls: $44.38M (90%)
Puts: $5.07M (10%)
Prior 7-Day Average $7.06M
Calls: $6.34M (90%)
Puts: $723.7K (10%)
Current vs Prior 7-Day Avg -40.24%
Calls: -52.44%
Puts: +66.66%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14) 1.60
Prior (07/13) 1.63
Current vs Prior -2.01%
Prior 7-Day Average 0.76
Current vs Prior 7-Day Avg +109.86%
Sentiment BEARISH

Open Interest

Detail
Current (07/14) 82,871
Calls: 56,436 (68%)
Puts: 26,435 (32%)
Prior (07/13) 116,759
Calls: 93,153 (80%)
Puts: 23,606 (20%)
Current vs Prior -29.02%
Prior 7-Day Total 748,860
Calls: 599,742 (80%)
Puts: 149,118 (20%)
Prior 7-Day Average 106,980
Calls: 85,677 (80%)
Puts: 21,302 (20%)
Current vs Prior 7-Day Avg -22.54%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 5.68% | 7.49%5.68% | 15.76%
Prior 5.90% | 7.82%5.90% | 16.15%
Current vs Prior -3.83% | -4.16%-3.83% | -2.43%
Prior 7-Day Avg 5.48% | 7.76%7.12% | 17.06%
Current vs 7-Day Avg +3.63% | -3.37%-20.28% | -7.63%
Prior 7-Day Eod 5.90% | 7.82%5.90% | 16.15%
Current vs 7-Day Eod -3.83% | -4.16%-3.83% | -2.43%
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 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

Moderately bullish flow with 71% call dollar volume ($3.01M). Light premium activity with dollar volume down 65% vs prior. Extreme bearish P/C ratio of 1.60 - heavy put buying. Call-heavy open interest (56,436 calls vs 26,435 puts) suggests bullish positioning.

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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 10 of results (avg 7.7%, best 4.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Aug 214.154.40$4.285.8%1260.49904
$67.50Aug 215.305.65$5.486.4%650.57600
$72.50Aug 213.103.40$3.259.2%60.4167
$69.00Jul 313.603.95$3.789.3%80.517
$68.00Aug 74.304.75$4.539.9%10.551
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.50Aug 213.954.15$4.054.9%50.4394
$65.00Jul 240.880.94$0.916.6%120.25--
$65.00Aug 212.883.10$2.997.4%110.34--
$66.00Jul 241.141.23$1.197.6%3260.30328
$65.00Aug 72.302.54$2.429.9%10.33--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.80, cheapest $0.68)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$64.00Jul 240.630.72$0.6813.2%430.202.7K
$65.00Jul 240.880.94$0.916.6%120.25--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 37 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 1712.9514.85$13.9013.7%21.00466
$56.00Jul 1711.9513.90$12.9315.1%81.006
$57.00Jul 1711.0012.75$11.8814.7%61.0013
$60.00Jul 178.309.45$8.8813.0%190.971.2K
$58.50Jul 179.4510.95$10.2014.7%40.962
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Jul 175.957.15$6.5518.3%100.93--
$70.00Jul 172.262.85$2.5523.1%50.6234
$70.00Jul 242.783.10$2.9410.9%40.573
$69.00Jul 171.682.13$1.9023.7%4160.5332
$70.00Aug 74.605.10$4.8510.3%60.52--

Most actively traded options today. High liquidity = easy entry/exit. 106 active (total vol 6.6K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$66.00Jul 172.803.60$3.2025.0%3500.74--
$58.00Jul 1710.1011.35$10.7311.6%2630.9533
$67.50Jul 172.012.61$2.3126.0%2630.612.0K
$57.50Jul 1710.5012.35$11.4316.2%2260.951.0K
$69.00Jul 171.251.66$1.4628.1%1750.47247
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 310.451.28$0.8795.4%1.1K0.1617
$64.00Jul 311.652.09$1.8723.5%6010.293
$63.00Jul 240.320.61$0.4761.7%6000.15605
$69.00Jul 171.682.13$1.9023.7%4160.5332
$60.00Aug 211.401.59$1.5012.7%3340.20459

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 31 strikes (avg 34.7%, max 112.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$57.50Jul 17Aug 21120.2%56.5%112.9%2311.1K
$62.00Jul 17Jul 31121.0%65.5%84.9%3--
$60.00Jul 17Aug 2189.0%55.6%60.2%522.0K
$61.00Jul 17Jul 31103.2%66.0%56.4%2717
$80.00Jul 17Aug 2184.0%54.3%54.7%602.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$58.00Jul 17Jul 31115.4%67.6%70.6%16640
$60.00Jul 17Aug 2889.0%55.4%60.6%91.5K
$62.50Jul 17Aug 2180.1%54.6%46.7%63.8K
$66.00Jul 17Jul 2472.6%51.3%41.3%378714
$67.00Jul 17Jul 2471.5%51.3%39.5%1953

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 61 found (best R:R 19.83, avg 2.84)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$73.00$75.00Jul 17$0.14$1.86$0.1413.29$73.14
$75.00$79.00Jul 31$0.75$3.25$0.754.33$75.75
$73.00$74.00Jul 24$0.21$0.79$0.213.76$73.21
$75.00$80.00Aug 21$1.11$3.89$1.113.50$76.11
$72.00$73.00Jul 24$0.24$0.76$0.243.17$72.24
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$62.50$60.00Jul 17$0.12$2.38$0.1219.83$62.38
$63.00$58.00Jul 24$0.34$4.66$0.3413.71$62.66
$61.00$56.00Aug 7$0.74$4.26$0.745.76$60.26
$60.00$58.00Jul 31$0.30$1.70$0.305.67$59.70
$61.00$60.00Jul 31$0.19$0.81$0.194.26$60.81

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 72 found (best R:R 6.50, avg 1.07)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$62.50$64.00Jul 17$1.30$1.30$0.206.50$63.80
$59.00$60.00Jul 17$0.85$0.85$0.155.67$59.85
$65.00$66.00Jul 17$0.78$0.78$0.223.55$65.78
$63.00$65.00Jul 31$1.55$1.55$0.453.44$64.55
$60.00$65.00Aug 21$3.83$3.83$1.173.27$63.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$75.00$70.00Jul 17$4.00$4.00$1.004.00$71.00
$70.00$69.00Jul 17$0.65$0.65$0.351.86$69.35
$69.00$68.00Jul 17$0.54$0.54$0.461.17$68.46
$69.00$68.00Jul 31$0.52$0.52$0.481.08$68.48
$70.00$65.00Aug 7$2.43$2.43$2.570.95$67.57

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 33 found (avg debit $1.19, cheapest $0.22)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$73.00Jul 17Jul 24$0.4862.5%49.1%
$71.00Jul 17Jul 24$0.5669.3%50.3%
$70.00Jul 17Jul 24$0.6667.9%50.7%
$67.00Jul 17Jul 24$0.6871.5%51.3%
$68.00Jul 17Jul 24$0.7066.0%50.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$63.00Jul 17Jul 24$0.2277.7%52.0%
$61.00Jul 31Aug 7$0.2266.0%60.3%
$64.00Jul 17Jul 24$0.3473.5%52.5%
$65.00Jul 17Jul 24$0.3774.5%52.2%
$70.00Jul 17Jul 24$0.3967.9%50.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 24 found (cheapest 4.89% of stock, avg 10.30%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$68.00Jul 17$2.00$1.36$3.36$64.64$71.364.89%
$69.00Jul 17$1.46$1.90$3.36$65.64$72.364.89%
$67.50Jul 17$2.31$1.23$3.54$63.96$71.045.15%
$70.00Jul 17$1.05$2.55$3.60$66.40$73.605.24%
$67.00Jul 17$2.57$1.07$3.64$63.36$70.645.30%
$66.00Jul 17$3.20$0.76$3.96$62.04$69.965.76%
$65.00Jul 17$3.98$0.54$4.52$60.48$69.526.58%
$70.00Jul 24$1.71$2.94$4.65$65.35$74.656.77%
$67.00Jul 24$3.25$1.55$4.80$62.20$71.806.98%
$64.00Jul 17$5.13$0.34$5.47$58.53$69.477.96%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 103 found (cheapest 1.16% of stock, avg 5.12%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$73.00$65.00Jul 17$0.26$0.54$0.80$64.20$73.80
$72.50$65.00Jul 17$0.34$0.54$0.88$64.12$73.38
$73.00$66.00Jul 17$0.26$0.76$1.02$64.98$74.02
$72.50$66.00Jul 17$0.34$0.76$1.10$64.90$73.60
$73.00$63.00Jul 24$0.74$0.47$1.21$61.79$74.21
$80.00$56.00Aug 7$0.75$0.54$1.29$54.71$81.29
$71.00$65.00Jul 17$0.77$0.54$1.31$63.69$72.31
$73.00$67.00Jul 17$0.26$1.07$1.33$65.67$74.33
$72.50$67.00Jul 17$0.34$1.07$1.41$65.59$73.91
$73.00$64.00Jul 24$0.74$0.68$1.42$62.58$74.42

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 106 found (best R:R 12.33, avg credit $1.14)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
58/6063/65Jul 31$1.85$0.1512.33$58.15$64.85
63/6469/70Jul 31$0.90$0.109.00$63.10$69.90
61/6265/66Jul 31$0.89$0.118.09$61.11$65.89
62/6365/66Jul 31$0.89$0.118.09$62.11$65.89
61/6263/65Jul 31$1.77$0.237.70$60.23$64.77
66/6768/69Jul 24$0.88$0.127.33$66.12$68.88
60/6163/65Jul 31$1.74$0.266.69$59.26$64.74
68/6970/71Jul 31$0.87$0.136.69$68.13$70.87
60/6165/66Jul 31$0.86$0.146.14$60.14$65.86
65/6870/72Aug 21$2.09$0.415.10$65.41$72.09

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$67.50$70.00$72.50Aug 21$0.17$2.3313.71
$69.00$70.00$71.00Jul 24$0.09$0.9110.11
$70.00$72.50$75.00Aug 21$0.26$2.248.62
$71.00$72.00$73.00Jul 24$0.11$0.898.09
$58.00$58.50$59.00Jul 17$0.06$0.447.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$64.00$65.00$66.00Jul 24$0.05$0.9519.00
$57.50$60.00$62.50Aug 21$0.16$2.3414.62
$60.00$62.50$65.00Aug 21$0.17$2.3313.71
$65.00$66.00$67.00Jul 24$0.08$0.9211.50
$65.00$66.00$67.00Jul 17$0.09$0.9110.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 51 found (best net $-0.26, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$75.00$80.001:2Aug 21-$0.26$4.74
$75.00$79.001:2Jul 31-$0.09$3.91
$63.00$67.001:2Jul 24-$0.35$3.65
$60.00$65.001:2Aug 21-$2.77$2.23
$73.00$75.001:2Jul 31-$0.86$1.14
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$65.00$61.001:2Aug 7-$0.14$3.86
$68.00$64.001:2Jul 31-$0.16$3.84
$70.00$67.001:2Jul 24-$0.16$2.84
$60.00$57.501:2Aug 21-$0.50$2.00
$60.00$58.001:2Jul 17-$0.20$1.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 6.04%, avg 2.59%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$70.00Aug 21$4.150.491.9%6.04%7.90%126904
$69.00Aug 14$4.050.520.4%5.89%6.30%2--
$69.00Jul 31$3.600.510.4%5.24%5.65%87
$70.00Aug 14$3.550.481.9%5.17%7.03%4--
$70.00Aug 7$3.300.481.9%4.80%6.66%21
$72.50Aug 21$3.100.415.5%4.51%10.01%667
$70.00Jul 31$2.950.471.9%4.29%6.16%55
$71.00Jul 31$2.740.433.3%3.99%7.31%4221
$75.00Aug 21$2.330.349.1%3.39%12.53%3356
$72.00Jul 31$2.310.404.8%3.36%8.13%1--

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 3,805
Total Puts 6,084
Put/Call Ratio 1.60
Net Difference -2,279

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 28,650
Total Puts 21,106
Average Put/Call Ratio 0.76
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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