Tour v340
CNC
CENTENE CORP DEL
$66.61 -3.07%
$66.68 (+0.11%)🌙
as of 07/15 06:27 PM
7/15 18:27

Option Volume

Detail
Current (07/15) 6,626
Calls: 5,020 (76%)
Puts: 1,606 (24%)
Prior (07/14) 9,889
Calls: 3,805 (38%)
Puts: 6,084 (62%)
Current vs Prior -33.00%
Calls: +31.93% (Calls)
Puts: -73.60% (Puts)
Prior 7-Day Total 51,887
Calls: 27,688 (53%)
Puts: 24,199 (47%)
Prior 7-Day Average 7,412
Calls: 3,955 (53%)
Puts: 3,457 (47%)
Current vs Prior 7-Day Avg -10.61%
Calls: +26.91%
Puts: -53.54%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $3.33M
Calls: $2.93M (88%)
Puts: $404.7K (12%)
Prior (07/14) $4.22M
Calls: $3.01M (71%)
Puts: $1.21M (29%)
Current vs Prior -21.01%
Calls: -2.83%
Puts: -66.44%
Prior 7-Day Total $50.96M
Calls: $45.33M (89%)
Puts: $5.63M (11%)
Prior 7-Day Average $7.28M
Calls: $6.48M (89%)
Puts: $804.4K (11%)
Current vs Prior 7-Day Avg -54.20%
Calls: -54.76%
Puts: -49.68%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 0.32
Prior (07/14) 1.60
Current vs Prior -79.99%
Prior 7-Day Average 0.90
Current vs Prior 7-Day Avg -64.48%
Sentiment BULLISH

Open Interest

Detail
Current (07/15) 76,394
Calls: 52,985 (69%)
Puts: 23,409 (31%)
Prior (07/14) 82,871
Calls: 56,436 (68%)
Puts: 26,435 (32%)
Current vs Prior -7.82%
Prior 7-Day Total 743,976
Calls: 591,809 (80%)
Puts: 152,167 (20%)
Prior 7-Day Average 106,282
Calls: 84,544 (80%)
Puts: 21,738 (20%)
Current vs Prior 7-Day Avg -28.12%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 5.04% | 6.74%5.04% | 15.34%
Prior 5.68% | 7.49%5.68% | 15.76%
Current vs Prior -11.12% | -10.05%-11.12% | -2.64%
Prior 7-Day Avg 5.28% | 7.65%6.75% | 16.84%
Current vs 7-Day Avg -4.48% | -11.85%-25.27% | -8.87%
Prior 7-Day Eod 5.68% | 7.49%5.68% | 15.76%
Current vs 7-Day Eod -11.12% | -10.05%-11.12% | -2.64%
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

Strong bullish conviction with 88% of dollar volume in calls ($2.93M) vs puts ($404.7K). Extreme bullish P/C ratio of 0.32 - heavy call buying (5,020 calls vs 1,606 puts). P/C ratio dropping 80% - sentiment shifting bullish. Call-heavy open interest (52,985 calls vs 23,409 puts) suggests bullish 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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 11 of results (avg 7.5%, best 5.5%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 215.355.65$5.505.5%370.591.9K
$70.00Aug 213.053.30$3.187.9%1320.42925
$62.50Aug 216.707.30$7.008.6%10.68--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Aug 216.156.50$6.335.5%150.58--
$65.00Aug 213.453.65$3.555.6%360.41161
$69.00Jul 314.705.05$4.887.2%20.585
$62.50Aug 212.482.67$2.587.4%140.32524
$65.00Aug 143.253.50$3.387.4%470.4126

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. 37 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 1710.5512.60$11.5817.7%651.00468
$58.50Jul 177.158.95$8.0522.4%11.00--
$61.00Jul 174.506.65$5.5838.5%20.95--
$60.00Jul 175.457.65$6.5533.6%230.941.2K
$57.00Jul 178.9010.15$9.5313.1%540.9414
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$77.00Jul 179.5511.65$10.6019.8%10.98--
$75.00Jul 177.409.55$8.4825.4%110.9816
$72.00Jul 245.206.80$6.0026.7%600.90--
$74.00Jul 176.508.40$7.4525.5%10.77--
$69.00Jul 172.593.50$3.0529.8%20.73447

Most actively traded options today. High liquidity = easy entry/exit. 106 active (total vol 4.4K, top 665)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.50Jul 170.741.16$0.9544.2%6650.401.8K
$72.50Aug 212.162.46$2.3113.0%6100.3473
$68.00Jul 170.570.96$0.7651.3%4840.351.5K
$75.00Jul 310.731.13$0.9343.0%1500.20--
$70.00Aug 213.053.30$3.187.9%1320.42925
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 170.050.12$0.0977.8%2160.051.5K
$59.00Aug 70.881.23$1.0633.0%1680.181
$67.00Jul 313.503.90$3.7010.8%1570.4952
$68.00Jul 314.104.45$4.288.2%1160.54306
$63.00Jul 170.160.51$0.34102.9%700.161.2K

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 40.8%, max 203.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$54.00Jul 17Jul 31212.4%69.9%203.9%864
$57.50Jul 17Aug 21123.8%55.2%124.4%11--
$72.50Jul 17Aug 21108.9%52.8%106.3%62173
$72.00Jul 17Aug 1493.4%57.5%62.4%17--
$77.00Jul 17Jul 2492.4%61.9%49.3%1737
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$60.00Jul 17Aug 2187.4%53.8%62.3%2212.3K
$65.00Jul 17Aug 2173.3%52.0%41.0%49960
$62.50Jul 17Aug 2174.6%53.1%40.3%16524
$66.00Jul 17Jul 2469.0%52.0%32.7%3436
$67.50Jul 17Aug 2170.6%53.5%31.8%16--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 55 found (best R:R 8.09, avg 2.29)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$71.00$74.00Jul 24$0.38$2.62$0.386.89$71.38
$73.00$76.00Aug 7$0.48$2.52$0.485.25$73.48
$71.00$72.00Aug 14$0.16$0.84$0.165.25$71.16
$73.00$75.00Jul 31$0.36$1.64$0.364.56$73.36
$68.00$69.00Jul 17$0.19$0.81$0.194.26$68.19
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$59.00$54.00Jul 31$0.55$4.45$0.558.09$58.45
$61.00$60.00Jul 24$0.22$0.78$0.223.55$60.78
$60.00$57.50Aug 21$0.57$1.93$0.573.39$59.43
$64.00$63.00Jul 24$0.25$0.75$0.253.00$63.75
$60.00$59.00Jul 31$0.25$0.75$0.253.00$59.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 66 found (best R:R 7.33, avg 1.17)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$61.00$62.50Jul 17$1.20$1.20$0.304.00$62.20
$62.00$64.00Jul 24$1.55$1.55$0.453.44$63.55
$62.50$65.00Jul 17$1.87$1.87$0.632.97$64.37
$54.00$67.00Jul 31$9.47$9.47$3.532.68$63.47
$65.00$66.00Jul 17$0.72$0.72$0.282.57$65.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$74.00$69.00Jul 17$4.40$4.40$0.607.33$69.60
$72.00$69.00Jul 24$2.57$2.57$0.435.98$69.43
$67.50$67.00Jul 17$0.39$0.39$0.113.55$67.11
$69.00$67.50Jul 17$1.09$1.09$0.412.66$67.91
$69.00$67.00Jul 24$1.40$1.40$0.602.33$67.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 31 found (avg debit $1.08, cheapest $0.09)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$54.00Jul 17Jul 31$0.17212.4%69.9%
$77.00Jul 17Jul 24$0.2292.4%61.9%
$71.00Jul 17Jul 24$0.4567.3%45.0%
$69.00Jul 17Jul 24$0.4875.5%43.2%
$68.00Jul 17Jul 24$0.5370.1%40.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$60.00Jul 17Jul 24$0.0987.4%50.6%
$70.00Aug 14Aug 21$0.1857.3%53.7%
$59.00Jul 31Aug 7$0.2164.2%58.9%
$63.00Jul 17Jul 24$0.3479.2%52.7%
$69.00Jul 17Jul 24$0.3875.5%43.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 25 found (cheapest 4.08% of stock, avg 10.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$67.00Jul 17$1.15$1.57$2.72$64.28$69.724.08%
$66.00Jul 17$1.79$1.06$2.85$63.15$68.854.28%
$67.50Jul 17$0.95$1.96$2.91$64.59$70.414.37%
$65.00Jul 17$2.51$0.75$3.26$61.74$68.264.89%
$69.00Jul 17$0.57$3.05$3.62$65.38$72.625.43%
$66.00Jul 24$2.46$1.65$4.11$61.89$70.116.17%
$67.00Jul 24$2.23$2.03$4.26$62.74$71.266.40%
$69.00Jul 24$1.05$3.43$4.48$64.52$73.486.73%
$62.50Jul 17$4.38$0.21$4.59$57.91$67.096.89%
$64.00Jul 24$3.68$0.93$4.61$59.39$68.616.92%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 114 found (cheapest 0.68% of stock, avg 4.71%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$70.00$62.50Jul 17$0.24$0.21$0.45$62.05$70.45
$70.00$63.00Jul 17$0.24$0.34$0.58$62.42$70.58
$70.00$64.00Jul 17$0.24$0.40$0.64$63.36$70.64
$69.00$62.50Jul 17$0.57$0.21$0.78$61.72$69.78
$74.00$63.00Jul 24$0.21$0.68$0.89$62.11$74.89
$69.00$63.00Jul 17$0.57$0.34$0.91$62.09$69.91
$68.00$62.50Jul 17$0.76$0.21$0.97$61.53$68.97
$69.00$64.00Jul 17$0.57$0.40$0.97$63.03$69.97
$70.00$65.00Jul 17$0.24$0.75$0.99$64.01$70.99
$74.00$62.00Jul 24$0.21$0.84$1.05$60.95$75.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 83 found (best R:R 7.70, avg credit $1.30)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
60/6162/64Jul 24$1.77$0.237.70$59.23$63.77
68/7072/75Aug 21$2.20$0.307.33$67.80$74.70
60/6265/68Aug 21$2.15$0.356.14$60.35$67.15
61/6264/66Jul 24$1.66$0.344.88$60.34$65.66
64/6667/68Jul 24$1.66$0.344.88$64.34$68.66
58/6062/65Aug 21$2.07$0.434.81$57.93$64.57
65/6870/72Aug 21$2.04$0.464.43$65.46$72.04
67/6970/71Jul 24$1.60$0.404.00$67.40$71.60
67/6869/70Jul 31$0.79$0.213.76$67.21$69.79
62/6568/70Aug 21$1.94$0.563.46$63.06$69.44

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 24.00, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$67.50$70.00$72.50Aug 21$0.10$2.4024.00
$69.00$70.00$71.00Jul 24$0.06$0.9415.67
$62.50$65.00$67.50Aug 21$0.15$2.3515.67
$54.00$55.00$56.00Jul 17$0.07$0.9313.29
$65.00$66.00$67.00Jul 17$0.08$0.9211.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$60.00$62.50$65.00Aug 21$0.17$2.3313.71
$62.50$65.00$67.50Aug 21$0.20$2.3011.50
$57.50$60.00$62.50Aug 21$0.23$2.279.87
$62.00$62.50$63.00Jul 17$0.06$0.447.33
$65.00$67.50$70.00Aug 21$0.44$2.064.68

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 56 found (best net $-0.14, 46 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$65.00$69.001:2Aug 7-$0.90$3.10
$74.00$77.001:2Jul 24-$0.29$2.71
$70.00$73.001:2Jul 31-$0.31$2.69
$73.00$76.001:2Aug 7-$0.52$2.48
$62.50$65.001:2Jul 17-$0.64$1.86
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$65.00$61.001:2Aug 7-$0.14$3.86
$67.00$63.001:2Jul 31-$0.18$3.82
$63.00$60.001:2Jul 31-$0.26$2.74
$72.00$69.001:2Jul 24-$0.86$2.14
$60.00$58.001:2Jul 24-$0.02$1.98

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 30 found (best yield 5.85%, avg 2.31%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$67.50Aug 21$3.900.511.3%5.85%7.19%34609
$68.00Aug 14$3.200.472.1%4.80%6.89%3--
$67.00Jul 31$3.050.510.6%4.58%5.16%235
$70.00Aug 21$3.050.425.1%4.58%9.67%132925
$68.00Jul 31$2.620.462.1%3.93%6.02%48
$69.00Aug 7$2.580.433.6%3.87%7.46%1--
$70.00Aug 7$2.230.405.1%3.35%8.44%52
$69.00Jul 31$2.210.423.6%3.32%6.91%5--
$71.00Aug 14$2.180.376.6%3.27%9.86%1--
$72.50Aug 21$2.160.348.8%3.24%12.09%61073

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 5,020
Total Puts 1,606
Put/Call Ratio 0.32
Net Difference 3,414

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 27,688
Total Puts 24,199
Average Put/Call Ratio 0.90
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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