Tour v381
CNC
CENTENE CORP DEL
$67.59 +2.66%
$67.56 (-0.05%)🌙
as of 07/21 06:21 PM
7/21 18:21

Option Volume

Detail
Current (07/21) 6,982
Calls: 3,408 (49%)
Puts: 3,574 (51%)
Prior (07/20) 3,101
Calls: 1,581 (51%)
Puts: 1,520 (49%)
Current vs Prior +125.15%
Calls: +115.56% (Calls)
Puts: +135.13% (Puts)
Prior 7-Day Total 47,075
Calls: 25,797 (55%)
Puts: 21,278 (45%)
Prior 7-Day Average 6,725
Calls: 3,685 (55%)
Puts: 3,039 (45%)
Current vs Prior 7-Day Avg +3.82%
Calls: -7.52%
Puts: +17.58%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/21) $3.78M
Calls: $2.80M (74%)
Puts: $983.5K (26%)
Prior (07/20) $1.10M
Calls: $435.1K (39%)
Puts: $668.4K (61%)
Current vs Prior +242.92%
Calls: +543.68%
Puts: +47.14%
Prior 7-Day Total $27.53M
Calls: $22.69M (82%)
Puts: $4.83M (18%)
Prior 7-Day Average $3.93M
Calls: $3.24M (82%)
Puts: $690.6K (18%)
Current vs Prior 7-Day Avg -3.76%
Calls: -13.60%
Puts: +42.41%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 1.05
Prior (07/20) 0.96
Current vs Prior +9.08%
Prior 7-Day Average 0.83
Current vs Prior 7-Day Avg +26.98%
Sentiment BEARISH

Open Interest

Detail
Current (07/21) 147,916
Calls: 127,268 (86%)
Puts: 20,648 (14%)
Prior (07/20) 55,699
Calls: 38,073 (68%)
Puts: 17,626 (32%)
Current vs Prior +165.56%
Prior 7-Day Total 604,048
Calls: 445,110 (74%)
Puts: 158,938 (26%)
Prior 7-Day Average 86,292
Calls: 63,587 (74%)
Puts: 22,705 (26%)
Current vs Prior 7-Day Avg +71.41%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 4.50% | 10.65%13.05% | 17.87%
Prior 5.15% | 10.94%13.49% | 17.86%
Current vs Prior -12.65% | -2.59%-3.25% | +0.06%
Prior 7-Day Avg 5.22% | 8.35%5.82% | 16.12%
Current vs 7-Day Avg -13.79% | +27.64%+124.09% | +10.84%
Prior 7-Day Eod 5.15% | 10.94%13.49% | 17.86%
Current vs 7-Day Eod -12.65% | -2.59%-3.25% | +0.06%
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 74% call dollar volume ($2.80M). Massive premium surge with dollar volume up 243% vs prior. Unusually high activity with volume up 125% vs prior - elevated interest. Slightly bearish P/C ratio of 1.05.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 3.6%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Aug 2111.2012.05$11.637.3%20.85--
$66.00Jul 314.004.35$4.188.4%40.60164
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Aug 215.455.65$5.553.6%10.56116
$67.50Aug 214.104.35$4.225.9%30.47179
$65.00Aug 212.933.15$3.047.2%480.38334
$68.00Jul 313.403.70$3.558.5%3890.49421
$70.00Jul 314.454.85$4.658.6%400.5911

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.55, cheapest $0.41)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Jul 240.370.45$0.4119.5%910.23328
$69.00Jul 240.640.76$0.7017.1%400.34140
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 31 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$59.00Jul 246.909.55$8.2332.2%51.00--
$60.00Jul 245.908.60$7.2537.2%60.944
$55.00Jul 2411.2512.85$12.0513.3%100.9478
$61.00Jul 244.957.60$6.2842.2%10.922
$57.00Jul 248.9011.00$9.9521.1%1000.915
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$77.00Jul 249.0011.00$10.0020.0%20.952
$76.00Jul 247.6010.00$8.8027.3%20.951
$73.00Jul 316.407.15$6.7811.1%10.71--
$69.00Jul 241.902.21$2.0515.1%460.6632
$70.00Jul 314.454.85$4.658.6%400.5911

Most actively traded options today. High liquidity = easy entry/exit. 110 active (total vol 3.9K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$71.00Jul 240.200.37$0.2958.6%4810.17113
$80.00Aug 70.430.60$0.5232.7%1710.12--
$57.00Jul 248.9011.00$9.9521.1%1000.915
$58.00Jul 247.909.90$8.9022.5%980.914
$70.00Jul 240.370.45$0.4119.5%910.23328
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$61.00Jul 310.741.11$0.9339.8%1.0K0.199
$68.00Jul 313.403.70$3.558.5%3890.49421
$64.00Jul 240.210.34$0.2846.4%850.152.9K
$67.00Jul 240.901.14$1.0223.5%800.42184
$61.00Jul 240.010.29$0.15186.7%500.0731

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 49.8%, max 150.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$56.00Jul 24Jul 31218.1%87.1%150.3%84
$57.00Jul 24Aug 21139.5%59.4%134.8%1025
$80.00Jul 24Aug 21123.7%54.4%127.4%73.0K
$77.00Jul 31Aug 2199.6%54.1%84.2%36--
$76.00Jul 24Aug 2178.7%53.6%46.8%51
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$56.00Jul 24Aug 14218.1%87.6%148.8%1121
$55.00Jul 24Aug 21130.5%66.5%96.2%664
$59.00Jul 31Aug 2885.9%56.2%52.7%151
$70.00Jul 31Aug 2175.6%56.5%33.8%41127
$61.00Jul 24Aug 1479.2%59.6%32.9%5931

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 62 found (best R:R 15.67, avg 2.93)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$78.00$80.00Aug 7$0.17$1.83$0.1710.76$78.17
$70.00$71.00Jul 24$0.12$0.88$0.127.33$70.12
$72.00$73.00Jul 24$0.13$0.87$0.136.69$72.13
$77.00$80.00Aug 21$0.42$2.58$0.426.14$77.42
$74.00$76.00Jul 31$0.29$1.71$0.295.90$74.29
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$61.00$59.00Jul 31$0.12$1.88$0.1215.67$60.88
$60.00$59.00Aug 7$0.10$0.90$0.109.00$59.90
$65.00$64.00Jul 24$0.13$0.87$0.136.69$64.87
$59.00$56.00Jul 31$0.41$2.59$0.416.32$58.59
$63.00$62.00Jul 24$0.14$0.86$0.146.14$62.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 69 found (best R:R 27.00, avg 1.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$57.00$60.00Aug 21$2.73$2.73$0.2710.11$59.73
$77.00$78.00Jul 31$0.86$0.86$0.146.14$77.86
$61.00$63.00Jul 24$1.60$1.60$0.404.00$62.60
$56.00$63.00Jul 31$5.52$5.52$1.483.73$61.52
$58.00$59.00Jul 24$0.67$0.67$0.332.03$58.67
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$76.00$69.00Jul 24$6.75$6.75$0.2527.00$69.25
$73.00$70.00Jul 31$2.13$2.13$0.872.45$70.87
$70.00$69.00Jul 31$0.60$0.60$0.401.50$69.40
$70.00$67.50Aug 21$1.33$1.33$1.171.14$68.67
$68.00$66.00Jul 31$1.05$1.05$0.951.11$66.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 28 found (avg debit $1.36, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$78.00Jul 31Aug 7$0.1276.1%62.2%
$80.00Jul 24Aug 7$0.29123.7%63.7%
$56.00Jul 24Jul 31$0.62218.1%87.1%
$76.00Jul 24Jul 31$0.6378.7%72.2%
$74.00Jul 24Jul 31$0.9066.3%70.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$59.00Jul 31Aug 7$0.1685.9%69.8%
$55.00Jul 24Jul 31$0.42130.5%101.2%
$61.00Jul 24Jul 31$0.7879.2%75.6%
$70.00Jul 31Aug 21$0.9075.6%56.5%
$60.00Jul 24Aug 7$1.0172.9%66.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 3.85% of stock, avg 10.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$67.00Jul 24$1.58$1.02$2.60$64.40$69.603.85%
$66.00Jul 24$2.08$0.65$2.73$63.27$68.734.04%
$69.00Jul 24$0.70$2.05$2.75$66.25$71.754.07%
$65.00Jul 24$2.71$0.41$3.12$61.88$68.124.62%
$64.00Jul 24$3.68$0.28$3.96$60.04$67.965.86%
$63.00Jul 24$4.68$0.24$4.92$58.08$67.927.28%
$61.00Jul 24$6.28$0.15$6.43$54.57$67.439.51%
$66.00Jul 31$4.18$2.50$6.68$59.32$72.689.88%
$68.00Jul 31$3.19$3.55$6.74$61.26$74.749.97%
$69.00Jul 31$2.73$4.05$6.78$62.22$75.7810.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 112 found (cheapest 0.80% of stock, avg 5.27%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$72.00$64.00Jul 24$0.26$0.28$0.54$63.46$72.54
$71.00$64.00Jul 24$0.29$0.28$0.57$63.43$71.57
$72.00$65.00Jul 24$0.26$0.41$0.67$64.33$72.67
$70.00$64.00Jul 24$0.41$0.28$0.69$63.31$70.69
$71.00$65.00Jul 24$0.29$0.41$0.70$64.30$71.70
$70.00$65.00Jul 24$0.41$0.41$0.82$64.18$70.82
$72.00$66.00Jul 24$0.26$0.65$0.91$65.09$72.91
$71.00$66.00Jul 24$0.29$0.65$0.94$65.06$71.94
$69.00$64.00Jul 24$0.70$0.28$0.98$63.02$69.98
$70.00$66.00Jul 24$0.41$0.65$1.06$64.94$71.06

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 137 found (best R:R 6.69, avg credit $1.11)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
64/6566/67Jul 31$0.87$0.136.69$64.13$66.87
68/6970/71Jul 31$0.86$0.146.14$68.14$70.86
66/6872/74Jul 31$1.71$0.295.90$66.29$73.71
65/6667/68Jul 31$0.85$0.155.67$65.15$67.85
65/6668/69Jul 31$0.85$0.155.67$65.15$68.85
63/6667/70Aug 7$2.50$0.505.00$63.50$69.50
61/6372/74Jul 31$1.66$0.344.88$61.34$73.66
66/6870/72Aug 21$1.64$0.364.56$65.86$71.64
70/7374/76Jul 31$2.42$0.584.17$70.58$76.42
56/5963/66Jul 31$2.41$0.594.08$56.59$65.41

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$70.00$71.00$72.00Jul 31$0.06$0.9415.67
$66.00$67.00$68.00Jul 31$0.07$0.9313.29
$68.00$69.00$70.00Jul 31$0.07$0.9313.29
$56.00$57.00$58.00Jul 24$0.08$0.9211.50
$68.00$69.00$70.00Jul 24$0.08$0.9211.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$61.00$62.00$63.00Aug 7$0.06$0.9415.67
$63.00$64.00$65.00Jul 24$0.09$0.9110.11
$68.00$69.00$70.00Jul 31$0.10$0.909.00
$64.00$65.00$66.00Jul 24$0.11$0.898.09
$64.00$65.00$66.00Aug 21$0.11$0.898.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 54 found (best net $-0.66, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$56.00$63.001:2Jul 31-$0.66$6.34
$76.00$80.001:2Jul 24-$0.36$3.64
$60.00$65.001:2Aug 21-$2.30$2.70
$77.00$80.001:2Aug 21-$0.41$2.59
$72.00$75.001:2Aug 7-$0.47$2.53
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$61.00$56.001:2Aug 14-$1.62$3.38
$66.00$63.001:2Aug 7-$0.66$2.34
$60.00$56.001:2Jul 24-$2.08$1.92
$61.00$59.001:2Jul 31-$0.69$1.31
$57.00$55.001:2Aug 21-$0.84$1.16

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 31 found (best yield 5.10%, avg 1.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$69.00Aug 28$3.450.512.1%5.10%7.19%1--
$70.00Aug 21$3.100.443.6%4.59%8.15%581.1K
$69.00Aug 14$3.000.472.1%4.44%6.52%123
$68.00Jul 31$2.970.510.6%4.39%5.00%5714
$69.00Jul 31$2.530.462.1%3.74%5.83%1583
$70.00Aug 7$2.230.423.6%3.30%6.86%167
$70.00Jul 31$2.140.413.6%3.17%6.73%4853
$72.00Aug 21$2.050.366.5%3.03%9.56%1--
$72.50Aug 21$2.040.357.3%3.02%10.28%14683
$71.00Jul 31$1.800.375.0%2.66%7.71%34--

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 3,408
Total Puts 3,574
Put/Call Ratio 1.05
Net Difference -166

Prior's Put/Call Breakdown

Total Calls 1,581
Total Puts 1,520
Put/Call Ratio 0.96
Net Difference 61

Prior 7-Day Put/Call Summary

Total Calls 25,797
Total Puts 21,278
Average Put/Call Ratio 0.83
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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