Tour v388
CNC
CENTENE CORP DEL
$65.89 -2.52%
$63.57 (-3.52%)🌙
as of 07/22 06:57 PM
7/22 18:57

Option Volume

Detail
Current (07/22) 14,773
Calls: 8,040 (54%)
Puts: 6,733 (46%)
Prior (07/21) 6,982
Calls: 3,408 (49%)
Puts: 3,574 (51%)
Current vs Prior +111.59%
Calls: +135.92% (Calls)
Puts: +88.39% (Puts)
Prior 7-Day Total 48,654
Calls: 25,347 (52%)
Puts: 23,307 (48%)
Prior 7-Day Average 6,950
Calls: 3,621 (52%)
Puts: 3,329 (48%)
Current vs Prior 7-Day Avg +112.54%
Calls: +122.04%
Puts: +102.22%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $10.58M
Calls: $9.41M (89%)
Puts: $1.17M (11%)
Prior (07/21) $3.78M
Calls: $2.80M (74%)
Puts: $983.5K (26%)
Current vs Prior +179.59%
Calls: +235.92%
Puts: +19.17%
Prior 7-Day Total $28.90M
Calls: $23.61M (82%)
Puts: $5.29M (18%)
Prior 7-Day Average $4.13M
Calls: $3.37M (82%)
Puts: $756.2K (18%)
Current vs Prior 7-Day Avg +156.25%
Calls: +178.96%
Puts: +54.98%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.84
Prior (07/21) 1.05
Current vs Prior -20.15%
Prior 7-Day Average 0.92
Current vs Prior 7-Day Avg -8.83%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/22) 50,194
Calls: 29,640 (59%)
Puts: 20,554 (41%)
Prior (07/21) 147,916
Calls: 127,268 (86%)
Puts: 20,648 (14%)
Current vs Prior -66.07%
Prior 7-Day Total 633,910
Calls: 472,212 (74%)
Puts: 161,698 (26%)
Prior 7-Day Average 90,558
Calls: 67,458 (74%)
Puts: 23,099 (26%)
Current vs Prior 7-Day Avg -44.57%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 5.08% | 12.37%13.55% | 18.82%
Prior 4.50% | 10.65%13.05% | 17.87%
Current vs Prior +13.04% | +16.11%+3.86% | +5.30%
Prior 7-Day Avg 5.04% | 8.69%6.87% | 16.24%
Current vs 7-Day Avg +0.82% | +42.37%+97.25% | +15.87%
Prior 7-Day Eod 4.50% | 10.65%13.05% | 17.87%
Current vs 7-Day Eod +13.04% | +16.11%+3.86% | +5.30%
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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($9.41M) vs puts ($1.17M). Massive premium surge with dollar volume up 180% vs prior. Dollar volume significantly above 7-day average (156% higher). Unusually high activity with volume up 112% vs prior - elevated interest.

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 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 8 of results (avg 7.4%, best 5.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 214.604.90$4.756.3%90.571.9K
$67.00Aug 213.653.90$3.786.6%100.495
$61.00Aug 217.007.50$7.256.9%20.71--
$71.00Aug 212.162.37$2.279.3%10.35--
$66.00Jul 241.261.39$1.339.8%1990.50171
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 213.603.80$3.705.4%140.43--
$66.00Aug 214.054.30$4.186.0%160.4722
$67.00Jul 241.882.05$1.978.6%1510.61190

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.75, cheapest $0.60)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.00Jul 240.550.65$0.6016.7%4190.2971
$67.00Jul 240.830.96$0.9014.4%6400.39277
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 34 found (avg delta 0.74, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 2410.4512.45$11.4517.5%40.98--
$54.00Jul 2411.4513.15$12.3013.8%20.93--
$56.00Jul 249.4511.75$10.6021.7%100.925
$60.00Jul 245.407.30$6.3529.9%210.919
$57.00Jul 248.4010.75$9.5724.6%80.8835
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$76.00Jul 248.4510.75$9.6024.0%20.911
$78.00Jul 2410.4513.50$11.9825.5%20.88--
$71.00Jul 243.706.55$5.1355.6%10.88--
$75.00Jul 247.4010.05$8.7330.4%20.865
$77.00Jul 249.4511.75$10.6021.7%20.86--

Most actively traded options today. High liquidity = easy entry/exit. 97 active (total vol 9.0K, top 3.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$69.00Jul 240.300.48$0.3946.2%7210.20168
$67.00Jul 240.830.96$0.9014.4%6400.39277
$68.00Jul 240.550.65$0.6016.7%4190.2971
$66.00Jul 241.261.39$1.339.8%1990.50171
$65.00Jul 241.742.16$1.9521.5%1900.6299
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$66.00Jul 241.321.47$1.4010.7%3.4K0.50165
$61.00Jul 311.222.63$1.9273.4%1.0K0.281.0K
$65.00Jul 240.851.06$0.9621.9%9200.39264
$60.00Jul 310.901.82$1.3667.6%2200.231.1K
$67.00Jul 241.882.05$1.978.6%1510.61190

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 25 strikes (avg 77.7%, max 230.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$57.00Jul 24Aug 21181.7%54.9%230.9%1035
$75.00Jul 24Aug 21154.9%55.4%179.6%28337
$74.00Jul 24Aug 21141.5%55.4%155.6%4159
$76.00Jul 24Aug 21136.4%54.6%149.7%895
$73.00Jul 24Aug 7126.0%66.9%88.4%11385
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$57.00Jul 24Aug 21181.7%54.9%230.9%51
$59.00Jul 24Aug 28151.1%52.9%185.7%84
$61.00Jul 24Aug 2895.0%53.2%78.5%523
$60.00Jul 24Aug 2198.2%56.7%73.3%7701
$55.00Jul 31Aug 2197.7%57.9%68.8%6367

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 48 found (best R:R 8.09, avg 2.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$73.00$75.00Jul 31$0.22$1.78$0.228.09$73.22
$69.00$70.00Jul 24$0.12$0.88$0.127.33$69.12
$77.00$78.00Jul 24$0.16$0.84$0.165.25$77.16
$73.00$75.00Aug 7$0.38$1.62$0.384.26$73.38
$74.00$75.00Aug 21$0.20$0.80$0.204.00$74.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$57.00$55.00Aug 21$0.23$1.77$0.237.70$56.77
$63.00$62.00Jul 24$0.15$0.85$0.155.67$62.85
$65.00$64.00Jul 31$0.16$0.84$0.165.25$64.84
$56.00$55.00Jul 31$0.18$0.82$0.184.56$55.82
$64.00$63.00Jul 24$0.22$0.78$0.223.55$63.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 60 found (best R:R 14.38, avg 1.75)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$61.00$63.00Jul 24$1.87$1.87$0.1314.38$62.87
$57.00$61.00Aug 21$3.50$3.50$0.507.00$60.50
$54.00$55.00Jul 24$0.85$0.85$0.155.67$54.85
$55.00$56.00Jul 24$0.85$0.85$0.155.67$55.85
$65.00$67.00Jul 31$1.68$1.68$0.325.25$66.68
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$75.00$71.00Jul 24$3.60$3.60$0.409.00$71.40
$71.00$70.00Jul 24$0.87$0.87$0.136.69$70.13
$76.00$75.00Jul 24$0.87$0.87$0.136.69$75.13
$68.00$67.00Jul 24$0.81$0.81$0.194.26$67.19
$68.00$67.00Jul 31$0.78$0.78$0.223.55$67.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 27 found (avg debit $1.53, cheapest $0.13)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$75.00Jul 24Jul 31$0.37154.9%85.8%
$73.00Jul 24Jul 31$0.66126.0%81.3%
$76.00Jul 24Aug 21$0.85136.4%54.6%
$74.00Jul 24Aug 21$1.03141.5%55.4%
$57.00Jul 24Aug 21$1.18181.7%54.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$56.00Jul 31Aug 14$0.1399.1%64.8%
$55.00Jul 31Aug 21$0.1897.7%57.9%
$57.00Jul 24Aug 21$0.38181.7%54.9%
$58.00Jul 31Aug 21$0.4986.5%57.1%
$59.00Jul 24Jul 31$0.84151.1%101.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 24 found (cheapest 4.14% of stock, avg 10.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$66.00Jul 24$1.33$1.40$2.73$63.27$68.734.14%
$67.00Jul 24$0.90$1.97$2.87$64.13$69.874.36%
$65.00Jul 24$1.95$0.96$2.91$62.09$67.914.42%
$64.00Jul 24$2.64$0.64$3.28$60.72$67.284.98%
$68.00Jul 24$0.60$2.78$3.38$64.62$71.385.13%
$69.00Jul 24$0.39$3.70$4.09$64.91$73.096.21%
$63.00Jul 24$3.73$0.42$4.15$58.85$67.156.30%
$70.00Jul 24$0.27$4.26$4.53$65.47$74.536.88%
$71.00Jul 24$0.23$5.13$5.36$65.64$76.368.13%
$61.00Jul 24$5.60$0.29$5.89$55.11$66.898.94%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 85 found (cheapest 0.82% of stock, avg 5.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$70.00$62.00Jul 24$0.27$0.27$0.54$61.46$70.54
$69.00$62.00Jul 24$0.39$0.27$0.66$61.34$69.66
$70.00$63.00Jul 24$0.27$0.42$0.69$62.31$70.69
$69.00$63.00Jul 24$0.39$0.42$0.81$62.19$69.81
$70.00$59.00Jul 24$0.27$0.56$0.83$58.17$70.83
$68.00$62.00Jul 24$0.60$0.27$0.87$61.13$68.87
$70.00$64.00Jul 24$0.27$0.64$0.91$63.09$70.91
$69.00$59.00Jul 24$0.39$0.56$0.95$58.05$69.95
$68.00$63.00Jul 24$0.60$0.42$1.02$61.98$69.02
$69.00$64.00Jul 24$0.39$0.64$1.03$62.97$70.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 83 found (best R:R 13.29, avg credit $1.23)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
55/5665/67Jul 31$1.86$0.1413.29$54.14$66.86
65/6771/73Jul 31$1.82$0.1810.11$65.18$72.82
61/6465/67Jul 31$2.65$0.357.57$61.35$67.65
59/6066/67Aug 21$0.78$0.223.55$59.22$66.78
65/6667/68Aug 21$0.78$0.223.55$65.22$67.78
67/6871/73Jul 31$1.55$0.453.44$66.45$72.55
60/6466/70Aug 7$3.08$0.923.35$60.92$69.08
63/6568/70Aug 21$1.52$0.483.17$63.48$69.52
58/5866/67Aug 21$0.75$0.253.00$57.25$66.75
58/5966/67Aug 21$0.75$0.253.00$58.25$66.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 31 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$57.00$58.00$59.00Jul 24$0.05$0.9519.00
$56.00$57.00$58.00Jul 24$0.06$0.9415.67
$64.00$65.00$66.00Jul 24$0.07$0.9313.29
$69.00$70.00$71.00Jul 24$0.08$0.9211.50
$67.00$68.00$69.00Jul 24$0.09$0.9110.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$62.00$63.00$64.00Jul 24$0.07$0.9313.29
$63.00$64.00$65.00Jul 24$0.10$0.909.00
$67.00$68.00$69.00Jul 24$0.11$0.898.09
$64.00$65.00$66.00Jul 24$0.12$0.887.33
$65.00$66.00$67.00Jul 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. 47 found (best net $-0.55, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$66.00$70.001:2Aug 7-$0.55$3.45
$62.00$67.001:2Aug 28-$1.63$3.37
$70.00$73.001:2Aug 7-$0.41$2.59
$71.00$74.001:2Aug 21-$0.73$2.27
$61.00$65.001:2Aug 21-$2.25$1.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$68.00$64.001:2Aug 7-$0.64$3.36
$75.00$71.001:2Jul 24-$1.53$2.47
$63.00$60.001:2Aug 21-$0.63$2.37
$64.00$61.001:2Jul 31-$0.95$2.05
$57.00$55.001:2Aug 21-$0.47$1.53

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 29 found (best yield 6.07%, avg 2.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$66.00Aug 21$4.000.530.2%6.07%6.24%1--
$67.00Aug 28$3.850.501.7%5.84%7.53%2--
$67.00Aug 21$3.650.491.7%5.54%7.22%105
$66.00Aug 7$3.400.520.2%5.16%5.33%1--
$68.00Aug 21$3.100.463.2%4.70%7.91%14
$67.00Jul 31$2.740.481.7%4.16%5.84%2144
$70.00Aug 28$2.660.406.2%4.04%10.27%1--
$70.00Aug 21$2.410.396.2%3.66%9.90%1--
$68.00Jul 31$2.290.443.2%3.48%6.68%264
$70.00Aug 14$2.170.376.2%3.29%9.53%1165

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 8,040
Total Puts 6,733
Put/Call Ratio 0.84
Net Difference 1,307

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 25,347
Total Puts 23,307
Average Put/Call Ratio 0.92
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All