Tour v396
CNC
CENTENE CORP DEL
$63.41 -0.52%
$63.00 (-0.65%)🌙
as of 07/25 02:01 AM
7/24 02:01

Option Volume

Detail
Current (07/25) 10,619
Calls: 4,687 (44%)
Puts: 5,932 (56%)
Prior (07/23) 5,422
Calls: 2,447 (45%)
Puts: 2,975 (55%)
Current vs Prior +95.85%
Calls: +91.54% (Calls)
Puts: +99.39% (Puts)
Prior 7-Day Total 46,509
Calls: 27,298 (59%)
Puts: 19,211 (41%)
Prior 7-Day Average 6,644
Calls: 3,899 (59%)
Puts: 2,744 (41%)
Current vs Prior 7-Day Avg +59.82%
Calls: +20.19%
Puts: +116.15%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/25) $2.46M
Calls: $1.35M (55%)
Puts: $1.11M (45%)
Prior (07/23) $1.79M
Calls: $960.5K (54%)
Puts: $829.3K (46%)
Current vs Prior +37.30%
Calls: +40.22%
Puts: +33.93%
Prior 7-Day Total $25.05M
Calls: $20.06M (80%)
Puts: $4.98M (20%)
Prior 7-Day Average $3.58M
Calls: $2.87M (80%)
Puts: $711.7K (20%)
Current vs Prior 7-Day Avg -31.32%
Calls: -53.01%
Puts: +56.06%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/25) 1.27
Prior (07/23) 1.22
Current vs Prior +4.10%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg +68.68%
Sentiment BEARISH

Open Interest

Detail
Current (07/25) 59,930
Calls: 32,536 (54%)
Puts: 27,394 (46%)
Prior (07/23) 75,454
Calls: 46,044 (61%)
Puts: 29,410 (39%)
Current vs Prior -20.57%
Prior 7-Day Total 559,928
Calls: 398,307 (71%)
Puts: 161,621 (29%)
Prior 7-Day Average 79,989
Calls: 56,901 (71%)
Puts: 23,088 (29%)
Current vs Prior 7-Day Avg -25.08%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 10.35% | 10.96%12.82% | 17.79%
Prior 3.25% | 10.61%12.58% | 17.98%
Current vs Prior +218.56% | +3.35%+1.90% | -1.06%
Prior 7-Day Avg 4.58% | 9.78%8.95% | 16.94%
Current vs 7-Day Avg +125.92% | +12.04%+43.25% | +5.01%
Prior 7-Day Eod 3.25% | 10.61%12.58% | 17.98%
Current vs 7-Day Eod +218.56% | +3.35%+1.90% | -1.06%
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

Above-average activity with volume up 96% vs prior. Bearish P/C ratio of 1.27 indicates protective positioning. Declining open interest (down 21%) indicates positions being closed.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 18 of results (avg 8.0%, best 4.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.00Jul 313.653.90$3.786.6%60.6015
$60.00Aug 215.606.00$5.806.9%220.66--
$63.00Jul 313.103.35$3.237.7%890.5510
$65.00Aug 212.983.25$3.128.7%40.46--
$62.00Aug 214.354.75$4.558.8%20.58--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 214.554.75$4.654.3%240.54372
$66.00Aug 74.554.85$4.706.4%100.609
$67.50Aug 216.006.40$6.206.5%50.64--
$70.00Aug 217.908.45$8.186.7%200.72--
$57.50Aug 211.471.58$1.537.2%110.24382

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.89, cheapest $0.75)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Jul 310.700.80$0.7513.3%120.20--
$69.00Jul 310.871.06$0.9719.6%70.24--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 210.900.99$0.959.5%1.1K0.1791

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 46 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$51.00Jul 2411.7013.55$12.6314.6%151.0013
$51.00Jul 3111.9013.70$12.8014.1%40.97--
$57.00Jul 245.807.00$6.4018.8%60.95--
$53.00Jul 3110.1011.15$10.639.9%30.93--
$60.00Jul 242.594.50$3.5553.8%70.9212
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.00Jul 247.659.50$8.5721.6%10.97--
$69.00Jul 244.906.20$5.5523.4%10.9633
$67.00Jul 243.404.20$3.8021.1%250.94304
$70.00Jul 245.407.15$6.2827.9%10.944
$73.00Jul 248.4010.60$9.5023.2%10.94--

Most actively traded options today. High liquidity = easy entry/exit. 127 active (total vol 5.6K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$73.00Jul 240.000.28$0.14200.0%3120.06338
$63.00Jul 240.000.61$0.31196.8%2440.7137
$67.00Jul 240.000.10$0.05200.0%1560.06786
$73.00Aug 280.691.45$1.0771.0%1420.201
$71.00Jul 310.370.87$0.6280.6%1350.17--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 212.222.53$2.3813.0%1.3K0.34806
$55.00Aug 210.900.99$0.959.5%1.1K0.1791
$59.00Jul 311.231.56$1.4023.6%1770.273.0K
$61.00Jul 311.892.23$2.0616.5%1410.352.0K
$64.00Jul 240.561.23$0.9074.4%1400.793.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 36 strikes (avg 979.7%, max 2656.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$53.00Jul 24Jul 312551.5%92.6%2656.3%1011
$76.00Jul 24Aug 281313.2%49.1%2576.5%3332
$75.00Jul 24Aug 281153.8%49.4%2236.9%3482
$73.00Jul 24Aug 281172.8%51.4%2180.2%454339
$55.00Jul 24Jul 312193.4%96.7%2168.5%8585
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$51.00Jul 24Aug 71426.8%78.3%1722.4%95
$70.00Jul 24Aug 21831.3%55.6%1395.9%214
$60.00Jul 24Aug 21532.0%55.4%860.7%1.4K1.5K
$65.00Jul 24Aug 21466.9%55.9%735.1%681.1K
$69.00Jul 24Jul 31640.3%81.3%687.7%761

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 67 found (best R:R 10.76, avg 2.42)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$73.00$75.00Aug 21$0.17$1.83$0.1710.76$73.17
$70.00$76.00Aug 7$0.64$5.36$0.648.38$70.64
$75.00$76.00Aug 28$0.12$0.88$0.127.33$75.12
$70.00$71.00Jul 31$0.13$0.87$0.136.69$70.13
$65.00$66.00Aug 21$0.20$0.80$0.204.00$65.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$54.00$52.00Aug 7$0.23$1.77$0.237.70$53.77
$60.00$59.00Aug 7$0.14$0.86$0.146.14$59.86
$58.00$57.00Jul 31$0.19$0.81$0.194.26$57.81
$55.00$54.00Jul 31$0.20$0.80$0.204.00$54.80
$57.50$56.00Aug 21$0.30$1.20$0.304.00$57.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 77 found (best R:R 8.09, avg 1.25)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$60.00$61.00Jul 24$0.89$0.89$0.118.09$60.89
$53.00$55.00Jul 31$1.78$1.78$0.228.09$54.78
$56.00$57.00Jul 24$0.85$0.85$0.155.67$56.85
$55.00$60.00Jul 31$4.00$4.00$1.004.00$59.00
$58.00$59.00Jul 24$0.77$0.77$0.233.35$58.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$69.00$67.00Jul 24$1.75$1.75$0.257.00$67.25
$70.00$67.50Aug 21$1.98$1.98$0.523.81$68.02
$68.00$66.00Jul 31$1.58$1.58$0.423.76$66.42
$64.00$63.00Jul 24$0.76$0.76$0.243.17$63.24
$70.00$69.00Jul 24$0.73$0.73$0.272.70$69.27

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 35 found (avg debit $1.15, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$51.00Jul 24Jul 31$0.171426.8%89.1%
$76.00Jul 24Aug 7$0.221313.2%65.9%
$71.00Jul 24Jul 31$0.52923.1%81.5%
$72.00Jul 24Jul 31$0.55890.3%87.0%
$55.00Jul 24Jul 31$0.572193.4%96.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$54.00Jul 31Aug 7$0.1592.4%71.3%
$57.00Jul 31Aug 14$0.1893.7%57.5%
$61.00Jul 31Aug 7$0.2591.5%68.8%
$51.00Jul 24Aug 7$0.261426.8%78.3%
$59.00Jul 31Aug 7$0.2993.0%71.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 33 found (cheapest 0.71% of stock, avg 10.53%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$63.00Jul 24$0.31$0.14$0.45$62.55$63.450.71%
$64.00Jul 24$0.09$0.90$0.99$63.01$64.991.56%
$65.00Jul 24$0.31$1.90$2.21$62.79$67.213.49%
$66.00Jul 24$0.05$2.50$2.55$63.45$68.554.02%
$60.00Jul 24$3.55$0.10$3.65$56.35$63.655.76%
$67.00Jul 24$0.05$3.80$3.85$63.15$70.856.07%
$69.00Jul 24$0.05$5.55$5.60$63.40$74.608.83%
$63.00Jul 31$3.23$2.76$5.99$57.01$68.999.45%
$64.00Jul 31$2.78$3.33$6.11$57.89$70.119.64%
$62.00Jul 31$3.78$2.38$6.16$55.84$68.169.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 103 found (cheapest 0.21% of stock, avg 5.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$66.00$62.00Jul 24$0.05$0.08$0.13$61.87$66.13
$66.00$60.00Jul 24$0.05$0.10$0.15$59.85$66.15
$64.00$62.00Jul 24$0.09$0.08$0.17$61.83$64.17
$70.00$62.00Jul 24$0.10$0.08$0.18$61.82$70.18
$64.00$60.00Jul 24$0.09$0.10$0.19$59.81$64.19
$66.00$63.00Jul 24$0.05$0.14$0.19$62.81$66.19
$70.00$60.00Jul 24$0.10$0.10$0.20$59.80$70.20
$73.00$62.00Jul 24$0.14$0.08$0.22$61.78$73.22
$64.00$63.00Jul 24$0.09$0.14$0.23$62.77$64.23
$70.00$63.00Jul 24$0.10$0.14$0.24$62.76$70.24

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 145 found (best R:R 14.63, avg credit $1.04)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
62/6566/68Aug 21$2.34$0.1614.63$62.66$68.34
63/6467/68Jul 31$0.89$0.118.09$63.11$67.89
62/6366/67Aug 7$0.88$0.127.33$62.12$66.88
68/7071/72Aug 21$2.18$0.326.81$67.82$73.18
58/5962/63Jul 31$0.87$0.136.69$58.13$62.87
63/6466/67Jul 31$0.87$0.136.69$63.13$66.87
64/6567/68Jul 31$0.87$0.136.69$64.13$67.87
60/6266/68Aug 21$1.71$0.295.90$60.29$67.71
59/6062/63Jul 31$0.85$0.155.67$59.15$62.85
64/6566/67Jul 31$0.85$0.155.67$64.15$66.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 34 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$68.00$69.00$70.00Jul 24$0.05$0.9519.00
$74.00$75.00$76.00Jul 24$0.06$0.9415.67
$68.00$69.00$70.00Jul 31$0.08$0.9211.50
$69.00$70.00$71.00Jul 31$0.09$0.9110.11
$62.00$63.00$64.00Jul 31$0.10$0.909.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$59.00$60.00$61.00Jul 31$0.06$0.9415.67
$61.00$62.00$63.00Jul 31$0.06$0.9415.67
$62.50$65.00$67.50Aug 21$0.15$2.3515.67
$61.00$62.00$63.00Aug 7$0.07$0.9313.29
$53.00$54.00$55.00Jul 31$0.10$0.909.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 52 found (best net $--, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$60.001:2Jul 31-$0.85$4.15
$67.00$71.001:2Aug 14-$0.07$3.93
$57.00$62.001:2Aug 14-$1.20$3.80
$63.00$67.001:2Aug 14-$0.34$3.66
$59.00$63.001:2Aug 7-$0.80$3.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$51.001:2Jul 24$0.00$9.00
$54.00$52.001:2Aug 7-$0.06$1.94
$62.00$60.001:2Jul 24-$0.12$1.88
$60.00$57.501:2Aug 21-$0.68$1.82
$54.00$53.001:2Jul 31-$0.17$0.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 34 found (best yield 4.70%, avg 1.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$65.00Aug 21$2.980.462.5%4.70%7.21%4--
$64.00Aug 7$2.700.490.9%4.26%5.19%4--
$64.00Jul 31$2.610.490.9%4.12%5.05%806
$66.00Aug 21$2.440.424.1%3.85%7.93%1--
$65.00Jul 31$2.170.442.5%3.42%5.93%1576
$66.00Aug 7$2.010.404.1%3.17%7.25%4--
$67.00Aug 14$2.000.375.7%3.15%8.82%1--
$68.00Aug 21$1.850.347.2%2.92%10.16%45
$66.00Jul 31$1.790.394.1%2.82%6.91%6--
$67.00Aug 7$1.590.355.7%2.51%8.17%15--

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 4,687
Total Puts 5,932
Put/Call Ratio 1.27
Net Difference -1,245

Prior's Put/Call Breakdown

Total Calls 2,447
Total Puts 2,975
Put/Call Ratio 1.22
Net Difference -528

Prior 7-Day Put/Call Summary

Total Calls 27,298
Total Puts 19,211
Average Put/Call Ratio 0.75
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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