Tour v422
CNC
CENTENE CORP DEL
$64.08 +1.06%
$65.61 (+2.38%)🌙
as of 07/27 06:00 PM
7/27 18:00

Option Volume

Detail
Current (07/27) 19,536
Calls: 13,520 (69%)
Puts: 6,016 (31%)
Prior (07/24) 10,619
Calls: 4,687 (44%)
Puts: 5,932 (56%)
Current vs Prior +83.97%
Calls: +188.46% (Calls)
Puts: +1.42% (Puts)
Prior 7-Day Total 50,502
Calls: 26,965 (53%)
Puts: 23,537 (47%)
Prior 7-Day Average 7,214
Calls: 3,852 (53%)
Puts: 3,362 (47%)
Current vs Prior 7-Day Avg +170.79%
Calls: +250.97%
Puts: +78.92%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $4.45M
Calls: $3.31M (74%)
Puts: $1.14M (26%)
Prior (07/24) $2.46M
Calls: $1.35M (55%)
Puts: $1.11M (45%)
Current vs Prior +80.92%
Calls: +145.62%
Puts: +2.47%
Prior 7-Day Total $24.17M
Calls: $18.48M (76%)
Puts: $5.69M (24%)
Prior 7-Day Average $3.45M
Calls: $2.64M (76%)
Puts: $812.5K (24%)
Current vs Prior 7-Day Avg +28.77%
Calls: +25.29%
Puts: +40.07%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.45
Prior (07/24) 1.27
Current vs Prior -64.84%
Prior 7-Day Average 0.89
Current vs Prior 7-Day Avg -49.74%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 301,105
Calls: 211,787 (70%)
Puts: 89,318 (30%)
Prior (07/24) 59,930
Calls: 32,536 (54%)
Puts: 27,394 (46%)
Current vs Prior +402.43%
Prior 7-Day Total 543,464
Calls: 377,858 (70%)
Puts: 165,606 (30%)
Prior 7-Day Average 77,637
Calls: 53,979 (70%)
Puts: 23,658 (30%)
Current vs Prior 7-Day Avg +287.83%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 10.53% | 11.70%13.42% | 17.63%
Prior 10.35% | 10.96%12.82% | 17.79%
Current vs Prior +1.82% | +6.79%+4.68% | -0.87%
Prior 7-Day Avg 5.34% | 10.39%10.06% | 17.29%
Current vs 7-Day Avg +97.39% | +12.70%+33.39% | +1.99%
Prior 7-Day Eod 10.35% | 10.96%12.82% | 17.79%
Current vs 7-Day Eod +1.82% | +6.79%+4.68% | -0.87%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 11.47% | 10.87%
Calls: 11.01% | 12.23%
Puts: 11.94% | 9.51%
Prior 9.90% | 12.96%
Calls: 6.62% | 9.34%
Puts: 13.18% | 16.57%
Current vs Prior +15.86% | -16.13%
Prior 7-Day Avg 9.90% | 12.96%
Calls: 6.62% | 9.34%
Puts: 13.18% | 16.57%
Current vs 7-Day Avg +15.86% | -16.13%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($3.31M). Elevated premium activity with dollar volume up 81% vs prior. Above-average activity with volume up 84% vs prior. Volume explosion - 171% above 7-day average (19,536 vs avg 7,214).

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 NEUTRAL
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 -- of results (avg --%, best --%)

No options available for this category

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. 56 found (avg delta 0.68, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$53.00Jul 319.1512.80$10.9833.2%760.945
$52.00Jul 3110.4513.70$12.0826.9%100.93--
$52.00Aug 710.2513.85$12.0529.9%20.91--
$55.00Jul 318.3010.20$9.2520.5%40.902
$55.00Aug 218.6510.90$9.7823.0%--0.8427
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.00Jul 317.809.70$8.7521.7%--0.8215
$75.00Aug 2110.1513.50$11.8328.3%--0.8216
$73.00Aug 78.8511.15$10.0023.0%--0.8017
$70.00Jul 316.158.75$7.4534.9%--0.7649
$72.50Aug 217.9011.70$9.8038.8%--0.7528

Most actively traded options today. High liquidity = easy entry/exit. 129 active (total vol 15.0K, top 1.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Jul 312.232.73$2.4820.2%1.8K0.4690
$65.00Aug 72.673.15$2.9116.5%1.7K0.4787
$66.00Jul 311.782.34$2.0627.2%1.4K0.41196
$71.00Jul 310.590.96$0.7748.1%1.1K0.20243
$70.00Aug 211.232.18$1.7155.6%8250.301.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 311.001.59$1.3045.4%1.4K0.271.7K
$55.00Jul 310.340.50$0.4238.1%3970.1039
$54.00Jul 310.172.38$1.27174.0%3540.1714
$59.00Jul 311.021.28$1.1522.6%2970.243.0K
$64.00Jul 312.663.75$3.2134.0%1800.48606

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 39 strikes (avg 100.6%, max 148.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$68.00Jul 31Aug 21124.5%50.1%148.4%221110
$72.00Jul 31Aug 28118.3%48.2%145.4%44739
$76.00Jul 31Sep 4105.7%45.0%135.1%11913
$75.00Jul 31Sep 4109.1%46.8%133.1%550232
$65.00Jul 31Sep 4113.7%49.1%131.6%1.8K90
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$57.00Jul 31Aug 28144.5%58.2%148.3%39100
$54.00Jul 31Aug 14190.2%78.5%142.3%35914
$61.00Jul 31Aug 28130.8%57.6%127.3%592.0K
$56.00Jul 31Sep 4125.1%58.6%113.5%1933
$64.00Jul 31Aug 28118.6%56.0%111.7%198611

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 75 found (best R:R 20.43, avg 2.61)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$73.00$76.00Aug 28$0.14$2.86$0.1420.43$73.14
$71.00$72.50Aug 21$0.13$1.37$0.1310.54$71.13
$69.00$70.00Aug 7$0.11$0.89$0.118.09$69.11
$66.00$69.00Aug 14$0.43$2.57$0.435.98$66.43
$70.00$71.00Aug 21$0.15$0.85$0.155.67$70.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$60.00$59.00Jul 31$0.15$0.85$0.155.67$59.85
$56.00$55.00Aug 21$0.15$0.85$0.155.67$55.85
$60.00$59.00Aug 7$0.18$0.82$0.184.56$59.82
$57.00$56.00Aug 21$0.18$0.82$0.184.56$56.82
$59.00$58.00Aug 21$0.19$0.81$0.194.26$58.81

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 99 found (best R:R 12.33, avg 1.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$55.00$57.00Jul 31$1.85$1.85$0.1512.33$56.85
$52.50$55.00Aug 21$2.22$2.22$0.287.93$54.72
$61.00$62.00Jul 31$0.86$0.86$0.146.14$61.86
$55.00$60.00Aug 7$3.82$3.82$1.183.24$58.82
$65.00$66.00Aug 14$0.76$0.76$0.243.17$65.76
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$61.00$60.00Jul 31$0.85$0.85$0.155.67$60.15
$53.00$52.00Aug 7$0.82$0.82$0.184.56$52.18
$75.00$72.50Aug 21$2.03$2.03$0.474.32$72.97
$68.00$67.00Jul 31$0.78$0.78$0.223.55$67.22
$63.00$62.50Aug 21$0.39$0.39$0.113.55$62.61

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 39 found (avg debit $0.52, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$63.00Jul 31Aug 7$0.06121.6%83.2%
$60.00Jul 31Aug 7$0.10109.4%87.1%
$53.00Jul 31Aug 7$0.15121.2%122.7%
$69.00Jul 31Aug 7$0.23117.3%77.2%
$71.00Jul 31Aug 7$0.24112.9%75.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$54.00Jul 31Aug 7$0.08190.2%115.9%
$57.00Jul 31Aug 7$0.10144.5%89.2%
$52.00Jul 31Aug 7$0.15144.6%94.9%
$62.00Jul 31Aug 7$0.20138.2%86.5%
$61.00Jul 31Aug 7$0.27130.8%84.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 48 found (cheapest 9.64% of stock, avg 13.87%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$65.00Jul 31$2.48$3.70$6.18$58.82$71.189.64%
$64.00Jul 31$3.05$3.21$6.26$57.74$70.269.77%
$66.00Jul 31$2.06$4.33$6.39$59.61$72.399.97%
$63.00Jul 31$3.63$2.80$6.43$56.57$69.4310.03%
$62.00Jul 31$4.07$2.76$6.83$55.17$68.8310.66%
$65.00Aug 7$2.91$4.05$6.96$58.04$71.9610.86%
$60.00Jul 31$5.68$1.30$6.98$53.02$66.9810.89%
$63.00Aug 7$3.69$3.30$6.99$56.01$69.9910.91%
$66.00Aug 7$2.37$4.65$7.02$58.98$73.0210.96%
$61.00Jul 31$4.93$2.15$7.08$53.92$68.0811.05%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 128 found (cheapest 3.46% of stock, avg 7.63%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$76.00$56.00Sep 4$0.68$1.54$2.22$53.78$78.22
$72.00$55.00Aug 28$1.09$1.19$2.28$52.72$74.28
$75.00$56.00Sep 4$0.90$1.54$2.44$53.56$77.44
$69.00$60.00Jul 31$1.27$1.30$2.57$57.43$71.57
$72.00$57.00Aug 28$1.09$1.58$2.67$54.33$74.67
$76.00$55.00Sep 4$0.68$2.17$2.85$52.15$78.85
$71.00$55.00Aug 28$1.79$1.19$2.98$52.02$73.98
$68.00$60.00Jul 31$1.71$1.30$3.01$56.99$71.01
$73.00$56.00Sep 4$1.49$1.54$3.03$52.97$76.03
$75.00$55.00Sep 4$0.90$2.17$3.07$51.93$78.07

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 107 found (best R:R 12.89, avg credit $1.23)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
52/5355/60Aug 7$4.64$0.3612.89$48.36$59.64
55/5657/58Jul 31$0.89$0.118.09$55.11$57.89
62/6364/65Aug 7$0.88$0.127.33$62.12$64.88
62/6365/66Aug 7$0.88$0.127.33$62.12$65.88
58/5963/64Jul 31$0.86$0.146.14$58.14$63.86
61/6264/65Aug 21$1.27$0.235.52$61.23$65.27
64/6569/70Aug 21$0.84$0.165.25$64.16$69.84
56/5758/60Aug 21$1.66$0.344.88$55.34$59.66
64/6570/71Aug 28$0.83$0.174.88$64.17$70.83
55/5658/60Aug 21$1.63$0.374.41$54.37$59.63

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 39 found (best R:R 11.50, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$69.00$70.00$71.00Jul 31$0.08$0.9211.50
$69.00$70.00$71.00Aug 21$0.12$0.887.33
$60.00$61.00$62.00Aug 7$0.13$0.876.69
$58.00$60.00$62.00Aug 21$0.29$1.715.90
$64.00$65.00$66.00Jul 31$0.15$0.855.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$63.00$64.00$65.00Jul 31$0.08$0.9211.50
$70.00$72.50$75.00Aug 21$0.21$2.2910.90
$59.00$60.00$61.00Aug 7$0.09$0.9110.11
$63.00$64.00$65.00Aug 21$0.12$0.887.33
$64.00$65.00$66.00Jul 31$0.14$0.866.14

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 $-0.37, 42 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$57.00$63.001:2Aug 14-$0.37$5.63
$66.00$70.001:2Aug 28-$0.67$3.33
$55.00$60.001:2Aug 7-$1.96$3.04
$73.00$76.001:2Aug 28-$0.57$2.43
$67.00$69.001:2Aug 7-$0.28$1.72
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$61.00$57.001:2Aug 28-$0.21$3.79
$61.00$57.001:2Aug 14-$0.72$3.28
$73.00$68.001:2Aug 7-$3.26$1.74
$57.00$55.001:2Aug 14-$0.59$1.41
$64.00$61.001:2Aug 28-$1.62$1.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 47 found (best yield 5.38%, avg 1.99%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$65.00Sep 4$3.450.521.4%5.38%6.82%1--
$65.00Aug 28$3.200.491.4%4.99%6.43%4--
$65.00Aug 21$2.960.481.4%4.62%6.05%6031.9K
$66.00Aug 28$2.750.453.0%4.29%7.29%108
$65.00Aug 14$2.720.491.4%4.24%5.68%2430
$65.00Aug 7$2.670.471.4%4.17%5.60%1.7K87
$67.00Aug 21$2.320.414.6%3.62%8.18%--15
$65.00Jul 31$2.230.461.4%3.48%4.92%1.8K90
$67.50Aug 21$2.120.395.3%3.31%8.65%160719
$66.00Aug 7$1.960.423.0%3.06%6.05%1310

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 13,520
Total Puts 6,016
Put/Call Ratio 0.45
Net Difference 7,504

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 26,965
Total Puts 23,537
Average Put/Call Ratio 0.89
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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