Tour v456
CNC
CENTENE CORP DEL
$61.82 -3.27%
$61.31 (-0.82%)🌙
as of 07/29 06:27 PM
7/29 18:27

Option Volume

Detail
Current (07/29) 3,916
Calls: 2,619 (67%)
Puts: 1,297 (33%)
Prior (07/28) 21,462
Calls: 12,641 (59%)
Puts: 8,821 (41%)
Current vs Prior -81.75%
Calls: -79.28% (Calls)
Puts: -85.30% (Puts)
Prior 7-Day Total 81,895
Calls: 46,324 (57%)
Puts: 35,571 (43%)
Prior 7-Day Average 11,699
Calls: 6,617 (57%)
Puts: 5,081 (43%)
Current vs Prior 7-Day Avg -66.53%
Calls: -60.42%
Puts: -74.48%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/29) $1.21M
Calls: $708.3K (59%)
Puts: $501.1K (41%)
Prior (07/28) $6.45M
Calls: $5.02M (78%)
Puts: $1.42M (22%)
Current vs Prior -81.25%
Calls: -85.90%
Puts: -64.82%
Prior 7-Day Total $30.61M
Calls: $23.28M (76%)
Puts: $7.33M (24%)
Prior 7-Day Average $4.37M
Calls: $3.33M (76%)
Puts: $1.05M (24%)
Current vs Prior 7-Day Avg -72.34%
Calls: -78.71%
Puts: -52.13%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/29) 0.50
Prior (07/28) 0.70
Current vs Prior -29.03%
Prior 7-Day Average 0.92
Current vs Prior 7-Day Avg -46.44%
Sentiment BULLISH

Open Interest

Detail
Current (07/29) 67,071
Calls: 43,267 (65%)
Puts: 23,804 (35%)
Prior (07/28) 311,877
Calls: 219,690 (70%)
Puts: 92,187 (30%)
Current vs Prior -78.49%
Prior 7-Day Total 1,002,175
Calls: 705,038 (70%)
Puts: 297,137 (30%)
Prior 7-Day Average 143,167
Calls: 100,719 (70%)
Puts: 42,448 (30%)
Current vs Prior 7-Day Avg -53.15%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 4.82% | 6.83%9.87% | 14.82%
Prior 5.43% | 7.73%10.44% | 15.41%
Current vs Prior -11.22% | -11.69%-5.45% | -3.86%
Prior 7-Day Avg 6.33% | 10.71%12.76% | 17.62%
Current vs 7-Day Avg -23.81% | -36.25%-22.70% | -15.93%
Prior 7-Day Eod 5.43% | 7.73%10.44% | 15.41%
Current vs 7-Day Eod -11.22% | -11.69%-5.45% | -3.86%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 14.14% | 9.10%
Calls: 10.40% | 8.58%
Puts: 17.88% | 9.62%
Prior 14.14% | 9.10%
Calls: 10.40% | 8.58%
Puts: 17.88% | 9.62%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 10.73% | 12.11%
Calls: 7.79% | 9.64%
Puts: 13.67% | 14.57%
Current vs 7-Day Avg +31.78% | -24.86%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Light premium activity with dollar volume down 81% vs prior. Below-average activity with volume down 82% vs prior. Extreme bullish P/C ratio of 0.50 - heavy call buying (2,619 calls vs 1,297 puts). P/C ratio dropping 29% - sentiment shifting bullish.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 3 of results (avg 9.2%, best 8.8%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$61.00Aug 213.153.45$3.309.1%330.5714
$62.00Aug 282.993.30$3.159.8%10.50--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$64.00Aug 213.804.15$3.988.8%50.6052

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. 34 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Jul 315.307.25$6.2831.1%120.965
$55.00Jul 316.308.20$7.2526.2%90.938
$50.00Aug 2111.5513.35$12.4514.5%60.92--
$57.00Jul 314.356.30$5.3236.7%40.888
$58.00Aug 74.055.10$4.5723.0%10.80--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Jul 312.733.75$3.2431.5%11.0076
$67.00Jul 313.456.50$4.9761.4%41.00206
$68.00Jul 314.607.25$5.9344.7%21.00--
$70.00Jul 316.459.45$7.9537.7%10.95--
$69.00Jul 315.408.45$6.9344.0%20.93--

Most actively traded options today. High liquidity = easy entry/exit. 96 active (total vol 1.2K, top 127)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Jul 310.010.36$0.19184.2%1220.151.3K
$68.00Jul 310.010.07$0.04150.0%610.04237
$65.00Aug 70.490.86$0.6854.4%610.26919
$66.00Aug 70.290.64$0.4774.5%370.1947
$61.00Aug 213.153.45$3.309.1%330.5714
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$59.00Jul 310.170.70$0.44120.5%1270.192.9K
$63.00Aug 72.312.70$2.5115.5%740.5953
$62.00Aug 71.742.07$1.9017.4%350.5076
$55.00Jul 310.000.43$0.22195.5%290.08338
$62.00Aug 142.242.83$2.5423.2%250.5044

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 27 strikes (avg 70.2%, max 312.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$73.00Jul 31Aug 21234.1%56.8%312.4%6138
$67.00Jul 31Aug 2181.9%45.5%79.8%664
$66.00Jul 31Aug 1482.9%47.8%73.4%481.3K
$60.00Jul 31Aug 2871.5%43.0%66.3%33147
$61.00Jul 31Aug 2167.0%45.0%49.0%5033
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Jul 31Aug 21126.0%48.3%160.9%41950
$70.00Jul 31Aug 21124.2%47.8%159.8%19115
$57.00Jul 31Aug 28112.5%44.7%151.9%3182
$53.00Jul 31Aug 14169.7%79.1%114.5%3535
$50.00Jul 31Aug 21121.3%65.7%84.6%221.8K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 53 found (best R:R 24.00, avg 3.32)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$65.00$72.00Aug 28$0.60$6.40$0.6010.67$65.60
$66.00$68.00Aug 7$0.25$1.75$0.257.00$66.25
$66.00$67.00Jul 31$0.14$0.86$0.146.14$66.14
$65.00$66.00Aug 14$0.15$0.85$0.155.67$65.15
$67.00$68.00Jul 31$0.16$0.84$0.165.25$67.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$50.00Aug 21$0.20$4.80$0.2024.00$54.80
$52.00$50.00Jul 31$0.12$1.88$0.1215.67$51.88
$57.00$55.00Aug 7$0.18$1.82$0.1810.11$56.82
$61.00$53.00Aug 14$1.07$6.93$1.076.48$59.93
$57.50$56.00Aug 21$0.26$1.24$0.264.77$57.24

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 63 found (best R:R 8.09, avg 1.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$60.00$61.00Jul 31$0.89$0.89$0.118.09$60.89
$57.00$60.00Jul 31$2.64$2.64$0.367.33$59.64
$50.00$57.50Aug 21$6.57$6.57$0.937.06$56.57
$59.00$60.00Aug 7$0.80$0.80$0.204.00$59.80
$58.00$59.00Aug 7$0.74$0.74$0.262.85$58.74
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$65.00$63.00Aug 14$1.76$1.76$0.247.33$63.24
$70.00$65.00Aug 21$4.03$4.03$0.974.15$65.97
$66.00$65.00Jul 31$0.76$0.76$0.243.17$65.24
$58.00$57.50Aug 21$0.35$0.35$0.152.33$57.65
$67.00$63.00Aug 7$2.74$2.74$1.262.17$64.26

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 25 found (avg debit $0.63, cheapest $0.13)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$66.00Jul 31Aug 7$0.1382.9%46.4%
$68.00Jul 31Aug 7$0.1866.0%47.3%
$71.00Aug 7Aug 21$0.2567.4%49.8%
$69.00Aug 7Aug 21$0.3151.6%41.9%
$60.00Jul 31Aug 7$0.3571.5%50.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$67.00Jul 31Aug 7$0.2881.9%47.3%
$59.00Jul 31Aug 7$0.4188.3%51.6%
$50.00Jul 31Aug 21$0.42121.3%65.7%
$70.00Jul 31Aug 21$0.58124.2%47.8%
$53.00Jul 31Aug 14$0.60169.7%79.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 26 found (cheapest 3.96% of stock, avg 8.89%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$63.00Jul 31$0.68$1.77$2.45$60.55$65.453.96%
$61.00Jul 31$1.79$0.68$2.47$58.53$63.474.00%
$60.00Jul 31$2.68$0.44$3.12$56.88$63.125.05%
$65.00Jul 31$0.19$3.24$3.43$61.57$68.435.55%
$64.00Jul 31$0.47$2.97$3.44$60.56$67.445.56%
$62.00Aug 7$1.80$1.90$3.70$58.30$65.705.99%
$63.00Aug 7$1.29$2.51$3.80$59.20$66.806.15%
$60.00Aug 7$3.03$1.14$4.17$55.83$64.176.75%
$66.00Jul 31$0.34$4.00$4.34$61.66$70.347.02%
$59.00Aug 7$3.83$0.85$4.68$54.32$63.687.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 96 found (cheapest 0.87% of stock, avg 3.83%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$65.00$57.00Jul 31$0.19$0.35$0.54$56.46$65.54
$68.00$57.00Aug 7$0.22$0.35$0.57$56.43$68.57
$65.00$60.00Jul 31$0.19$0.44$0.63$59.37$65.63
$65.00$59.00Jul 31$0.19$0.44$0.63$58.37$65.63
$66.00$57.00Jul 31$0.34$0.35$0.69$56.31$66.69
$66.00$60.00Jul 31$0.34$0.44$0.78$59.22$66.78
$66.00$59.00Jul 31$0.34$0.44$0.78$58.22$66.78
$64.00$57.00Jul 31$0.47$0.35$0.82$56.18$64.82
$66.00$57.00Aug 7$0.47$0.35$0.82$56.18$66.82
$65.00$61.00Jul 31$0.19$0.68$0.87$60.13$65.87

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 120 found (best R:R 16.65, avg credit $0.87)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
52/5357/60Jul 31$2.83$0.1716.65$50.17$59.83
50/5257/60Jul 31$2.76$0.2411.50$49.24$59.76
62/6364/65Aug 7$0.89$0.118.09$62.11$64.89
58/5861/62Aug 21$0.89$0.118.09$57.11$61.89
60/6264/65Aug 28$1.75$0.257.00$60.25$65.75
57/5960/62Aug 7$1.73$0.276.41$57.27$61.73
62/6364/65Jul 31$0.86$0.146.14$62.14$64.86
60/6162/63Aug 7$0.84$0.165.25$60.16$62.84
62/6365/66Aug 7$0.82$0.184.56$62.18$65.82
63/6467/68Aug 21$0.82$0.184.56$63.18$67.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$63.00$64.00$65.00Aug 7$0.05$0.9519.00
$64.00$65.00$66.00Aug 7$0.07$0.9313.29
$64.00$65.00$66.00Aug 14$0.11$0.898.09
$62.00$63.00$64.00Aug 28$0.14$0.866.14
$63.00$65.00$67.00Aug 21$0.33$1.675.06
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$61.00$62.00$63.00Jul 31$0.07$0.9313.29
$60.00$61.00$62.00Aug 7$0.10$0.909.00
$55.00$57.00$59.00Aug 7$0.32$1.685.25
$61.00$62.00$63.00Aug 7$0.18$0.824.56
$65.00$66.00$67.00Jul 31$0.21$0.793.76

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 57 found (best net $-0.70, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$65.00$72.001:2Aug 28-$0.70$6.30
$57.00$60.001:2Jul 31-$0.04$2.96
$68.00$73.001:2Jul 31-$2.10$2.90
$58.00$61.001:2Aug 21-$1.37$1.63
$69.00$71.001:2Aug 7-$0.41$1.59
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$50.001:2Aug 21-$0.23$4.77
$70.00$65.001:2Aug 21-$0.47$4.53
$60.00$57.001:2Aug 28-$0.29$2.71
$59.00$57.001:2Jul 31-$0.26$1.74
$55.00$54.001:2Jul 31-$0.08$0.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 4.84%, avg 1.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$62.00Aug 28$2.990.500.3%4.84%5.13%1--
$62.00Aug 21$2.560.510.3%4.14%4.43%496
$63.00Aug 28$2.540.451.9%4.11%6.02%1--
$64.00Aug 28$2.140.413.5%3.46%6.99%767
$63.00Aug 21$1.990.451.9%3.22%5.13%82
$65.00Aug 28$1.740.365.1%2.81%7.96%1--
$62.00Aug 7$1.640.500.3%2.65%2.94%2--
$63.00Aug 14$1.580.431.9%2.56%4.46%1--
$65.00Aug 21$1.260.345.1%2.04%7.18%172.0K
$64.00Aug 14$1.080.363.5%1.75%5.27%1--

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 2,619
Total Puts 1,297
Put/Call Ratio 0.50
Net Difference 1,322

Prior's Put/Call Breakdown

Total Calls 12,641
Total Puts 8,821
Put/Call Ratio 0.70
Net Difference 3,820

Prior 7-Day Put/Call Summary

Total Calls 46,324
Total Puts 35,571
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