Tour v472
CNC
CENTENE CORP DEL
$60.84 -1.59%
$61.25 (+0.67%)🌙
as of 07/30 06:30 PM
7/30 18:31

Option Volume

Detail
Current (07/30) 6,835
Calls: 3,888 (57%)
Puts: 2,947 (43%)
Prior (07/29) 3,916
Calls: 2,619 (67%)
Puts: 1,297 (33%)
Current vs Prior +74.54%
Calls: +48.45% (Calls)
Puts: +127.22% (Puts)
Prior 7-Day Total 82,710
Calls: 47,362 (57%)
Puts: 35,348 (43%)
Prior 7-Day Average 11,815
Calls: 6,766 (57%)
Puts: 5,049 (43%)
Current vs Prior 7-Day Avg -42.15%
Calls: -42.54%
Puts: -41.64%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/30) $2.85M
Calls: $1.80M (63%)
Puts: $1.05M (37%)
Prior (07/29) $1.21M
Calls: $708.3K (59%)
Puts: $501.1K (41%)
Current vs Prior +135.39%
Calls: +154.31%
Puts: +108.65%
Prior 7-Day Total $30.72M
Calls: $23.56M (77%)
Puts: $7.16M (23%)
Prior 7-Day Average $4.39M
Calls: $3.37M (77%)
Puts: $1.02M (23%)
Current vs Prior 7-Day Avg -35.13%
Calls: -46.48%
Puts: +2.22%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30) 0.76
Prior (07/29) 0.50
Current vs Prior +53.06%
Prior 7-Day Average 0.86
Current vs Prior 7-Day Avg -11.65%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/30) 77,296
Calls: 50,060 (65%)
Puts: 27,236 (35%)
Prior (07/29) 67,071
Calls: 43,267 (65%)
Puts: 23,804 (35%)
Current vs Prior +15.25%
Prior 7-Day Total 1,013,547
Calls: 710,232 (70%)
Puts: 303,315 (30%)
Prior 7-Day Average 144,792
Calls: 101,461 (70%)
Puts: 43,330 (30%)
Current vs Prior 7-Day Avg -46.62%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 4.09% | 6.31%9.27% | 14.46%
Prior 4.82% | 6.83%9.87% | 14.82%
Current vs Prior -15.10% | -7.54%-6.05% | -2.38%
Prior 7-Day Avg 6.28% | 10.12%12.25% | 17.19%
Current vs 7-Day Avg -34.83% | -37.64%-24.31% | -15.85%
Prior 7-Day Eod 4.82% | 6.83%9.87% | 14.82%
Current vs 7-Day Eod -15.10% | -7.54%-6.05% | -2.38%
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 11.34% | 11.56%
Calls: 8.33% | 9.54%
Puts: 14.35% | 13.58%
Current vs 7-Day Avg +24.74% | -21.27%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($1.80M). Massive premium surge with dollar volume up 135% vs prior. Above-average activity with volume up 75% vs prior. P/C ratio rising 53% - increased hedging/bearish positioning.

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 NEUTRAL
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 11 of results (avg 8.2%, best 5.7%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$61.00Aug 282.833.05$2.947.5%10.52--
$62.00Aug 211.992.15$2.077.7%3180.4596
$60.00Aug 72.012.21$2.119.5%220.59321
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 212.042.16$2.105.7%720.431.9K
$62.00Aug 213.053.25$3.156.3%190.5535
$65.00Aug 214.955.35$5.157.8%20.72368
$58.00Aug 281.561.70$1.638.6%270.322
$61.00Aug 212.472.70$2.598.9%260.4936

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.79, cheapest $0.57)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$63.00Aug 70.740.85$0.8013.7%320.3145
$64.00Aug 140.881.05$0.9717.5%240.309
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.00Aug 70.540.60$0.5710.5%350.233
$57.00Aug 140.680.78$0.7313.7%170.2252
$59.00Aug 70.810.96$0.8916.9%70.32179

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 35 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 314.806.80$5.8034.5%21.00--
$56.00Jul 314.555.65$5.1021.6%51.00--
$58.00Jul 312.514.05$3.2847.0%61.00--
$52.00Jul 317.7510.00$8.8825.3%10.96--
$53.00Jul 316.758.90$7.8327.5%10.96--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.00Jul 316.458.35$7.4025.7%3640.98555
$69.00Jul 317.059.35$8.2028.0%340.9422
$72.00Jul 3110.0012.50$11.2522.2%220.94--
$65.00Jul 313.504.85$4.1832.3%10.9475
$67.00Jul 315.457.30$6.3829.0%3090.93205

Most actively traded options today. High liquidity = easy entry/exit. 103 active (total vol 2.6K, top 364)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.00Aug 211.992.15$2.077.7%3180.4596
$70.00Aug 70.000.14$0.07200.0%2260.0419
$67.00Sep 40.961.52$1.2445.2%940.27--
$61.00Jul 310.330.86$0.6088.3%530.4326
$64.00Aug 70.380.61$0.5046.0%340.23--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.00Jul 316.458.35$7.4025.7%3640.98555
$67.00Jul 315.457.30$6.3829.0%3090.93205
$62.00Aug 72.132.44$2.2913.5%1330.6086
$60.00Aug 212.042.16$2.105.7%720.431.9K
$52.00Jul 310.010.23$0.12183.3%400.05134

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 107.6%, max 320.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$72.00Jul 31Aug 14204.2%53.2%284.0%3--
$67.00Jul 31Sep 4130.6%43.2%202.3%95164
$66.00Jul 31Aug 28115.4%42.8%170.0%291.3K
$70.00Jul 31Aug 28146.3%55.0%166.0%3--
$68.00Jul 31Sep 4110.8%43.8%153.2%7189
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$52.00Jul 31Sep 11189.3%45.0%320.4%41134
$54.00Jul 31Aug 7129.2%52.6%145.7%39297
$57.00Jul 31Aug 28101.4%43.2%135.0%9182
$55.00Jul 31Aug 2194.3%44.2%113.3%16958
$65.00Jul 31Aug 2187.3%42.6%104.9%3443

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 58 found (best R:R 27.57, avg 3.69)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$66.00$70.00Aug 28$0.14$3.86$0.1427.57$66.14
$66.00$72.00Aug 14$0.34$5.66$0.3416.65$66.34
$67.00$70.00Aug 7$0.20$2.80$0.2014.00$67.20
$64.00$65.00Aug 7$0.12$0.88$0.127.33$64.12
$69.00$70.00Aug 21$0.16$0.84$0.165.25$69.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$52.50Aug 21$0.12$2.38$0.1219.83$54.88
$57.00$54.00Aug 7$0.29$2.71$0.299.34$56.71
$62.00$61.00Jul 31$0.10$0.90$0.109.00$61.90
$57.00$56.00Jul 31$0.12$0.88$0.127.33$56.88
$58.00$57.00Aug 7$0.16$0.84$0.165.25$57.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 65 found (best R:R 7.70, avg 0.99)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$58.00$60.00Jul 31$1.77$1.77$0.237.70$59.77
$55.00$56.00Jul 31$0.70$0.70$0.302.33$55.70
$58.00$59.00Aug 21$0.70$0.70$0.302.33$58.70
$57.00$58.00Jul 31$0.57$0.57$0.431.33$57.57
$59.00$61.00Aug 14$1.12$1.12$0.881.27$60.12
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$72.50$65.00Aug 21$6.60$6.60$0.907.33$65.90
$69.00$68.00Jul 31$0.80$0.80$0.204.00$68.20
$65.00$63.00Aug 7$1.44$1.44$0.562.57$63.56
$65.00$62.50Aug 21$1.72$1.72$0.782.21$63.28
$63.00$62.00Aug 7$0.65$0.65$0.351.86$62.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 22 found (avg debit $0.57, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$67.00Jul 31Aug 7$0.15130.6%53.5%
$66.00Jul 31Aug 7$0.20115.4%50.4%
$65.00Jul 31Aug 7$0.3187.3%46.6%
$59.00Aug 14Aug 21$0.3244.3%40.0%
$64.00Jul 31Aug 7$0.3588.9%44.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$54.00Jul 31Aug 7$0.06129.2%52.6%
$65.00Jul 31Aug 7$0.2087.3%46.6%
$57.00Jul 31Aug 7$0.24101.4%48.2%
$52.00Jul 31Sep 4$0.47189.3%46.9%
$58.00Jul 31Aug 7$0.4866.3%45.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 27 found (cheapest 2.28% of stock, avg 8.15%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$62.00Jul 31$0.31$1.08$1.39$60.61$63.392.28%
$61.00Jul 31$0.60$0.98$1.58$59.42$62.582.60%
$60.00Jul 31$1.51$0.49$2.00$58.00$62.003.29%
$63.00Jul 31$0.11$2.19$2.30$60.70$65.303.78%
$60.00Aug 7$2.11$1.23$3.34$56.66$63.345.49%
$58.00Jul 31$3.28$0.09$3.37$54.63$61.375.54%
$62.00Aug 7$1.16$2.29$3.45$58.55$65.455.67%
$63.00Aug 7$0.80$2.94$3.74$59.26$66.746.15%
$57.00Jul 31$3.85$0.17$4.02$52.98$61.026.61%
$65.00Jul 31$0.07$4.18$4.25$60.75$69.256.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 114 found (cheapest 0.33% of stock, avg 3.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$63.00$58.00Jul 31$0.11$0.09$0.20$57.80$63.20
$66.00$58.00Jul 31$0.12$0.09$0.21$57.79$66.21
$64.00$58.00Jul 31$0.15$0.09$0.24$57.76$64.24
$63.00$57.00Jul 31$0.11$0.17$0.28$56.72$63.28
$66.00$57.00Jul 31$0.12$0.17$0.29$56.71$66.29
$64.00$57.00Jul 31$0.15$0.17$0.32$56.68$64.32
$63.00$59.00Jul 31$0.11$0.27$0.38$58.62$63.38
$66.00$59.00Jul 31$0.12$0.27$0.39$58.61$66.39
$62.00$58.00Jul 31$0.31$0.09$0.40$57.60$62.40
$64.00$59.00Jul 31$0.15$0.27$0.42$58.58$64.42

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 121 found (best R:R 17.18, avg credit $0.85)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
56/5758/60Jul 31$1.89$0.1117.18$55.11$59.89
59/6061/62Aug 14$0.89$0.118.09$59.11$61.89
57/5860/61Aug 28$0.87$0.136.69$57.13$60.87
58/5960/61Aug 28$0.87$0.136.69$58.13$60.87
60/6162/63Aug 7$0.86$0.146.14$60.14$62.86
61/6263/64Aug 7$0.86$0.146.14$61.14$63.86
59/6062/63Aug 14$0.86$0.146.14$59.14$62.86
59/6065/66Aug 28$0.83$0.174.88$59.17$65.83
58/5961/62Aug 14$0.81$0.194.26$58.19$61.81
60/6163/64Aug 7$0.80$0.204.00$60.20$63.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 29 found (best R:R 32.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$68.00$70.00$72.00Jul 31$0.06$1.9432.33
$62.00$63.00$64.00Aug 7$0.06$0.9415.67
$64.00$65.00$66.00Aug 7$0.06$0.9415.67
$61.00$62.00$63.00Jul 31$0.09$0.9110.11
$61.00$63.00$65.00Aug 28$0.18$1.8210.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$60.00$61.00$62.00Aug 7$0.06$0.9415.67
$54.00$55.00$56.00Jul 31$0.07$0.9313.29
$57.00$58.00$59.00Aug 14$0.07$0.9313.29
$60.00$61.00$62.00Aug 21$0.07$0.9313.29
$58.00$59.00$60.00Aug 14$0.08$0.9211.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 61 found (best net $-0.87, 47 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$66.00$70.001:2Aug 28-$0.87$3.13
$68.00$70.001:2Jul 31-$0.07$1.93
$70.00$72.001:2Jul 31-$0.21$1.79
$60.00$62.001:2Aug 7-$0.21$1.79
$65.00$67.001:2Aug 21-$0.23$1.77
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$57.50$55.001:2Aug 21$0.00$2.50
$55.00$52.501:2Aug 21-$0.36$2.14
$54.00$52.001:2Jul 31-$0.18$1.82
$65.00$63.001:2Jul 31-$0.20$1.80
$62.00$60.001:2Aug 14-$0.71$1.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 29 found (best yield 5.01%, avg 1.59%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$61.00Sep 4$3.050.520.3%5.01%5.28%8--
$61.00Aug 28$2.830.520.3%4.65%4.91%1--
$61.00Aug 21$2.310.510.3%3.80%4.06%1647
$61.00Aug 14$2.040.510.3%3.35%3.62%16170
$62.00Aug 21$1.990.451.9%3.27%5.18%31896
$63.00Aug 28$1.910.413.5%3.14%6.69%1--
$62.00Aug 14$1.450.441.9%2.38%4.29%5--
$65.00Aug 28$1.330.326.8%2.19%9.02%2--
$63.00Aug 14$1.120.363.5%1.84%5.39%4--
$62.00Aug 7$1.060.401.9%1.74%3.65%411

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 3,888
Total Puts 2,947
Put/Call Ratio 0.76
Net Difference 941

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 47,362
Total Puts 35,348
Average Put/Call Ratio 0.86
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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