Tour v492
CNC
CENTENE CORP DEL
$66.99 +4.56%
$67.50 (+0.76%)🌙
as of 08/05 06:35 PM
8/5 18:35

Option Volume

Detail
Current (08/05) 10,518
Calls: 5,040 (48%)
Puts: 5,478 (52%)
Prior (08/04) 5,876
Calls: 3,129 (53%)
Puts: 2,747 (47%)
Current vs Prior +79.00%
Calls: +61.07% (Calls)
Puts: +99.42% (Puts)
Prior 7-Day Total 68,767
Calls: 42,616 (62%)
Puts: 26,151 (38%)
Prior 7-Day Average 9,823
Calls: 6,088 (62%)
Puts: 3,735 (38%)
Current vs Prior 7-Day Avg +7.07%
Calls: -17.21%
Puts: +46.63%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/05) $3.16M
Calls: $2.02M (64%)
Puts: $1.15M (36%)
Prior (08/04) $2.42M
Calls: $1.46M (60%)
Puts: $958.7K (40%)
Current vs Prior +30.62%
Calls: +37.86%
Puts: +19.57%
Prior 7-Day Total $20.66M
Calls: $14.66M (71%)
Puts: $6.00M (29%)
Prior 7-Day Average $2.95M
Calls: $2.09M (71%)
Puts: $857.6K (29%)
Current vs Prior 7-Day Avg +7.16%
Calls: -3.70%
Puts: +33.68%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05) 1.09
Prior (08/04) 0.88
Current vs Prior +23.81%
Prior 7-Day Average 0.68
Current vs Prior 7-Day Avg +60.94%
Sentiment BEARISH

Open Interest

Detail
Current (08/05) 106,019
Calls: 83,403 (79%)
Puts: 22,616 (21%)
Prior (08/04) 76,104
Calls: 50,265 (66%)
Puts: 25,839 (34%)
Current vs Prior +39.31%
Prior 7-Day Total 1,016,700
Calls: 701,845 (69%)
Puts: 314,855 (31%)
Prior 7-Day Average 145,242
Calls: 100,263 (69%)
Puts: 44,979 (31%)
Current vs Prior 7-Day Avg -27.01%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 4.06% | 6.55%7.87% | 13.55%
Prior 4.56% | 6.91%8.46% | 14.02%
Current vs Prior -10.91% | -5.22%-7.01% | -3.29%
Prior 7-Day Avg 5.73% | 7.74%9.77% | 14.93%
Current vs 7-Day Avg -29.19% | -15.32%-19.48% | -9.20%
Prior 7-Day Eod 4.56% | 6.91%8.46% | 14.02%
Current vs 7-Day Eod -10.91% | -5.22%-7.01% | -3.29%
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 13.76% | 9.35%
Calls: 10.49% | 9.10%
Puts: 17.03% | 9.60%
Current vs 7-Day Avg +2.77% | -2.70%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($2.02M). Above-average activity with volume up 79% vs prior. Slightly bearish P/C ratio of 1.09. Call-heavy open interest (83,403 calls vs 22,616 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
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 9 of results (avg 7.3%, best 5.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Sep 185.005.30$5.155.8%1130.624.4K
$67.50Sep 183.703.95$3.836.5%190.52779
$70.00Sep 182.642.85$2.757.6%1880.421.1K
$72.50Sep 181.832.00$1.928.9%990.321.3K
$60.00Sep 188.359.15$8.759.1%90.791.9K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Sep 185.205.50$5.355.6%140.59--
$67.50Sep 183.804.05$3.936.4%320.49137
$75.00Sep 188.509.15$8.827.4%10.76--
$62.50Sep 181.771.93$1.858.6%40.29750

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.87, cheapest $0.75)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.00Aug 210.680.82$0.7518.7%210.2311
$71.00Aug 210.911.06$0.9915.2%70.2882
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 53 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$54.00Aug 712.5514.50$13.5314.4%30.99--
$55.00Aug 711.8013.50$12.6513.4%20.98--
$56.00Aug 710.5512.55$11.5517.3%100.987
$57.00Aug 79.6511.70$10.6819.2%90.983
$59.00Aug 77.759.65$8.7021.8%140.9816
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.00Aug 73.255.90$4.5857.9%11.00--
$73.00Aug 74.256.25$5.2538.1%11.00--
$79.00Aug 710.3012.80$11.5521.6%321.00--
$80.00Aug 711.3513.80$12.5819.5%321.00--
$75.00Aug 217.059.20$8.1326.4%100.88--

Most actively traded options today. High liquidity = easy entry/exit. 145 active (total vol 5.2K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.00Aug 70.510.88$0.7052.9%3990.41284
$67.00Aug 70.941.38$1.1637.9%2540.57260
$63.00Aug 73.805.65$4.7239.2%2020.94309
$70.00Sep 182.642.85$2.757.6%1880.421.1K
$71.00Aug 70.010.19$0.10180.0%1610.09217
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 210.220.44$0.3366.7%1.3K0.112.0K
$67.00Aug 70.501.10$0.8075.0%1520.452
$55.00Sep 180.200.69$0.44111.4%1400.09947
$60.00Aug 70.000.14$0.07200.0%1350.04--
$65.00Sep 182.522.85$2.6912.3%1170.382.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 38 strikes (avg 48.2%, max 214.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Aug 7Sep 18140.8%44.7%214.7%3--
$60.00Aug 7Sep 1891.7%43.7%109.7%162.2K
$59.00Aug 7Aug 2196.5%52.0%85.6%1516
$61.00Aug 7Aug 2183.9%48.9%71.8%792
$74.00Aug 7Sep 479.2%47.9%65.2%138--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Aug 7Sep 18140.8%44.7%214.7%1411.1K
$60.00Aug 7Sep 1891.7%43.7%109.7%1561.5K
$59.00Aug 7Sep 496.5%48.4%99.5%6--
$62.00Aug 7Sep 468.7%40.0%71.8%49256
$63.00Aug 7Sep 1160.5%39.1%54.8%8354

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 71 found (best R:R 11.00, avg 3.01)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$72.00$75.00Aug 14$0.25$2.75$0.2511.00$72.25
$74.00$75.00Aug 21$0.10$0.90$0.109.00$74.10
$75.00$77.00Aug 21$0.21$1.79$0.218.52$75.21
$73.00$74.00Aug 21$0.11$0.89$0.118.09$73.11
$75.00$80.00Sep 18$0.64$4.36$0.646.81$75.64
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$57.00$55.00Sep 4$0.18$1.82$0.1810.11$56.82
$57.50$55.00Sep 18$0.31$2.19$0.317.06$57.19
$64.00$63.00Aug 14$0.13$0.87$0.136.69$63.87
$59.00$54.00Aug 14$0.73$4.27$0.735.85$58.27
$61.00$60.00Aug 28$0.15$0.85$0.155.67$60.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 94 found (best R:R 10.54, avg 1.50)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$62.50$64.00Aug 21$1.37$1.37$0.1310.54$63.87
$54.00$55.00Aug 7$0.88$0.88$0.127.33$54.88
$56.00$57.00Aug 7$0.87$0.87$0.136.69$56.87
$55.00$57.50Sep 18$2.08$2.08$0.424.95$57.08
$74.00$75.00Sep 4$0.83$0.83$0.174.88$74.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$75.00$72.00Aug 21$2.73$2.73$0.2710.11$72.27
$69.00$68.00Aug 14$0.89$0.89$0.118.09$68.11
$67.50$67.00Aug 21$0.39$0.39$0.113.55$67.11
$72.00$68.00Aug 7$3.11$3.11$0.893.49$68.89
$75.00$70.00Sep 18$3.47$3.47$1.532.27$71.53

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 39 found (avg debit $0.66, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$80.00Aug 21Aug 28$0.0951.3%46.4%
$61.00Aug 7Aug 21$0.1083.9%48.9%
$75.00Aug 14Aug 21$0.1550.4%44.0%
$59.00Aug 7Aug 21$0.2596.5%52.0%
$64.00Aug 7Aug 14$0.2752.5%55.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Aug 7Aug 21$0.07140.8%56.0%
$57.00Aug 21Sep 4$0.1356.6%45.7%
$60.00Aug 7Aug 21$0.2691.7%44.6%
$61.00Aug 14Aug 21$0.3252.1%48.9%
$57.50Aug 21Sep 18$0.4256.6%43.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 40 found (cheapest 2.93% of stock, avg 9.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$67.00Aug 7$1.16$0.80$1.96$65.04$68.962.93%
$68.00Aug 7$0.70$1.47$2.17$65.83$70.173.24%
$66.00Aug 7$1.92$0.57$2.49$63.51$68.493.72%
$65.00Aug 7$2.60$0.34$2.94$62.06$67.944.39%
$64.00Aug 7$3.70$0.11$3.81$60.19$67.815.69%
$68.00Aug 14$1.57$2.32$3.89$64.11$71.895.81%
$66.00Aug 14$2.53$1.60$4.13$61.87$70.136.17%
$65.00Aug 14$3.28$0.91$4.19$60.81$69.196.25%
$69.00Aug 14$1.16$3.21$4.37$64.63$73.376.52%
$67.00Aug 21$2.44$2.23$4.67$62.33$71.676.97%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 144 found (cheapest 0.27% of stock, avg 3.63%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$71.00$63.00Aug 7$0.10$0.08$0.18$62.82$71.18
$73.00$63.00Aug 7$0.10$0.08$0.18$62.82$73.18
$71.00$64.00Aug 7$0.10$0.11$0.21$63.79$71.21
$73.00$64.00Aug 7$0.10$0.11$0.21$63.79$73.21
$70.00$63.00Aug 7$0.23$0.08$0.31$62.69$70.31
$70.00$64.00Aug 7$0.23$0.11$0.34$63.66$70.34
$71.00$65.00Aug 7$0.10$0.34$0.44$64.56$71.44
$73.00$65.00Aug 7$0.10$0.34$0.44$64.56$73.44
$69.00$63.00Aug 7$0.48$0.08$0.56$62.44$69.56
$70.00$65.00Aug 7$0.23$0.34$0.57$64.43$70.57

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 131 found (best R:R 21.73, avg credit $1.10)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
58/6062/65Sep 18$2.39$0.1121.73$57.61$64.89
63/6567/70Sep 11$2.79$0.2113.29$62.21$69.79
60/6166/67Aug 21$0.89$0.118.09$60.11$66.89
63/6465/66Aug 14$0.88$0.127.33$63.12$65.88
57/5960/64Sep 4$3.51$0.497.16$55.49$63.51
60/6162/64Aug 28$1.75$0.257.00$59.25$63.75
65/6671/72Aug 14$0.87$0.136.69$65.13$71.87
55/5862/65Sep 18$2.16$0.346.35$55.34$64.66
60/6164/65Aug 21$0.84$0.165.25$60.16$64.84
61/6264/65Aug 28$0.84$0.165.25$61.16$64.84

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 35 found (best R:R 13.29, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$57.00$58.00$59.00Aug 7$0.08$0.9211.50
$70.00$71.00$72.00Aug 14$0.08$0.9211.50
$70.00$72.50$75.00Sep 18$0.22$2.2810.36
$68.00$69.00$70.00Aug 28$0.09$0.9110.11
$65.00$67.50$70.00Sep 18$0.24$2.269.42
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$60.00$61.00$62.00Aug 28$0.07$0.9313.29
$65.00$67.50$70.00Sep 18$0.18$2.3212.89
$55.00$57.50$60.00Sep 18$0.23$2.279.87
$60.00$62.50$65.00Sep 18$0.28$2.227.93
$55.00$57.00$59.00Sep 4$0.23$1.777.70

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 75 found (best net $-0.03, 65 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$75.00$80.001:2Sep 18-$0.03$4.97
$77.00$80.001:2Aug 21-$0.19$2.81
$67.00$70.001:2Sep 11-$0.34$2.66
$70.00$73.001:2Aug 28-$0.56$2.44
$65.00$68.001:2Aug 28-$0.97$2.03
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$59.00$55.001:2Aug 7-$0.07$3.93
$72.00$68.001:2Aug 21-$0.40$3.60
$75.00$70.001:2Sep 18-$1.88$3.12
$57.50$55.001:2Sep 18-$0.13$2.37
$60.00$57.501:2Sep 18-$0.21$2.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 5.52%, avg 1.82%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$67.50Sep 18$3.700.520.8%5.52%6.28%19779
$67.00Sep 11$3.500.550.0%5.22%5.24%1--
$70.00Sep 18$2.640.424.5%3.94%8.43%1881.1K
$69.00Sep 4$2.340.443.0%3.49%6.49%2--
$68.00Aug 28$2.240.491.5%3.34%4.85%1--
$67.00Aug 21$2.180.530.0%3.25%3.27%3267
$67.50Aug 21$2.110.490.8%3.15%3.91%54541
$69.00Aug 28$2.000.433.0%2.99%5.99%11
$72.50Sep 18$1.830.328.2%2.73%10.96%991.3K
$67.00Aug 14$1.790.540.0%2.67%2.69%957

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 5,040
Total Puts 5,478
Put/Call Ratio 1.09
Net Difference -438

Prior's Put/Call Breakdown

Total Calls 3,129
Total Puts 2,747
Put/Call Ratio 0.88
Net Difference 382

Prior 7-Day Put/Call Summary

Total Calls 42,616
Total Puts 26,151
Average Put/Call Ratio 0.68
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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