Tour v492
CNC
CENTENE CORP DEL
$64.20 -4.16%
$64.53 (+0.51%)🌙
as of 08/06 06:29 PM
8/6 18:29

Option Volume

Detail
Current (08/06) 4,180
Calls: 2,611 (62%)
Puts: 1,569 (38%)
Prior (08/05) 10,518
Calls: 5,040 (48%)
Puts: 5,478 (52%)
Current vs Prior -60.26%
Calls: -48.19% (Calls)
Puts: -71.36% (Puts)
Prior 7-Day Total 59,749
Calls: 34,136 (57%)
Puts: 25,613 (43%)
Prior 7-Day Average 8,535
Calls: 4,876 (57%)
Puts: 3,659 (43%)
Current vs Prior 7-Day Avg -51.03%
Calls: -46.46%
Puts: -57.12%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/06) $1.72M
Calls: $1.13M (66%)
Puts: $590.2K (34%)
Prior (08/05) $3.16M
Calls: $2.02M (64%)
Puts: $1.15M (36%)
Current vs Prior -45.57%
Calls: -43.89%
Puts: -48.51%
Prior 7-Day Total $19.38M
Calls: $13.37M (69%)
Puts: $6.01M (31%)
Prior 7-Day Average $2.77M
Calls: $1.91M (69%)
Puts: $858.8K (31%)
Current vs Prior 7-Day Avg -37.80%
Calls: -40.74%
Puts: -31.27%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06) 0.60
Prior (08/05) 1.09
Current vs Prior -44.71%
Prior 7-Day Average 0.77
Current vs Prior 7-Day Avg -21.66%
Sentiment BULLISH

Open Interest

Detail
Current (08/06) 77,632
Calls: 58,755 (76%)
Puts: 18,877 (24%)
Prior (08/05) 106,019
Calls: 83,403 (79%)
Puts: 22,616 (21%)
Current vs Prior -26.78%
Prior 7-Day Total 821,614
Calls: 573,461 (70%)
Puts: 248,153 (30%)
Prior 7-Day Average 117,373
Calls: 81,923 (70%)
Puts: 35,450 (30%)
Current vs Prior 7-Day Avg -33.86%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 3.38% | 6.03%7.80% | 13.44%
Prior 4.06% | 6.55%7.87% | 13.55%
Current vs Prior -16.75% | -8.01%-0.80% | -0.83%
Prior 7-Day Avg 4.81% | 7.00%8.98% | 14.34%
Current vs 7-Day Avg -29.72% | -13.93%-13.07% | -6.29%
Prior 7-Day Eod 4.06% | 6.55%7.87% | 13.55%
Current vs 7-Day Eod -16.75% | -8.01%-0.80% | -0.83%
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 14.14% | 9.10%
Calls: 10.40% | 8.58%
Puts: 17.88% | 9.62%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($1.13M). Below-average activity with volume down 60% vs prior. Bullish P/C ratio of 0.60. P/C ratio dropping 45% - 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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 4 of results (avg 7.9%, best 5.8%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Sep 183.353.55$3.455.8%510.504.5K
$60.00Sep 186.106.65$6.388.6%90.721.9K
$62.50Sep 184.555.00$4.789.4%20.611.8K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Sep 183.704.00$3.857.8%350.502.5K

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. 36 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 288.5510.85$9.7023.7%50.94--
$55.00Aug 218.3510.65$9.5024.2%10.9227
$59.00Aug 144.505.90$5.2026.9%60.9149
$62.00Aug 71.802.90$2.3546.8%20.87152
$61.00Aug 143.454.30$3.8821.9%90.80171
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$73.00Aug 77.659.85$8.7525.1%411.00--
$74.00Aug 78.6510.85$9.7522.6%21.00--
$75.00Aug 79.6512.05$10.8522.1%21.00--
$77.00Aug 711.6513.85$12.7517.3%21.00--
$75.00Aug 219.6511.90$10.7820.9%100.94--

Most actively traded options today. High liquidity = easy entry/exit. 118 active (total vol 2.6K, top 270)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$71.00Aug 140.070.32$0.20125.0%2700.09--
$74.00Aug 70.000.09$0.05180.0%1530.03135
$66.00Aug 140.801.44$1.1257.1%1460.3652
$67.50Aug 210.911.19$1.0526.7%1410.31533
$63.00Aug 71.361.97$1.6736.5%1260.78205
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.00Aug 72.293.05$2.6728.5%1510.89148
$62.00Aug 140.600.94$0.7744.2%1440.2989
$57.00Aug 140.000.35$0.18194.4%770.0784
$67.50Aug 213.205.00$4.1043.9%730.7074
$72.00Aug 216.759.05$7.9029.1%510.9215

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 31 strikes (avg 74.0%, max 275.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$75.00Aug 7Sep 18156.8%41.9%274.3%593.3K
$74.00Aug 7Sep 4143.1%42.7%234.8%163135
$70.00Aug 7Sep 18137.6%42.1%226.6%251.2K
$77.00Aug 7Aug 14175.8%71.4%146.1%135
$69.00Aug 7Aug 2192.2%44.3%108.2%35275
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Aug 7Sep 18160.7%42.8%275.0%50991
$75.00Aug 7Aug 21156.8%49.1%219.4%12--
$67.00Aug 7Aug 2169.6%43.9%58.6%152155
$62.00Aug 7Aug 2164.0%41.1%55.6%21317
$65.00Aug 7Sep 1864.0%42.8%49.5%492.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 70 found (best R:R 20.05, avg 3.20)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$70.00$74.00Aug 7$0.19$3.81$0.1920.05$70.19
$69.00$70.00Aug 14$0.11$0.89$0.118.09$69.11
$68.00$69.00Aug 14$0.13$0.87$0.136.69$68.13
$72.50$75.00Sep 18$0.35$2.15$0.356.14$72.85
$71.00$73.00Sep 4$0.39$1.61$0.394.13$71.39
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$52.50Aug 21$0.16$2.34$0.1614.63$54.84
$56.00$53.00Sep 11$0.28$2.72$0.289.71$55.72
$59.00$56.00Aug 21$0.30$2.70$0.309.00$58.70
$57.00$54.00Aug 28$0.30$2.70$0.309.00$56.70
$61.00$60.00Aug 14$0.11$0.89$0.118.09$60.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 78 found (best R:R 24.00, avg 1.19)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$55.00$62.00Aug 21$5.87$5.87$1.135.19$60.87
$63.00$64.00Aug 7$0.79$0.79$0.213.76$63.79
$61.00$63.00Aug 14$1.50$1.50$0.503.00$62.50
$62.00$63.00Aug 7$0.68$0.68$0.322.13$62.68
$55.00$67.00Aug 28$8.12$8.12$3.882.09$63.12
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$75.00$72.00Aug 21$2.88$2.88$0.1224.00$72.12
$72.00$67.50Aug 21$3.80$3.80$0.705.43$68.20
$67.00$66.00Aug 21$0.73$0.73$0.272.70$66.27
$67.00$65.00Aug 14$1.33$1.33$0.671.99$65.67
$70.00$65.00Sep 18$3.30$3.30$1.701.94$66.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 29 found (avg debit $0.61, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$77.00Aug 7Aug 14$0.08175.8%71.4%
$75.00Aug 7Aug 21$0.14156.8%49.1%
$71.00Aug 14Aug 21$0.1450.0%41.3%
$73.00Aug 14Aug 21$0.1456.1%46.7%
$55.00Aug 21Aug 28$0.2058.6%45.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$52.50Aug 21Sep 18$0.1860.9%42.5%
$60.00Aug 14Aug 21$0.2146.6%41.4%
$57.00Aug 14Aug 28$0.2756.6%45.2%
$59.00Aug 14Aug 21$0.2943.6%43.9%
$61.00Aug 14Aug 21$0.3043.3%40.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 29 found (cheapest 2.38% of stock, avg 8.64%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$64.00Aug 7$0.88$0.65$1.53$62.47$65.532.38%
$65.00Aug 7$0.50$1.29$1.79$63.21$66.792.79%
$63.00Aug 7$1.67$0.21$1.88$61.12$64.882.93%
$62.00Aug 7$2.35$0.14$2.49$59.51$64.493.88%
$66.00Aug 7$0.21$2.30$2.51$63.49$68.513.91%
$67.00Aug 7$0.13$2.67$2.80$64.20$69.804.36%
$64.00Aug 14$1.82$1.58$3.40$60.60$67.405.30%
$65.00Aug 14$1.41$2.05$3.46$61.54$68.465.39%
$63.00Aug 14$2.38$1.11$3.49$59.51$66.495.44%
$67.00Aug 14$0.68$3.38$4.06$62.94$71.066.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 120 found (cheapest 0.37% of stock, avg 3.51%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$68.00$62.00Aug 7$0.10$0.14$0.24$61.76$68.24
$67.00$62.00Aug 7$0.13$0.14$0.27$61.73$67.27
$68.00$63.00Aug 7$0.10$0.21$0.31$62.69$68.31
$67.00$63.00Aug 7$0.13$0.21$0.34$62.66$67.34
$66.00$62.00Aug 7$0.21$0.14$0.35$61.65$66.35
$70.00$62.00Aug 7$0.24$0.14$0.38$61.62$70.38
$66.00$63.00Aug 7$0.21$0.21$0.42$62.58$66.42
$70.00$63.00Aug 7$0.24$0.21$0.45$62.55$70.45
$65.00$62.00Aug 7$0.50$0.14$0.64$61.36$65.64
$69.00$60.00Aug 14$0.32$0.37$0.69$59.31$69.69

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 151 found (best R:R 7.33, avg credit $0.81)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
61/6262/63Aug 21$0.88$0.127.33$61.12$63.38
61/6263/64Aug 14$0.85$0.155.67$61.15$63.85
59/6061/63Aug 14$1.69$0.315.45$58.31$62.69
64/6567/68Aug 21$0.83$0.174.88$64.17$67.83
64/6568/69Aug 21$0.83$0.174.88$64.17$68.83
55/5860/62Sep 18$2.07$0.434.81$55.43$62.07
61/6263/64Aug 21$0.82$0.184.56$61.18$63.82
61/6264/65Aug 21$0.81$0.194.26$61.19$64.81
62/6568/70Sep 18$2.02$0.484.21$62.98$69.52
64/6567/68Aug 28$0.79$0.213.76$64.21$67.79

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 34 found (best R:R 30.25, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$64.00$65.00$66.00Aug 7$0.09$0.9110.11
$70.00$72.50$75.00Sep 18$0.24$2.269.42
$67.00$68.00$69.00Aug 14$0.10$0.909.00
$69.00$70.00$71.00Aug 14$0.10$0.909.00
$64.00$65.00$66.00Aug 21$0.10$0.909.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$55.00$57.50$60.00Sep 18$0.08$2.4230.25
$60.00$62.50$65.00Sep 18$0.11$2.3921.73
$61.00$62.00$63.00Aug 14$0.05$0.9519.00
$52.50$55.00$57.50Sep 18$0.15$2.3515.67
$59.00$60.00$61.00Aug 21$0.09$0.9110.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 76 found (best net $-0.55, 63 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$73.00$77.001:2Aug 14-$0.12$3.88
$70.00$74.001:2Aug 28-$0.60$3.40
$72.50$75.001:2Sep 18-$0.38$2.12
$70.00$72.501:2Sep 18-$0.49$2.01
$71.00$73.001:2Aug 14-$0.08$1.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$70.00$65.001:2Sep 18-$0.55$4.45
$72.00$67.501:2Aug 21-$0.30$4.20
$64.00$61.001:2Aug 28$0.00$3.00
$56.00$53.001:2Sep 11-$0.03$2.97
$63.00$60.001:2Sep 4-$0.22$2.78

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 29 found (best yield 5.22%, avg 1.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$65.00Sep 18$3.350.501.2%5.22%6.46%514.5K
$67.50Sep 18$2.320.405.1%3.61%8.75%4791
$67.00Sep 11$2.110.424.4%3.29%7.65%2--
$65.00Aug 21$1.790.471.2%2.79%4.03%172.1K
$70.00Sep 18$1.530.309.0%2.38%11.42%241.2K
$66.00Aug 21$1.400.412.8%2.18%4.98%819
$67.00Aug 28$1.360.374.4%2.12%6.48%5--
$65.00Aug 14$1.200.441.2%1.87%3.12%789
$68.00Aug 28$1.100.325.9%1.71%7.63%116
$67.00Aug 21$1.050.344.4%1.64%6.00%1065

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 2,611
Total Puts 1,569
Put/Call Ratio 0.60
Net Difference 1,042

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 34,136
Total Puts 25,613
Average Put/Call Ratio 0.77
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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