CNC
Centene CorporationClose $58.28EOD onlyThis page reflects CNC options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 30.00 | 30.13 | 27.60 | 29.50 | 6.34 | 2 | 3 | 423.4% | 0.989 | 0.0016 | -0.140 | 0.001 | 0.002 |
| 32.00 | 26.85 | 25.80 | 27.45 | 0.00 | 18 | 9 | 407.0% | 0.984 | 0.0023 | -0.181 | 0.002 | 0.002 |
| 35.00 | 24.12 | 22.80 | 24.45 | 0.00 | 3 | 28 | 354.7% | 0.981 | 0.0030 | -0.181 | 0.002 | 0.002 |
| 37.00 | 22.30 | 20.65 | 22.45 | 0.00 | 2 | 2 | 305.5% | 0.983 | 0.0032 | -0.142 | 0.002 | 0.002 |
| 38.00 | 20.72 | 19.55 | 21.80 | 0.00 | 1 | 6 | 315.2% | 0.974 | 0.0044 | -0.207 | 0.003 | 0.002 |
| 40.00 | 18.72 | 17.85 | 19.25 | -0.68 | 8 | 11 | 260.9% | 0.980 | 0.0044 | -0.143 | 0.002 | 0.002 |
| 41.00 | 18.40 | 16.65 | 18.40 | 0.00 | 2 | 6 | 241.8% | 0.980 | 0.0046 | -0.130 | 0.002 | 0.002 |
| 42.00 | 17.25 | 15.60 | 17.40 | 0.00 | 5 | 12 | 222.7% | 0.981 | 0.0049 | -0.117 | 0.002 | 0.002 |
| 43.00 | 16.30 | 14.55 | 16.40 | 0.00 | 8 | 13 | 204.3% | 0.982 | 0.0051 | -0.104 | 0.002 | 0.002 |
| 44.00 | 15.03 | 13.70 | 15.40 | -0.37 | 1 | 418 | 205.5% | 0.973 | 0.0070 | -0.143 | 0.003 | 0.002 |
| 45.00 | 14.30 | 12.70 | 14.35 | 0.00 | 8 | 24 | 187.9% | 0.973 | 0.0076 | -0.131 | 0.003 | 0.002 |
| 45.50 | 13.01 | 12.30 | 13.90 | 0.00 | 55 | 48 | 193.2% | 0.964 | 0.0094 | -0.168 | 0.003 | 0.002 |
| 46.00 | 12.00 | 11.60 | 13.35 | 0.00 | 1 | 27 | 166.4% | 0.976 | 0.0078 | -0.105 | 0.002 | 0.002 |
| 46.50 | 12.62 | 11.20 | 12.85 | 0.00 | 2 | 1 | 168.6% | 0.970 | 0.0095 | -0.131 | 0.003 | 0.002 |
| 47.00 | 8.95 | 10.80 | 12.35 | 0.00 | 1 | 17 | 169.5% | 0.962 | 0.0112 | -0.155 | 0.004 | 0.002 |
| 48.00 | 10.30 | 9.85 | 10.60 | 0.30 | 135 | 137 | 159.8% | 0.956 | 0.0136 | -0.167 | 0.004 | 0.002 |
| 49.00 | 9.30 | 8.80 | 9.50 | 0.40 | 8 | 7 | 133.6% | 0.965 | 0.0136 | -0.118 | 0.003 | 0.003 |
| 49.50 | 8.42 | 8.15 | 9.90 | 0.00 | 1 | 4 | 130.9% | 0.959 | 0.0156 | -0.130 | 0.004 | 0.003 |
| 50.00 | 8.22 | 7.80 | 8.65 | 0.25 | 7 | 95 | 139.1% | 0.939 | 0.0202 | -0.188 | 0.005 | 0.003 |
| 51.00 | 7.20 | 6.90 | 7.65 | 0.38 | 16 | 78 | 125.8% | 0.931 | 0.0245 | -0.186 | 0.006 | 0.003 |
| 52.00 | 6.20 | 5.85 | 6.75 | 0.29 | 28 | 3 | 60.2% | 0.995 | 0.0054 | -0.015 | 0.001 | 0.003 |
| 53.00 | 5.26 | 4.75 | 5.55 | 0.16 | 12 | 32 | 89.6% | 0.929 | 0.0351 | -0.137 | 0.006 | 0.003 |
| 54.00 | 4.45 | 3.90 | 5.40 | -0.73 | 2 | 112 | 85.2% | 0.893 | 0.0500 | -0.174 | 0.008 | 0.003 |
| 55.00 | 4.14 | 2.85 | 4.45 | 0.00 | 2 | 81 | 71.3% | 0.870 | 0.0686 | -0.168 | 0.009 | 0.003 |
| 56.00 | 2.32 | 2.02 | 3.75 | 0.00 | 12 | 119 | 71.3% | 0.784 | 0.0952 | -0.230 | 0.013 | 0.002 |
| 57.00 | 1.74 | 1.46 | 1.78 | -1.19 | 1 | 508 | 48.6% | 0.739 | 0.1548 | -0.175 | 0.014 | 0.002 |
| 58.00 | 0.97 | 0.91 | 1.11 | -0.72 | 57 | 109 | 45.8% | 0.566 | 0.1991 | -0.198 | 0.017 | 0.002 |
| 58.50 | 0.72 | 0.65 | 0.84 | -0.48 | 7 | 648 | 44.8% | 0.464 | 0.2055 | -0.195 | 0.017 | 0.001 |
| 59.00 | 0.56 | 0.45 | 0.63 | -0.58 | 27 | 1,058 | 44.6% | 0.364 | 0.1950 | -0.183 | 0.016 | 0.001 |
| 60.00 | 0.26 | 0.19 | 0.35 | -0.39 | 131 | 556 | 45.8% | 0.202 | 0.1426 | -0.141 | 0.012 | 0.001 |
| 61.00 | 0.13 | 0.04 | 0.40 | -0.25 | 9 | 60 | 62.3% | 0.168 | 0.0935 | -0.170 | 0.011 | 0.001 |
| 62.00 | 0.08 | 0.00 | 0.28 | -0.10 | 1 | 57 | 53.5% | 0.062 | 0.0531 | -0.071 | 0.005 | 0.000 |
| 63.00 | 0.04 | 0.00 | 0.24 | -0.07 | 1 | 91 | 60.9% | 0.045 | 0.0359 | -0.062 | 0.004 | 0.000 |
| 64.00 | 0.03 | 0.00 | 0.10 | -0.15 | 9 | 337 | 58.6% | 0.017 | 0.0163 | -0.026 | 0.002 | 0.000 |
| 65.00 | 0.03 | 0.00 | 0.05 | 0.00 | 3 | 22 | 59.0% | 0.007 | 0.0074 | -0.012 | 0.001 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 24.00 | 0.22 | 0.00 | 0.25 | 0.17 | 2 | 8 | 481.3% | -0.004 | 0.0005 | -0.059 | 0.000 | -0.000 |
| 26.00 | 0.25 | 0.00 | 2.13 | 0.00 | 1 | 4 | 685.0% | -0.032 | 0.0025 | -0.536 | 0.003 | -0.000 |
| 27.00 | 0.10 | 0.00 | 2.13 | 0.00 | 2 | 4 | 657.4% | -0.034 | 0.0027 | -0.535 | 0.003 | -0.000 |
| 28.00 | 0.41 | 0.00 | 2.13 | 0.40 | 1 | 13 | 631.3% | -0.036 | 0.0029 | -0.534 | 0.003 | -0.000 |
| 29.00 | 0.01 | 0.00 | 2.13 | 0.00 | 4 | 19 | 605.9% | -0.037 | 0.0031 | -0.533 | 0.004 | -0.000 |
| 30.00 | 0.01 | 0.00 | 2.13 | 0.00 | 8 | 27 | 581.3% | -0.039 | 0.0034 | -0.532 | 0.004 | -0.000 |
| 31.00 | 0.01 | 0.00 | 2.13 | 0.00 | 4 | 6 | 557.4% | -0.041 | 0.0037 | -0.530 | 0.004 | -0.000 |
| 32.00 | 0.05 | 0.00 | 0.15 | 0.00 | 1 | 28 | 312.5% | -0.003 | 0.0008 | -0.034 | 0.000 | -0.000 |
| 33.00 | 0.48 | 0.00 | 0.20 | 0.00 | 5 | 10 | 310.9% | -0.005 | 0.0010 | -0.047 | 0.001 | -0.000 |
| 34.00 | 0.48 | 0.00 | 0.35 | 0.00 | 3 | 20 | 325.8% | -0.009 | 0.0018 | -0.087 | 0.001 | -0.000 |
| 35.00 | 0.01 | 0.00 | 0.43 | 0.00 | 4 | 5 | 322.7% | -0.012 | 0.0023 | -0.109 | 0.001 | -0.000 |
| 36.00 | 0.34 | 0.00 | 0.32 | 0.00 | 1 | 5 | 290.6% | -0.009 | 0.0020 | -0.079 | 0.001 | -0.000 |
| 37.00 | 0.88 | 0.00 | 0.38 | 0.00 | 1 | 17 | 285.2% | -0.012 | 0.0025 | -0.096 | 0.001 | -0.000 |
| 38.00 | 0.51 | 0.00 | 0.15 | 0.00 | 5 | 36 | 231.3% | -0.005 | 0.0014 | -0.035 | 0.001 | -0.000 |
| 39.00 | 0.11 | 0.00 | 0.13 | 0.00 | 7 | 22 | 214.1% | -0.004 | 0.0014 | -0.030 | 0.001 | -0.000 |
| 40.00 | 0.01 | 0.00 | 0.15 | 0.00 | 7 | 14 | 207.0% | -0.006 | 0.0018 | -0.036 | 0.001 | -0.000 |
| 41.00 | 0.54 | 0.00 | 0.15 | 0.00 | 4 | 19 | 194.5% | -0.006 | 0.0020 | -0.035 | 0.001 | -0.000 |
| 42.00 | 0.01 | 0.00 | 0.20 | 0.00 | 6 | 38 | 192.2% | -0.009 | 0.0029 | -0.049 | 0.001 | -0.000 |
| 43.00 | 0.58 | 0.00 | 0.17 | 0.00 | 0 | 1 | 175.4% | -0.008 | 0.0029 | -0.041 | 0.001 | -0.000 |
| 44.00 | 0.55 | 0.00 | 0.18 | 0.00 | 0 | 7 | 165.6% | -0.009 | 0.0035 | -0.044 | 0.001 | -0.000 |
| 45.00 | 0.23 | 0.00 | 0.15 | 0.00 | 2 | 1 | 149.2% | -0.008 | 0.0035 | -0.036 | 0.001 | -0.000 |
| 46.00 | 0.28 | 0.00 | 0.15 | 0.00 | 2 | 1 | 138.3% | -0.009 | 0.0041 | -0.036 | 0.001 | -0.000 |
| 47.00 | 0.20 | 0.00 | 0.10 | 0.00 | 4 | 7 | 119.5% | -0.007 | 0.0036 | -0.024 | 0.001 | -0.000 |
| 47.50 | 0.27 | 0.00 | 0.10 | 0.00 | 0 | 1 | 114.5% | -0.007 | 0.0039 | -0.024 | 0.001 | -0.000 |
| 48.00 | 0.02 | 0.00 | 0.06 | 0.00 | 10 | 25 | 101.6% | -0.004 | 0.0029 | -0.014 | 0.001 | -0.000 |
| 48.50 | 0.02 | 0.00 | 0.10 | 0.00 | 1 | 48 | 104.7% | -0.008 | 0.0048 | -0.024 | 0.001 | -0.000 |
| 49.00 | 0.10 | 0.00 | 0.10 | 0.00 | 4 | 9 | 99.2% | -0.008 | 0.0052 | -0.024 | 0.001 | -0.000 |
| 49.50 | 0.20 | 0.00 | 0.10 | 0.00 | 0 | 23 | 94.5% | -0.009 | 0.0059 | -0.024 | 0.001 | -0.000 |
| 50.00 | 0.03 | 0.00 | 0.10 | 0.00 | 4 | 44 | 89.8% | -0.010 | 0.0066 | -0.025 | 0.001 | -0.000 |
| 51.00 | 0.10 | 0.00 | 0.10 | 0.00 | 1 | 4 | 79.7% | -0.011 | 0.0083 | -0.025 | 0.001 | -0.000 |
| 52.00 | 0.03 | 0.00 | 0.25 | 0.00 | 3 | 25 | 84.2% | -0.031 | 0.0193 | -0.063 | 0.003 | -0.000 |
| 53.00 | 0.03 | 0.00 | 0.04 | -0.05 | 12 | 202 | 51.6% | -0.006 | 0.0076 | -0.009 | 0.001 | -0.000 |
| 54.00 | 0.06 | 0.02 | 0.05 | 0.02 | 12 | 617 | 50.4% | -0.019 | 0.0215 | -0.025 | 0.002 | -0.000 |
| 55.00 | 0.13 | 0.06 | 0.15 | 0.00 | 12 | 911 | 52.9% | -0.066 | 0.0564 | -0.073 | 0.006 | -0.000 |
| 56.00 | 0.15 | 0.13 | 0.24 | 0.00 | 3 | 154 | 47.9% | -0.125 | 0.0996 | -0.105 | 0.009 | -0.000 |
| 57.00 | 0.40 | 0.31 | 0.44 | 0.08 | 2 | 498 | 45.3% | -0.246 | 0.1613 | -0.152 | 0.014 | -0.001 |
| 58.00 | 0.78 | 0.61 | 0.79 | 0.21 | 44 | 213 | 43.9% | -0.432 | 0.2074 | -0.183 | 0.017 | -0.001 |
| 58.50 | 0.95 | 0.85 | 1.00 | 0.17 | 2 | 117 | 41.9% | -0.539 | 0.2197 | -0.176 | 0.017 | -0.002 |
| 59.00 | 0.77 | 1.15 | 1.35 | -0.19 | 1 | 51 | 44.6% | -0.636 | 0.1950 | -0.176 | 0.016 | -0.002 |
| 60.00 | 1.87 | 1.66 | 2.36 | 0.37 | 1,000 | 1,011 | 62.0% | -0.728 | 0.1241 | -0.217 | 0.014 | -0.002 |
| 61.00 | 2.23 | 2.42 | 3.20 | 0.00 | 8 | 40 | 67.4% | -0.812 | 0.0928 | -0.190 | 0.012 | -0.003 |
| 65.00 | 5.74 | 5.60 | 7.35 | -4.26 | 1 | 4 | 125.6% | -0.870 | 0.0391 | -0.280 | 0.009 | -0.003 |
| 66.00 | 6.65 | 6.60 | 8.20 | -6.24 | 1 | 0 | 124.6% | -0.903 | 0.0319 | -0.223 | 0.007 | -0.003 |
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.