CNC
Centene CorporationClose $65.22EOD 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 | 32.20 | 34.45 | 36.45 | 0.00 | 9 | 25 | 401.2% | 0.990 | 0.0011 | -0.111 | 0.002 | 0.002 |
| 32.50 | 31.19 | 30.95 | 34.05 | 0.00 | 2 | 4 | 540.0% | 0.952 | 0.0031 | -0.531 | 0.006 | 0.002 |
| 35.00 | 29.09 | 27.45 | 30.45 | 0.00 | 1 | 4 | 329.7% | 0.987 | 0.0017 | -0.111 | 0.002 | 0.003 |
| 37.50 | 29.28 | 26.00 | 29.05 | 0.00 | 1 | 2 | 447.9% | 0.941 | 0.0044 | -0.520 | 0.007 | 0.003 |
| 40.00 | 24.55 | 24.45 | 26.35 | 0.00 | 14 | 59 | 255.5% | 0.987 | 0.0022 | -0.089 | 0.002 | 0.003 |
| 42.50 | 22.25 | 21.75 | 23.85 | 0.00 | 19 | 24 | 199.2% | 0.993 | 0.0016 | -0.043 | 0.001 | 0.003 |
| 45.00 | 21.15 | 19.45 | 21.15 | 0.00 | 1 | 22 | 175.8% | 0.992 | 0.0021 | -0.043 | 0.001 | 0.004 |
| 47.50 | 17.82 | 17.00 | 18.65 | -1.68 | 1 | 16 | 160.2% | 0.988 | 0.0033 | -0.055 | 0.002 | 0.004 |
| 50.00 | 15.67 | 15.05 | 16.05 | 0.76 | 6 | 42 | 173.4% | 0.962 | 0.0081 | -0.148 | 0.005 | 0.004 |
| 51.00 | 14.69 | 14.10 | 15.10 | 0.80 | 7 | 20 | 168.8% | 0.954 | 0.0096 | -0.166 | 0.006 | 0.004 |
| 52.50 | 13.00 | 12.55 | 13.50 | 0.53 | 2 | 17 | 144.9% | 0.957 | 0.0106 | -0.136 | 0.005 | 0.004 |
| 55.00 | 10.56 | 9.95 | 11.05 | 0.49 | 7 | 26 | 117.6% | 0.951 | 0.0146 | -0.124 | 0.006 | 0.004 |
| 57.00 | 8.65 | 8.00 | 9.20 | -2.30 | 2 | 0 | 106.9% | 0.925 | 0.0223 | -0.155 | 0.008 | 0.004 |
| 57.50 | 7.98 | 7.50 | 8.45 | 0.60 | 5 | 53 | 91.2% | 0.942 | 0.0216 | -0.111 | 0.007 | 0.004 |
| 58.00 | 6.97 | 6.95 | 8.10 | 0.00 | 2 | 19 | 90.8% | 0.929 | 0.0252 | -0.127 | 0.008 | 0.004 |
| 59.00 | 6.53 | 6.10 | 6.90 | 0.28 | 41 | 12 | 78.9% | 0.925 | 0.0302 | -0.116 | 0.008 | 0.004 |
| 60.00 | 5.51 | 5.15 | 6.20 | 0.52 | 305 | 730 | 81.0% | 0.881 | 0.0416 | -0.165 | 0.012 | 0.004 |
| 61.00 | 4.72 | 4.15 | 5.30 | 0.70 | 201 | 53 | 72.9% | 0.853 | 0.0533 | -0.171 | 0.014 | 0.004 |
| 62.00 | 3.54 | 3.25 | 3.95 | -1.66 | 2 | 317 | 54.9% | 0.853 | 0.0709 | -0.131 | 0.014 | 0.004 |
| 62.50 | 3.13 | 2.65 | 3.60 | -1.82 | 1 | 479 | 50.7% | 0.831 | 0.0842 | -0.132 | 0.015 | 0.004 |
| 63.00 | 3.76 | 2.20 | 3.10 | 0.00 | 22 | 37 | 66.2% | 0.730 | 0.0845 | -0.221 | 0.020 | 0.004 |
| 64.00 | 1.81 | 1.54 | 2.22 | 0.45 | 7 | 50 | 56.8% | 0.655 | 0.1096 | -0.211 | 0.022 | 0.003 |
| 65.00 | 1.32 | 1.05 | 1.37 | 0.37 | 609 | 1,730 | 46.2% | 0.544 | 0.1452 | -0.185 | 0.023 | 0.003 |
| 66.00 | 0.68 | 0.56 | 0.80 | 0.07 | 47 | 94 | 41.9% | 0.388 | 0.1547 | -0.161 | 0.023 | 0.002 |
| 67.00 | 0.40 | 0.35 | 0.45 | 0.01 | 3 | 146 | 40.6% | 0.241 | 0.1297 | -0.127 | 0.018 | 0.001 |
| 67.50 | 0.29 | 0.22 | 0.38 | -0.10 | 107 | 426 | 42.9% | 0.196 | 0.1091 | -0.118 | 0.016 | 0.001 |
| 68.00 | 0.30 | 0.16 | 0.27 | 0.09 | 11 | 405 | 42.1% | 0.143 | 0.0909 | -0.095 | 0.013 | 0.001 |
| 69.00 | 0.16 | 0.05 | 0.23 | 0.03 | 14 | 195 | 48.5% | 0.106 | 0.0636 | -0.088 | 0.011 | 0.001 |
| 70.00 | 0.04 | 0.01 | 0.08 | -0.03 | 18 | 1,214 | 43.6% | 0.039 | 0.0328 | -0.037 | 0.005 | 0.000 |
| 71.00 | 0.02 | 0.01 | 0.08 | -0.05 | 2 | 142 | 50.2% | 0.033 | 0.0249 | -0.037 | 0.004 | 0.000 |
| 72.00 | 0.07 | 0.00 | 0.26 | -0.11 | 1 | 32 | 62.7% | 0.044 | 0.0251 | -0.058 | 0.006 | 0.000 |
| 72.50 | 0.05 | 0.01 | 0.24 | -0.03 | 13 | 709 | 65.4% | 0.040 | 0.0224 | -0.056 | 0.005 | 0.000 |
| 73.00 | 0.11 | 0.00 | 0.08 | 0.00 | 32 | 36 | 55.5% | 0.014 | 0.0106 | -0.019 | 0.002 | 0.000 |
| 74.00 | 0.14 | 0.00 | 0.08 | 0.00 | 270 | 284 | 60.9% | 0.012 | 0.0088 | -0.019 | 0.002 | 0.000 |
| 75.00 | 0.15 | 0.00 | 0.28 | 0.00 | 2 | 264 | 83.2% | 0.035 | 0.0158 | -0.064 | 0.005 | 0.000 |
| 76.00 | 0.26 | 0.00 | 0.08 | 0.00 | 2 | 9 | 71.5% | 0.010 | 0.0064 | -0.019 | 0.002 | 0.000 |
| 77.00 | 0.27 | 0.00 | 0.28 | 0.00 | 1 | 38 | 95.3% | 0.030 | 0.0122 | -0.065 | 0.004 | 0.000 |
| 80.00 | 0.27 | 0.00 | 0.10 | 0.26 | 1 | 2,806 | 94.5% | 0.010 | 0.0047 | -0.024 | 0.002 | 0.000 |
| 85.00 | 0.03 | 0.00 | 0.13 | 0.00 | 1 | 854 | 121.9% | 0.010 | 0.0036 | -0.031 | 0.002 | 0.000 |
| 90.00 | 0.03 | 0.00 | 0.24 | 0.00 | 10 | 59 | 157.4% | 0.015 | 0.0040 | -0.057 | 0.002 | 0.000 |
| 95.00 | 0.05 | 0.00 | 0.30 | 0.00 | 2 | 5 | 184.8% | 0.015 | 0.0035 | -0.071 | 0.002 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 30.00 | 0.25 | - | 0.25 | 0.16 | 1 | 10 | 407.0% | -0.011 | 0.0012 | -0.116 | 0.002 | -0.000 |
| 35.00 | 0.09 | 0.00 | 0.25 | 0.00 | 1 | 1 | 297.3% | -0.007 | 0.0011 | -0.059 | 0.001 | -0.000 |
| 37.50 | 0.35 | 0.00 | 0.00 | 0.00 | 0 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 40.00 | 0.08 | 0.00 | 2.13 | 0.00 | 4 | 25 | 380.5% | -0.056 | 0.0050 | -0.422 | 0.007 | -0.000 |
| 42.50 | 0.08 | 0.00 | 2.13 | 0.00 | 2 | 2 | 343.0% | -0.063 | 0.0061 | -0.415 | 0.007 | -0.000 |
| 45.00 | 0.24 | 0.00 | 0.47 | 0.00 | 3 | 58 | 212.1% | -0.021 | 0.0041 | -0.107 | 0.003 | -0.000 |
| 47.50 | 0.20 | 0.00 | 0.06 | 0.00 | 3 | 518 | 132.8% | -0.004 | 0.0013 | -0.014 | 0.001 | -0.000 |
| 50.00 | 0.02 | 0.00 | 0.25 | 0.00 | 4 | 488 | 142.2% | -0.017 | 0.0049 | -0.058 | 0.002 | -0.000 |
| 51.00 | 0.02 | 0.00 | 0.07 | 0.00 | 1 | 1 | 108.6% | -0.005 | 0.0024 | -0.016 | 0.001 | -0.000 |
| 52.50 | 0.04 | 0.00 | 0.07 | 0.00 | 8 | 456 | 96.9% | -0.006 | 0.0029 | -0.016 | 0.001 | -0.000 |
| 53.00 | 0.10 | 0.00 | 0.07 | 0.00 | 2 | 3 | 93.8% | -0.006 | 0.0033 | -0.017 | 0.001 | -0.000 |
| 54.00 | 0.06 | 0.00 | 0.08 | 0.00 | 1 | 3 | 87.5% | -0.008 | 0.0041 | -0.018 | 0.001 | -0.000 |
| 55.00 | 0.02 | 0.00 | 0.03 | 0.00 | 21 | 670 | 70.3% | -0.003 | 0.0024 | -0.007 | 0.001 | -0.000 |
| 56.00 | 0.05 | 0.00 | 0.05 | 0.00 | 9 | 35 | 68.0% | -0.006 | 0.0043 | -0.011 | 0.001 | -0.000 |
| 57.00 | 0.07 | 0.00 | 0.08 | 0.00 | 1 | 48 | 65.6% | -0.011 | 0.0073 | -0.018 | 0.002 | -0.000 |
| 57.50 | 0.03 | 0.00 | 0.09 | -0.08 | 2 | 397 | 63.3% | -0.013 | 0.0089 | -0.021 | 0.002 | -0.000 |
| 58.00 | 0.04 | 0.00 | 0.09 | 0.00 | 2 | 14 | 59.8% | -0.014 | 0.0101 | -0.021 | 0.002 | -0.000 |
| 59.00 | 0.06 | 0.00 | 0.25 | 0.00 | 52 | 212 | 64.3% | -0.040 | 0.0225 | -0.054 | 0.005 | -0.000 |
| 60.00 | 0.03 | 0.00 | 0.12 | -0.09 | 1 | 1,262 | 55.1% | -0.044 | 0.0287 | -0.050 | 0.006 | -0.000 |
| 61.00 | 0.07 | 0.00 | 0.29 | -0.07 | 2 | 89 | 60.0% | -0.103 | 0.0506 | -0.105 | 0.011 | -0.001 |
| 62.00 | 0.12 | 0.03 | 0.34 | -0.20 | 12 | 353 | 52.6% | -0.137 | 0.0706 | -0.113 | 0.013 | -0.001 |
| 62.50 | 0.17 | 0.12 | 0.41 | -0.18 | 10 | 709 | 51.0% | -0.170 | 0.0841 | -0.126 | 0.015 | -0.001 |
| 63.00 | 0.26 | 0.17 | 0.33 | -0.30 | 8 | 133 | 41.2% | -0.170 | 0.1038 | -0.101 | 0.015 | -0.001 |
| 64.00 | 0.50 | 0.35 | 0.64 | -0.48 | 171 | 543 | 42.6% | -0.302 | 0.1386 | -0.144 | 0.021 | -0.002 |
| 65.00 | 0.81 | 0.68 | 1.01 | -0.69 | 22 | 533 | 41.1% | -0.453 | 0.1631 | -0.157 | 0.023 | -0.002 |
| 66.00 | 2.13 | 1.13 | 1.59 | 0.00 | 6 | 61 | 42.3% | -0.611 | 0.1534 | -0.155 | 0.023 | -0.003 |
| 67.00 | 1.84 | 1.69 | 2.23 | -0.96 | 2 | 77 | 40.6% | -0.759 | 0.1297 | -0.119 | 0.018 | -0.004 |
| 67.50 | 3.32 | 2.05 | 2.73 | 0.00 | 3 | 183 | 46.2% | -0.786 | 0.1068 | -0.126 | 0.017 | -0.004 |
| 68.00 | 3.11 | 2.45 | 3.10 | 0.00 | 1 | 35 | 44.8% | -0.841 | 0.0915 | -0.100 | 0.014 | -0.005 |
| 70.00 | 4.93 | 4.00 | 5.70 | 0.00 | 1 | 116 | 94.0% | -0.783 | 0.0528 | -0.266 | 0.017 | -0.005 |
| 72.00 | 6.30 | 5.80 | 7.70 | 0.00 | 0 | 66 | 113.4% | -0.818 | 0.0394 | -0.288 | 0.016 | -0.005 |
| 72.50 | 11.54 | 6.45 | 8.20 | 0.00 | 1 | 27 | 53.9% | -0.984 | 0.0129 | -0.013 | 0.002 | -0.006 |
| 75.00 | 10.25 | 8.85 | 10.45 | 0.00 | 10 | 0 | 125.1% | -0.879 | 0.0271 | -0.239 | 0.012 | -0.006 |
| 77.00 | 11.26 | 10.95 | 12.50 | 0.00 | 6 | 0 | 143.4% | -0.887 | 0.0226 | -0.263 | 0.011 | -0.006 |
| 80.00 | 15.77 | 13.85 | 15.65 | 0.00 | 3 | 0 | 174.4% | -0.887 | 0.0186 | -0.321 | 0.011 | -0.006 |
| 85.00 | 20.35 | 18.95 | 21.45 | 0.00 | 0 | 0 | 172.3% | -0.947 | 0.0106 | -0.174 | 0.006 | -0.007 |
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.