greeksoup/ stocks
Stocks / United States / CNC / Options

Centene Corp. options tape

Read from CBOE's delayed chain on 23 September 2026, with Centene Corp. at $63.30: open interest within 90 days was 21,235 call and 24,239 put contracts, a put/call ratio of 1.14; the day's volume was 1,324 calls and 3,131 puts (2.36). The most call open interest sits at the $75.00 strike (3,374 contracts) and the most put open interest at $60.00 (6,144). The at-the-money straddle for 25 September 2026, 2 days out, was priced at 3.7% of spot. For 16 October 2026, implied volatility was 44.0% at the put 5% below spot and 43.4% at the call 5% above, +0.6 points.

Spot$63.30-2.60% on the day
Put/call, open interest1.1424,239 puts, 21,235 calls
Put/call, volume2.363,131 puts, 1,324 calls
Priced move3.7%straddle to 25 September 2026, 2 days
30-day implied volatility41.8%
Put minus call IV, 5% out+0.6 ptsto 16 October 2026

Where the open interest sits

SideStrikeOpen interest
Calls$75.003,374
Puts$60.006,144

The strike with the most open interest on each side, across expiries within 90 days.

Strikes where the day's volume was at least twice the open interest

ContractVolumeOpen interest beforePremium traded
25 September 2026 put at $61.001,276181$40,832
16 October 2026 put at $56.007410$37,050

Volume of at least 200 contracts and at least twice the open interest, with at least $25,000 of premium at the mid; contracts expiring the same day are left out. Premium is mid price times volume times 100.

Open interest built since 22 September 2026

ContractOpen interest nowChange
20 November 2026 call at $67.50346+282
20 November 2026 call at $50.00285+279

Contracts whose open interest rose by 250 or more against the previous day's snapshot.

Source

CBOE delayed quotes for CNC, the free 15-minute-delayed chain, read once a day. Figures describe positioning; they are not a forecast.

The same record on your computer

GreekSoup is also a free program for your own computer. It reads these same filings for the names you follow, refreshed as they land, with no account. One pasted line installs it.

Install