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Centene Corp CNC

HEALTHCARE · HEALTHCARE PLANS
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Market dataready · fetched 2026-10-16T22:40:36.891Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:30:00.002430527Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:40:36.575016+00:00

Share price$69.16
1D-2.7%
AH$68.99$69.54$70.10$70.65$71.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCNC
Sold putSold callAH

Centene Corp options

Live interpolated CNC call and put midpoint premiums by absolute delta.Centene Corp$0.33$1.60$2.87$4.14$5.40$63.25$66.22$69.18$72.15$75.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CNC spot · $69.16CNC PRICE$0.47$0.65$0.83$1.00$1.26$1.52$1.85$2.12$2.32$2.68$3.17$3.51$5.04$1.00$0.67$0.87$1.10$1.34$1.60$1.88$2.17$2.93$3.25$3.37$3.59$3.98
PutsExpensive1.18×
CallsFair0.95×
SkewBearish+1.85 pp
Implied moveBalanced±$3.72
TiltBearish2.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.0844.9%6.3%62.8989.4%10.5%
25Δ72.4246.1%5.6%66.5144.6%4.8%
30Δ71.7746.7%5.0%67.0746.1%4.3%
35Δ71.0846.0%4.2%67.6546.7%3.8%
40Δ70.5147.2%3.8%68.2247.0%3.3%
45Δ69.9648.7%3.4%68.7947.0%2.8%
50Δ69.3750.1%3.0%69.3646.9%2.4%
55Δ68.7949.9%2.5%69.9246.6%2.0%
60Δ68.2447.0%2.0%70.7553.5%1.9%
65Δ67.6246.9%1.7%71.3052.2%1.6%
70Δ66.9648.6%1.4%71.7247.1%1.2%
75Δ66.4046.5%1.1%72.2043.2%0.8%
80Δ64.8258.8%1.0%72.7641.3%0.6%

20Δ

Calls
Pseudo strike
73.08
IV
44.9%
B/E move
6.3%
Puts
Pseudo strike
62.89
IV
89.4%
B/E move
10.5%

25Δ

Calls
Pseudo strike
72.42
IV
46.1%
B/E move
5.6%
Puts
Pseudo strike
66.51
IV
44.6%
B/E move
4.8%

30Δ

Calls
Pseudo strike
71.77
IV
46.7%
B/E move
5.0%
Puts
Pseudo strike
67.07
IV
46.1%
B/E move
4.3%

35Δ

Calls
Pseudo strike
71.08
IV
46.0%
B/E move
4.2%
Puts
Pseudo strike
67.65
IV
46.7%
B/E move
3.8%

40Δ

Calls
Pseudo strike
70.51
IV
47.2%
B/E move
3.8%
Puts
Pseudo strike
68.22
IV
47.0%
B/E move
3.3%

45Δ

Calls
Pseudo strike
69.96
IV
48.7%
B/E move
3.4%
Puts
Pseudo strike
68.79
IV
47.0%
B/E move
2.8%

50Δ

Calls
Pseudo strike
69.37
IV
50.1%
B/E move
3.0%
Puts
Pseudo strike
69.36
IV
46.9%
B/E move
2.4%

55Δ

Calls
Pseudo strike
68.79
IV
49.9%
B/E move
2.5%
Puts
Pseudo strike
69.92
IV
46.6%
B/E move
2.0%

60Δ

Calls
Pseudo strike
68.24
IV
47.0%
B/E move
2.0%
Puts
Pseudo strike
70.75
IV
53.5%
B/E move
1.9%

65Δ

Calls
Pseudo strike
67.62
IV
46.9%
B/E move
1.7%
Puts
Pseudo strike
71.30
IV
52.2%
B/E move
1.6%

70Δ

Calls
Pseudo strike
66.96
IV
48.6%
B/E move
1.4%
Puts
Pseudo strike
71.72
IV
47.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
66.40
IV
46.5%
B/E move
1.1%
Puts
Pseudo strike
72.20
IV
43.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
64.82
IV
58.8%
B/E move
1.0%
Puts
Pseudo strike
72.76
IV
41.3%
B/E move
0.6%