IntraAlpha
Create free account Start free

Centene Corp CNC

HEALTHCARE · HEALTHCARE PLANS
i

Market dataready · fetched 2026-10-17T01:00:32.903Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T23:00:00.002117159Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-17T01:00:32.423916+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$0.84$3.60$6.37$9.13$11.89$56.10$62.65$69.21$75.76$82.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CNC spot · $69.16CNC PRICE$1.13$1.53$1.92$2.31$2.72$3.33$4.02$4.43$4.75$5.78$6.92$8.10$9.14$1.28$1.72$2.22$2.79$3.38$4.07$4.78$5.54$6.37$7.33$8.33$9.36$11.10
PutsExpensive1.17×
CallsExpensive1.14×
SkewBullish-0.44 pp
Implied moveBearish±$8.79
TiltBearish9.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.3551.0%17.8%61.6949.4%12.6%
25Δ78.3051.3%15.4%63.3449.3%10.9%
30Δ76.3950.8%13.2%64.7849.8%9.5%
35Δ74.5649.6%11.1%66.1750.1%8.4%
40Δ72.9648.4%9.4%67.5550.4%7.2%
45Δ71.5849.5%8.3%68.9150.5%6.2%
50Δ70.3051.5%7.5%70.2750.4%5.3%
55Δ68.9949.1%6.2%71.6349.9%4.4%
60Δ67.6945.3%4.7%73.0349.4%3.6%
65Δ66.2347.6%4.1%74.4849.1%2.9%
70Δ64.7250.5%3.6%75.9448.2%2.2%
75Δ63.1051.6%2.9%77.4147.0%1.6%
80Δ61.5950.4%2.3%79.4947.6%1.1%

20Δ

Calls
Pseudo strike
80.35
IV
51.0%
B/E move
17.8%
Puts
Pseudo strike
61.69
IV
49.4%
B/E move
12.6%

25Δ

Calls
Pseudo strike
78.30
IV
51.3%
B/E move
15.4%
Puts
Pseudo strike
63.34
IV
49.3%
B/E move
10.9%

30Δ

Calls
Pseudo strike
76.39
IV
50.8%
B/E move
13.2%
Puts
Pseudo strike
64.78
IV
49.8%
B/E move
9.5%

35Δ

Calls
Pseudo strike
74.56
IV
49.6%
B/E move
11.1%
Puts
Pseudo strike
66.17
IV
50.1%
B/E move
8.4%

40Δ

Calls
Pseudo strike
72.96
IV
48.4%
B/E move
9.4%
Puts
Pseudo strike
67.55
IV
50.4%
B/E move
7.2%

45Δ

Calls
Pseudo strike
71.58
IV
49.5%
B/E move
8.3%
Puts
Pseudo strike
68.91
IV
50.5%
B/E move
6.2%

50Δ

Calls
Pseudo strike
70.30
IV
51.5%
B/E move
7.5%
Puts
Pseudo strike
70.27
IV
50.4%
B/E move
5.3%

55Δ

Calls
Pseudo strike
68.99
IV
49.1%
B/E move
6.2%
Puts
Pseudo strike
71.63
IV
49.9%
B/E move
4.4%

60Δ

Calls
Pseudo strike
67.69
IV
45.3%
B/E move
4.7%
Puts
Pseudo strike
73.03
IV
49.4%
B/E move
3.6%

65Δ

Calls
Pseudo strike
66.23
IV
47.6%
B/E move
4.1%
Puts
Pseudo strike
74.48
IV
49.1%
B/E move
2.9%

70Δ

Calls
Pseudo strike
64.72
IV
50.5%
B/E move
3.6%
Puts
Pseudo strike
75.94
IV
48.2%
B/E move
2.2%

75Δ

Calls
Pseudo strike
63.10
IV
51.6%
B/E move
2.9%
Puts
Pseudo strike
77.41
IV
47.0%
B/E move
1.6%

80Δ

Calls
Pseudo strike
61.59
IV
50.4%
B/E move
2.3%
Puts
Pseudo strike
79.49
IV
47.6%
B/E move
1.1%