CNC · Centene Corp

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$63.40 -0.35 (-0.54%) At close · Jul 24

Market Cap

$31.31B

493.80M

Options Chain

15-min delayed Underlying $63.40 · today Options Calculator

Positioning

Jul 31, 2026 · 5 days to expiry · 84 contracts

Put / call OI

4.60

Put-heavy positioning

Open interest

10,356

contracts outstanding

Volume

1,779

traded today

Max pain

$68.00

$4.61 above spot

ATM implied vol

101.8%

market's expected move

Open interest by strike · near the money

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Jul 31 5d Aug 7 12d Aug 14 19d Aug 21 26d Aug 28 33d Sep 4 40d Sep 18 54d Oct 16 82d Dec 18 145d Jan 15 173d Mar 19 236d Jun 17 326d Jan 21 544d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	380.5%	0.938	—		—	-0.039	319%	—	0
Call · $35 In the money Last — Breakeven — Implied vol 380.5% Delta 0.938 ≈94% ITM Gamma 0.004 Theta -0.345 Vega 0.01 Open interest 0 Model this call Put · $35 Last — Breakeven — Implied vol 319% Delta -0.039 ≈4% ITM Gamma 0.004 Theta -0.198 Vega 0.006 Open interest 0 Model this put
0	—	309.1%	0.924	—		—	-0.05	263.9%	—	0
Call · $40 In the money Last — Breakeven — Implied vol 309.1% Delta 0.924 ≈92% ITM Gamma 0.006 Theta -0.329 Vega 0.01 Open interest 0 Model this call Put · $40 Last — Breakeven — Implied vol 263.9% Delta -0.05 ≈5% ITM Gamma 0.005 Theta -0.203 Vega 0.01 Open interest 0 Model this put
0	—	242.1%	0.908	—		$0.40	-0.056	197.1%	1	1
Call · $45 In the money Last — Breakeven — Implied vol 242.1% Delta 0.908 ≈91% ITM Gamma 0.009 Theta -0.299 Vega 0.011 Open interest 0 Model this call Put · $45 Last $0.40 Breakeven $44.60 Implied vol 197.1% Delta -0.056 ≈6% ITM Gamma 0.008 Theta -0.165 Vega 0.011 Open interest 1 Model this put
10	10	171.7%	0.896	$17.63		$0.11	-0.029	108.9%	5	18
Call · $50 In the money Last $17.63 Breakeven $67.63 Implied vol 171.7% Delta 0.896 ≈90% ITM Gamma 0.014 Theta -0.236 Vega 0.012 Open interest 10 Model this call Put · $50 Last $0.11 Breakeven $49.89 Implied vol 108.9% Delta -0.029 ≈3% ITM Gamma 0.008 Theta -0.053 Vega 0.007 Open interest 18 Model this put
63	4	166.5%	0.883	$13.07		$0.15	-0.033	102.1%	8	5
Call · $51 In the money Last $13.07 Breakeven $64.07 Implied vol 166.5% Delta 0.883 ≈88% ITM Gamma 0.016 Theta -0.248 Vega 0.018 Open interest 63 Model this call Put · $51 Last $0.15 Breakeven $50.85 Implied vol 102.1% Delta -0.033 ≈3% ITM Gamma 0.01 Theta -0.055 Vega 0.007 Open interest 5 Model this put
0	—	154.8%	0.876	—		$0.20	-0.086	126.7%	20	7
Call · $52 In the money Last — Breakeven — Implied vol 154.8% Delta 0.876 ≈88% ITM Gamma 0.018 Theta -0.24 Vega 0.018 Open interest 0 Model this call Put · $52 Last $0.20 Breakeven $51.80 Implied vol 126.7% Delta -0.086 ≈9% ITM Gamma 0.017 Theta -0.146 Vega 0.012 Open interest 7 Model this put
5	3	133.4%	0.885	$10.75		$0.26	-0.071	105.5%	17	11
Call · $53 In the money Last $10.75 Breakeven $63.75 Implied vol 133.4% Delta 0.885 ≈88% ITM Gamma 0.02 Theta -0.199 Vega 0.012 Open interest 5 Model this call Put · $53 Last $0.26 Breakeven $52.74 Implied vol 105.5% Delta -0.071 ≈7% ITM Gamma 0.017 Theta -0.105 Vega 0.012 Open interest 11 Model this put
23	10	145.9%	0.838	$10.33		$0.39	-0.094	104.6%	9	7
Call · $54 In the money Last $10.33 Breakeven $64.33 Implied vol 145.9% Delta 0.838 ≈84% ITM Gamma 0.023 Theta -0.268 Vega 0.018 Open interest 23 Model this call Put · $54 Last $0.39 Breakeven $53.61 Implied vol 104.6% Delta -0.094 ≈9% ITM Gamma 0.022 Theta -0.128 Vega 0.012 Open interest 7 Model this put
1	1	123.8%	0.843	$9.02		$0.44	-0.13	109.9%	37	3
Call · $55 In the money Last $9.02 Breakeven $64.02 Implied vol 123.8% Delta 0.843 ≈84% ITM Gamma 0.026 Theta -0.223 Vega 0.018 Open interest 1 Model this call Put · $55 Last $0.44 Breakeven $54.56 Implied vol 109.9% Delta -0.13 ≈13% ITM Gamma 0.026 Theta -0.172 Vega 0.018 Open interest 3 Model this put
3	1	129.2%	0.805	$8.67		$0.63	-0.151	103.3%	12	21
Call · $56 In the money Last $8.67 Breakeven $64.67 Implied vol 129.2% Delta 0.805 ≈80% ITM Gamma 0.029 Theta -0.27 Vega 0.018 Open interest 3 Model this call Put · $56 Last $0.63 Breakeven $55.37 Implied vol 103.3% Delta -0.151 ≈15% ITM Gamma 0.031 Theta -0.177 Vega 0.018 Open interest 21 Model this put
0	—	127.1%	0.773	—		$0.79	-0.191	105.7%	32	68
Call · $57 In the money Last — Breakeven — Implied vol 127.1% Delta 0.773 ≈77% ITM Gamma 0.032 Theta -0.288 Vega 0.024 Open interest 0 Model this call Put · $57 Last $0.79 Breakeven $56.21 Implied vol 105.7% Delta -0.191 ≈19% ITM Gamma 0.035 Theta -0.213 Vega 0.019 Open interest 68 Model this put
10	3	128.4%	0.734	$7.42		$1.09	-0.227	103.1%	34	153
Call · $58 In the money Last $7.42 Breakeven $65.42 Implied vol 128.4% Delta 0.734 ≈73% ITM Gamma 0.035 Theta -0.315 Vega 0.025 Open interest 10 Model this call Put · $58 Last $1.09 Breakeven $56.91 Implied vol 103.1% Delta -0.227 ≈23% ITM Gamma 0.04 Theta -0.229 Vega 0.025 Open interest 153 Model this put
0	—	109.5%	0.718	—		$1.35	-0.271	101.6%	177	3k
Call · $59 In the money Last — Breakeven — Implied vol 109.5% Delta 0.718 ≈72% ITM Gamma 0.042 Theta -0.277 Vega 0.025 Open interest 0 Model this call Put · $59 Last $1.35 Breakeven $57.65 Implied vol 101.6% Delta -0.271 ≈27% ITM Gamma 0.044 Theta -0.246 Vega 0.025 Open interest 3k Model this put
41	15	108%	0.675	$5.00		$1.73	-0.32	102.9%	100	1.6k
Call · $60 In the money Last $5.00 Breakeven $65.00 Implied vol 108% Delta 0.675 ≈68% ITM Gamma 0.046 Theta -0.294 Vega 0.025 Open interest 41 Model this call Put · $60 Last $1.73 Breakeven $58.27 Implied vol 102.9% Delta -0.32 ≈32% ITM Gamma 0.048 Theta -0.273 Vega 0.025 Open interest 1.6k Model this put
1	1	110.3%	0.625	$8.96		$2.15	-0.37	102.6%	141	2k
Call · $61 In the money Last $8.96 Breakeven $69.96 Implied vol 110.3% Delta 0.625 ≈62% ITM Gamma 0.047 Theta -0.313 Vega 0.029 Open interest 1 Model this call Put · $61 Last $2.15 Breakeven $58.85 Implied vol 102.6% Delta -0.37 ≈37% ITM Gamma 0.05 Theta -0.285 Vega 0.029 Open interest 2k Model this put
15	6	108.5%	0.576	$3.77		$2.50	-0.421	97%	8	18
Call · $62 In the money Last $3.77 Breakeven $65.77 Implied vol 108.5% Delta 0.576 ≈58% ITM Gamma 0.049 Theta -0.317 Vega 0.029 Open interest 15 Model this call Put · $62 Last $2.50 Breakeven $59.50 Implied vol 97% Delta -0.421 ≈42% ITM Gamma 0.055 Theta -0.277 Vega 0.029 Open interest 18 Model this put
10	89	109.3%	0.527	$3.05		$2.90	-0.477	94.3%	100	23
Call · $63 In the money Last $3.05 Breakeven $66.05 Implied vol 109.3% Delta 0.527 ≈53% ITM Gamma 0.05 Theta -0.33 Vega 0.029 Open interest 10 Model this call Put · $63 Last $2.90 Breakeven $60.10 Implied vol 94.3% Delta -0.477 ≈48% ITM Gamma 0.058 Theta -0.279 Vega 0.029 Open interest 23 Model this put
Underlying $63.40
6	80	106.7%	0.477	$2.60		$3.60	-0.533	93.5%	16	602
Call · $64 Last $2.60 Breakeven $66.60 Implied vol 106.7% Delta 0.477 ≈48% ITM Gamma 0.051 Theta -0.317 Vega 0.03 Open interest 6 Model this call Put · $64 In the money Last $3.60 Breakeven $60.40 Implied vol 93.5% Delta -0.533 ≈53% ITM Gamma 0.058 Theta -0.271 Vega 0.03 Open interest 602 Model this put
76	15	105.8%	0.427	$2.18		$3.97	-0.587	95.5%	24	24
Call · $65 Last $2.18 Breakeven $67.18 Implied vol 105.8% Delta 0.427 ≈43% ITM Gamma 0.05 Theta -0.309 Vega 0.03 Open interest 76 Model this call Put · $65 In the money Last $3.97 Breakeven $61.03 Implied vol 95.5% Delta -0.587 ≈59% ITM Gamma 0.056 Theta -0.272 Vega 0.03 Open interest 24 Model this put
195	6	104.6%	0.376	$1.80		$4.65	-0.655	87.3%	10	40
Call · $66 Last $1.80 Breakeven $67.80 Implied vol 104.6% Delta 0.376 ≈38% ITM Gamma 0.05 Theta -0.299 Vega 0.026 Open interest 195 Model this call Put · $66 In the money Last $4.65 Breakeven $61.35 Implied vol 87.3% Delta -0.655 ≈65% ITM Gamma 0.058 Theta -0.235 Vega 0.026 Open interest 40 Model this put
145	2	103.7%	0.331	$1.58		$5.13	-0.707	87.3%	2	203
Call · $67 Last $1.58 Breakeven $68.58 Implied vol 103.7% Delta 0.331 ≈33% ITM Gamma 0.047 Theta -0.28 Vega 0.027 Open interest 145 Model this call Put · $67 In the money Last $5.13 Breakeven $61.87 Implied vol 87.3% Delta -0.707 ≈71% ITM Gamma 0.054 Theta -0.217 Vega 0.027 Open interest 203 Model this put
89	22	101.8%	0.283	$1.23		$5.85	-0.744	92%	1	554
Call · $68 Last $1.23 Breakeven $69.23 Implied vol 101.8% Delta 0.283 ≈28% ITM Gamma 0.045 Theta -0.256 Vega 0.027 Open interest 89 Model this call Put · $68 In the money Last $5.85 Breakeven $62.15 Implied vol 92% Delta -0.744 ≈74% ITM Gamma 0.048 Theta -0.216 Vega 0.027 Open interest 554 Model this put
114	7	99.3%	0.236	$0.93		$6.55	-0.869	67.3%	6	28
Call · $69 Last $0.93 Breakeven $69.93 Implied vol 99.3% Delta 0.236 ≈24% ITM Gamma 0.042 Theta -0.229 Vega 0.021 Open interest 114 Model this call Put · $69 In the money Last $6.55 Breakeven $62.45 Implied vol 67.3% Delta -0.869 ≈87% ITM Gamma 0.044 Theta -0.102 Vega 0.014 Open interest 28 Model this put
79	12	97%	0.195	$0.78		$7.19	-0.937	58.2%	2	49
Call · $70 Last $0.78 Breakeven $70.78 Implied vol 97% Delta 0.195 ≈20% ITM Gamma 0.038 Theta -0.198 Vega 0.021 Open interest 79 Model this call Put · $70 In the money Last $7.19 Breakeven $62.81 Implied vol 58.2% Delta -0.937 ≈94% ITM Gamma 0.03 Theta -0.049 Vega 0.008 Open interest 49 Model this put
118	135	98.7%	0.166	$0.72		—	-0.962	57.6%	—	0
Call · $71 Last $0.72 Breakeven $71.72 Implied vol 98.7% Delta 0.166 ≈17% ITM Gamma 0.034 Theta -0.183 Vega 0.021 Open interest 118 Model this call Put · $71 In the money Last — Breakeven — Implied vol 57.6% Delta -0.962 ≈96% ITM Gamma 0.021 Theta -0.031 Vega 0.007 Open interest 0 Model this put
35	1	105.7%	0.154	$0.65		$6.00	-0.955	66.5%	15	15
Call · $72 Last $0.65 Breakeven $72.65 Implied vol 105.7% Delta 0.154 ≈15% ITM Gamma 0.031 Theta -0.187 Vega 0.021 Open interest 35 Model this call Put · $72 In the money Last $6.00 Breakeven $66.00 Implied vol 66.5% Delta -0.955 ≈96% ITM Gamma 0.02 Theta -0.042 Vega 0.008 Open interest 15 Model this put
113	25	104.4%	0.128	$0.57		$7.05	—	—	1	1
Call · $73 Last $0.57 Breakeven $73.57 Implied vol 104.4% Delta 0.128 ≈13% ITM Gamma 0.027 Theta -0.162 Vega 0.014 Open interest 113 Model this call Put · $73 In the money Last $7.05 Breakeven $65.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
118	65	101.6%	0.1	$1.11		—	—	—	—	0
Call · $74 Last $1.11 Breakeven $75.11 Implied vol 101.6% Delta 0.1 ≈10% ITM Gamma 0.023 Theta -0.131 Vega 0.014 Open interest 118 Model this call Put · $74 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
217	1	102%	0.079	$0.40		$11.10	—	—	10	5
Call · $75 Last $0.40 Breakeven $75.40 Implied vol 102% Delta 0.079 ≈8% ITM Gamma 0.02 Theta -0.112 Vega 0.014 Open interest 217 Model this call Put · $75 In the money Last $11.10 Breakeven $63.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 5 Model this put
10	26	98.9%	0.06	$0.33		$11.90	—	—	10	5
Call · $76 Last $0.33 Breakeven $76.33 Implied vol 98.9% Delta 0.06 ≈6% ITM Gamma 0.016 Theta -0.087 Vega 0.008 Open interest 10 Model this call Put · $76 In the money Last $11.90 Breakeven $64.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 5 Model this put
1	12	102.3%	0.054	$0.17		—	—	—	—	0
Call · $77 Last $0.17 Breakeven $77.17 Implied vol 102.3% Delta 0.054 ≈5% ITM Gamma 0.014 Theta -0.082 Vega 0.008 Open interest 1 Model this call Put · $77 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
12	10	111%	0.058	$0.15		—	—	—	—	0
Call · $78 Last $0.15 Breakeven $78.15 Implied vol 111% Delta 0.058 ≈6% ITM Gamma 0.014 Theta -0.095 Vega 0.008 Open interest 12 Model this call Put · $78 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
10	124	96.6%	0.026	$0.07		—	—	—	—	0
Call · $79 Last $0.07 Breakeven $79.07 Implied vol 96.6% Delta 0.026 ≈3% ITM Gamma 0.008 Theta -0.043 Vega 0.004 Open interest 10 Model this call Put · $79 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
60	8	141%	0.085	$0.17		$15.20	—	—	10	5
Call · $80 Last $0.17 Breakeven $80.17 Implied vol 141% Delta 0.085 ≈8% ITM Gamma 0.015 Theta -0.163 Vega 0.015 Open interest 60 Model this call Put · $80 In the money Last $15.20 Breakeven $64.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 5 Model this put
5	6	196%	0.162	$0.10		—	—	—	—	0
Call · $81 Last $0.10 Breakeven $81.10 Implied vol 196% Delta 0.162 ≈16% ITM Gamma 0.017 Theta -0.359 Vega 0.022 Open interest 5 Model this call Put · $81 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
42	4	201.2%	0.157	$0.09		—	—	—	—	0
Call · $82 Last $0.09 Breakeven $82.09 Implied vol 201.2% Delta 0.157 ≈16% ITM Gamma 0.016 Theta -0.361 Vega 0.015 Open interest 42 Model this call Put · $82 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
18	74	206.3%	0.153	$0.08		—	—	—	—	0
Call · $83 Last $0.08 Breakeven $83.08 Implied vol 206.3% Delta 0.153 ≈15% ITM Gamma 0.016 Theta -0.363 Vega 0.015 Open interest 18 Model this call Put · $83 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
6	22	166.8%	0.082	$0.16		—	—	—	—	0
Call · $84 Last $0.16 Breakeven $84.16 Implied vol 166.8% Delta 0.082 ≈8% ITM Gamma 0.012 Theta -0.189 Vega 0.009 Open interest 6 Model this call Put · $84 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
31	4	174.4%	0.084	$0.14		$17.69	—	—	4	4
Call · $85 Last $0.14 Breakeven $85.14 Implied vol 174.4% Delta 0.084 ≈8% ITM Gamma 0.012 Theta -0.2 Vega 0.015 Open interest 31 Model this call Put · $85 In the money Last $17.69 Breakeven $67.31 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this put
44	2	204.5%	0.121	$0.07		—	—	—	—	0
Call · $86 Last $0.07 Breakeven $86.07 Implied vol 204.5% Delta 0.121 ≈12% ITM Gamma 0.013 Theta -0.303 Vega 0.015 Open interest 44 Model this call Put · $86 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
5	2	181.5%	0.078	$0.05		—	—	—	—	0
Call · $87 Last $0.05 Breakeven $87.05 Implied vol 181.5% Delta 0.078 ≈8% ITM Gamma 0.011 Theta -0.196 Vega 0.009 Open interest 5 Model this call Put · $87 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
118	159	183.2%	0.073	$0.08		—	—	—	—	0
Call · $88 Last $0.08 Breakeven $88.08 Implied vol 183.2% Delta 0.073 ≈7% ITM Gamma 0.01 Theta -0.188 Vega 0.009 Open interest 118 Model this call Put · $88 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. The 25 strikes around the money are shown by default — switch to "All 42" for the wings. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1071739 CUSIP 15135B101 13F (30d) 236 filings 234 filers Visit website Investor relations