ApexVol
Healthcare Healthcare Live Data Updated 2026-03-01

CNC Options

Centene Corporation Options Chain, Implied Volatility & Greeks

Comprehensive options market data for Centene Corporation (CNC). Explore implied volatility patterns, options chain liquidity, gamma exposure levels, and key market metrics.

CNC Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 18% - 42%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
18% - 42%
Market Cap
$35B+
Weeklies
Yes

1 About Centene Corporation (CNC)

Centene is a leading managed care company focused on government-sponsored healthcare programs including Medicaid, Medicare, and Health Insurance Marketplace.

Company Profile

Sector Healthcare
Industry Health Insurance
Market Cap $35B+
Exchange NYSE

Key Dates

Next Earnings See earnings calendar
Earnings Frequency Quarterly
Dividend Schedule See company page
Fiscal Year End December

Centene Corporation operates in the Healthcare sector.

2 CNC Options Market Overview

CNC options provide good liquidity for options traders.

Average Daily Volume N/A
Total Open Interest N/A
Put/Call Ratio N/A
Typical ATM Spread N/A
Weekly Options Available
LEAPS Available Yes

Liquidity Assessment: Good

CNC options are available for trading across multiple expirations.

3 CNC Volatility Profile

CNC implied volatility reflects healthcare outcomes, clinical trials, and regulatory decisions.

Low IV Environment
18% - 24%
Below average volatility
Typical IV Range
24% - 36%
Normal conditions
Elevated IV
36% - 42%
Above average volatility

Earnings Impact

IV typically expands before earnings and contracts after the announcement.

Historical Volatility vs IV

CNC IV generally trades near historical volatility, with premiums expanding around earnings.

Term Structure

Typically upward sloping under normal conditions.

View CNC Volatility Lab

CNC Gamma Exposure (GEX)

Gamma Exposure analysis for CNC reveals dealer hedging dynamics at key strike levels.

Typical GEX Profile: CNC tends to operate in a positive gamma environment during normal conditions.

Key Levels:

Dealer Hedging:

View Live CNC GEX

4 Common CNC Options Strategies

These are strategies commonly used by traders on CNC options, based on typical market characteristics. This is not investment advice.

Popular for CNC shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on CNC.

Range-bound strategy for CNC between events.

Key Considerations for CNC Options

  • CNC options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
  • Monitor earnings dates for IV expansion/contraction patterns
  • Consider the stock's beta when sizing positions

Frequently Asked Questions: CNC Options

What is CNC's typical implied volatility?

CNC implied volatility typically ranges from 18% - 42%.

Does CNC have weekly options?

CNC offers weekly options.

Explore CNC Options Data

Access institutional-grade analytics including gamma exposure, implied volatility, and real-time options flow.