CNC · Options
Centene Corporation Common Stock (CNC) options chain & liquidity
Term structure, skew and the liquidity of the published chain.
Update time unavailable
Loading graph — the exact table is available below.
2026-10-23ATM IV 46.66%16 DTE · ATM strike $64.00 · No stored earnings markerUpdate time unavailable
Event / reference markers
- Earnings expiry 2026-10-30: 23
Exact data table
| Observation | ATM IV (%) | Context | Updated |
|---|---|---|---|
| 46.66% | 16 DTE · ATM strike $64.00 · No stored earnings marker | Update time unavailable | |
| 55.955% | 23 DTE · ATM strike $65.00 · Contains earnings | Update time unavailable | |
| 53.845% | 30 DTE · ATM strike $65.00 · No stored earnings marker | Update time unavailable | |
| 53.31% | 37 DTE · ATM strike $62.00 · No stored earnings marker | Update time unavailable |
- Liquidity classification
- ACCEPTABLE
- Median bid-ask width
- 26.6%
- 25-delta put IV
- 55.2%
- 25-delta call IV
- 56.1%
- Downside skew
- -0.5%
Next steps
Data provenance
Figures are from published, reviewed research as of Oct 7, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.