CNC (Centene Corporation)

Expected Move & Straddle Price History

The expected move for CNC is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current CNC Expected Move
30-Day Straddle
$5.43
7-Day Straddle
$3.04
Avg IV
0.4%
IV Rank
10%
Implied one-standard-deviation move through the next 30 days. Compare to CNC's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
CNC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $5.43 $3.04 0.4% 10%
20260903 $5.68 $2.77 0.4% 0%
20260902 $5.82 $3.10 0.4% 2%
20260901 $6.21 $3.30 0.5% 24%
20260831 $6.51 $2.38 0.4% 5%
20260828 $5.35 $2.63 0.5% 13%
20260827 $5.59 $3.05 0.4% 8%
20260826 $6.22 $3.46 0.5% 13%
20260825 $5.89 $2.81 0.5% 11%
20260824 $6.04 $2.41 0.4% 0%
20260821 $5.43 $2.68 0.7% 58%
20260820 $5.79 $3.01 0.9% 83%
20260819 $5.58 $3.21 0.7% 56%
20260818 $5.84 $3.35 0.9% 90%
20260817 $6.17 $2.25 0.9% 96%
20260814 $5.71 $2.75 0.4% 1%
20260813 $5.71 $2.96 0.5% 9%
20260812 $5.79 $3.37 0.4% 1%
20260811 $5.97 $3.05 0.5% 7%
20260810 $6.39 $2.45 0.5% 12%
20260806 $6.58 $3.65 0.5% 16%
20260805 $6.54 $3.95 0.5% 18%
20260804 $6.42 $3.88 0.5% 8%
20260803 $6.52 $2.68 0.4% 2%
20260731 $5.85 $2.98 0.5% 15%
20260730 $6.26 $3.26 0.5% 18%
20260729 $6.75 $3.79 0.5% 22%
20260728 $6.67 $4.42 0.5% 15%
20260727 $8.65 $6.17 0.6% 30%
20260724 $7.58 $5.77 0.6% 37%
20260723 $8.03 $6.35 0.6% 41%
20260722 $8.45 $7.60 0.6% 34%
20260721 $8.57 $6.76 0.6% 34%
20260720 $8.25 $2.95 0.6% 40%
20260716 $8.25 $3.68 0.6% 32%
20260715 $8.47 $4.16 0.6% 25%
20260714 $9.22 $4.62 0.6% 30%
20260713 $9.55 $3.50 0.6% 38%
20260710 $8.00 $3.52 0.6% 36%
20260709 $9.10 $4.18 0.6% 34%
20260708 $9.20 $4.53 0.6% 41%
20260707 $9.20 $4.59 0.6% 40%
20260706 $9.47 $3.40 0.6% 38%
20260702 $9.25 $4.17 0.7% 44%
20260701 $9.75 $4.80 0.7% 44%
20260630 $9.25 $5.29 0.7% 44%
20260629 $9.22 $3.92 0.6% 43%
20260626 $7.18 $4.21 0.5% 18%
20260625 $6.97 $3.44 0.6% 24%
20260624 $6.52 $3.66 0.5% 23%
20260623 $6.93 $3.96 0.5% 21%
20260622 $6.61 $2.79 0.6% 28%
20260618 $6.46 $2.87 0.7% 56%
20260617 $6.75 $3.18 0.7% 53%
20260616 $6.81 $3.54 0.7% 53%
20260615 $6.79 $2.23 0.9% 100%
20260613 $6.64 $3.16 0.6% 29%
20260612 $6.64 $3.17 0.6% 29%
20260611 $6.67 $3.08 0.5% 15%
20260610 $7.13 $3.75 0.6% 26%