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
$6.64
7-Day Straddle
$3.17
Avg IV
0.6%
IV Rank
29%
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
20260612 $6.64 $3.17 0.6% 29%
20260611 $6.67 $3.08 0.5% 15%
20260610 $7.13 $3.75 0.6% 26%
20260609 $7.00 $3.90 0.6% 37%
20260608 $7.01 $3.05 0.6% 25%
20260605 $6.00 $3.07 0.5% 11%
20260604 $5.65 $3.11 0.5% 16%
20260603 $6.01 $3.56 0.5% 13%
20260602 $5.13 $3.42 0.5% 10%
20260601 $6.01 $2.55 0.5% 5%
20260529 $4.94 $2.40 0.4% 0%
20260528 $5.06 $2.90 0.6% 26%
20260527 $5.41 $3.06 0.4% 0%
20260526 $6.14 $3.32 0.5% 14%
20260522 $4.87 $2.26 0.6% 30%
20260521 $4.80 $2.64 0.6% 32%
20260520 $5.17 $2.85 0.6% 31%
20260519 $5.45 $3.19 0.6% 26%
20260518 $5.51 $2.19 0.5% 17%
20260515 $5.04 $2.57 0.5% 11%
20260514 $5.46 $2.79 0.5% 11%
20260513 $5.97 $3.35 0.6% 22%
20260512 $5.64 $3.60 0.5% 8%
20260511 $5.38 $2.30 0.4% 0%
20260510 $5.39 $2.42 0.5% 0%
20260508 $4.87 $2.42 0.7% 47%
20260507 $4.61 $2.46 0.6% 39%
20260506 $4.78 $2.83 0.6% 35%
20260505 $4.71 $2.91 0.7% 51%
20260504 $5.08 $1.97 0.5% 20%
20260502 $4.61 $2.25 0.8% 61%
20260501 $4.61 $2.25 0.7% 52%
20260430 $4.96 $2.80 0.5% 20%
20260429 $5.42 $3.16 0.8% 79%
20260428 $4.93 $3.27 0.6% 29%
20260427 $6.02 $4.37 0.7% 50%
20260424 $5.61 $4.17 0.7% 42%
20260423 $5.50 $4.13 0.7% 39%
20260422 $5.36 $4.10 0.7% 42%
20260421 $5.29 $4.06 0.7% 40%
20260420 $5.09 $1.78 0.7% 38%
20260417 $4.80 $2.13 0.8% 56%
20260416 $5.03 $2.22 0.7% 38%
20260415 $4.78 $2.11 0.7% 50%
20260414 $4.87 $2.32 0.8% 62%
20260413 $5.08 $1.66 0.7% 40%
20260410 $4.92 $1.89 0.7% 44%
20260409 $5.05 $2.18 0.7% 41%
20260408 $5.06 $2.30 0.7% 42%
20260407 $5.19 $2.58 0.6% 34%
20260406 $5.47 $2.12 0.7% 48%
20260402 $4.93 $2.36 0.6% 33%
20260401 $4.88 $2.42 0.7% 38%
20260331 $4.95 $2.52 0.7% 43%
20260330 $4.84 $1.58 0.7% 43%
20260327 $4.03 $1.85 0.8% 62%
20260326 $3.97 $1.99 0.7% 46%
20260325 $4.04 $2.08 0.8% 54%
20260324 $4.11 $2.25 0.7% 47%
20260323 $4.20 $1.70 0.7% 50%