CNC · Expected Move
Centene Corporation
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).
CNC straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current CNC Expected Move
30-Day Straddle
$8.38
7-Day Straddle
$6.10
30-Day ATM IV
52.0%
IV Rank
59%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $8.38 | $6.10 | 52.0% | 59% |
| 20261020 | $8.32 | $6.41 | 51.1% | 56% |
| 20261019 | $8.60 | $3.00 | 51.7% | 58% |
| 20261016 | $7.56 | $3.61 | 49.9% | 52% |
| 20261015 | $8.25 | $3.77 | 51.8% | 59% |
| 20261014 | $8.43 | $3.94 | 52.6% | 62% |
| 20261013 | $8.32 | $3.77 | 52.1% | 60% |
| 20261012 | $8.43 | $2.70 | 53.3% | 64% |
| 20261009 | $7.45 | $3.13 | 51.2% | 57% |
| 20261008 | $7.90 | $3.90 | 54.7% | 69% |
| 20261007 | $8.00 | $4.11 | 54.1% | 67% |
| 20261006 | $8.15 | $3.88 | 53.5% | 65% |
| 20261005 | $7.95 | $2.80 | 52.2% | 60% |
| 20261002 | $7.25 | $3.16 | 52.6% | 62% |
| 20261001 | $7.18 | $3.30 | 52.2% | 60% |
| 20260930 | $7.10 | $3.70 | 50.3% | 53% |
| 20260929 | $7.29 | $3.69 | 50.0% | 52% |
| 20260928 | $7.58 | $2.65 | 49.8% | 51% |
| 20260925 | $6.00 | $2.67 | 46.3% | 39% |
| 20260924 | $6.22 | $3.25 | 46.6% | 40% |
| 20260923 | $6.05 | $3.29 | 42.8% | 26% |
| 20260922 | $6.45 | $3.84 | 43.5% | 28% |
| 20260921 | $6.68 | $2.58 | 43.1% | 27% |
| 20260918 | $6.05 | $3.29 | 42.9% | 26% |
| 20260917 | $6.61 | $3.42 | 43.2% | 27% |
| 20260916 | $6.79 | $4.43 | 43.9% | 30% |
| 20260915 | $6.86 | $4.12 | 44.1% | 30% |
| 20260914 | $6.88 | $2.85 | 41.9% | 22% |
| 20260911 | $5.97 | $3.00 | 40.6% | 18% |
| 20260910 | $6.62 | $3.46 | 43.3% | 28% |
| 20260909 | $5.47 | $3.42 | 37.6% | 6% |
| 20260908 | $6.05 | $3.36 | 40.5% | 17% |
| 20260904 | $5.43 | $3.04 | 37.2% | 5% |
| 20260903 | $5.68 | $2.77 | 37.6% | 7% |
| 20260902 | $5.82 | $3.10 | 38.1% | 8% |
| 20260901 | $6.21 | $3.30 | 41.5% | 21% |
| 20260831 | $6.51 | $2.38 | 41.1% | 19% |
| 20260828 | $5.35 | $2.63 | 38.0% | 8% |
| 20260827 | $5.59 | $3.05 | 39.0% | 12% |
| 20260826 | $6.22 | $3.46 | 39.8% | 15% |
| 20260825 | $5.89 | $2.81 | 38.9% | 11% |
| 20260824 | $6.04 | $2.41 | 38.6% | 10% |
| 20260821 | $5.43 | $2.68 | 38.2% | 9% |
| 20260820 | $5.79 | $3.01 | 38.6% | 10% |
| 20260819 | $5.58 | $3.21 | 37.5% | 6% |
| 20260818 | $5.84 | $3.35 | 38.4% | 10% |
| 20260817 | $6.17 | $2.25 | 39.9% | 15% |
| 20260814 | $5.71 | $2.75 | 38.1% | 8% |
| 20260813 | $5.71 | $2.96 | 38.2% | 8% |
| 20260812 | $5.79 | $3.37 | 37.8% | 7% |
| 20260811 | $5.97 | $3.05 | 39.6% | 13% |
| 20260810 | $6.39 | $2.45 | 40.1% | 15% |
| 20260807 | — | — | 35.8% | 0% |
| 20260806 | $6.58 | $3.65 | 45.3% | 28% |
| 20260805 | $6.54 | $3.95 | 42.9% | 20% |
| 20260804 | $6.42 | $3.88 | 43.5% | 22% |
| 20260803 | $6.52 | $2.68 | 43.3% | 21% |
| 20260731 | $5.85 | $2.98 | 41.8% | 16% |
| 20260730 | $6.26 | $3.26 | 44.7% | 26% |
| 20260729 | $6.75 | $3.79 | 47.6% | 37% |
More on CNC
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.