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CENTENE CORP (CNC) Options Risk Score

Real-time risk analysis for CNC options traders — updated every 30 minutes.

100
HIGH Risk
15.4
IV Rank
57.9%
IV %
2026-07-28
Next Earnings
Hospital & Medical Service Plans
Sector

Data last updated: 2026-07-23

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Is it risky to sell options on CENTENE CORP (CNC) right now?

For a 4-week expiry, CENTENE CORP (CNC) carries an options catalyst-risk score of 100 out of 100 (HIGH). The contributing signals are an upcoming earnings report, 4 recent news items, 10 active legal filings, 1 recent SEC event and 12 clinical-trial catalysts within the 4-week window. Anything at 70 or above counts as HIGH, meaning the premium on CNC is at least partly compensation for a scheduled event rather than pure time value. It says nothing about direction — only that something is on the calendar.

CNC shows an IV Rank of 15, near the low end of its one-year range — options are relatively cheap, which favours option buyers over sellers, with a current implied volatility of about 58%. Read IV Rank alongside the catalyst score: it says how expensive CNC options are, while the score says whether that price is justified by a scheduled event.

CNC reports on 2026-07-28. Any expiry beyond that date carries the gap, and the implied volatility priced in beforehand typically collapses the morning after; the stock has moved up 3.5% recently.

TickerRisk provides risk scoring for informational purposes only. This is not financial advice. Options trading involves substantial risk of loss. Full disclaimer