CENTENE CORP (CNC) Options Risk Score

Run a full CNC options risk analysis

See the complete risk breakdown — news catalysts, SEC filings, legal proceedings, earnings overlap, IV vs HV, options flow and Expected Move — all in one scan.

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 79 out of 100 (HIGH). The contributing signals are an upcoming earnings report, 7 recent news items, 10 active legal filings and 10 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 25, 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 45%. 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 2026-10-27. Any expiry beyond that date carries the gap, and the implied volatility priced in beforehand typically collapses the morning after.

CENTENE CORP (CNC) current implied volatility and IV Rank

CNC's IV Rank stands at 25 right now with implied volatility around 45%, alongside a TickerRisk options-risk score of 79/100. That is toward the bottom of its 12-month range, so premium is thin. Selling here pays poorly for the risk taken; if you expect a move, buying the move is the cheaper side.

Unsure how to act on this? What IV Rank is worth selling at →

CENTENE CORP (CNC) next earnings date — 2026-10-27

CENTENE CORP (CNC) is scheduled to report on 2026-10-27 — about 51 days away, so a standard expiry would carry straight through it. CNC's IV Rank is currently 25. Implied volatility tends to build into the date and drop sharply once results are public. If the premium on CNC looks unusually generous right now, this is the most likely reason.

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