Centene Corporation (CNC) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Centene Corporation

NYSE: CNC · Real-Time Price · USD
34.86
0.47 (1.37%)
At close: Sep 26, 2025, 3:59 PM
35.00
0.40%
After-hours: Sep 26, 2025, 07:54 PM EDT

Centene Greeks

Delta, Gamma, Theta, and Vega Greek Charts for CNC options.

Delta Table

Strike Price Delta Gamma Theta Vega
15.00 0.9396 0.0060 -0.1717 0.0053
16.00 0.9198 0.0071 -0.2251 0.0067
17.00 0.9243 0.0080 -0.1838 0.0064
18.00 0.9065 0.0092 -0.2184 0.0075
19.00 0.9162 0.0103 -0.1658 0.0069
20.00 0.9061 0.0119 -0.1702 0.0075
21.00 0.8751 0.0135 -0.2248 0.0092
22.00 0.8614 0.0154 -0.2282 0.0099
22.50 0.8832 0.0170 -0.1636 0.0088
23.00 0.8926 0.0183 -0.1355 0.0083
23.50 0.8557 0.0195 -0.1912 0.0102
24.00 0.8421 0.0207 -0.2029 0.0108
24.50 0.8608 0.0232 -0.1531 0.0099
25.00 0.9152 0.0239 -0.0745 0.0069
25.50 0.9524 0.0207 -0.0365 0.0044
26.00 0.9685 0.0182 -0.0224 0.0032
26.50 0.9662 0.0208 -0.022 0.0034
27.00 0.9636 0.0240 -0.0217 0.0036
27.50 0.9606 0.0280 -0.0213 0.0038
28.00 0.9435 0.0379 -0.0272 0.0051
28.50 0.8294 0.1021 -0.0706 0.0140
29.00 0.9177 0.0589 -0.0308 0.0068
29.50 0.8950 0.0755 -0.034 0.0081
30.00 0.8571 0.0975 -0.04 0.0101
30.50 0.7892 0.1193 -0.0524 0.0129
31.00 0.7131 0.1339 -0.0641 0.0152
31.50 0.4121 0.4156 -0.0948 0.0302
32.00 0.1565 0.4246 -0.1135 0.0349
32.50 -0.0477 0.3859 -0.1271 0.0355
33.00 -0.2172 0.3461 -0.1296 0.0341
33.50 -0.3594 0.3012 -0.1279 0.0316
34.00 -0.483 0.2562 -0.1202 0.0281
34.50 -0.5889 0.2175 -0.1053 0.0246
35.00 -0.6074 0.1793 -0.1202 0.0238
36.00 -0.6844 0.1281 -0.122 0.0202
37.00 -0.7401 0.0969 -0.1186 0.0174
38.00 -0.771 0.0805 -0.1189 0.0161
39.00 -0.689 0.0863 -0.1856 0.0213
40.00 -0.82 0.0591 -0.1142 0.0137
41.00 -0.7385 0.0663 -0.1892 0.0188
42.00 -0.7031 0.0568 -0.2517 0.0195
43.00 -0.6682 0.0581 -0.2989 0.0220
44.00 -0.6868 0.0547 -0.296 0.0214
45.00 -0.7462 0.0486 -0.248 0.0184
50.00 -0.9039 0.0236 -0.1092 0.0086