Option Breakeven Price (90-Day)

Option Breakeven Price: The average price at which an option position breaks even at expiration, weighted by the open interests of all calls and puts.

Centene Corporation (CNC) had 90-Day Option Breakeven Price of 86.61 for 2024-05-16.

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Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2410
Historical Volatility (Parkinson)	0.2137
Implied Volatility (Calls)	0.2371
Implied Volatility (Puts)	0.2321
Implied Volatility (Mean)	0.2346
Put-Call Implied Volatility Ratio	0.9787
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	8.3702
Put-Call Ratio (Open Interest)	0.0745
Forward Price	78.23
Call Breakeven Price	87.32
Put Breakeven Price	74.28
Option Breakeven Price	86.61