NEW Tour v246
NTRA
NATERA INC
$271.45 -0.32%
$270.40 (-0.39%)🌙
as of 06/30 06:43 PM
6/30 18:43

Option Volume

Detail
Current (06/30) 247
Calls: 198 (80%)
Puts: 49 (20%)
Prior (06/29) 1,347
Calls: 542 (40%)
Puts: 805 (60%)
Current vs Prior -81.66%
Calls: -63.47% (Calls)
Puts: -93.91% (Puts)
Prior 7-Day Total 20,116
Calls: 14,989 (75%)
Puts: 5,127 (25%)
Prior 7-Day Average 2,873
Calls: 2,141 (75%)
Puts: 732 (25%)
Current vs Prior 7-Day Avg -91.40%
Calls: -90.75%
Puts: -93.31%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/30) $530.1K
Calls: $503.0K (95%)
Puts: $27.1K (5%)
Prior (06/29) $3.18M
Calls: $1.85M (58%)
Puts: $1.33M (42%)
Current vs Prior -83.30%
Calls: -72.76%
Puts: -97.96%
Prior 7-Day Total $46.34M
Calls: $40.78M (88%)
Puts: $5.57M (12%)
Prior 7-Day Average $6.62M
Calls: $5.83M (88%)
Puts: $795.1K (12%)
Current vs Prior 7-Day Avg -91.99%
Calls: -91.37%
Puts: -96.59%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/30) 0.25
Prior (06/29) 1.49
Current vs Prior -83.34%
Prior 7-Day Average 0.67
Current vs Prior 7-Day Avg -62.89%
Sentiment BULLISH

Open Interest

Detail
Current (06/30) 11,812
Calls: 9,402 (80%)
Puts: 2,410 (20%)
Prior (06/29) 13,660
Calls: 11,503 (84%)
Puts: 2,157 (16%)
Current vs Prior -13.53%
Prior 7-Day Total 93,159
Calls: 77,880 (84%)
Puts: 15,279 (16%)
Prior 7-Day Average 13,308
Calls: 11,125 (84%)
Puts: 2,182 (16%)
Current vs Prior 7-Day Avg -11.24%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)
Current 11.05% | 22.07%
Prior 11.68% | 22.22%
Current vs Prior -5.36% | -0.68%
Prior 7-Day Avg 13.15% | 22.57%
Current vs 7-Day Avg -15.93% | -2.24%
Prior 7-Day Eod 11.68% | 22.22%
Current vs 7-Day Eod -5.36% | -0.68%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 15.07% | 13.89%
Calls: 18.18% | 14.15%
Puts: 11.97% | 13.64%
Prior 15.07% | 13.89%
Calls: 18.18% | 14.15%
Puts: 11.97% | 13.64%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 17.38% | 10.93%
Calls: 15.75% | 10.72%
Puts: 19.01% | 11.14%
Current vs 7-Day Avg -13.28% | +27.08%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 95% of dollar volume in calls ($503.0K) vs puts ($27.1K). Light premium activity with dollar volume down 83% vs prior. Below-average activity with volume down 82% vs prior. Extreme bullish P/C ratio of 0.25 - heavy call buying (198 calls vs 49 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 1 of results (avg 9.5%, best 9.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 1733.2036.50$34.859.5%50.86313
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 4 found (avg delta 0.72, highest 0.86)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 1733.2036.50$34.859.5%50.86313
$250.00Jul 1724.6028.40$26.5014.3%20.79--
$260.00Jul 1718.5020.70$19.6011.2%100.67248
$270.00Jul 1712.0014.90$13.4521.6%50.54229
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 10 active (total vol 59, top 20)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Jul 175.106.60$5.8525.6%200.3172
$260.00Jul 1718.5020.70$19.6011.2%100.67248
$240.00Jul 1733.2036.50$34.859.5%50.86313
$270.00Jul 1712.0014.90$13.4521.6%50.54229
$280.00Jul 177.5010.40$8.9532.4%50.42--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 179.5013.20$11.3532.6%50.46--
$260.00Jul 175.508.20$6.8539.4%40.339
$220.00Jul 170.503.00$1.75142.9%20.08--
$250.00Jul 172.605.00$3.8063.2%10.2126

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. -- strikes (avg --%, max --%)

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 6 found (best R:R 13.63, avg 3.54)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$280.00$290.00Jul 17$3.10$6.90$3.102.23$283.10
$270.00$280.00Jul 17$4.50$5.50$4.501.22$274.50
$260.00$270.00Jul 17$6.15$3.85$6.150.63$266.15
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$250.00$220.00Jul 17$2.05$27.95$2.0513.63$247.95
$260.00$250.00Jul 17$3.05$6.95$3.052.28$256.95
$270.00$260.00Jul 17$4.50$5.50$4.501.22$265.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 8 found (best R:R 5.06, avg 1.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$240.00$250.00Jul 17$8.35$8.35$1.655.06$248.35
$250.00$260.00Jul 17$6.90$6.90$3.102.23$256.90
$260.00$270.00Jul 17$6.15$6.15$3.851.60$266.15
$270.00$280.00Jul 17$4.50$4.50$5.500.82$274.50
$280.00$290.00Jul 17$3.10$3.10$6.900.45$283.10
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$270.00$260.00Jul 17$4.50$4.50$5.500.82$265.50
$260.00$250.00Jul 17$3.05$3.05$6.950.44$256.95
$250.00$220.00Jul 17$2.05$2.05$27.950.07$247.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. -- found (avg debit $--, cheapest $--)

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 9.14% of stock, avg 10.01%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$270.00Jul 17$13.45$11.35$24.80$245.20$294.809.14%
$260.00Jul 17$19.60$6.85$26.45$233.55$286.459.74%
$250.00Jul 17$26.50$3.80$30.30$219.70$280.3011.16%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 8 found (cheapest 2.80% of stock, avg 4.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$290.00$220.00Jul 17$5.85$1.75$7.60$212.40$297.60
$290.00$250.00Jul 17$5.85$3.80$9.65$240.35$299.65
$280.00$220.00Jul 17$8.95$1.75$10.70$209.30$290.70
$290.00$260.00Jul 17$5.85$6.85$12.70$247.30$302.70
$280.00$250.00Jul 17$8.95$3.80$12.75$237.25$292.75
$280.00$260.00Jul 17$8.95$6.85$15.80$244.20$295.80
$290.00$270.00Jul 17$5.85$11.35$17.20$252.80$307.20
$280.00$270.00Jul 17$8.95$11.35$20.30$249.70$300.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 3.17, avg credit $6.87)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
260/270280/290Jul 17$7.60$2.403.17$262.40$287.60
250/260270/280Jul 17$7.55$2.453.08$252.45$277.55
250/260280/290Jul 17$6.15$3.851.60$253.85$286.15
220/250260/270Jul 17$8.20$21.800.38$241.80$268.20
220/250270/280Jul 17$6.55$23.450.28$243.45$276.55
220/250280/290Jul 17$5.15$24.850.21$244.85$285.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 12.33, cheapest $0.75)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$250.00$260.00$270.00Jul 17$0.75$9.2512.33
$270.00$280.00$290.00Jul 17$1.40$8.606.14
$240.00$250.00$260.00Jul 17$1.45$8.555.90
$260.00$270.00$280.00Jul 17$1.65$8.355.06
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$250.00$260.00$270.00Jul 17$1.45$8.555.90

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 6 found (best net $-0.75, 5 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$280.00$290.001:2Jul 17-$2.75$7.25
$270.00$280.001:2Jul 17-$4.45$5.55
$260.00$270.001:2Jul 17-$7.30$2.70
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$260.00$250.001:2Jul 17-$0.75$9.25
$270.00$260.001:2Jul 17-$2.35$7.65
$250.00$220.001:2Jul 17$0.30$29.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 2.76%, avg 2.32%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Jul 17$7.500.423.1%2.76%5.91%5--
$290.00Jul 17$5.100.316.8%1.88%8.71%2072

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 198
Total Puts 49
Put/Call Ratio 0.25
Net Difference 149

Prior's Put/Call Breakdown

Total Calls 542
Total Puts 805
Put/Call Ratio 1.49
Net Difference -263

Prior 7-Day Put/Call Summary

Total Calls 14,989
Total Puts 5,127
Average Put/Call Ratio 0.67
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All