NEW Tour v251
NTRA
NATERA INC
$276.27 +1.78%
$275.53 (-0.27%)🌙
as of 07/01 06:48 PM
7/1 18:48

Option Volume

Detail
Current (07/01) 835
Calls: 529 (63%)
Puts: 306 (37%)
Prior (06/30) 247
Calls: 198 (80%)
Puts: 49 (20%)
Current vs Prior +238.06%
Calls: +167.17% (Calls)
Puts: +524.49% (Puts)
Prior 7-Day Total 18,865
Calls: 13,927 (74%)
Puts: 4,938 (26%)
Prior 7-Day Average 2,695
Calls: 1,989 (74%)
Puts: 705 (26%)
Current vs Prior 7-Day Avg -69.02%
Calls: -73.41%
Puts: -56.62%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/01) $2.10M
Calls: $1.95M (93%)
Puts: $155.4K (7%)
Prior (06/30) $530.1K
Calls: $503.0K (95%)
Puts: $27.1K (5%)
Current vs Prior +296.32%
Calls: +286.78%
Puts: +473.19%
Prior 7-Day Total $45.16M
Calls: $39.71M (88%)
Puts: $5.46M (12%)
Prior 7-Day Average $6.45M
Calls: $5.67M (88%)
Puts: $779.3K (12%)
Current vs Prior 7-Day Avg -67.44%
Calls: -65.70%
Puts: -80.05%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/01) 0.58
Prior (06/30) 0.25
Current vs Prior +133.74%
Prior 7-Day Average 0.68
Current vs Prior 7-Day Avg -14.36%
Sentiment BULLISH

Open Interest

Detail
Current (07/01) 11,407
Calls: 9,825 (86%)
Puts: 1,582 (14%)
Prior (06/30) 11,812
Calls: 9,402 (80%)
Puts: 2,410 (20%)
Current vs Prior -3.43%
Prior 7-Day Total 91,358
Calls: 77,681 (85%)
Puts: 13,677 (15%)
Prior 7-Day Average 13,051
Calls: 11,097 (85%)
Puts: 1,953 (15%)
Current vs Prior 7-Day Avg -12.60%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)
Current 11.00% | 21.63%
Prior 11.05% | 22.07%
Current vs Prior -0.43% | -1.99%
Prior 7-Day Avg 12.79% | 22.47%
Current vs 7-Day Avg -13.98% | -3.77%
Prior 7-Day Eod 11.05% | 22.07%
Current vs 7-Day Eod -0.43% | -1.99%
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 17.36% | 11.37%
Calls: 16.46% | 11.24%
Puts: 18.26% | 11.50%
Current vs 7-Day Avg -13.20% | +22.18%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 93% of dollar volume in calls ($1.95M) vs puts ($155.4K). Massive premium surge with dollar volume up 296% vs prior. Unusually high activity with volume up 238% vs prior - elevated interest. Bullish P/C ratio of 0.58.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 5.0%, best 5.0%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jul 1756.3059.20$57.755.0%30.941.5K
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. 5 found (avg delta 0.75, highest 0.94)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jul 1756.3059.20$57.755.0%30.941.5K
$250.00Jul 1728.7031.80$30.2510.2%70.83575
$260.00Jul 1721.0023.50$22.2511.2%20.74--
$270.00Jul 1715.5017.70$16.6013.3%250.61228
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Jul 1718.5021.50$20.0015.0%10.64--

Most actively traded options today. High liquidity = easy entry/exit. 14 active (total vol 222, top 51)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 173.006.00$4.5066.7%490.2674
$270.00Jul 1715.5017.70$16.6013.3%250.61228
$290.00Jul 176.208.10$7.1526.6%100.3685
$250.00Jul 1728.7031.80$30.2510.2%70.83575
$220.00Jul 1756.3059.20$57.755.0%30.941.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Jul 170.102.60$1.35185.2%510.05104
$210.00Jul 170.152.05$1.10172.7%500.05193
$230.00Jul 170.301.40$0.85129.4%100.06--
$270.00Jul 177.1011.00$9.0543.1%60.394
$250.00Jul 171.354.80$3.08112.0%50.1727

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. 8 found (best R:R 7.97, avg 2.53)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$290.00$300.00Jul 17$2.65$7.35$2.652.77$292.65
$280.00$290.00Jul 17$4.15$5.85$4.151.41$284.15
$270.00$280.00Jul 17$5.30$4.70$5.300.89$275.30
$260.00$270.00Jul 17$5.65$4.35$5.650.77$265.65
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$250.00$230.00Jul 17$2.23$17.77$2.237.97$247.77
$260.00$250.00Jul 17$1.97$8.03$1.974.08$258.03
$270.00$260.00Jul 17$4.00$6.00$4.001.50$266.00
$290.00$270.00Jul 17$10.95$9.05$10.950.83$279.05

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 11.00, avg 2.08)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$220.00$250.00Jul 17$27.50$27.50$2.5011.00$247.50
$250.00$260.00Jul 17$8.00$8.00$2.004.00$258.00
$260.00$270.00Jul 17$5.65$5.65$4.351.30$265.65
$270.00$280.00Jul 17$5.30$5.30$4.701.13$275.30
$280.00$290.00Jul 17$4.15$4.15$5.850.71$284.15
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$290.00$270.00Jul 17$10.95$10.95$9.051.21$279.05
$270.00$260.00Jul 17$4.00$4.00$6.000.67$266.00
$260.00$250.00Jul 17$1.97$1.97$8.030.25$258.03
$250.00$230.00Jul 17$2.23$2.23$17.770.13$247.77

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. 4 found (cheapest 9.28% of stock, avg 10.26%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$270.00Jul 17$16.60$9.05$25.65$244.35$295.659.28%
$290.00Jul 17$7.15$20.00$27.15$262.85$317.159.83%
$260.00Jul 17$22.25$5.05$27.30$232.70$287.309.88%
$250.00Jul 17$30.25$3.08$33.33$216.67$283.3312.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 15 found (cheapest 1.94% of stock, avg 4.17%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$300.00$230.00Jul 17$4.50$0.85$5.35$224.65$305.35
$300.00$200.00Jul 17$4.50$1.35$5.85$194.15$305.85
$300.00$250.00Jul 17$4.50$3.08$7.58$242.42$307.58
$290.00$230.00Jul 17$7.15$0.85$8.00$222.00$298.00
$290.00$200.00Jul 17$7.15$1.35$8.50$191.50$298.50
$300.00$260.00Jul 17$4.50$5.05$9.55$250.45$309.55
$290.00$250.00Jul 17$7.15$3.08$10.23$239.77$300.23
$280.00$230.00Jul 17$11.30$0.85$12.15$217.85$292.15
$290.00$260.00Jul 17$7.15$5.05$12.20$247.80$302.20
$280.00$200.00Jul 17$11.30$1.35$12.65$187.35$292.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 4.41, avg credit $6.61)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
260/270280/290Jul 17$8.15$1.854.41$261.85$288.15
250/260270/280Jul 17$7.27$2.732.66$252.73$277.27
260/270290/300Jul 17$6.65$3.351.99$263.35$296.65
250/260280/290Jul 17$6.12$3.881.58$253.88$286.12
250/260290/300Jul 17$4.62$5.380.86$255.38$294.62
230/250260/270Jul 17$7.88$12.120.65$242.12$267.88
230/250270/280Jul 17$7.53$12.470.60$242.47$277.53
230/250280/290Jul 17$6.38$13.620.47$243.62$286.38
230/250290/300Jul 17$4.88$15.120.32$245.12$294.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 27.57, cheapest $0.35)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$260.00$270.00$280.00Jul 17$0.35$9.6527.57
$270.00$280.00$290.00Jul 17$1.15$8.857.70
$280.00$290.00$300.00Jul 17$1.50$8.505.67
$250.00$260.00$270.00Jul 17$2.35$7.653.26
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$210.00$230.00$250.00Jul 17$2.48$17.527.06
$250.00$260.00$270.00Jul 17$2.03$7.973.93

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 10 found (best net $-2.75, 8 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$220.00$250.001:2Jul 17-$2.75$27.25
$290.00$300.001:2Jul 17-$1.85$8.15
$280.00$290.001:2Jul 17-$3.00$7.00
$270.00$280.001:2Jul 17-$6.00$4.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$210.001:2Jul 17-$1.35$18.65
$270.00$260.001:2Jul 17-$1.05$8.95
$260.00$250.001:2Jul 17-$1.11$8.89
$210.00$200.001:2Jul 17-$1.60$8.40
$250.00$230.001:2Jul 17$1.38$18.62

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 3.62%, avg 2.32%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Jul 17$10.000.491.4%3.62%4.97%2420
$290.00Jul 17$6.200.365.0%2.24%7.21%1085
$300.00Jul 17$3.000.268.6%1.09%9.68%4974

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 529
Total Puts 306
Put/Call Ratio 0.58
Net Difference 223

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 13,927
Total Puts 4,938
Average Put/Call Ratio 0.68
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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