NEW Tour v265
NTRA
NATERA INC
$279.32 +1.10%
$280.03 (+0.25%)🌙
as of 07/02 06:47 PM
7/2 18:47

Option Volume

Detail
Current (07/02) 310
Calls: 146 (47%)
Puts: 164 (53%)
Prior (07/01) 835
Calls: 529 (63%)
Puts: 306 (37%)
Current vs Prior -62.87%
Calls: -72.40% (Calls)
Puts: -46.41% (Puts)
Prior 7-Day Total 18,494
Calls: 14,007 (76%)
Puts: 4,487 (24%)
Prior 7-Day Average 2,642
Calls: 2,001 (76%)
Puts: 641 (24%)
Current vs Prior 7-Day Avg -88.27%
Calls: -92.70%
Puts: -74.41%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/02) $550.2K
Calls: $463.8K (84%)
Puts: $86.4K (16%)
Prior (07/01) $2.10M
Calls: $1.95M (93%)
Puts: $155.4K (7%)
Current vs Prior -73.81%
Calls: -76.16%
Puts: -44.40%
Prior 7-Day Total $46.12M
Calls: $40.78M (88%)
Puts: $5.34M (12%)
Prior 7-Day Average $6.59M
Calls: $5.83M (88%)
Puts: $762.5K (12%)
Current vs Prior 7-Day Avg -91.65%
Calls: -92.04%
Puts: -88.67%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/02) 1.12
Prior (07/01) 0.58
Current vs Prior +94.19%
Prior 7-Day Average 0.52
Current vs Prior 7-Day Avg +117.21%
Sentiment BEARISH

Open Interest

Detail
Current (07/02) 12,694
Calls: 11,809 (93%)
Puts: 885 (7%)
Prior (07/01) 11,407
Calls: 9,825 (86%)
Puts: 1,582 (14%)
Current vs Prior +11.28%
Prior 7-Day Total 94,836
Calls: 80,643 (85%)
Puts: 14,193 (15%)
Prior 7-Day Average 13,548
Calls: 11,520 (85%)
Puts: 2,027 (15%)
Current vs Prior 7-Day Avg -6.30%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)
Current 10.47% | 21.16%
Prior 11.00% | 21.63%
Current vs Prior -4.83% | -2.17%
Prior 7-Day Avg 12.44% | 22.42%
Current vs 7-Day Avg -15.79% | -5.63%
Prior 7-Day Eod 11.00% | 21.63%
Current vs 7-Day Eod -4.83% | -2.17%
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 16.58% | 11.64%
Calls: 17.15% | 11.95%
Puts: 16.02% | 11.34%
Current vs 7-Day Avg -9.10% | +19.29%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($463.8K) vs puts ($86.4K). Light premium activity with dollar volume down 74% vs prior. Below-average activity with volume down 63% vs prior. Slightly bearish P/C ratio of 1.12.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 4 of results (avg 6.0%, best 3.9%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Jul 1778.2081.30$79.753.9%20.95116
$220.00Jul 1758.4061.60$60.005.3%20.951.5K
$230.00Jul 1748.5051.80$50.156.6%20.93318
$240.00Jul 1739.0042.30$40.658.1%20.89311
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. 8 found (avg delta 0.80, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jul 1758.4061.60$60.005.3%20.951.5K
$200.00Jul 1778.2081.30$79.753.9%20.95116
$230.00Jul 1748.5051.80$50.156.6%20.93318
$240.00Jul 1739.0042.30$40.658.1%20.89311
$260.00Jul 1722.5025.50$24.0012.5%20.77246
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 1723.5026.70$25.1012.7%20.753

Most actively traded options today. High liquidity = easy entry/exit. 16 active (total vol 107, top 23)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Jul 176.008.60$7.3035.6%90.3890
$270.00Jul 1715.5018.50$17.0017.6%70.64229
$280.00Jul 1710.4013.60$12.0026.7%60.51419
$200.00Jul 1778.2081.30$79.753.9%20.95116
$220.00Jul 1758.4061.60$60.005.3%20.951.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 171.002.85$1.9395.9%230.1120
$250.00Jul 171.353.70$2.5392.9%220.1528
$260.00Jul 173.305.20$4.2544.7%200.2312
$220.00Jul 170.001.60$0.80200.0%30.04214
$230.00Jul 170.002.75$1.38199.3%30.07--

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. 9 found (best R:R 17.18, avg 6.74)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$290.00$300.00Jul 17$3.30$6.70$3.302.03$293.30
$280.00$290.00Jul 17$4.70$5.30$4.701.13$284.70
$270.00$280.00Jul 17$5.00$5.00$5.001.00$275.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$240.00$230.00Jul 17$0.55$9.45$0.5517.18$239.45
$230.00$220.00Jul 17$0.58$9.42$0.5816.24$229.42
$250.00$240.00Jul 17$0.60$9.40$0.6015.67$249.40
$260.00$250.00Jul 17$1.72$8.28$1.724.81$258.28
$270.00$260.00Jul 17$3.50$6.50$3.501.86$266.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 79.00, avg 12.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$200.00$220.00Jul 17$19.75$19.75$0.2579.00$219.75
$220.00$230.00Jul 17$9.85$9.85$0.1565.67$229.85
$230.00$240.00Jul 17$9.50$9.50$0.5019.00$239.50
$240.00$260.00Jul 17$16.65$16.65$3.354.97$256.65
$260.00$270.00Jul 17$7.00$7.00$3.002.33$267.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$300.00$270.00Jul 17$17.35$17.35$12.651.37$282.65
$270.00$260.00Jul 17$3.50$3.50$6.500.54$266.50
$260.00$250.00Jul 17$1.72$1.72$8.280.21$258.28
$230.00$220.00Jul 17$0.58$0.58$9.420.06$229.42
$240.00$230.00Jul 17$0.55$0.55$9.450.06$239.45

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. 6 found (cheapest 8.86% of stock, avg 14.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$270.00Jul 17$17.00$7.75$24.75$245.25$294.758.86%
$260.00Jul 17$24.00$4.25$28.25$231.75$288.2510.11%
$300.00Jul 17$4.00$25.10$29.10$270.90$329.1010.42%
$240.00Jul 17$40.65$1.93$42.58$197.42$282.5815.24%
$230.00Jul 17$50.15$1.38$51.53$178.47$281.5318.45%
$220.00Jul 17$60.00$0.80$60.80$159.20$280.8021.77%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 10 found (cheapest 1.93% of stock, avg 3.30%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$300.00$230.00Jul 17$4.00$1.38$5.38$224.62$305.38
$300.00$240.00Jul 17$4.00$1.93$5.93$234.07$305.93
$300.00$250.00Jul 17$4.00$2.53$6.53$243.47$306.53
$300.00$260.00Jul 17$4.00$4.25$8.25$251.75$308.25
$290.00$230.00Jul 17$7.30$1.38$8.68$221.32$298.68
$290.00$240.00Jul 17$7.30$1.93$9.23$230.77$299.23
$290.00$250.00Jul 17$7.30$2.53$9.83$240.17$299.83
$290.00$260.00Jul 17$7.30$4.25$11.55$248.45$301.55
$300.00$270.00Jul 17$4.00$7.75$11.75$258.25$311.75
$290.00$270.00Jul 17$7.30$7.75$15.05$254.95$305.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 6.22, avg credit $6.52)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
220/230240/260Jul 17$17.23$2.776.22$212.77$257.23
260/270280/290Jul 17$8.20$1.804.56$261.80$288.20
240/250260/270Jul 17$7.60$2.403.17$242.40$267.60
220/230260/270Jul 17$7.58$2.423.13$222.42$267.58
230/240260/270Jul 17$7.55$2.453.08$232.45$267.55
260/270290/300Jul 17$6.80$3.202.12$263.20$296.80
250/260270/280Jul 17$6.72$3.282.05$253.28$276.72
250/260280/290Jul 17$6.42$3.581.79$253.58$286.42
240/250270/280Jul 17$5.60$4.401.27$244.40$275.60
220/230270/280Jul 17$5.58$4.421.26$224.42$275.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 32.33, cheapest $0.30)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$270.00$280.00$290.00Jul 17$0.30$9.7032.33
$220.00$230.00$240.00Jul 17$0.35$9.6527.57
$280.00$290.00$300.00Jul 17$1.40$8.606.14
$260.00$270.00$280.00Jul 17$2.00$8.004.00
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$240.00$250.00$260.00Jul 17$1.12$8.887.93
$250.00$260.00$270.00Jul 17$1.78$8.224.62

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 $-7.35, 9 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$240.00$260.001:2Jul 17-$7.35$12.65
$290.00$300.001:2Jul 17-$0.70$9.30
$280.00$290.001:2Jul 17-$2.60$7.40
$270.00$280.001:2Jul 17-$7.00$3.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$220.001:2Jul 17-$0.22$9.78
$270.00$260.001:2Jul 17-$0.75$9.25
$260.00$250.001:2Jul 17-$0.81$9.19
$240.00$230.001:2Jul 17-$0.83$9.17
$250.00$240.001:2Jul 17-$1.33$8.67

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 3.72%, avg 2.31%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Jul 17$10.400.510.2%3.72%3.97%6419
$290.00Jul 17$6.000.383.8%2.15%5.97%990
$300.00Jul 17$3.000.257.4%1.07%8.48%1--

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 146
Total Puts 164
Put/Call Ratio 1.12
Net Difference -18

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 14,007
Total Puts 4,487
Average Put/Call Ratio 0.52
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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