Tour v294
NTRA
NATERA INC
$283.80 +1.60%
$283.83 (+0.01%)🌙
as of 07/06 06:46 PM
7/6 18:47

Option Volume

Detail
Current (07/06) 2,026
Calls: 1,383 (68%)
Puts: 643 (32%)
Prior (07/02) 310
Calls: 146 (47%)
Puts: 164 (53%)
Current vs Prior +553.55%
Calls: +847.26% (Calls)
Puts: +292.07% (Puts)
Prior 7-Day Total 16,289
Calls: 12,191 (75%)
Puts: 4,098 (25%)
Prior 7-Day Average 2,327
Calls: 1,741 (75%)
Puts: 585 (25%)
Current vs Prior 7-Day Avg -12.94%
Calls: -20.59%
Puts: +9.83%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/06) $5.12M
Calls: $4.80M (94%)
Puts: $319.3K (6%)
Prior (07/02) $550.2K
Calls: $463.8K (84%)
Puts: $86.4K (16%)
Current vs Prior +830.19%
Calls: +934.69%
Puts: +269.47%
Prior 7-Day Total $42.49M
Calls: $38.06M (90%)
Puts: $4.43M (10%)
Prior 7-Day Average $6.07M
Calls: $5.44M (90%)
Puts: $632.9K (10%)
Current vs Prior 7-Day Avg -15.68%
Calls: -11.74%
Puts: -49.55%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06) 0.46
Prior (07/02) 1.12
Current vs Prior -58.61%
Prior 7-Day Average 0.64
Current vs Prior 7-Day Avg -27.06%
Sentiment BULLISH

Open Interest

Detail
Current (07/06) 12,042
Calls: 9,518 (79%)
Puts: 2,524 (21%)
Prior (07/02) 12,694
Calls: 11,809 (93%)
Puts: 885 (7%)
Current vs Prior -5.14%
Prior 7-Day Total 98,366
Calls: 83,865 (85%)
Puts: 14,501 (15%)
Prior 7-Day Average 14,052
Calls: 11,980 (85%)
Puts: 2,071 (15%)
Current vs Prior 7-Day Avg -14.31%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 9.62% | 20.60%9.62% | 20.60%
Prior 10.47% | 21.16%-- | --
Current vs Prior -8.14% | -2.66%-- | --
Prior 7-Day Avg 12.07% | 22.32%-- | --
Current vs 7-Day Avg -20.28% | -7.71%-- | --
Prior 7-Day Eod 10.47% | 21.16%-- | --
Current vs 7-Day Eod -8.14% | -2.66%-- | --
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 16.24% | 12.02%
Calls: 17.68% | 12.31%
Puts: 14.81% | 11.74%
Current vs 7-Day Avg -7.23% | +15.57%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 94% of dollar volume in calls ($4.80M) vs puts ($319.3K). Massive premium surge with dollar volume up 830% vs prior. Unusually high activity with volume up 554% vs prior - elevated interest. Extreme bullish P/C ratio of 0.46 - heavy call buying (1,383 calls vs 643 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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 6.6%, best 4.6%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jul 1763.5066.50$65.004.6%10.94--
$230.00Jul 1753.5057.00$55.256.3%30.93318
$250.00Jul 1734.6037.20$35.907.2%160.89578
$240.00Jul 1743.6047.30$45.458.1%20.95311
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 0.82, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 1743.6047.30$45.458.1%20.95311
$220.00Jul 1763.5066.50$65.004.6%10.94--
$230.00Jul 1753.5057.00$55.256.3%30.93318
$250.00Jul 1734.6037.20$35.907.2%160.89578
$260.00Jul 1725.7029.40$27.5513.4%130.82246
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 1719.0022.50$20.7516.9%20.713

Most actively traded options today. High liquidity = easy entry/exit. 18 active (total vol 237, top 44)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 173.505.50$4.5044.4%330.29107
$250.00Jul 1734.6037.20$35.907.2%160.89578
$290.00Jul 177.109.40$8.2527.9%140.4495
$260.00Jul 1725.7029.40$27.5513.4%130.82246
$330.00Jul 170.303.20$1.75165.7%70.114
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 170.601.00$0.8050.0%440.0629
$230.00Jul 170.052.75$1.40192.9%400.0793
$260.00Jul 171.004.90$2.95132.2%390.1829
$200.00Jul 170.102.35$1.23182.9%50.04154
$250.00Jul 170.403.10$1.75154.3%30.11--

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. 10 found (best R:R 175.47, avg 22.18)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$310.00$330.00Jul 17$1.03$18.97$1.0318.42$311.03
$300.00$310.00Jul 17$1.72$8.28$1.724.81$301.72
$290.00$300.00Jul 17$3.75$6.25$3.751.67$293.75
$280.00$290.00Jul 17$5.25$4.75$5.250.90$285.25
$270.00$280.00Jul 17$6.45$3.55$6.450.55$276.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$230.00$200.00Jul 17$0.17$29.83$0.17175.47$229.83
$250.00$240.00Jul 17$0.95$9.05$0.959.53$249.05
$260.00$250.00Jul 17$1.20$8.80$1.207.33$258.80
$280.00$260.00Jul 17$5.75$14.25$5.752.48$274.25
$300.00$280.00Jul 17$12.05$7.95$12.050.66$287.95

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 49.00, avg 8.23)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$230.00$240.00Jul 17$9.80$9.80$0.2049.00$239.80
$220.00$230.00Jul 17$9.75$9.75$0.2539.00$229.75
$240.00$250.00Jul 17$9.55$9.55$0.4521.22$249.55
$250.00$260.00Jul 17$8.35$8.35$1.655.06$258.35
$260.00$270.00Jul 17$7.60$7.60$2.403.17$267.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$300.00$280.00Jul 17$12.05$12.05$7.951.52$287.95
$280.00$260.00Jul 17$5.75$5.75$14.250.40$274.25
$260.00$250.00Jul 17$1.20$1.20$8.800.14$258.80
$250.00$240.00Jul 17$0.95$0.95$9.050.10$249.05
$230.00$200.00Jul 17$0.17$0.17$29.830.01$229.83

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 7.82% of stock, avg 12.83%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$280.00Jul 17$13.50$8.70$22.20$257.80$302.207.82%
$300.00Jul 17$4.50$20.75$25.25$274.75$325.258.90%
$260.00Jul 17$27.55$2.95$30.50$229.50$290.5010.75%
$250.00Jul 17$35.90$1.75$37.65$212.35$287.6513.27%
$240.00Jul 17$45.45$0.80$46.25$193.75$286.2516.30%
$230.00Jul 17$55.25$1.40$56.65$173.35$286.6519.96%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 0.90% of stock, avg 2.62%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$330.00$240.00Jul 17$1.75$0.80$2.55$237.45$332.55
$330.00$230.00Jul 17$1.75$1.40$3.15$226.85$333.15
$330.00$250.00Jul 17$1.75$1.75$3.50$246.50$333.50
$310.00$240.00Jul 17$2.78$0.80$3.58$236.42$313.58
$310.00$230.00Jul 17$2.78$1.40$4.18$225.82$314.18
$310.00$250.00Jul 17$2.78$1.75$4.53$245.47$314.53
$330.00$260.00Jul 17$1.75$2.95$4.70$255.30$334.70
$300.00$240.00Jul 17$4.50$0.80$5.30$234.70$305.30
$310.00$260.00Jul 17$2.78$2.95$5.73$254.27$315.73
$300.00$230.00Jul 17$4.50$1.40$5.90$224.10$305.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 23 found (best R:R 5.90, avg credit $5.98)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
240/250260/270Jul 17$8.55$1.455.90$241.45$268.55
250/260270/280Jul 17$7.65$2.353.26$252.35$277.65
240/250270/280Jul 17$7.40$2.602.85$242.60$277.40
280/300310/330Jul 17$13.08$6.921.89$286.92$323.08
250/260280/290Jul 17$6.45$3.551.82$253.55$286.45
240/250280/290Jul 17$6.20$3.801.63$243.80$286.20
250/260290/300Jul 17$4.95$5.050.98$255.05$294.95
260/280290/300Jul 17$9.50$10.500.90$270.50$299.50
240/250290/300Jul 17$4.70$5.300.89$245.30$294.70
260/280300/310Jul 17$7.47$12.530.60$272.53$307.47

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 39.00, cheapest $0.25)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$230.00$240.00$250.00Jul 17$0.25$9.7539.00
$250.00$260.00$270.00Jul 17$0.75$9.2512.33
$260.00$270.00$280.00Jul 17$1.15$8.857.70
$240.00$250.00$260.00Jul 17$1.20$8.807.33
$270.00$280.00$290.00Jul 17$1.20$8.807.33
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$240.00$250.00$260.00Jul 17$0.25$9.7539.00
$230.00$240.00$250.00Jul 17$1.55$8.455.45
$260.00$280.00$300.00Jul 17$6.30$13.702.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 11 found (best net $-1.06, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$330.001:2Jul 17-$0.72$19.28
$290.00$300.001:2Jul 17-$0.75$9.25
$300.00$310.001:2Jul 17-$1.06$8.94
$280.00$290.001:2Jul 17-$3.00$7.00
$270.00$280.001:2Jul 17-$7.05$2.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$200.001:2Jul 17-$1.06$28.94
$260.00$250.001:2Jul 17-$0.55$9.45
$240.00$230.001:2Jul 17-$2.00$8.00
$280.00$260.001:2Jul 17$2.80$17.20
$300.00$280.001:2Jul 17$3.35$16.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 2.50%, avg 1.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$290.00Jul 17$7.100.442.2%2.50%4.69%1495
$300.00Jul 17$3.500.295.7%1.23%6.94%33107
$310.00Jul 17$1.650.209.2%0.58%9.81%2158
$330.00Jul 17$0.300.1116.3%0.11%16.38%74

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 1,383
Total Puts 643
Put/Call Ratio 0.46
Net Difference 740

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 12,191
Total Puts 4,098
Average Put/Call Ratio 0.64
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