Tour v297
NTRA
NATERA INC
$281.27 -0.89%
$281.99 (+0.26%)🌙
as of 07/07 06:49 PM
7/7 18:49

Option Volume

Detail
Current (07/07) 1,599
Calls: 1,474 (92%)
Puts: 125 (8%)
Prior (07/06) 2,026
Calls: 1,383 (68%)
Puts: 643 (32%)
Current vs Prior -21.08%
Calls: +6.58% (Calls)
Puts: -80.56% (Puts)
Prior 7-Day Total 9,968
Calls: 6,469 (65%)
Puts: 3,499 (35%)
Prior 7-Day Average 1,424
Calls: 924 (65%)
Puts: 499 (35%)
Current vs Prior 7-Day Avg +12.29%
Calls: +59.50%
Puts: -74.99%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/07) $5.62M
Calls: $5.47M (97%)
Puts: $148.0K (3%)
Prior (07/06) $5.12M
Calls: $4.80M (94%)
Puts: $319.3K (6%)
Current vs Prior +9.80%
Calls: +14.02%
Puts: -53.66%
Prior 7-Day Total $25.17M
Calls: $21.58M (86%)
Puts: $3.59M (14%)
Prior 7-Day Average $3.60M
Calls: $3.08M (86%)
Puts: $513.1K (14%)
Current vs Prior 7-Day Avg +56.29%
Calls: +77.51%
Puts: -71.16%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 0.08
Prior (07/06) 0.46
Current vs Prior -81.76%
Prior 7-Day Average 0.68
Current vs Prior 7-Day Avg -87.51%
Sentiment BULLISH

Open Interest

Detail
Current (07/07) 13,594
Calls: 10,286 (76%)
Puts: 3,308 (24%)
Prior (07/06) 12,042
Calls: 9,518 (79%)
Puts: 2,524 (21%)
Current vs Prior +12.89%
Prior 7-Day Total 94,921
Calls: 80,507 (85%)
Puts: 14,414 (15%)
Prior 7-Day Average 13,560
Calls: 11,501 (85%)
Puts: 2,059 (15%)
Current vs Prior 7-Day Avg +0.25%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 9.21% | 20.16%9.21% | 20.16%
Prior 9.62% | 20.60%9.62% | 20.60%
Current vs Prior -4.27% | -2.12%-4.28% | -2.12%
Prior 7-Day Avg 11.36% | 21.82%9.62% | 20.60%
Current vs 7-Day Avg -18.92% | -7.59%-4.28% | -2.12%
Prior 7-Day Eod 9.62% | 20.60%-- | --
Current vs 7-Day Eod -4.27% | -2.12%-- | --
Sentiment BULLISHBULLISH

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 16.39% | 12.75%
Calls: 18.54% | 13.10%
Puts: 14.25% | 12.40%
Current vs 7-Day Avg -8.07% | +8.98%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($5.47M) vs puts ($148.0K). Dollar volume significantly above 7-day average (56% higher). Extreme bullish P/C ratio of 0.08 - heavy call buying (1,474 calls vs 125 puts). P/C ratio dropping 82% - sentiment shifting bullish.

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 6 of results (avg 7.2%, best 5.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 2150.2053.00$51.605.4%20.8069
$250.00Aug 2142.7045.60$44.156.6%20.74--
$260.00Aug 2136.0038.60$37.307.0%20.69197
$270.00Aug 2130.5032.80$31.657.3%9860.623.7K
$240.00Jul 1740.8043.90$42.357.3%650.91310
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. 10 found (avg delta 0.72, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 1740.8043.90$42.357.3%650.91310
$250.00Jul 1731.5034.70$33.109.7%20.91579
$260.00Jul 1723.0026.10$24.5512.6%140.83240
$240.00Aug 2150.2053.00$51.605.4%20.8069
$250.00Aug 2142.7045.60$44.156.6%20.74--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2128.0031.20$29.6010.8%30.5016

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 1.2K, top 986)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 2130.5032.80$31.657.3%9860.623.7K
$240.00Jul 1740.8043.90$42.357.3%650.91310
$290.00Aug 2121.0024.10$22.5513.7%310.501.1K
$300.00Jul 172.354.60$3.4764.8%190.25109
$260.00Jul 1723.0026.10$24.5512.6%140.83240
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 170.501.85$1.18114.4%300.09--
$240.00Jul 170.003.00$1.50200.0%150.09--
$270.00Jul 174.106.20$5.1540.8%50.31--
$290.00Aug 2128.0031.20$29.6010.8%30.5016
$250.00Aug 219.5013.30$11.4033.3%10.26--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 14.5%, max 14.5%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 17Aug 2175.0%65.5%14.5%67379
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 10 found (best R:R 5.58, avg 2.08)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$300.00$310.00Jul 17$1.52$8.48$1.525.58$301.52
$300.00$320.00Aug 21$6.00$14.00$6.002.33$306.00
$290.00$300.00Jul 17$3.13$6.87$3.132.19$293.13
$290.00$300.00Aug 21$3.90$6.10$3.901.56$293.90
$280.00$290.00Jul 17$4.25$5.75$4.251.35$284.25
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$270.00$250.00Jul 17$3.97$16.03$3.974.04$266.03
$290.00$250.00Aug 21$18.20$21.80$18.201.20$271.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 12.33, avg 2.24)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$240.00$250.00Jul 17$9.25$9.25$0.7512.33$249.25
$250.00$260.00Jul 17$8.55$8.55$1.455.90$258.55
$260.00$270.00Jul 17$7.50$7.50$2.503.00$267.50
$240.00$250.00Aug 21$7.45$7.45$2.552.92$247.45
$250.00$260.00Aug 21$6.85$6.85$3.152.17$256.85
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossR:RBE
$290.00$250.00Aug 21$18.20$18.20$21.800.83$271.80
$270.00$250.00Jul 17$3.97$3.97$16.030.25$266.03

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $12.71, cheapest $9.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$240.00Jul 17Aug 21$9.2575.0%65.5%
$250.00Jul 17Aug 21$11.0556.3%65.1%
$260.00Jul 17Aug 21$12.7553.5%63.2%
$270.00Jul 17Aug 21$14.6054.2%63.2%
$300.00Jul 17Aug 21$15.1853.3%65.5%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Jul 17Aug 21$10.2256.3%65.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 7.89% of stock, avg 14.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$270.00Jul 17$17.05$5.15$22.20$247.80$292.207.89%
$250.00Jul 17$33.10$1.18$34.28$215.72$284.2812.19%
$240.00Jul 17$42.35$1.50$43.85$196.15$283.8515.59%
$290.00Aug 21$22.55$29.60$52.15$237.85$342.1518.54%
$250.00Aug 21$44.15$11.40$55.55$194.45$305.5519.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 11 found (cheapest 1.11% of stock, avg 3.67%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$310.00$250.00Jul 17$1.95$1.18$3.13$246.87$313.13
$310.00$240.00Jul 17$1.95$1.50$3.45$236.55$313.45
$300.00$250.00Jul 17$3.47$1.18$4.65$245.35$304.65
$300.00$240.00Jul 17$3.47$1.50$4.97$235.03$304.97
$310.00$270.00Jul 17$1.95$5.15$7.10$262.90$317.10
$290.00$250.00Jul 17$6.60$1.18$7.78$242.22$297.78
$290.00$240.00Jul 17$6.60$1.50$8.10$231.90$298.10
$300.00$270.00Jul 17$3.47$5.15$8.62$261.38$308.62
$290.00$270.00Jul 17$6.60$5.15$11.75$258.25$301.75
$320.00$250.00Aug 21$12.65$11.40$24.05$225.95$344.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 1.53, avg credit $11.25)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
250/290300/320Aug 21$24.20$15.801.53$265.80$324.20
250/270280/290Jul 17$8.22$11.780.70$261.78$288.22
250/270290/300Jul 17$7.10$12.900.55$262.90$297.10
250/270300/310Jul 17$5.49$14.510.38$264.51$305.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 15.67, cheapest $0.60)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$240.00$250.00$260.00Aug 21$0.60$9.4015.67
$240.00$250.00$260.00Jul 17$0.70$9.3013.29
$250.00$260.00$270.00Jul 17$1.05$8.958.52
$280.00$290.00$300.00Jul 17$1.12$8.887.93
$250.00$260.00$270.00Aug 21$1.20$8.807.33
PUTS (0)
No puts found

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 $-6.65, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$320.001:2Aug 21-$6.65$13.35
$290.00$300.001:2Jul 17-$0.34$9.66
$300.00$310.001:2Jul 17-$0.43$9.57
$280.00$290.001:2Jul 17-$2.35$7.65
$270.00$290.001:2Aug 21-$13.45$6.55
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$250.00$240.001:2Jul 17-$1.82$8.18
$290.00$250.001:2Aug 21$6.80$33.20
$270.00$250.001:2Jul 17$2.79$17.21

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 7.47%, avg 3.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$290.00Aug 21$21.000.503.1%7.47%10.57%311.1K
$300.00Aug 21$17.000.446.7%6.04%12.70%111.4K
$320.00Aug 21$11.200.3313.8%3.98%17.75%3--
$290.00Jul 17$5.300.393.1%1.88%4.99%11--
$300.00Jul 17$2.350.256.7%0.84%7.49%19109
$310.00Jul 17$0.700.1510.2%0.25%10.46%2158

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 1,474
Total Puts 125
Put/Call Ratio 0.08
Net Difference 1,349

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,469
Total Puts 3,499
Average Put/Call Ratio 0.68
Ratio Trend Falling

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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