Tour v303
NTRA
NATERA INC
$274.39 -2.45%
$273.40 (-0.36%)🌙
as of 07/08 06:51 PM
7/8 18:51

Option Volume

Detail
Current (07/08) 1,082
Calls: 952 (88%)
Puts: 130 (12%)
Prior (07/07) 1,599
Calls: 1,474 (92%)
Puts: 125 (8%)
Current vs Prior -32.33%
Calls: -35.41% (Calls)
Puts: +4.00% (Puts)
Prior 7-Day Total 8,612
Calls: 6,174 (72%)
Puts: 2,438 (28%)
Prior 7-Day Average 1,230
Calls: 882 (72%)
Puts: 348 (28%)
Current vs Prior 7-Day Avg -12.05%
Calls: +7.94%
Puts: -62.67%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/08) $2.00M
Calls: $1.88M (94%)
Puts: $126.5K (6%)
Prior (07/07) $5.62M
Calls: $5.47M (97%)
Puts: $148.0K (3%)
Current vs Prior -64.37%
Calls: -65.72%
Puts: -14.48%
Prior 7-Day Total $23.36M
Calls: $21.11M (90%)
Puts: $2.25M (10%)
Prior 7-Day Average $3.34M
Calls: $3.02M (90%)
Puts: $321.1K (10%)
Current vs Prior 7-Day Avg -40.01%
Calls: -37.82%
Puts: -60.59%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/08) 0.14
Prior (07/07) 0.08
Current vs Prior +61.03%
Prior 7-Day Average 0.60
Current vs Prior 7-Day Avg -77.05%
Sentiment BULLISH

Open Interest

Detail
Current (07/08) 5,195
Calls: 5,040 (97%)
Puts: 155 (3%)
Prior (07/07) 13,594
Calls: 10,286 (76%)
Puts: 3,308 (24%)
Current vs Prior -61.78%
Prior 7-Day Total 90,311
Calls: 76,400 (85%)
Puts: 13,911 (15%)
Prior 7-Day Average 12,901
Calls: 10,914 (85%)
Puts: 1,987 (15%)
Current vs Prior 7-Day Avg -59.73%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 8.86% | 19.52%8.86% | 19.52%
Prior 9.21% | 20.16%9.21% | 20.16%
Current vs Prior -3.83% | -3.19%-3.82% | -3.19%
Prior 7-Day Avg 10.78% | 21.47%9.41% | 20.38%
Current vs 7-Day Avg -17.83% | -9.11%-5.93% | -4.23%
Prior 7-Day Eod 9.21% | 20.16%-- | --
Current vs 7-Day Eod -3.83% | -3.19%-- | --
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 15.98% | 13.61%
Calls: 18.54% | 13.89%
Puts: 13.43% | 13.33%
Current vs 7-Day Avg -5.70% | +2.08%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 94% of dollar volume in calls ($1.88M) vs puts ($126.5K). Light premium activity with dollar volume down 64% vs prior. Extreme bullish P/C ratio of 0.14 - heavy call buying (952 calls vs 130 puts). P/C ratio rising 61% - increased hedging/bearish positioning.

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 3 of results (avg 6.9%, best 4.8%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Aug 2158.6061.50$60.054.8%10.85--
$250.00Aug 2136.5039.40$37.957.6%20.70--
$240.00Jul 1734.0036.90$35.458.2%10.89289
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. 9 found (avg delta 0.70, highest 0.89)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 1734.0036.90$35.458.2%10.89289
$220.00Aug 2158.6061.50$60.054.8%10.85--
$250.00Jul 1724.9028.30$26.6012.8%40.84579
$260.00Jul 1716.5020.30$18.4020.7%110.75230
$250.00Aug 2136.5039.40$37.957.6%20.70--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 1711.0013.90$12.4523.3%440.583

Most actively traded options today. High liquidity = easy entry/exit. 25 active (total vol 1.0K, top 501)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 2125.1028.50$26.8012.7%5010.57--
$280.00Jul 175.108.20$6.6546.6%1600.42418
$310.00Jul 170.301.20$0.75120.0%1240.08158
$280.00Aug 2120.3023.60$21.9515.0%330.5128
$290.00Aug 2116.4019.60$18.0017.8%260.451.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 1711.0013.90$12.4523.3%440.583
$240.00Aug 218.1011.10$9.6031.2%330.2424
$250.00Aug 2111.0014.60$12.8028.1%120.3013
$260.00Jul 172.155.30$3.7284.7%100.25--
$270.00Jul 175.509.30$7.4051.4%100.4113

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. 17 found (best R:R 6.41, avg 2.30)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$300.00$310.00Jul 17$1.35$8.65$1.356.41$301.35
$290.00$300.00Jul 17$1.53$8.47$1.535.54$291.53
$300.00$310.00Aug 21$2.90$7.10$2.902.45$302.90
$280.00$290.00Jul 17$3.02$6.98$3.022.31$283.02
$290.00$300.00Aug 21$3.15$6.85$3.152.17$293.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$230.00$220.00Aug 21$1.65$8.35$1.655.06$228.35
$240.00$230.00Aug 21$2.55$7.45$2.552.92$237.45
$250.00$240.00Aug 21$3.20$6.80$3.202.12$246.80
$270.00$260.00Jul 17$3.68$6.32$3.681.72$266.32
$260.00$250.00Aug 21$3.90$6.10$3.901.56$256.10

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 7.70, avg 1.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$240.00$250.00Jul 17$8.85$8.85$1.157.70$248.85
$250.00$260.00Jul 17$8.20$8.20$1.804.56$258.20
$220.00$250.00Aug 21$22.10$22.10$7.902.80$242.10
$260.00$270.00Jul 17$6.55$6.55$3.451.90$266.55
$250.00$270.00Aug 21$11.15$11.15$8.851.26$261.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$280.00$270.00Jul 17$5.05$5.05$4.951.02$274.95
$280.00$260.00Aug 21$10.05$10.05$9.951.01$269.95
$260.00$250.00Aug 21$3.90$3.90$6.100.64$256.10
$270.00$260.00Jul 17$3.68$3.68$6.320.58$266.32
$250.00$240.00Aug 21$3.20$3.20$6.800.47$246.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $13.40, cheapest $11.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Jul 17Aug 21$11.2053.2%64.6%
$250.00Jul 17Aug 21$11.3561.5%63.4%
$300.00Jul 17Aug 21$12.7557.1%64.9%
$290.00Jul 17Aug 21$14.3754.1%64.4%
$270.00Jul 17Aug 21$14.9555.2%62.3%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$260.00Jul 17Aug 21$12.9854.8%62.7%
$280.00Jul 17Aug 21$14.3053.6%64.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 6.96% of stock, avg 13.69%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$280.00Jul 17$6.65$12.45$19.10$260.90$299.106.96%
$270.00Jul 17$11.85$7.40$19.25$250.75$289.257.02%
$260.00Jul 17$18.40$3.72$22.12$237.88$282.128.06%
$280.00Aug 21$21.95$26.75$48.70$231.30$328.7017.75%
$250.00Aug 21$37.95$12.80$50.75$199.25$300.7518.50%
$220.00Aug 21$60.05$5.40$65.45$154.55$285.4523.85%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.63% of stock, avg 7.68%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$310.00$260.00Jul 17$0.75$3.72$4.47$255.53$314.47
$320.00$260.00Jul 17$1.05$3.72$4.77$255.23$324.77
$300.00$260.00Jul 17$2.10$3.72$5.82$254.18$305.82
$290.00$260.00Jul 17$3.63$3.72$7.35$252.65$297.35
$310.00$270.00Jul 17$0.75$7.40$8.15$261.85$318.15
$320.00$270.00Jul 17$1.05$7.40$8.45$261.55$328.45
$300.00$270.00Jul 17$2.10$7.40$9.50$260.50$309.50
$280.00$260.00Jul 17$6.65$3.72$10.37$249.63$290.37
$290.00$270.00Jul 17$3.63$7.40$11.03$258.97$301.03
$280.00$270.00Jul 17$6.65$7.40$14.05$255.95$294.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 25 found (best R:R 7.00, avg credit $7.49)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
250/260270/280Aug 21$8.75$1.257.00$251.25$278.75
240/250270/280Aug 21$8.05$1.954.13$241.95$278.05
250/260280/290Aug 21$7.85$2.153.65$252.15$287.85
230/240270/280Aug 21$7.40$2.602.85$232.60$277.40
240/250280/290Aug 21$7.15$2.852.51$242.85$287.15
250/260290/300Aug 21$7.05$2.952.39$252.95$297.05
230/240250/270Aug 21$13.70$6.302.17$226.30$263.70
250/260300/310Aug 21$6.80$3.202.12$253.20$306.80
260/270280/290Jul 17$6.70$3.302.03$263.30$286.70
260/280290/300Aug 21$13.20$6.801.94$266.80$303.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 54.56, cheapest $0.18)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$290.00$300.00$310.00Jul 17$0.18$9.8254.56
$290.00$300.00$310.00Aug 21$0.25$9.7539.00
$240.00$250.00$260.00Jul 17$0.65$9.3514.38
$280.00$290.00$300.00Aug 21$0.80$9.2011.50
$270.00$280.00$290.00Aug 21$0.90$9.1010.11
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$230.00$240.00$250.00Aug 21$0.65$9.3514.38
$240.00$250.00$260.00Aug 21$0.70$9.3013.29
$220.00$230.00$240.00Aug 21$0.90$9.1010.11
$260.00$270.00$280.00Jul 17$1.37$8.636.30

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $-15.85, 15 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$250.001:2Aug 21-$15.85$14.15
$290.00$300.001:2Jul 17-$0.57$9.43
$280.00$290.001:2Jul 17-$0.61$9.39
$310.00$320.001:2Jul 17-$1.35$8.65
$270.00$280.001:2Jul 17-$1.45$8.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$260.001:2Aug 21-$6.65$13.35
$270.00$260.001:2Jul 17-$0.04$9.96
$280.00$270.001:2Jul 17-$2.35$7.65
$230.00$220.001:2Aug 21-$3.75$6.25
$240.00$230.001:2Aug 21-$4.50$5.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 7.40%, avg 3.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Aug 21$20.300.512.0%7.40%9.44%3328
$290.00Aug 21$16.400.455.7%5.98%11.67%261.1K
$300.00Aug 21$13.100.399.3%4.77%14.11%91.4K
$310.00Aug 21$10.300.3313.0%3.75%16.73%571
$280.00Jul 17$5.100.422.0%1.86%3.90%160418
$290.00Jul 17$2.050.275.7%0.75%6.44%384
$310.00Jul 17$0.300.0813.0%0.11%13.09%124158

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 952
Total Puts 130
Put/Call Ratio 0.14
Net Difference 822

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,174
Total Puts 2,438
Average Put/Call Ratio 0.60
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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