Tour v308
NTRA
NATERA INC
$281.85 +2.72%
$282.00 (+0.05%)🌙
as of 07/09 06:50 PM
7/9 18:50

Option Volume

Detail
Current (07/09) 1,426
Calls: 733 (51%)
Puts: 693 (49%)
Prior (07/08) 1,082
Calls: 952 (88%)
Puts: 130 (12%)
Current vs Prior +31.79%
Calls: -23.00% (Calls)
Puts: +433.08% (Puts)
Prior 7-Day Total 7,446
Calls: 5,224 (70%)
Puts: 2,222 (30%)
Prior 7-Day Average 1,063
Calls: 746 (70%)
Puts: 317 (30%)
Current vs Prior 7-Day Avg +34.06%
Calls: -1.78%
Puts: +118.32%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/09) $4.57M
Calls: $3.52M (77%)
Puts: $1.05M (23%)
Prior (07/08) $2.00M
Calls: $1.88M (94%)
Puts: $126.5K (6%)
Current vs Prior +128.27%
Calls: +87.81%
Puts: +727.93%
Prior 7-Day Total $19.10M
Calls: $16.90M (89%)
Puts: $2.19M (11%)
Prior 7-Day Average $2.73M
Calls: $2.41M (89%)
Puts: $313.1K (11%)
Current vs Prior 7-Day Avg +67.52%
Calls: +45.86%
Puts: +234.64%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/09) 0.95
Prior (07/08) 0.14
Current vs Prior +592.35%
Prior 7-Day Average 0.59
Current vs Prior 7-Day Avg +60.60%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/09) 9,162
Calls: 7,740 (84%)
Puts: 1,422 (16%)
Prior (07/08) 5,195
Calls: 5,040 (97%)
Puts: 155 (3%)
Current vs Prior +76.36%
Prior 7-Day Total 80,404
Calls: 67,383 (84%)
Puts: 13,021 (16%)
Prior 7-Day Average 11,486
Calls: 9,626 (84%)
Puts: 1,860 (16%)
Current vs Prior 7-Day Avg -20.24%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 8.37% | 19.07%8.37% | 19.07%
Prior 8.86% | 19.52%8.86% | 19.52%
Current vs Prior -5.45% | -2.28%-5.45% | -2.28%
Prior 7-Day Avg 10.27% | 21.05%9.23% | 20.09%
Current vs 7-Day Avg -18.47% | -9.40%-9.26% | -5.08%
Prior 7-Day Eod 8.86% | 19.52%-- | --
Current vs 7-Day Eod -5.45% | -2.28%-- | --
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 15.07% | 13.89%
Calls: 18.18% | 14.15%
Puts: 11.97% | 13.64%
Current vs 7-Day Avg -0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 77% of dollar volume in calls ($3.52M) vs puts ($1.05M). Massive premium surge with dollar volume up 128% vs prior. Dollar volume significantly above 7-day average (68% higher). P/C ratio rising 592% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
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 7 of results (avg 5.8%, best 3.1%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jul 1760.6062.50$61.553.1%50.931.5K
$200.00Aug 2182.4085.50$83.953.7%10.91--
$240.00Aug 2149.0051.50$50.255.0%20.8069
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Jul 1758.0060.70$59.354.5%10.92--
$320.00Jul 1738.5041.20$39.856.8%10.89--
$310.00Jul 1729.0031.40$30.207.9%10.86--
$300.00Jul 1720.5022.60$21.559.7%40.794

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 0.80, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jul 1760.6062.50$61.553.1%50.931.5K
$200.00Aug 2182.4085.50$83.953.7%10.91--
$240.00Aug 2149.0051.50$50.255.0%20.8069
$270.00Aug 2129.2032.50$30.8510.7%150.623.0K
$280.00Jul 178.0011.30$9.6534.2%450.54375
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Jul 1758.0060.70$59.354.5%10.92--
$320.00Jul 1738.5041.20$39.856.8%10.89--
$310.00Jul 1729.0031.40$30.207.9%10.86--
$300.00Jul 1720.5022.60$21.559.7%40.794

Most actively traded options today. High liquidity = easy entry/exit. 25 active (total vol 148, top 45)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 178.0011.30$9.6534.2%450.54375
$270.00Aug 2129.2032.50$30.8510.7%150.623.0K
$220.00Jul 1760.6062.50$61.553.1%50.931.5K
$330.00Aug 217.4010.90$9.1538.3%50.27--
$300.00Jul 171.104.00$2.55113.7%40.21116
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 176.509.60$8.0538.5%210.4646
$250.00Jul 170.202.30$1.25168.0%120.1075
$240.00Aug 216.009.00$7.5040.0%100.2055
$300.00Jul 1720.5022.60$21.559.7%40.794
$260.00Aug 2112.0015.60$13.8026.1%40.32--

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 2.5%, max 2.5%)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 17Aug 2164.0%62.4%2.5%15100

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 15 found (best R:R 110.11, avg 10.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$310.00$360.00Jul 17$0.45$49.55$0.45110.11$310.45
$300.00$310.00Jul 17$0.95$9.05$0.959.53$300.95
$320.00$330.00Aug 21$2.10$7.90$2.103.76$322.10
$330.00$340.00Aug 21$2.40$7.60$2.403.17$332.40
$310.00$320.00Aug 21$2.80$7.20$2.802.57$312.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$240.00$200.00Aug 21$5.02$34.98$5.026.97$234.98
$270.00$250.00Jul 17$3.15$16.85$3.155.35$266.85
$250.00$240.00Aug 21$2.85$7.15$2.852.51$247.15
$260.00$250.00Aug 21$3.45$6.55$3.451.90$256.55
$280.00$270.00Jul 17$3.65$6.35$3.651.74$276.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 39.00, avg 4.50)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$220.00$280.00Jul 17$51.90$51.90$8.106.41$271.90
$200.00$240.00Aug 21$33.70$33.70$6.305.35$233.70
$240.00$270.00Aug 21$19.40$19.40$10.601.83$259.40
$270.00$290.00Aug 21$9.70$9.70$10.300.94$279.70
$280.00$300.00Jul 17$7.10$7.10$12.900.55$287.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$340.00$320.00Jul 17$19.50$19.50$0.5039.00$320.50
$320.00$310.00Jul 17$9.65$9.65$0.3527.57$310.35
$310.00$300.00Jul 17$8.65$8.65$1.356.41$301.35
$300.00$280.00Jul 17$13.50$13.50$6.502.08$286.50
$280.00$260.00Aug 21$9.20$9.20$10.800.85$270.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $12.17, cheapest $9.10)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Jul 17Aug 21$12.4557.8%64.3%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Jul 17Aug 21$9.1064.0%62.4%
$280.00Jul 17Aug 21$14.9552.9%61.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 6.28% of stock, avg 15.45%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$280.00Jul 17$9.65$8.05$17.70$262.30$297.706.28%
$300.00Jul 17$2.55$21.55$24.10$275.90$324.108.55%
$310.00Jul 17$1.60$30.20$31.80$278.20$341.8011.28%
$240.00Aug 21$50.25$7.50$57.75$182.25$297.7520.49%
$200.00Aug 21$83.95$2.48$86.43$113.57$286.4330.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 34 found (cheapest 0.85% of stock, avg 6.83%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$250.00Jul 17$1.15$1.25$2.40$247.60$362.40
$310.00$250.00Jul 17$1.60$1.25$2.85$247.15$312.85
$300.00$250.00Jul 17$2.55$1.25$3.80$246.20$303.80
$360.00$270.00Jul 17$1.15$4.40$5.55$264.45$365.55
$310.00$270.00Jul 17$1.60$4.40$6.00$264.00$316.00
$300.00$270.00Jul 17$2.55$4.40$6.95$263.05$306.95
$360.00$280.00Jul 17$1.15$8.05$9.20$270.80$369.20
$340.00$200.00Aug 21$6.75$2.48$9.23$190.77$349.23
$310.00$280.00Jul 17$1.60$8.05$9.65$270.35$319.65
$300.00$280.00Jul 17$2.55$8.05$10.60$269.40$310.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 25 found (best R:R 4.41, avg credit $8.83)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
260/280290/310Aug 21$16.30$3.704.41$263.70$306.30
250/260270/290Aug 21$13.15$6.851.92$246.85$283.15
240/250270/290Aug 21$12.55$7.451.68$237.45$282.55
250/260310/320Aug 21$6.25$3.751.67$253.75$316.25
260/280310/320Aug 21$12.00$8.001.50$268.00$322.00
250/260330/340Aug 21$5.85$4.151.41$254.15$335.85
260/280330/340Aug 21$11.60$8.401.38$268.40$341.60
240/250310/320Aug 21$5.65$4.351.30$244.35$315.65
260/280320/330Aug 21$11.30$8.701.30$268.70$331.30
250/260320/330Aug 21$5.55$4.451.25$254.45$325.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 15.67, cheapest $0.60)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$310.00$320.00$330.00Aug 21$0.70$9.3013.29
$270.00$290.00$310.00Aug 21$2.60$17.406.69
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$240.00$250.00$260.00Aug 21$0.60$9.4015.67
$300.00$310.00$320.00Jul 17$1.00$9.009.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 18 found (best net $-0.70, 13 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$360.001:2Jul 17-$0.70$49.30
$200.00$240.001:2Aug 21-$16.55$23.45
$240.00$270.001:2Aug 21-$11.45$18.55
$290.00$310.001:2Aug 21-$6.95$13.05
$300.00$310.001:2Jul 17-$0.65$9.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$260.001:2Aug 21-$4.60$15.40
$280.00$270.001:2Jul 17-$0.75$9.25
$250.00$240.001:2Aug 21-$4.65$5.35
$260.00$250.001:2Aug 21-$6.90$3.10
$240.00$200.001:2Aug 21$2.54$37.46

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 6.88%, avg 2.81%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$290.00Aug 21$19.400.492.9%6.88%9.77%1--
$310.00Aug 21$12.300.3710.0%4.36%14.35%3--
$320.00Aug 21$9.400.3213.5%3.34%16.87%113
$330.00Aug 21$7.400.2717.1%2.63%19.71%5--
$340.00Aug 21$5.500.2220.6%1.95%22.58%2--
$300.00Jul 17$1.100.216.4%0.39%6.83%4116
$310.00Jul 17$0.350.1410.0%0.12%10.11%1282

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 733
Total Puts 693
Put/Call Ratio 0.95
Net Difference 40

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,224
Total Puts 2,222
Average Put/Call Ratio 0.59
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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