Tour v309
NTRA
NATERA INC
$269.95 -4.22%
$269.59 (-0.13%)🌙
as of 07/10 06:51 PM
7/10 18:51

Option Volume

Detail
Current (07/10) 555
Calls: 412 (74%)
Puts: 143 (26%)
Prior (07/09) 1,426
Calls: 733 (51%)
Puts: 693 (49%)
Current vs Prior -61.08%
Calls: -43.79% (Calls)
Puts: -79.37% (Puts)
Prior 7-Day Total 7,525
Calls: 5,415 (72%)
Puts: 2,110 (28%)
Prior 7-Day Average 1,075
Calls: 773 (72%)
Puts: 301 (28%)
Current vs Prior 7-Day Avg -48.37%
Calls: -46.74%
Puts: -52.56%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/10) $522.9K
Calls: $446.8K (85%)
Puts: $76.2K (15%)
Prior (07/09) $4.57M
Calls: $3.52M (77%)
Puts: $1.05M (23%)
Current vs Prior -88.56%
Calls: -87.32%
Puts: -92.73%
Prior 7-Day Total $20.49M
Calls: $18.58M (91%)
Puts: $1.91M (9%)
Prior 7-Day Average $2.93M
Calls: $2.65M (91%)
Puts: $272.9K (9%)
Current vs Prior 7-Day Avg -82.13%
Calls: -83.17%
Puts: -72.09%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/10) 0.35
Prior (07/09) 0.95
Current vs Prior -63.29%
Prior 7-Day Average 0.51
Current vs Prior 7-Day Avg -32.15%
Sentiment BULLISH

Open Interest

Detail
Current (07/10) 8,777
Calls: 5,742 (65%)
Puts: 3,035 (35%)
Prior (07/09) 9,162
Calls: 7,740 (84%)
Puts: 1,422 (16%)
Current vs Prior -4.20%
Prior 7-Day Total 75,906
Calls: 63,620 (84%)
Puts: 12,286 (16%)
Prior 7-Day Average 10,843
Calls: 9,088 (84%)
Puts: 1,755 (16%)
Current vs Prior 7-Day Avg -19.06%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 7.54% | 18.67%7.54% | 18.67%
Prior 8.37% | 19.07%8.37% | 19.07%
Current vs Prior -9.97% | -2.10%-9.97% | -2.10%
Prior 7-Day Avg 9.80% | 20.60%9.01% | 19.84%
Current vs 7-Day Avg -23.06% | -9.36%-16.37% | -5.87%
Prior 7-Day Eod 8.37% | 19.07%-- | --
Current vs 7-Day Eod -9.97% | -2.10%-- | --
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 85% of dollar volume in calls ($446.8K) vs puts ($76.2K). Light premium activity with dollar volume down 89% vs prior. Below-average activity with volume down 61% vs prior. Extreme bullish P/C ratio of 0.35 - heavy call buying (412 calls vs 143 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 1 of results (avg 7.0%, best 7.0%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jul 1748.5052.00$50.257.0%20.92--
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. 6 found (avg delta 0.69, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 1728.7032.50$30.6012.4%10.94289
$220.00Jul 1748.5052.00$50.257.0%20.92--
$260.00Jul 1711.5014.60$13.0523.8%10.73--
$270.00Aug 2122.0025.10$23.5513.2%40.543.0K
$270.00Jul 175.709.10$7.4045.9%20.51218
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 2125.8028.70$27.2510.6%10.53--

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 487, top 172)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2110.8013.70$12.2523.7%1720.351.4K
$320.00Aug 215.609.70$7.6553.6%1710.2513
$280.00Jul 173.104.90$4.0045.0%150.32414
$280.00Aug 2117.1019.60$18.3513.6%70.4759
$290.00Jul 170.452.35$1.40135.7%40.1583
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Jul 171.754.00$2.8878.1%360.2774
$270.00Jul 175.509.10$7.3049.3%280.4921
$230.00Jul 170.050.40$0.23152.2%200.03--
$250.00Jul 170.403.20$1.80155.6%100.1686
$240.00Aug 217.7010.00$8.8526.0%60.2559

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. 14 found (best R:R 11.74, avg 3.08)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$300.00$320.00Aug 21$4.60$15.40$4.603.35$304.60
$280.00$290.00Jul 17$2.60$7.40$2.602.85$282.60
$280.00$290.00Aug 21$2.80$7.20$2.802.57$282.80
$290.00$300.00Aug 21$3.30$6.70$3.302.03$293.30
$270.00$280.00Jul 17$3.40$6.60$3.401.94$273.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$250.00$230.00Jul 17$1.57$18.43$1.5711.74$248.43
$260.00$250.00Jul 17$1.08$8.92$1.088.26$258.92
$240.00$230.00Aug 21$2.05$7.95$2.053.88$237.95
$250.00$240.00Aug 21$4.10$5.90$4.101.44$245.90
$270.00$260.00Jul 17$4.42$5.58$4.421.26$265.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 56.14, avg 4.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$220.00$240.00Jul 17$19.65$19.65$0.3556.14$239.65
$240.00$260.00Jul 17$17.55$17.55$2.457.16$257.55
$260.00$270.00Jul 17$5.65$5.65$4.351.30$265.65
$270.00$280.00Aug 21$5.20$5.20$4.801.08$275.20
$270.00$280.00Jul 17$3.40$3.40$6.600.52$273.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$280.00$270.00Aug 21$5.15$5.15$4.851.06$274.85
$270.00$250.00Aug 21$9.15$9.15$10.850.84$260.85
$270.00$260.00Jul 17$4.42$4.42$5.580.79$265.58
$250.00$240.00Aug 21$4.10$4.10$5.900.69$245.90
$240.00$230.00Aug 21$2.05$2.05$7.950.26$237.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $12.86, cheapest $6.57)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$290.00Jul 17Aug 21$14.1549.1%63.9%
$280.00Jul 17Aug 21$14.3553.4%61.6%
$270.00Jul 17Aug 21$16.1549.0%61.1%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Jul 17Aug 21$6.5760.9%62.7%
$250.00Jul 17Aug 21$11.1557.3%61.6%
$270.00Jul 17Aug 21$14.8049.0%61.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 5.45% of stock, avg 11.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$270.00Jul 17$7.40$7.30$14.70$255.30$284.705.45%
$260.00Jul 17$13.05$2.88$15.93$244.07$275.935.90%
$280.00Aug 21$18.35$27.25$45.60$234.40$325.6016.89%
$270.00Aug 21$23.55$22.10$45.65$224.35$315.6516.91%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 22 found (cheapest 1.19% of stock, avg 7.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$290.00$250.00Jul 17$1.40$1.80$3.20$246.80$293.20
$290.00$260.00Jul 17$1.40$2.88$4.28$255.72$294.28
$280.00$250.00Jul 17$4.00$1.80$5.80$244.20$285.80
$280.00$260.00Jul 17$4.00$2.88$6.88$253.12$286.88
$290.00$270.00Jul 17$1.40$7.30$8.70$261.30$298.70
$280.00$270.00Jul 17$4.00$7.30$11.30$258.70$291.30
$320.00$230.00Aug 21$7.65$6.80$14.45$215.55$334.45
$320.00$240.00Aug 21$7.65$8.85$16.50$223.50$336.50
$300.00$230.00Aug 21$12.25$6.80$19.05$210.95$319.05
$320.00$250.00Aug 21$7.65$12.95$20.60$229.40$340.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 19 found (best R:R 13.29, avg credit $7.59)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
240/250270/280Aug 21$9.30$0.7013.29$240.70$279.30
270/280290/300Aug 21$8.45$1.555.45$271.55$298.45
240/250290/300Aug 21$7.40$2.602.85$242.60$297.40
230/240270/280Aug 21$7.25$2.752.64$232.75$277.25
260/270280/290Jul 17$7.02$2.982.36$262.98$287.02
240/250280/290Aug 21$6.90$3.102.23$243.10$286.90
250/270300/320Aug 21$13.75$6.252.20$256.25$313.75
250/270290/300Aug 21$12.45$7.551.65$257.55$302.45
250/270280/290Aug 21$11.95$8.051.48$258.05$291.95
230/240290/300Aug 21$5.35$4.651.15$234.65$295.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 11.50, cheapest $0.80)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$270.00$280.00$290.00Jul 17$0.80$9.2011.50
$220.00$240.00$260.00Jul 17$2.10$17.908.52
$260.00$270.00$280.00Jul 17$2.25$7.753.44
$270.00$280.00$290.00Aug 21$2.40$7.603.17
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$230.00$240.00$250.00Aug 21$2.05$7.953.88
$250.00$260.00$270.00Jul 17$3.34$6.661.99

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 13 found (best net $-3.05, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$320.001:2Aug 21-$3.05$16.95
$270.00$280.001:2Jul 17-$0.60$9.40
$220.00$240.001:2Jul 17-$10.95$9.05
$260.00$270.001:2Jul 17-$1.75$8.25
$290.00$300.001:2Aug 21-$8.95$1.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$250.001:2Aug 21-$3.80$16.20
$260.00$250.001:2Jul 17-$0.72$9.28
$240.00$230.001:2Aug 21-$4.75$5.25
$250.00$240.001:2Aug 21-$4.75$5.25
$250.00$230.001:2Jul 17$1.34$18.66

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 8.15%, avg 3.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$270.00Aug 21$22.000.540.0%8.15%8.17%43.0K
$280.00Aug 21$17.100.473.7%6.33%10.06%759
$290.00Aug 21$13.500.417.4%5.00%12.43%1--
$300.00Aug 21$10.800.3511.1%4.00%15.13%1721.4K
$270.00Jul 17$5.700.510.0%2.11%2.13%2218
$320.00Aug 21$5.600.2518.5%2.07%20.61%17113
$280.00Jul 17$3.100.323.7%1.15%4.87%15414
$290.00Jul 17$0.450.157.4%0.17%7.59%483

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 412
Total Puts 143
Put/Call Ratio 0.35
Net Difference 269

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,415
Total Puts 2,110
Average Put/Call Ratio 0.51
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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