Tour v325
NTRA
NATERA INC
$272.89 +1.09%
$276.00 (+1.14%)🌙
as of 07/13 06:49 PM
7/13 18:49

Option Volume

Detail
Current (07/13) 1,392
Calls: 1,253 (90%)
Puts: 139 (10%)
Prior (07/10) 555
Calls: 412 (74%)
Puts: 143 (26%)
Current vs Prior +150.81%
Calls: +204.13% (Calls)
Puts: -2.80% (Puts)
Prior 7-Day Total 7,833
Calls: 5,629 (72%)
Puts: 2,204 (28%)
Prior 7-Day Average 1,119
Calls: 804 (72%)
Puts: 314 (28%)
Current vs Prior 7-Day Avg +24.40%
Calls: +55.82%
Puts: -55.85%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/13) $1.90M
Calls: $1.83M (96%)
Puts: $68.7K (4%)
Prior (07/10) $522.9K
Calls: $446.8K (85%)
Puts: $76.2K (15%)
Current vs Prior +263.95%
Calls: +310.63%
Puts: -9.82%
Prior 7-Day Total $20.48M
Calls: $18.52M (90%)
Puts: $1.96M (10%)
Prior 7-Day Average $2.93M
Calls: $2.65M (90%)
Puts: $279.9K (10%)
Current vs Prior 7-Day Avg -34.96%
Calls: -30.67%
Puts: -75.46%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/13) 0.11
Prior (07/10) 0.35
Current vs Prior -68.04%
Prior 7-Day Average 0.53
Current vs Prior 7-Day Avg -78.91%
Sentiment BULLISH

Open Interest

Detail
Current (07/13) 7,720
Calls: 6,949 (90%)
Puts: 771 (10%)
Prior (07/10) 8,777
Calls: 5,742 (65%)
Puts: 3,035 (35%)
Current vs Prior -12.04%
Prior 7-Day Total 72,871
Calls: 59,960 (82%)
Puts: 12,911 (18%)
Prior 7-Day Average 10,410
Calls: 8,565 (82%)
Puts: 1,844 (18%)
Current vs Prior 7-Day Avg -25.84%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 6.87% | 18.76%6.87% | 18.76%
Prior 7.54% | 18.67%7.54% | 18.67%
Current vs Prior -8.86% | +0.49%-8.85% | +0.49%
Prior 7-Day Avg 9.30% | 20.11%8.72% | 19.60%
Current vs 7-Day Avg -26.09% | -6.72%-21.20% | -4.29%
Prior 7-Day Eod 7.54% | 18.67%7.54% | 18.67%
Current vs 7-Day Eod -8.86% | +0.49%-8.85% | +0.49%
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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 96% of dollar volume in calls ($1.83M) vs puts ($68.7K). Massive premium surge with dollar volume up 264% vs prior. Unusually high activity with volume up 151% vs prior - elevated interest. Extreme bullish P/C ratio of 0.11 - heavy call buying (1,253 calls vs 139 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 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 6.2%, best 5.5%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Aug 2157.0060.20$58.605.5%20.86188
$220.00Jul 1751.4054.50$52.955.9%370.931.5K
$240.00Aug 2141.5044.60$43.057.2%10.7669
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 0.80, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jul 1751.4054.50$52.955.9%370.931.5K
$240.00Jul 1731.6035.00$33.3010.2%10.91288
$250.00Jul 1722.1025.70$23.9015.1%2260.89--
$220.00Aug 2157.0060.20$58.605.5%20.86188
$260.00Jul 1713.5016.90$15.2022.4%80.78235
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 1726.1029.50$27.8012.2%10.89--

Most actively traded options today. High liquidity = easy entry/exit. 22 active (total vol 977, top 319)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2111.0015.00$13.0030.8%3190.371.6K
$280.00Jul 172.005.20$3.6088.9%2700.34410
$250.00Jul 1722.1025.70$23.9015.1%2260.89--
$220.00Jul 1751.4054.50$52.955.9%370.931.5K
$270.00Jul 176.709.60$8.1535.6%90.57218
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 170.002.30$1.15200.0%620.1192
$260.00Jul 170.504.10$2.30156.5%180.2295
$230.00Aug 214.508.60$6.5562.6%30.18165
$250.00Aug 2110.5014.30$12.4030.6%30.3031
$270.00Jul 173.507.80$5.6576.1%10.43--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 45.0%, max 109.1%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Jul 17Aug 21142.7%68.3%109.1%391.7K
$240.00Jul 17Aug 2197.6%65.2%49.8%2357
$300.00Jul 17Aug 2172.3%64.8%11.7%3231.7K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 17Aug 2170.9%64.9%9.3%65123

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 12 found (best R:R 10.76, avg 3.39)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$290.00$300.00Jul 17$0.85$9.15$0.8510.76$290.85
$280.00$290.00Jul 17$1.75$8.25$1.754.71$281.75
$280.00$300.00Aug 21$7.40$12.60$7.401.70$287.40
$270.00$280.00Jul 17$4.55$5.45$4.551.20$274.55
$260.00$280.00Aug 21$9.85$10.15$9.851.03$269.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$260.00$250.00Jul 17$1.15$8.85$1.157.70$258.85
$230.00$220.00Aug 21$1.75$8.25$1.754.71$228.25
$240.00$230.00Aug 21$2.50$7.50$2.503.00$237.50
$270.00$260.00Jul 17$3.35$6.65$3.351.99$266.65
$250.00$240.00Aug 21$3.35$6.65$3.351.99$246.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 56.14, avg 5.23)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$220.00$240.00Jul 17$19.65$19.65$0.3556.14$239.65
$240.00$250.00Jul 17$9.40$9.40$0.6015.67$249.40
$250.00$260.00Jul 17$8.70$8.70$1.306.69$258.70
$220.00$240.00Aug 21$15.55$15.55$4.453.49$235.55
$260.00$270.00Jul 17$7.05$7.05$2.952.39$267.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$300.00$270.00Jul 17$22.15$22.15$7.852.82$277.85
$270.00$250.00Aug 21$8.40$8.40$11.600.72$261.60
$270.00$260.00Jul 17$3.35$3.35$6.650.50$266.65
$250.00$240.00Aug 21$3.35$3.35$6.650.50$246.65
$240.00$230.00Aug 21$2.50$2.50$7.500.33$237.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $12.24, cheapest $5.65)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Jul 17Aug 21$5.65142.7%68.3%
$240.00Jul 17Aug 21$9.7597.6%65.2%
$300.00Jul 17Aug 21$12.0072.3%64.8%
$260.00Jul 17Aug 21$15.0561.5%63.3%
$280.00Jul 17Aug 21$16.8058.9%65.9%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Jul 17Aug 21$11.2570.9%64.9%
$270.00Jul 17Aug 21$15.1560.5%63.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 5.06% of stock, avg 12.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$270.00Jul 17$8.15$5.65$13.80$256.20$283.805.06%
$260.00Jul 17$15.20$2.30$17.50$242.50$277.506.41%
$250.00Jul 17$23.90$1.15$25.05$224.95$275.059.18%
$300.00Jul 17$1.00$27.80$28.80$271.20$328.8010.55%
$240.00Aug 21$43.05$9.05$52.10$187.90$292.1019.09%
$220.00Aug 21$58.60$4.80$63.40$156.60$283.4023.23%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 19 found (cheapest 0.79% of stock, avg 6.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$300.00$250.00Jul 17$1.00$1.15$2.15$247.85$302.15
$290.00$250.00Jul 17$1.85$1.15$3.00$247.00$293.00
$300.00$260.00Jul 17$1.00$2.30$3.30$256.70$303.30
$290.00$260.00Jul 17$1.85$2.30$4.15$255.85$294.15
$280.00$250.00Jul 17$3.60$1.15$4.75$245.25$284.75
$280.00$260.00Jul 17$3.60$2.30$5.90$254.10$285.90
$300.00$270.00Jul 17$1.00$5.65$6.65$263.35$306.65
$290.00$270.00Jul 17$1.85$5.65$7.50$262.50$297.50
$280.00$270.00Jul 17$3.60$5.65$9.25$260.75$289.25
$300.00$220.00Aug 21$13.00$4.80$17.80$202.20$317.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 13 found (best R:R 3.76, avg credit $9.02)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
250/270280/300Aug 21$15.80$4.203.76$254.20$295.80
220/230240/260Aug 21$14.55$5.452.67$215.45$254.55
240/250260/280Aug 21$13.20$6.801.94$236.80$273.20
230/240260/280Aug 21$12.35$7.651.61$227.65$272.35
220/230260/280Aug 21$11.60$8.401.38$218.40$271.60
250/260270/280Jul 17$5.70$4.301.33$254.30$275.70
240/250280/300Aug 21$10.75$9.251.16$239.25$290.75
260/270280/290Jul 17$5.10$4.901.04$264.90$285.10
230/240280/300Aug 21$9.90$10.100.98$230.10$289.90
220/230280/300Aug 21$9.15$10.850.84$220.85$289.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 13.29, cheapest $0.70)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$240.00$250.00$260.00Jul 17$0.70$9.3013.29
$280.00$290.00$300.00Jul 17$0.90$9.1010.11
$260.00$280.00$300.00Aug 21$2.45$17.557.16
$220.00$240.00$260.00Aug 21$2.75$17.256.27
$240.00$260.00$280.00Aug 21$2.95$17.055.78
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$220.00$230.00$240.00Aug 21$0.75$9.2512.33
$230.00$240.00$250.00Aug 21$0.85$9.1510.76
$250.00$260.00$270.00Jul 17$2.20$7.803.55

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 $-4.00, 13 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$300.001:2Aug 21-$5.60$14.40
$280.00$290.001:2Jul 17-$0.10$9.90
$290.00$300.001:2Jul 17-$0.15$9.85
$260.00$280.001:2Aug 21-$10.55$9.45
$260.00$270.001:2Jul 17-$1.10$8.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$250.001:2Aug 21-$4.00$16.00
$260.00$250.001:2Jul 17$0.00$10.00
$230.00$220.001:2Aug 21-$3.05$6.95
$240.00$230.001:2Aug 21-$4.05$5.95
$250.00$240.001:2Aug 21-$5.70$4.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 6.78%, avg 2.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Aug 21$18.500.502.6%6.78%9.38%459
$300.00Aug 21$11.000.379.9%4.03%13.97%3191.6K
$280.00Jul 17$2.000.342.6%0.73%3.34%270410
$300.00Jul 17$0.200.109.9%0.07%10.01%4120

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 1,253
Total Puts 139
Put/Call Ratio 0.11
Net Difference 1,114

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,629
Total Puts 2,204
Average Put/Call Ratio 0.53
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