Tour v334
NTRA
NATERA INC
$272.66 -0.08%
$272.05 (-0.22%)🌙
as of 07/14 07:14 PM
7/14 19:14

Option Volume

Detail
Current (07/14) 439
Calls: 243 (55%)
Puts: 196 (45%)
Prior (07/13) 1,392
Calls: 1,253 (90%)
Puts: 139 (10%)
Current vs Prior -68.46%
Calls: -80.61% (Calls)
Puts: +41.01% (Puts)
Prior 7-Day Total 8,390
Calls: 6,353 (76%)
Puts: 2,037 (24%)
Prior 7-Day Average 1,198
Calls: 907 (76%)
Puts: 291 (24%)
Current vs Prior 7-Day Avg -63.37%
Calls: -73.23%
Puts: -32.65%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/14) $1.05M
Calls: $908.7K (86%)
Puts: $143.2K (14%)
Prior (07/13) $1.90M
Calls: $1.83M (96%)
Puts: $68.7K (4%)
Current vs Prior -44.73%
Calls: -50.47%
Puts: +108.41%
Prior 7-Day Total $20.29M
Calls: $18.41M (91%)
Puts: $1.87M (9%)
Prior 7-Day Average $2.90M
Calls: $2.63M (91%)
Puts: $267.6K (9%)
Current vs Prior 7-Day Avg -63.70%
Calls: -65.45%
Puts: -46.48%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14) 0.81
Prior (07/13) 0.11
Current vs Prior +627.09%
Prior 7-Day Average 0.46
Current vs Prior 7-Day Avg +75.73%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/14) 6,549
Calls: 4,990 (76%)
Puts: 1,559 (24%)
Prior (07/13) 7,720
Calls: 6,949 (90%)
Puts: 771 (10%)
Current vs Prior -15.17%
Prior 7-Day Total 69,184
Calls: 57,084 (83%)
Puts: 12,100 (17%)
Prior 7-Day Average 9,883
Calls: 8,154 (83%)
Puts: 1,728 (17%)
Current vs Prior 7-Day Avg -33.74%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 6.67% | 18.14%6.67% | 18.14%
Prior 6.87% | 18.76%6.87% | 18.76%
Current vs Prior -2.85% | -3.34%-2.85% | -3.34%
Prior 7-Day Avg 8.71% | 19.70%8.41% | 19.46%
Current vs 7-Day Avg -23.32% | -7.96%-20.64% | -6.81%
Prior 7-Day Eod 6.87% | 18.76%6.87% | 18.76%
Current vs 7-Day Eod -2.85% | -3.34%-2.85% | -3.34%
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 86% of dollar volume in calls ($908.7K) vs puts ($143.2K). Below-average activity with volume down 68% vs prior. P/C ratio rising 627% - increased hedging/bearish positioning. Call-heavy open interest (4,990 calls vs 1,559 puts) suggests bullish 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 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 2 of results (avg 9.1%, best 8.7%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2134.0037.10$35.558.7%410.70200
$240.00Jul 1731.3034.40$32.859.4%430.97288
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 0.74, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 1731.3034.40$32.859.4%430.97288
$250.00Jul 1721.6024.60$23.1013.0%50.94505
$250.00Aug 2134.0037.10$35.558.7%410.70200
$270.00Jul 176.009.50$7.7545.2%20.58212
$270.00Aug 2122.0025.70$23.8515.5%20.563.0K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 178.9012.00$10.4529.7%200.6767

Most actively traded options today. High liquidity = easy entry/exit. 21 active (total vol 157, top 43)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 1731.3034.40$32.859.4%430.97288
$250.00Aug 2134.0037.10$35.558.7%410.70200
$280.00Aug 2117.5021.00$19.2518.2%80.4961
$300.00Aug 2110.5013.90$12.2027.9%60.36--
$250.00Jul 1721.6024.60$23.1013.0%50.94505
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 178.9012.00$10.4529.7%200.6767
$210.00Jul 170.002.25$1.13199.1%50.05--
$195.00Aug 210.552.15$1.35118.5%50.05229
$220.00Jul 170.052.30$1.17192.3%30.06--
$250.00Jul 170.200.70$0.45111.1%10.06119

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 42.2%, max 158.3%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 17Aug 2165.2%62.9%3.6%46705
$270.00Jul 17Aug 2163.9%61.9%3.3%43.3K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Jul 17Aug 21165.4%64.0%158.3%4--
$250.00Jul 17Aug 2165.2%62.9%3.6%2153

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 13 found (best R:R 11.74, avg 3.49)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$320.00$330.00Aug 21$1.75$8.25$1.754.71$321.75
$300.00$320.00Aug 21$4.80$15.20$4.803.17$304.80
$270.00$290.00Jul 17$5.55$14.45$5.552.60$275.55
$280.00$300.00Aug 21$7.05$12.95$7.051.84$287.05
$270.00$280.00Aug 21$4.60$5.40$4.601.17$274.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$220.00$200.00Aug 21$1.57$18.43$1.5711.74$218.43
$260.00$250.00Jul 17$1.58$8.42$1.585.33$258.42
$230.00$220.00Aug 21$1.65$8.35$1.655.06$228.35
$200.00$195.00Aug 21$0.98$4.02$0.984.10$199.02
$250.00$230.00Aug 21$6.15$13.85$6.152.25$243.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 39.00, avg 3.24)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$240.00$250.00Jul 17$9.75$9.75$0.2539.00$249.75
$250.00$270.00Jul 17$15.35$15.35$4.653.30$265.35
$250.00$270.00Aug 21$11.70$11.70$8.301.41$261.70
$270.00$280.00Aug 21$4.60$4.60$5.400.85$274.60
$280.00$300.00Aug 21$7.05$7.05$12.950.54$287.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$270.00$250.00Aug 21$8.60$8.60$11.400.75$261.40
$280.00$260.00Jul 17$8.42$8.42$11.580.73$271.58
$250.00$230.00Aug 21$6.15$6.15$13.850.44$243.85
$200.00$195.00Aug 21$0.98$0.98$4.020.24$199.02
$230.00$220.00Aug 21$1.65$1.65$8.350.20$228.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $10.63, cheapest $2.73)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Jul 17Aug 21$12.4565.2%62.9%
$270.00Jul 17Aug 21$16.1063.9%61.9%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Jul 17Aug 21$2.73165.4%64.0%
$250.00Jul 17Aug 21$11.2565.2%62.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 8.64% of stock, avg 14.05%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$250.00Jul 17$23.10$0.45$23.55$226.45$273.558.64%
$270.00Aug 21$23.85$20.30$44.15$225.85$314.1516.19%
$250.00Aug 21$35.55$11.70$47.25$202.75$297.2517.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 24 found (cheapest 0.97% of stock, avg 6.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$290.00$250.00Jul 17$2.20$0.45$2.65$247.35$292.65
$290.00$210.00Jul 17$2.20$1.13$3.33$206.67$293.33
$290.00$220.00Jul 17$2.20$1.17$3.37$216.63$293.37
$290.00$260.00Jul 17$2.20$2.03$4.23$255.77$294.23
$330.00$200.00Aug 21$5.65$2.33$7.98$192.02$337.98
$330.00$220.00Aug 21$5.65$3.90$9.55$210.45$339.55
$320.00$200.00Aug 21$7.40$2.33$9.73$190.27$329.73
$330.00$230.00Aug 21$5.65$5.55$11.20$218.80$341.20
$320.00$220.00Aug 21$7.40$3.90$11.30$208.70$331.30
$320.00$230.00Aug 21$7.40$5.55$12.95$217.05$332.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 23 found (best R:R 3.60, avg credit $8.70)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
250/270280/300Aug 21$15.65$4.353.60$254.35$295.65
250/270300/320Aug 21$13.40$6.602.03$256.60$313.40
220/230250/270Aug 21$13.35$6.652.01$216.65$263.35
200/220250/270Aug 21$13.27$6.731.97$206.73$263.27
230/250280/300Aug 21$13.20$6.801.94$236.80$293.20
195/200250/270Aug 21$12.68$7.321.73$187.32$262.68
220/230270/280Aug 21$6.25$3.751.67$223.75$276.25
195/200270/280Aug 21$5.58$4.421.26$194.42$275.58
230/250300/320Aug 21$10.95$9.051.21$239.05$310.95
230/250270/280Aug 21$10.75$9.251.16$239.25$280.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 7.89, cheapest $2.25)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$280.00$300.00$320.00Aug 21$2.25$17.757.89
$250.00$270.00$290.00Jul 17$9.80$10.201.04
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$230.00$250.00$270.00Aug 21$2.45$17.557.16

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 15 found (best net $-1.89, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$320.001:2Aug 21-$2.60$17.40
$280.00$300.001:2Aug 21-$5.15$14.85
$250.00$270.001:2Aug 21-$12.15$7.85
$320.00$330.001:2Aug 21-$3.90$6.10
$270.00$290.001:2Jul 17$3.35$16.65
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$220.001:2Jul 17-$1.89$28.11
$220.00$200.001:2Aug 21-$0.76$19.24
$270.00$250.001:2Aug 21-$3.10$16.90
$220.00$210.001:2Jul 17-$1.09$8.91
$230.00$220.001:2Aug 21-$2.25$7.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 6.42%, avg 2.80%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Aug 21$17.500.492.7%6.42%9.11%861
$300.00Aug 21$10.500.3610.0%3.85%13.88%6--
$320.00Aug 21$5.500.2517.4%2.02%19.38%1--
$330.00Aug 21$3.700.2021.0%1.36%22.39%4--
$290.00Jul 17$1.000.216.4%0.37%6.73%5--

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 243
Total Puts 196
Put/Call Ratio 0.81
Net Difference 47

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,353
Total Puts 2,037
Average Put/Call Ratio 0.46
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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