Tour v340
NTRA
NATERA INC
$277.37 +1.73%
$279.00 (+0.59%)🌙
as of 07/15 06:56 PM
7/15 18:56

Option Volume

Detail
Current (07/15) 300
Calls: 169 (56%)
Puts: 131 (44%)
Prior (07/14) 439
Calls: 243 (55%)
Puts: 196 (45%)
Current vs Prior -31.66%
Calls: -30.45% (Calls)
Puts: -33.16% (Puts)
Prior 7-Day Total 8,519
Calls: 6,450 (76%)
Puts: 2,069 (24%)
Prior 7-Day Average 1,217
Calls: 921 (76%)
Puts: 295 (24%)
Current vs Prior 7-Day Avg -75.35%
Calls: -81.66%
Puts: -55.68%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $753.3K
Calls: $667.5K (89%)
Puts: $85.8K (11%)
Prior (07/14) $1.05M
Calls: $908.7K (86%)
Puts: $143.2K (14%)
Current vs Prior -28.38%
Calls: -26.54%
Puts: -40.09%
Prior 7-Day Total $20.79M
Calls: $18.86M (91%)
Puts: $1.93M (9%)
Prior 7-Day Average $2.97M
Calls: $2.69M (91%)
Puts: $275.7K (9%)
Current vs Prior 7-Day Avg -74.63%
Calls: -75.22%
Puts: -68.88%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 0.78
Prior (07/14) 0.81
Current vs Prior -3.90%
Prior 7-Day Average 0.41
Current vs Prior 7-Day Avg +87.33%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/15) 6,459
Calls: 5,499 (85%)
Puts: 960 (15%)
Prior (07/14) 6,549
Calls: 4,990 (76%)
Puts: 1,559 (24%)
Current vs Prior -1.37%
Prior 7-Day Total 63,039
Calls: 50,265 (80%)
Puts: 12,774 (20%)
Prior 7-Day Average 9,005
Calls: 7,180 (80%)
Puts: 1,824 (20%)
Current vs Prior 7-Day Avg -28.28%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 5.84% | 17.59%5.84% | 17.59%
Prior 6.67% | 18.14%6.67% | 18.14%
Current vs Prior -12.50% | -2.99%-12.50% | -2.99%
Prior 7-Day Avg 8.16% | 19.27%8.16% | 19.27%
Current vs 7-Day Avg -28.45% | -8.71%-28.45% | -8.71%
Prior 7-Day Eod 6.67% | 18.14%6.67% | 18.14%
Current vs 7-Day Eod -12.50% | -2.99%-12.50% | -2.99%
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 89% of dollar volume in calls ($667.5K) vs puts ($85.8K). Call-heavy open interest (5,499 calls vs 960 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 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 7 of results (avg 6.7%, best 4.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 2144.5046.70$45.604.8%40.7969
$230.00Aug 2151.8055.50$53.656.9%10.84--
$230.00Jul 1745.8049.50$47.657.8%10.94--
$250.00Aug 2136.7040.20$38.459.1%10.73--
$240.00Jul 1735.8039.40$37.609.6%10.92--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2182.8086.20$84.504.0%10.851
$330.00Aug 2156.9059.60$58.254.6%10.771

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. 12 found (avg delta 0.77, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Jul 1745.8049.50$47.657.8%10.94--
$240.00Jul 1735.8039.40$37.609.6%10.92--
$260.00Jul 1716.4019.30$17.8516.2%190.85227
$230.00Aug 2151.8055.50$53.656.9%10.84--
$240.00Aug 2144.5046.70$45.604.8%40.7969
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2182.8086.20$84.504.0%10.851
$330.00Aug 2156.9059.60$58.254.6%10.771

Most actively traded options today. High liquidity = easy entry/exit. 23 active (total vol 90, top 19)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Jul 1716.4019.30$17.8516.2%190.85227
$270.00Jul 178.3011.00$9.6528.0%170.71210
$280.00Aug 2119.6022.80$21.2015.1%100.52--
$360.00Aug 212.004.90$3.4584.1%50.13--
$240.00Aug 2144.5046.70$45.604.8%40.7969
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Aug 212.704.50$3.6050.0%120.1239
$220.00Jul 170.052.15$1.10190.9%20.06--
$200.00Aug 211.002.75$1.8893.1%20.06--
$210.00Aug 211.102.90$2.0090.0%20.07--
$270.00Aug 2116.3019.60$17.9518.4%20.4123

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 111.3%, max 217.2%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$230.00Jul 17Aug 21167.8%65.7%155.5%2--
$240.00Jul 17Aug 21146.3%63.7%129.7%569
$260.00Jul 17Aug 2190.7%62.6%44.9%20424
$270.00Jul 17Aug 2167.5%61.9%9.1%193.2K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Jul 17Aug 21211.1%66.5%217.2%1439

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 9 found (best R:R 82.33, avg 12.29)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$320.00$360.00Aug 21$4.75$35.25$4.757.42$324.75
$290.00$320.00Aug 21$8.70$21.30$8.702.45$298.70
$280.00$290.00Aug 21$4.30$5.70$4.301.33$284.30
$270.00$280.00Aug 21$4.85$5.15$4.851.06$274.85
$260.00$270.00Aug 21$5.65$4.35$5.650.77$265.65
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$210.00$200.00Aug 21$0.12$9.88$0.1282.33$209.88
$260.00$250.00Jul 17$1.17$8.83$1.177.55$258.83
$220.00$210.00Aug 21$1.60$8.40$1.605.25$218.40
$270.00$220.00Aug 21$14.35$35.65$14.352.48$255.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 79.00, avg 6.60)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$240.00$260.00Jul 17$19.75$19.75$0.2579.00$259.75
$260.00$270.00Jul 17$8.20$8.20$1.804.56$268.20
$230.00$240.00Aug 21$8.05$8.05$1.954.13$238.05
$240.00$250.00Aug 21$7.15$7.15$2.852.51$247.15
$250.00$260.00Aug 21$6.75$6.75$3.252.08$256.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$360.00$330.00Aug 21$26.25$26.25$3.757.00$333.75
$330.00$270.00Aug 21$40.30$40.30$19.702.05$289.70
$270.00$220.00Aug 21$14.35$14.35$35.650.40$255.65
$220.00$210.00Aug 21$1.60$1.60$8.400.19$218.40
$260.00$250.00Jul 17$1.17$1.17$8.830.13$258.83

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $9.35, cheapest $2.50)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Jul 17Aug 21$6.00167.8%65.7%
$240.00Jul 17Aug 21$8.00146.3%63.7%
$260.00Jul 17Aug 21$13.8590.7%62.6%
$270.00Jul 17Aug 21$16.4067.5%61.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Jul 17Aug 21$2.50211.1%66.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 7.01% of stock, avg 17.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$260.00Jul 17$17.85$1.60$19.45$240.55$279.457.01%
$240.00Jul 17$37.60$1.13$38.73$201.27$278.7313.96%
$270.00Aug 21$26.05$17.95$44.00$226.00$314.0015.86%
$360.00Aug 21$3.45$84.50$87.95$272.05$447.9531.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 12 found (cheapest 1.92% of stock, avg 5.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$200.00Aug 21$3.45$1.88$5.33$194.67$365.33
$360.00$210.00Aug 21$3.45$2.00$5.45$204.55$365.45
$360.00$220.00Aug 21$3.45$3.60$7.05$212.95$367.05
$320.00$200.00Aug 21$8.20$1.88$10.08$189.92$330.08
$320.00$210.00Aug 21$8.20$2.00$10.20$199.80$330.20
$320.00$220.00Aug 21$8.20$3.60$11.80$208.20$331.80
$290.00$200.00Aug 21$16.90$1.88$18.78$181.22$308.78
$290.00$210.00Aug 21$16.90$2.00$18.90$191.10$308.90
$290.00$220.00Aug 21$16.90$3.60$20.50$199.50$310.50
$360.00$270.00Aug 21$3.45$17.95$21.40$248.60$381.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 19 found (best R:R 27.57, avg credit $9.21)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
210/220230/240Aug 21$9.65$0.3527.57$210.35$239.65
210/220240/250Aug 21$8.75$1.257.00$211.25$248.75
210/220250/260Aug 21$8.35$1.655.06$211.65$258.35
200/210230/240Aug 21$8.17$1.834.46$201.83$238.17
200/210240/250Aug 21$7.27$2.732.66$202.73$247.27
210/220260/270Aug 21$7.25$2.752.64$212.75$267.25
200/210250/260Aug 21$6.87$3.132.19$203.13$256.87
210/220270/280Aug 21$6.45$3.551.82$213.55$276.45
210/220280/290Aug 21$5.90$4.101.44$214.10$285.90
200/210260/270Aug 21$5.77$4.231.36$204.23$265.77

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 24.00, cheapest $0.40)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$240.00$250.00$260.00Aug 21$0.40$9.6024.00
$270.00$280.00$290.00Aug 21$0.55$9.4517.18
$260.00$270.00$280.00Aug 21$0.80$9.2011.50
$230.00$240.00$250.00Aug 21$0.90$9.1010.11
$250.00$260.00$270.00Aug 21$1.10$8.908.09
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$200.00$210.00$220.00Aug 21$1.48$8.525.76
$240.00$250.00$260.00Jul 17$1.87$8.134.35

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 11 found (best net $-1.07, 5 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$260.00$270.001:2Jul 17-$1.45$8.55
$320.00$360.001:2Aug 21$1.30$38.70
$290.00$320.001:2Aug 21$0.50$29.50
$240.00$260.001:2Jul 17$1.90$18.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$240.00$220.001:2Jul 17-$1.07$18.93
$220.00$210.001:2Aug 21-$0.40$9.60
$210.00$200.001:2Aug 21-$1.76$8.24
$250.00$240.001:2Jul 17-$1.83$8.17
$270.00$220.001:2Aug 21$10.75$39.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 7.07%, avg 3.93%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Aug 21$19.600.520.9%7.07%8.01%10--
$290.00Aug 21$15.500.454.5%5.59%10.14%21.1K
$320.00Aug 21$6.500.2715.4%2.34%17.71%1--
$360.00Aug 21$2.000.1329.8%0.72%30.51%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 169
Total Puts 131
Put/Call Ratio 0.78
Net Difference 38

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,450
Total Puts 2,069
Average Put/Call Ratio 0.41
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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