Tour v344
NTRA
NATERA INC
$269.83 -2.72%
7/16 18:48

Option Volume

Detail
Current (07/16) 1,882
Calls: 1,550 (82%)
Puts: 332 (18%)
Prior (07/15) 300
Calls: 169 (56%)
Puts: 131 (44%)
Current vs Prior +527.33%
Calls: +817.16% (Calls)
Puts: +153.44% (Puts)
Prior 7-Day Total 6,793
Calls: 5,236 (77%)
Puts: 1,557 (23%)
Prior 7-Day Average 970
Calls: 748 (77%)
Puts: 222 (23%)
Current vs Prior 7-Day Avg +93.93%
Calls: +107.22%
Puts: +49.26%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16) $4.01M
Calls: $3.78M (94%)
Puts: $225.3K (6%)
Prior (07/15) $753.3K
Calls: $667.5K (89%)
Puts: $85.8K (11%)
Current vs Prior +431.85%
Calls: +466.44%
Puts: +162.68%
Prior 7-Day Total $16.42M
Calls: $14.73M (90%)
Puts: $1.70M (10%)
Prior 7-Day Average $2.35M
Calls: $2.10M (90%)
Puts: $242.3K (10%)
Current vs Prior 7-Day Avg +70.77%
Calls: +79.73%
Puts: -7.00%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/16) 0.21
Prior (07/15) 0.78
Current vs Prior -72.37%
Prior 7-Day Average 0.46
Current vs Prior 7-Day Avg -53.24%
Sentiment BULLISH

Open Interest

Detail
Current (07/16) 8,204
Calls: 5,129 (63%)
Puts: 3,075 (37%)
Prior (07/15) 6,459
Calls: 5,499 (85%)
Puts: 960 (15%)
Current vs Prior +27.02%
Prior 7-Day Total 57,456
Calls: 46,246 (80%)
Puts: 11,210 (20%)
Prior 7-Day Average 8,208
Calls: 6,606 (80%)
Puts: 1,601 (20%)
Current vs Prior 7-Day Avg -0.05%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 5.34% | 17.73%5.34% | 17.73%
Prior 5.84% | 17.59%5.84% | 17.59%
Current vs Prior -8.63% | +0.79%-8.63% | +0.79%
Prior 7-Day Avg 7.62% | 18.84%7.62% | 18.84%
Current vs 7-Day Avg -29.99% | -5.89%-29.99% | -5.89%
Prior 7-Day Eod 5.84% | 17.59%5.84% | 17.59%
Current vs 7-Day Eod -8.63% | +0.79%-8.63% | +0.79%
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 94% of dollar volume in calls ($3.78M) vs puts ($225.3K). Massive premium surge with dollar volume up 432% vs prior. Dollar volume significantly above 7-day average (71% higher). Unusually high activity with volume up 527% vs prior - elevated interest.

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 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 3 of results (avg 7.7%, best 6.5%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jul 1748.0051.20$49.606.5%20.94--
$230.00Jul 1738.0041.20$39.608.1%1010.91--
$240.00Aug 2138.1041.50$39.808.5%1000.75--
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. 7 found (avg delta 0.80, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 1718.2021.50$19.8516.6%20.94505
$220.00Jul 1748.0051.20$49.606.5%20.94--
$230.00Jul 1738.0041.20$39.608.1%1010.91--
$260.00Jul 179.2011.90$10.5525.6%240.77213
$240.00Aug 2138.1041.50$39.808.5%1000.75--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 179.2012.60$10.9031.2%400.7887

Most actively traded options today. High liquidity = easy entry/exit. 21 active (total vol 1.5K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 2119.8022.60$21.2013.2%1.0K0.533.0K
$280.00Aug 2115.6018.60$17.1017.5%1040.4669
$230.00Jul 1738.0041.20$39.608.1%1010.91--
$240.00Aug 2138.1041.50$39.808.5%1000.75--
$300.00Jul 170.102.20$1.15182.6%420.11116
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 179.2012.60$10.9031.2%400.7887
$230.00Jul 170.002.25$1.13199.1%130.0873
$220.00Jul 170.001.20$0.60200.0%110.04215
$270.00Aug 2119.5022.40$20.9513.8%30.47--
$240.00Jul 170.002.30$1.15200.0%10.10--

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 157.0%, max 285.3%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Jul 17Aug 21166.8%63.3%163.3%47116
$280.00Jul 17Aug 2192.8%64.3%44.4%109364
$270.00Jul 17Aug 2168.9%61.1%12.7%1.0K3.0K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Jul 17Aug 21244.4%63.4%285.3%12266
$230.00Jul 17Aug 21231.2%60.9%279.5%1473

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 12 found (best R:R 54.56, avg 12.08)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$280.00$290.00Jul 17$0.18$9.82$0.1854.56$280.18
$290.00$300.00Jul 17$0.20$9.80$0.2049.00$290.20
$270.00$280.00Jul 17$2.05$7.95$2.053.88$272.05
$300.00$320.00Aug 21$4.20$15.80$4.203.76$304.20
$280.00$300.00Aug 21$6.70$13.30$6.701.99$286.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$230.00$220.00Jul 17$0.53$9.47$0.5317.87$229.47
$230.00$220.00Aug 21$1.55$8.45$1.555.45$228.45
$280.00$240.00Jul 17$9.75$30.25$9.753.10$270.25
$250.00$230.00Aug 21$6.65$13.35$6.652.01$243.35
$270.00$250.00Aug 21$8.85$11.15$8.851.26$261.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 79.00, avg 6.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$230.00$250.00Jul 17$19.75$19.75$0.2579.00$249.75
$250.00$260.00Jul 17$9.30$9.30$0.7013.29$259.30
$260.00$270.00Jul 17$6.97$6.97$3.032.30$266.97
$240.00$270.00Aug 21$18.60$18.60$11.401.63$258.60
$270.00$280.00Aug 21$4.10$4.10$5.900.69$274.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$270.00$250.00Aug 21$8.85$8.85$11.150.79$261.15
$250.00$230.00Aug 21$6.65$6.65$13.350.50$243.35
$280.00$240.00Jul 17$9.75$9.75$30.250.32$270.25
$230.00$220.00Aug 21$1.55$1.55$8.450.18$228.45
$230.00$220.00Jul 17$0.53$0.53$9.470.06$229.47

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $10.01, cheapest $3.30)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Jul 17Aug 21$9.25166.8%63.3%
$280.00Jul 17Aug 21$15.5792.8%64.3%
$270.00Jul 17Aug 21$17.6268.9%61.1%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Jul 17Aug 21$3.30244.4%63.4%
$230.00Jul 17Aug 21$4.32231.2%60.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 4.61% of stock, avg 13.48%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$280.00Jul 17$1.53$10.90$12.43$267.57$292.434.61%
$230.00Jul 17$39.60$1.13$40.73$189.27$270.7315.09%
$270.00Aug 21$21.20$20.95$42.15$227.85$312.1515.62%
$220.00Jul 17$49.60$0.60$50.20$169.80$270.2018.60%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 0.84% of stock, avg 5.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$300.00$230.00Jul 17$1.15$1.13$2.28$227.72$302.28
$300.00$240.00Jul 17$1.15$1.15$2.30$237.70$302.30
$290.00$230.00Jul 17$1.35$1.13$2.48$227.52$292.48
$290.00$240.00Jul 17$1.35$1.15$2.50$237.50$292.50
$280.00$240.00Jul 17$1.53$1.15$2.68$237.32$282.68
$280.00$230.00Jul 17$1.53$1.13$2.66$227.34$282.66
$270.00$240.00Jul 17$3.58$1.15$4.73$235.27$274.73
$270.00$230.00Jul 17$3.58$1.13$4.71$225.29$274.71
$320.00$220.00Aug 21$6.20$3.90$10.10$209.90$330.10
$320.00$230.00Aug 21$6.20$5.45$11.65$218.35$331.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 15 found (best R:R 57.82, avg credit $8.98)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
220/230250/260Jul 17$9.83$0.1757.82$220.17$259.83
250/270280/300Aug 21$15.55$4.453.49$254.45$295.55
220/230260/270Jul 17$7.50$2.503.00$222.50$267.50
220/230240/270Aug 21$20.15$9.852.05$209.85$260.15
230/250280/300Aug 21$13.35$6.652.01$236.65$293.35
250/270300/320Aug 21$13.05$6.951.88$256.95$313.05
220/230270/280Aug 21$5.65$4.351.30$224.35$275.65
230/250300/320Aug 21$10.85$9.151.19$239.15$310.85
230/250270/280Aug 21$10.75$9.251.16$239.25$280.75
220/230280/300Aug 21$8.25$11.750.70$221.75$288.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 8.09, cheapest $1.87)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$280.00$300.00$320.00Aug 21$2.50$17.507.00
$270.00$280.00$290.00Jul 17$1.87$8.134.35
$250.00$260.00$270.00Jul 17$2.33$7.673.29
$260.00$270.00$280.00Jul 17$4.92$5.081.03
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$230.00$250.00$270.00Aug 21$2.20$17.808.09

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 $-2.60, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$240.00$270.001:2Aug 21-$2.60$27.40
$230.00$250.001:2Jul 17-$0.10$19.90
$300.00$320.001:2Aug 21-$2.00$18.00
$280.00$300.001:2Aug 21-$3.70$16.30
$290.00$300.001:2Jul 17-$0.95$9.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$250.001:2Aug 21-$3.25$16.75
$230.00$220.001:2Jul 17-$0.07$9.93
$240.00$230.001:2Jul 17-$1.11$8.89
$230.00$220.001:2Aug 21-$2.35$7.65
$280.00$240.001:2Jul 17$8.60$31.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 7.34%, avg 2.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$270.00Aug 21$19.800.530.1%7.34%7.40%1.0K3.0K
$280.00Aug 21$15.600.463.8%5.78%9.55%10469
$300.00Aug 21$8.600.3311.2%3.19%14.37%5--
$320.00Aug 21$4.400.2218.6%1.63%20.22%5--
$270.00Jul 17$1.650.490.1%0.61%0.67%1--
$280.00Jul 17$0.200.223.8%0.07%3.84%5295
$300.00Jul 17$0.100.1111.2%0.04%11.22%42116

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 1,550
Total Puts 332
Put/Call Ratio 0.21
Net Difference 1,218

Prior's Put/Call Breakdown

Total Calls 169
Total Puts 131
Put/Call Ratio 0.78
Net Difference 38

Prior 7-Day Put/Call Summary

Total Calls 5,236
Total Puts 1,557
Average Put/Call Ratio 0.46
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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