Tour v528
NTRA
NATERA INC
$408.79 +4.61%
$410.00 (+0.30%)🌙
as of 09/24 06:53 PM
◀ 9/24 18:53 ▶

Option Volume

Detail
ℹ
Current (09/24) 2,212
Calls: 1,685 (76%)
Puts: 527 (24%)
Prior (09/21) 1,616
Calls: 304 (19%)
Puts: 1,312 (81%)
Current vs Prior +36.88%
Calls: +454.28% (Calls)
Puts: -59.83% (Puts)
Prior 7-Day Total 6,970
Calls: 3,326 (48%)
Puts: 3,644 (52%)
Prior 7-Day Average 995
Calls: 475 (48%)
Puts: 520 (52%)
Current vs Prior 7-Day Avg +122.15%
Calls: +254.63%
Puts: +1.23%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/24) $8.77M
Calls: $7.34M (84%)
Puts: $1.43M (16%)
Prior (09/21) $1.10M
Calls: $700.0K (64%)
Puts: $398.1K (36%)
Current vs Prior +698.38%
Calls: +948.86%
Puts: +257.96%
Prior 7-Day Total $8.43M
Calls: $6.53M (77%)
Puts: $1.90M (23%)
Prior 7-Day Average $1.20M
Calls: $932.5K (77%)
Puts: $272.0K (23%)
Current vs Prior 7-Day Avg +627.84%
Calls: +687.35%
Puts: +423.85%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/24) 0.31
Prior (09/21) 4.32
Current vs Prior -92.75%
Prior 7-Day Average 2.34
Current vs Prior 7-Day Avg -86.62%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/24) 10,963
Calls: 6,511 (59%)
Puts: 4,452 (41%)
Prior (09/21) 7,634
Calls: 1,808 (24%)
Puts: 5,826 (76%)
Current vs Prior +43.61%
Prior 7-Day Total 50,400
Calls: 20,524 (41%)
Puts: 29,876 (59%)
Prior 7-Day Average 7,200
Calls: 2,932 (41%)
Puts: 4,268 (59%)
Current vs Prior 7-Day Avg +52.26%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 10.95% | 19.51%
Prior 9.98% | 18.08%
Current vs Prior +9.66% | +7.92%
Prior 7-Day Avg 7.55% | 13.66%
Current vs 7-Day Avg +45.01% | +42.80%
Prior 7-Day Eod 9.98% | 18.08%
Current vs 7-Day Eod +9.66% | +7.92%
Sentiment BEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 14.91% | 13.34%
Calls: 14.43% | 11.49%
Puts: 15.38% | 15.18%
Prior 14.91% | 13.34%
Calls: 14.43% | 11.49%
Puts: 15.38% | 15.18%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 14.91% | 13.34%
Calls: 14.43% | 11.49%
Puts: 15.38% | 15.18%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($7.34M) vs puts ($1.43M). Massive premium surge with dollar volume up 698% vs prior. Dollar volume significantly above 7-day average (628% higher). Volume explosion - 122% above 7-day average (2,212 vs avg 995).

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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 9 of results (avg 7.5%, best 4.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Oct 1669.6072.90$71.254.6%30.94--
$350.00Oct 1660.4063.80$62.105.5%50.91--
$360.00Oct 1651.6055.10$53.356.6%20.87--
$370.00Oct 1643.5047.10$45.307.9%2220.82545
$380.00Oct 1636.2039.50$37.858.7%80.76551
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Oct 1653.1056.50$54.806.2%430.81--
$440.00Oct 1636.5039.50$38.007.9%140.71--

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 0.73, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Oct 1669.6072.90$71.254.6%30.94--
$350.00Oct 1660.4063.80$62.105.5%50.91--
$360.00Oct 1651.6055.10$53.356.6%20.87--
$370.00Oct 1643.5047.10$45.307.9%2220.82545
$380.00Oct 1636.2039.50$37.858.7%80.76551
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Oct 1653.1056.50$54.806.2%430.81--
$440.00Oct 1636.5039.50$38.007.9%140.71--
$430.00Oct 1629.4033.00$31.2011.5%20.64--
$420.00Oct 1623.3027.20$25.2515.4%250.56--

Most actively traded options today. High liquidity = easy entry/exit. 24 active (total vol 921, top 222)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Oct 1643.5047.10$45.307.9%2220.82545
$430.00Oct 1610.2013.40$11.8027.1%1200.3740
$420.00Oct 1614.1017.50$15.8021.5%1040.45131
$400.00Oct 1624.1026.60$25.359.9%860.60132
$440.00Oct 167.0010.40$8.7039.1%440.3072
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Oct 1612.6016.50$14.5526.8%670.4022
$460.00Oct 1653.1056.50$54.806.2%430.81--
$390.00Oct 169.6012.70$11.1527.8%250.3217
$420.00Oct 1623.3027.20$25.2515.4%250.56--
$410.00Oct 1617.8021.00$19.4016.5%200.481

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. 15 found (best R:R 7.00, avg 2.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$450.00$460.00Oct 16$1.25$8.75$1.2524%7.00$451.25
$390.00$400.00Oct 16$5.80$4.20$5.8068%0.72$395.80
$410.00$420.00Oct 16$4.20$5.80$4.2052%1.38$414.20
$400.00$410.00Oct 16$5.35$4.65$5.3560%0.87$405.35
$440.00$450.00Oct 16$2.35$7.65$2.3530%3.26$442.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$430.00$420.00Oct 16$5.95$4.05$5.9564%0.68$424.05
$400.00$390.00Oct 16$3.40$6.60$3.4040%1.94$396.60
$380.00$370.00Oct 16$2.05$7.95$2.0524%3.88$377.95
$350.00$340.00Oct 16$0.92$9.08$0.9210%9.87$349.08
$410.00$400.00Oct 16$4.85$5.15$4.8548%1.06$405.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 0.65, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$420.00$430.00Oct 16$4.00$4.00$6.0055%0.67$424.00
$430.00$440.00Oct 16$3.10$3.10$6.9063%0.45$433.10
$440.00$450.00Oct 16$2.35$2.35$7.6570%0.31$442.35
$410.00$420.00Oct 16$4.20$4.20$5.8048%0.72$414.20
$450.00$460.00Oct 16$1.25$1.25$8.7576%0.14$451.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$390.00$380.00Oct 16$3.95$3.95$6.0568%0.65$386.05
$370.00$350.00Oct 16$2.73$2.73$17.2782%0.16$367.27
$350.00$340.00Oct 16$0.92$0.92$9.0890%0.10$349.08
$380.00$370.00Oct 16$2.05$2.05$7.9576%0.26$377.95
$400.00$390.00Oct 16$3.40$3.40$6.6060%0.52$396.60

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 9.64% of stock, avg 10.64%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$410.00Oct 16$20.00$19.40$39.40$370.60$449.409.64%
$400.00Oct 16$25.35$14.55$39.90$360.10$439.909.76%
$420.00Oct 16$15.80$25.25$41.05$378.95$461.0510.04%
$390.00Oct 16$31.15$11.15$42.30$347.70$432.3010.35%
$430.00Oct 16$11.80$31.20$43.00$387.00$473.0010.52%
$380.00Oct 16$37.85$7.20$45.05$334.95$425.0511.02%
$440.00Oct 16$8.70$38.00$46.70$393.30$486.7011.42%
$370.00Oct 16$45.30$5.15$50.45$319.55$420.4512.34%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.51% of stock, avg 5.15%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$460.00$370.00Oct 16$5.10$5.15$10.25$359.75$470.25
$450.00$370.00Oct 16$6.35$5.15$11.50$358.50$461.50
$460.00$380.00Oct 16$5.10$7.20$12.30$367.70$472.30
$450.00$380.00Oct 16$6.35$7.20$13.55$366.45$463.55
$440.00$370.00Oct 16$8.70$5.15$13.85$356.15$453.85
$440.00$380.00Oct 16$8.70$7.20$15.90$364.10$455.90
$460.00$390.00Oct 16$5.10$11.15$16.25$373.75$476.25
$450.00$390.00Oct 16$6.35$11.15$17.50$372.50$467.50
$440.00$390.00Oct 16$8.70$11.15$19.85$370.15$459.85
$430.00$370.00Oct 16$11.80$5.15$16.95$353.05$446.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 1.70, avg credit $4.21)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
380/390440/450Oct 16$6.30$3.7038%1.70$383.70$446.30
380/390450/460Oct 16$5.20$4.8044%1.08$384.80$455.20
340/350440/450Oct 16$3.27$6.7361%0.49$346.73$443.27
370/380440/450Oct 16$4.40$5.6046%0.79$375.60$444.40
340/350450/460Oct 16$2.17$7.8367%0.28$347.83$452.17
370/380450/460Oct 16$3.30$6.7052%0.49$376.70$453.30
350/370450/460Oct 16$3.98$16.0258%0.25$366.02$453.98
350/370440/450Oct 16$5.08$14.9252%0.34$364.92$445.08

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 99.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$410.00$420.00$430.00Oct 16$0.20$9.8015%49.00
$390.00$400.00$410.00Oct 16$0.45$9.5516%21.22
$370.00$380.00$390.00Oct 16$0.75$9.2514%12.33
$340.00$350.00$360.00Oct 16$0.40$9.607%24.00
$430.00$440.00$450.00Oct 16$0.75$9.2513%12.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$410.00$420.00$430.00Oct 16$0.10$9.9015%99.00
$420.00$430.00$440.00Oct 16$0.85$9.1515%10.76
$400.00$410.00$420.00Oct 16$1.00$9.0016%9.00
$390.00$400.00$410.00Oct 16$1.45$8.5516%5.90
$370.00$380.00$390.00Oct 16$1.90$8.1014%4.26

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 10 found (best net $-0.58, 9 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$440.00$450.001:2Oct 16-$4.00$6.00
$450.00$460.001:2Oct 16-$3.85$6.15
$430.00$440.001:2Oct 16-$5.60$4.40
$420.00$430.001:2Oct 16-$7.80$2.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$340.001:2Oct 16-$0.58$9.42
$390.00$380.001:2Oct 16-$3.25$6.75
$380.00$370.001:2Oct 16-$3.10$6.90
$400.00$390.001:2Oct 16-$7.75$2.25
$410.00$400.001:2Oct 16-$9.70$0.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 3.45%, avg 2.36%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$420.00Oct 16$14.100.452.7%3.45%6.19%104131
$410.00Oct 16$18.100.520.3%4.43%4.72%4399
$430.00Oct 16$10.200.375.2%2.50%7.68%12040
$440.00Oct 16$7.000.307.6%1.71%9.35%4472
$450.00Oct 16$5.000.2310.1%1.22%11.30%14137
$460.00Oct 16$3.400.1912.5%0.83%13.36%178

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 1,685
Total Puts 527
Put/Call Ratio 0.31
Net Difference 1,158

Prior's Put/Call Breakdown

Total Calls 304
Total Puts 1,312
Put/Call Ratio 4.32
Net Difference -1,008

Prior 7-Day Put/Call Summary

Total Calls 3,326
Total Puts 3,644
Average Put/Call Ratio 2.34
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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