Tour v528
NTRA
NATERA INC
$412.56 +0.92%
$413.50 (+0.23%)🌙
as of 09/25 06:44 PM
◀ 9/25 18:44

Option Volume

Detail
ℹ
Current (09/25) 5,846
Calls: 1,011 (17%)
Puts: 4,835 (83%)
Prior (09/24) 2,212
Calls: 1,685 (76%)
Puts: 527 (24%)
Current vs Prior +164.29%
Calls: -40.00% (Calls)
Puts: +817.46% (Puts)
Prior 7-Day Total 8,979
Calls: 4,888 (54%)
Puts: 4,091 (46%)
Prior 7-Day Average 1,282
Calls: 698 (54%)
Puts: 584 (46%)
Current vs Prior 7-Day Avg +355.75%
Calls: +44.78%
Puts: +727.30%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/25) $9.24M
Calls: $3.56M (39%)
Puts: $5.68M (61%)
Prior (09/24) $8.77M
Calls: $7.34M (84%)
Puts: $1.43M (16%)
Current vs Prior +5.36%
Calls: -51.55%
Puts: +298.57%
Prior 7-Day Total $16.84M
Calls: $13.63M (81%)
Puts: $3.20M (19%)
Prior 7-Day Average $2.41M
Calls: $1.95M (81%)
Puts: $457.6K (19%)
Current vs Prior 7-Day Avg +284.04%
Calls: +82.64%
Puts: +1141.27%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/25) 4.78
Prior (09/24) 0.31
Current vs Prior +1429.10%
Prior 7-Day Average 2.29
Current vs Prior 7-Day Avg +108.82%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/25) 4,608
Calls: 2,474 (54%)
Puts: 2,134 (46%)
Prior (09/24) 10,963
Calls: 6,511 (59%)
Puts: 4,452 (41%)
Current vs Prior -57.97%
Prior 7-Day Total 56,063
Calls: 24,297 (43%)
Puts: 31,766 (57%)
Prior 7-Day Average 8,009
Calls: 3,471 (43%)
Puts: 4,538 (57%)
Current vs Prior 7-Day Avg -42.46%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 10.31% | 19.73%
Prior 10.95% | 19.51%
Current vs Prior -5.79% | +1.14%
Prior 7-Day Avg 8.03% | 14.70%
Current vs 7-Day Avg +28.51% | +34.25%
Prior 7-Day Eod 10.95% | 19.51%
Current vs 7-Day Eod -5.79% | +1.14%
Sentiment BULLISH

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

Moderately bearish flow with 61% put dollar volume ($5.68M). Dollar volume significantly above 7-day average (284% higher). Unusually high activity with volume up 164% vs prior - elevated interest. Volume explosion - 356% above 7-day average (5,846 vs avg 1,282).

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 5 of results (avg 7.2%, best 5.0%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Oct 1645.5048.20$46.855.8%570.84339
$390.00Oct 1631.1033.50$32.307.4%50.7168
$420.00Oct 1614.5016.00$15.259.8%270.46140
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Oct 1650.5053.10$51.805.0%90.8115
$390.00Oct 168.509.20$8.857.9%240.2923

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 0.67, highest 0.84)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Oct 1645.5048.20$46.855.8%570.84339
$390.00Oct 1631.1033.50$32.307.4%50.7168
$400.00Oct 1623.6027.30$25.4514.5%50.63--
$410.00Oct 1619.0021.20$20.1010.9%40.54122
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Oct 1650.5053.10$51.805.0%90.8115
$430.00Oct 1626.8030.50$28.6512.9%10.62--
$420.00Oct 1620.6024.30$22.4516.5%50.5421

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 3.0K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Oct 165.907.10$6.5018.5%1350.24139
$440.00Oct 167.909.30$8.6016.3%770.3091
$370.00Oct 1645.5048.20$46.855.8%570.84339
$430.00Oct 1610.4013.70$12.0527.4%370.38149
$420.00Oct 1614.5016.00$15.259.8%270.46140
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Oct 163.704.60$4.1521.7%1.0K0.1653
$360.00Oct 161.254.50$2.88112.8%9580.1236
$400.00Oct 1610.6013.50$12.0524.1%5170.3764
$410.00Oct 1616.0017.80$16.9010.7%290.4620
$390.00Oct 168.509.20$8.857.9%240.2923

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 2.13, avg 3.78)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$420.00$430.00Oct 16$3.20$6.80$3.2046%2.13$423.20
$400.00$410.00Oct 16$5.35$4.65$5.3563%0.87$405.35
$440.00$450.00Oct 16$2.10$7.90$2.1030%3.76$442.10
$450.00$460.00Oct 16$1.70$8.30$1.7024%4.88$451.70
$410.00$420.00Oct 16$4.85$5.15$4.8554%1.06$414.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$400.00$390.00Oct 16$3.20$6.80$3.2037%2.12$396.80
$370.00$360.00Oct 16$1.27$8.73$1.2716%6.87$368.73
$350.00$340.00Oct 16$0.57$9.43$0.577%16.54$349.43
$380.00$370.00Oct 16$1.80$8.20$1.8022%4.56$378.20
$430.00$420.00Oct 16$6.20$3.80$6.2062%0.61$423.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 0.94, avg 0.35)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$430.00$440.00Oct 16$3.45$3.45$6.5562%0.53$433.45
$450.00$460.00Oct 16$1.70$1.70$8.3076%0.20$451.70
$440.00$450.00Oct 16$2.10$2.10$7.9070%0.27$442.10
$420.00$430.00Oct 16$3.20$3.20$6.8054%0.47$423.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$410.00$400.00Oct 16$4.85$4.85$5.1554%0.94$405.15
$390.00$380.00Oct 16$2.90$2.90$7.1071%0.41$387.10
$360.00$350.00Oct 16$1.23$1.23$8.7788%0.14$358.77
$380.00$370.00Oct 16$1.80$1.80$8.2078%0.22$378.20
$350.00$340.00Oct 16$0.57$0.57$9.4393%0.06$349.43

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. 5 found (cheapest 8.97% of stock, avg 9.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$410.00Oct 16$20.10$16.90$37.00$373.00$447.008.97%
$400.00Oct 16$25.45$12.05$37.50$362.50$437.509.09%
$420.00Oct 16$15.25$22.45$37.70$382.30$457.709.14%
$430.00Oct 16$12.05$28.65$40.70$389.30$470.709.87%
$390.00Oct 16$32.30$8.85$41.15$348.85$431.159.97%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.17% of stock, avg 4.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$460.00$370.00Oct 16$4.80$4.15$8.95$361.05$468.95
$460.00$380.00Oct 16$4.80$5.95$10.75$369.25$470.75
$450.00$370.00Oct 16$6.50$4.15$10.65$359.35$460.65
$450.00$380.00Oct 16$6.50$5.95$12.45$367.55$462.45
$440.00$370.00Oct 16$8.60$4.15$12.75$357.25$452.75
$460.00$390.00Oct 16$4.80$8.85$13.65$376.35$473.65
$440.00$380.00Oct 16$8.60$5.95$14.55$365.45$454.55
$450.00$390.00Oct 16$6.50$8.85$15.35$374.65$465.35
$440.00$390.00Oct 16$8.60$8.85$17.45$372.55$457.45
$460.00$400.00Oct 16$4.80$12.05$16.85$383.15$476.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 10 found (best R:R 0.41, avg credit $3.45)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
350/360450/460Oct 16$2.93$7.0764%0.41$357.07$452.93
380/390450/460Oct 16$4.60$5.4047%0.85$385.40$454.60
350/360440/450Oct 16$3.33$6.6758%0.50$356.67$443.33
340/350450/460Oct 16$2.27$7.7368%0.29$347.73$452.27
380/390440/450Oct 16$5.00$5.0041%1.00$385.00$445.00
360/370450/460Oct 16$2.97$7.0360%0.42$367.03$452.97
370/380450/460Oct 16$3.50$6.5054%0.54$376.50$453.50
340/350440/450Oct 16$2.67$7.3362%0.36$347.33$442.67
360/370440/450Oct 16$3.37$6.6354%0.51$366.63$443.37
370/380440/450Oct 16$3.90$6.1048%0.64$376.10$443.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 32.33, cheapest $0.30)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$400.00$410.00$420.00Oct 16$0.50$9.5017%19.00
$440.00$450.00$460.00Oct 16$0.40$9.6011%24.00
$390.00$400.00$410.00Oct 16$1.50$8.5017%5.67
$430.00$440.00$450.00Oct 16$1.35$8.6514%6.41
$410.00$420.00$430.00Oct 16$1.65$8.3516%5.06
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$380.00$390.00$400.00Oct 16$0.30$9.7015%32.33
$400.00$410.00$420.00Oct 16$0.70$9.3017%13.29
$410.00$420.00$430.00Oct 16$0.65$9.3516%14.38
$360.00$370.00$380.00Oct 16$0.53$9.4710%17.87
$340.00$350.00$360.00Oct 16$0.66$9.347%14.15

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 13 found (best net $-5.50, 13 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$450.00$460.001:2Oct 16-$3.10$6.90
$370.00$390.001:2Oct 16-$17.75$2.25
$440.00$450.001:2Oct 16-$4.40$5.60
$430.00$440.001:2Oct 16-$5.15$4.85
$420.00$430.001:2Oct 16-$8.85$1.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$460.00$430.001:2Oct 16-$5.50$24.50
$360.00$350.001:2Oct 16-$0.42$9.58
$350.00$340.001:2Oct 16-$0.51$9.49
$370.00$360.001:2Oct 16-$1.61$8.39
$380.00$370.001:2Oct 16-$2.35$7.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 3.51%, avg 2.07%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$420.00Oct 16$14.500.461.8%3.51%5.32%27140
$430.00Oct 16$10.400.384.2%2.52%6.75%37149
$440.00Oct 16$7.900.306.7%1.91%8.57%7791
$450.00Oct 16$5.900.249.1%1.43%10.51%135139
$460.00Oct 16$4.100.1911.5%0.99%12.49%1323

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 1,011
Total Puts 4,835
Put/Call Ratio 4.78
Net Difference -3,824

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,888
Total Puts 4,091
Average Put/Call Ratio 2.29
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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