Tour v528
NTRA
NATERA INC
$411.77 -0.19%
$411.48 (-0.07%)🌙
as of 09/29 03:36 AM
◀ 9/28 03:36 ▶

Option Volume

Detail
ℹ
Current (09/29) --
Calls: -- (--)
Puts: -- (--)
Prior (09/25) 5,846
Calls: 1,011 (17%)
Puts: 4,835 (83%)
Current vs Prior -100.00%
Calls: -100.00% (Calls)
Puts: -100.00% (Puts)
Prior 7-Day Total 14,364
Calls: 5,808 (40%)
Puts: 8,556 (60%)
Prior 7-Day Average 2,052
Calls: 829 (40%)
Puts: 1,222 (60%)
Current vs Prior 7-Day Avg -100.00%
Calls: -100.00%
Puts: -100.00%
Sentiment NEUTRAL

Dollar Volume

Detail
ℹ
Current (09/29) --
Calls: -- (--)
Puts: -- (--)
Prior (09/25) $9.24M
Calls: $3.56M (39%)
Puts: $5.68M (61%)
Current vs Prior -100.00%
Calls: -100.00%
Puts: -100.00%
Prior 7-Day Total $25.85M
Calls: $17.04M (66%)
Puts: $8.81M (34%)
Prior 7-Day Average $3.69M
Calls: $2.43M (66%)
Puts: $1.26M (34%)
Current vs Prior 7-Day Avg -100.00%
Calls: -100.00%
Puts: -100.00%
Sentiment NEUTRAL

Put/Call Ratio

Detail
ℹ
Current (09/29) 1.00
Prior (09/25) 4.78
Current vs Prior -79.09%
Prior 7-Day Average 2.39
Current vs Prior 7-Day Avg -58.20%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/29) 11,055
Calls: 2,653 (24%)
Puts: 8,402 (76%)
Prior (09/25) 4,608
Calls: 2,474 (54%)
Puts: 2,134 (46%)
Current vs Prior +139.91%
Prior 7-Day Total 52,754
Calls: 23,626 (45%)
Puts: 29,128 (55%)
Prior 7-Day Average 7,536
Calls: 3,375 (45%)
Puts: 4,161 (55%)
Current vs Prior 7-Day Avg +46.69%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 9.96% | 19.85%
Prior 10.31% | 19.73%
Current vs Prior -3.46% | +0.62%
Prior 7-Day Avg 8.47% | 15.76%
Current vs 7-Day Avg +17.53% | +26.00%
Prior 7-Day Eod 10.31% | 19.73%
Current vs 7-Day Eod -3.46% | +0.62%
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

Light premium activity with dollar volume down 100% vs prior. Below-average activity with volume down 100% vs prior. P/C ratio dropping 79% - sentiment shifting bullish. Put-heavy open interest (8,402 puts vs 2,653 calls) suggests hedging or bearish positioning.

Smart Money NEUTRAL
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current NEUTRAL
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 1 of results (avg 3.9%, best 3.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Oct 1691.5095.10$93.303.9%--1.0021
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. 2 found (avg delta 0.77, highest 1.00)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Oct 1691.5095.10$93.303.9%--1.0021
$410.00Oct 1617.2020.80$19.0018.9%--0.54124
PUTS (0)
No puts meet the criteria

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

No options available for this category

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. 13 found (best R:R 2.03, avg 7.97)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$420.00$430.00Oct 16$3.30$6.70$3.3045%2.03$423.30
$450.00$460.00Oct 16$1.30$8.70$1.3021%6.69$451.30
$410.00$420.00Oct 16$4.70$5.30$4.7054%1.13$414.70
$430.00$440.00Oct 16$3.00$7.00$3.0037%2.33$433.00
$440.00$450.00Oct 16$2.95$7.05$2.9529%2.39$442.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$340.00Oct 16$0.28$9.72$0.287%34.71$349.72
$360.00$350.00Oct 16$0.57$9.43$0.5710%16.54$359.43
$410.00$400.00Oct 16$4.20$5.80$4.2046%1.38$405.80
$400.00$390.00Oct 16$3.30$6.70$3.3038%2.03$396.70
$390.00$380.00Oct 16$2.75$7.25$2.7530%2.64$387.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 0.37, avg 0.32)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$440.00$450.00Oct 16$2.95$2.95$7.0571%0.42$442.95
$430.00$440.00Oct 16$3.00$3.00$7.0063%0.43$433.00
$450.00$460.00Oct 16$1.30$1.30$8.7079%0.15$451.30
$420.00$430.00Oct 16$3.30$3.30$6.7055%0.49$423.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$380.00$370.00Oct 16$2.70$2.70$7.3078%0.37$377.30
$370.00$360.00Oct 16$1.65$1.65$8.3585%0.20$368.35
$340.00$320.00Oct 16$0.80$0.80$19.2094%0.04$339.20
$390.00$380.00Oct 16$2.75$2.75$7.2570%0.38$387.25
$400.00$390.00Oct 16$3.30$3.30$6.7062%0.49$396.70

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. 1 found (cheapest 8.67% of stock, avg 8.67%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$410.00Oct 16$19.00$16.70$35.70$374.30$445.708.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.82% of stock, avg 4.41%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$460.00$370.00Oct 16$3.75$3.75$7.50$362.50$467.50
$450.00$370.00Oct 16$5.05$3.75$8.80$361.20$458.80
$460.00$380.00Oct 16$3.75$6.45$10.20$369.80$470.20
$450.00$380.00Oct 16$5.05$6.45$11.50$368.50$461.50
$440.00$370.00Oct 16$8.00$3.75$11.75$358.25$451.75
$460.00$390.00Oct 16$3.75$9.20$12.95$377.05$472.95
$440.00$380.00Oct 16$8.00$6.45$14.45$365.55$454.45
$450.00$390.00Oct 16$5.05$9.20$14.25$375.75$464.25
$440.00$390.00Oct 16$8.00$9.20$17.20$372.80$457.20
$430.00$370.00Oct 16$11.00$3.75$14.75$355.25$444.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 1.30, avg credit $3.58)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
370/380440/450Oct 16$5.65$4.3548%1.30$374.35$445.65
360/370440/450Oct 16$4.60$5.4056%0.85$365.40$444.60
380/390440/450Oct 16$5.70$4.3041%1.33$384.30$445.70
350/360440/450Oct 16$3.52$6.4861%0.54$356.48$443.52
370/380450/460Oct 16$4.00$6.0056%0.67$376.00$454.00
340/350440/450Oct 16$3.23$6.7764%0.48$346.77$443.23
360/370450/460Oct 16$2.95$7.0563%0.42$367.05$452.95
380/390450/460Oct 16$4.05$5.9549%0.68$385.95$454.05
350/360450/460Oct 16$1.87$8.1369%0.23$358.13$451.87
340/350450/460Oct 16$1.58$8.4272%0.19$348.42$451.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 199.00, cheapest $0.05)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$430.00$440.00$450.00Oct 16$0.05$9.9515%199.00
$420.00$430.00$440.00Oct 16$0.30$9.7016%32.33
$410.00$420.00$430.00Oct 16$1.40$8.6017%6.14
$440.00$450.00$460.00Oct 16$1.65$8.3513%5.06
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$380.00$390.00$400.00Oct 16$0.55$9.4515%17.18
$390.00$400.00$410.00Oct 16$0.90$9.1017%10.11
$340.00$350.00$360.00Oct 16$0.29$9.714%33.48
$360.00$370.00$380.00Oct 16$1.05$8.9513%8.52
$350.00$360.00$370.00Oct 16$1.08$8.928%8.26

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $-1.05, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$440.00$450.001:2Oct 16-$2.10$7.90
$450.00$460.001:2Oct 16-$2.45$7.55
$430.00$440.001:2Oct 16-$5.00$5.00
$420.00$430.001:2Oct 16-$7.70$2.30
$410.00$420.001:2Oct 16-$9.60$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$380.00$370.001:2Oct 16-$1.05$8.95
$370.00$360.001:2Oct 16-$0.45$9.55
$360.00$350.001:2Oct 16-$0.96$9.04
$350.00$340.001:2Oct 16-$0.97$9.03
$320.00$310.001:2Oct 16-$1.01$8.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 3.16%, avg 1.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$420.00Oct 16$13.000.452.0%3.16%5.16%--154
$430.00Oct 16$9.200.374.4%2.23%6.66%--183
$440.00Oct 16$6.400.296.9%1.55%8.41%--67
$450.00Oct 16$4.100.219.3%1.00%10.28%--156
$460.00Oct 16$2.500.1711.7%0.61%12.32%--33

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 --
Total Puts --
Put/Call Ratio 1.00
Net Difference --

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,808
Total Puts 8,556
Average Put/Call Ratio 2.39
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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