Tour v528
NTRA
NATERA INC
$414.52 +0.67%
$416.40 (+0.45%)🌙
as of 09/29 06:47 PM
◀ 9/29 18:47 ▶

Option Volume

Detail
ℹ
Current (09/29) 1,300
Calls: 1,006 (77%)
Puts: 294 (23%)
Prior (09/28) --
Calls: 1,011 (17%)
Puts: 4,835 (83%)
Current vs Prior +0.00%
Calls: -0.49% (Calls)
Puts: -93.92% (Puts)
Prior 7-Day Total 13,383
Calls: 5,709 (43%)
Puts: 7,674 (57%)
Prior 7-Day Average 2,230
Calls: 815 (43%)
Puts: 1,096 (57%)
Current vs Prior 7-Day Avg -41.72%
Calls: +23.35%
Puts: -73.18%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/29) $8.29M
Calls: $4.64M (56%)
Puts: $3.65M (44%)
Prior (09/28) --
Calls: $3.56M (39%)
Puts: $5.68M (61%)
Current vs Prior +0.00%
Calls: +30.37%
Puts: -35.76%
Prior 7-Day Total $25.08M
Calls: $16.80M (67%)
Puts: $8.28M (33%)
Prior 7-Day Average $4.18M
Calls: $2.40M (67%)
Puts: $1.18M (33%)
Current vs Prior 7-Day Avg +98.28%
Calls: +93.27%
Puts: +208.53%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/29) 0.29
Prior (09/28) 1.00
Current vs Prior -70.78%
Prior 7-Day Average 1.82
Current vs Prior 7-Day Avg -83.95%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/29) 8,048
Calls: 4,456 (55%)
Puts: 3,592 (45%)
Prior (09/28) 11,055
Calls: 2,653 (24%)
Puts: 8,402 (76%)
Current vs Prior -27.20%
Prior 7-Day Total 58,466
Calls: 24,621 (42%)
Puts: 33,845 (58%)
Prior 7-Day Average 8,352
Calls: 3,517 (42%)
Puts: 4,835 (58%)
Current vs Prior 7-Day Avg -3.64%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 9.69% | 19.87%
Prior 9.96% | 19.85%
Current vs Prior -2.72% | +0.07%
Prior 7-Day Avg 8.90% | 16.88%
Current vs 7-Day Avg +8.86% | +17.68%
Prior 7-Day Eod 9.96% | 19.85%
Current vs 7-Day Eod -2.72% | +0.07%
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

Dollar volume significantly above 7-day average (98% higher). Extreme bullish P/C ratio of 0.29 - heavy call buying (1,006 calls vs 294 puts). P/C ratio dropping 71% - sentiment shifting bullish. Declining open interest (down 27%) indicates positions being closed.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 5 of results (avg 5.1%, best 2.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Oct 16103.80106.90$105.352.9%10.93--
$300.00Oct 16113.70117.20$115.453.0%201.00179
$360.00Oct 1655.7058.60$57.155.1%10.9024
$370.00Oct 1646.8049.90$48.356.4%10.85282
$380.00Oct 1638.5041.70$40.108.0%20.80--
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 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Oct 16113.70117.20$115.453.0%201.00179
$310.00Oct 16103.80106.90$105.352.9%10.93--
$360.00Oct 1655.7058.60$57.155.1%10.9024
$370.00Oct 1646.8049.90$48.356.4%10.85282
$380.00Oct 1638.5041.70$40.108.0%20.80--
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 22 active (total vol 187, top 34)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Oct 162.905.10$4.0055.0%340.1891
$420.00Oct 1613.6017.00$15.3022.2%250.47164
$300.00Oct 16113.70117.20$115.453.0%201.00179
$430.00Oct 1610.0012.50$11.2522.2%90.38183
$410.00Oct 1618.5021.40$19.9514.5%60.56127
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Oct 1613.6016.70$15.1520.5%190.4453
$380.00Oct 164.906.20$5.5523.4%150.20107
$390.00Oct 166.808.80$7.8025.6%140.2738
$400.00Oct 169.7012.00$10.8521.2%120.35--
$340.00Oct 160.502.50$1.50133.3%60.06185

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 3.44, avg 4.91)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$430.00$440.00Oct 16$2.25$7.75$2.2538%3.44$432.25
$410.00$420.00Oct 16$4.65$5.35$4.6556%1.15$414.65
$400.00$410.00Oct 16$5.75$4.25$5.7565%0.74$405.75
$420.00$430.00Oct 16$4.05$5.95$4.0547%1.47$424.05
$450.00$460.00Oct 16$2.00$8.00$2.0024%4.00$452.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$390.00$380.00Oct 16$2.25$7.75$2.2527%3.44$387.75
$400.00$390.00Oct 16$3.05$6.95$3.0535%2.28$396.95
$370.00$360.00Oct 16$1.22$8.78$1.2214%7.20$368.78
$360.00$350.00Oct 16$0.88$9.12$0.8810%10.36$359.12
$340.00$320.00Oct 16$0.87$19.13$0.876%21.99$339.13

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 0.75, avg 0.33)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$440.00$450.00Oct 16$3.00$3.00$7.0068%0.43$443.00
$450.00$460.00Oct 16$2.00$2.00$8.0076%0.25$452.00
$420.00$430.00Oct 16$4.05$4.05$5.9553%0.68$424.05
$430.00$440.00Oct 16$2.25$2.25$7.7562%0.29$432.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$410.00$400.00Oct 16$4.30$4.30$5.7056%0.75$405.70
$380.00$370.00Oct 16$1.95$1.95$8.0580%0.24$378.05
$340.00$320.00Oct 16$0.87$0.87$19.1394%0.05$339.13
$360.00$350.00Oct 16$0.88$0.88$9.1290%0.10$359.12
$370.00$360.00Oct 16$1.22$1.22$8.7886%0.14$368.78

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. 3 found (cheapest 8.47% of stock, avg 9.43%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$410.00Oct 16$19.95$15.15$35.10$374.90$445.108.47%
$400.00Oct 16$25.70$10.85$36.55$363.45$436.558.82%
$380.00Oct 16$40.10$5.55$45.65$334.35$425.6511.01%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.83% of stock, avg 4.27%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$460.00$370.00Oct 16$4.00$3.60$7.60$362.40$467.60
$460.00$380.00Oct 16$4.00$5.55$9.55$370.45$469.55
$450.00$370.00Oct 16$6.00$3.60$9.60$360.40$459.60
$450.00$380.00Oct 16$6.00$5.55$11.55$368.45$461.55
$460.00$390.00Oct 16$4.00$7.80$11.80$378.20$471.80
$450.00$390.00Oct 16$6.00$7.80$13.80$376.20$463.80
$440.00$370.00Oct 16$9.00$3.60$12.60$357.40$452.60
$440.00$380.00Oct 16$9.00$5.55$14.55$365.45$454.55
$440.00$390.00Oct 16$9.00$7.80$16.80$373.20$456.80
$460.00$400.00Oct 16$4.00$10.85$14.85$385.15$474.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 10 found (best R:R 0.98, avg credit $3.93)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
370/380440/450Oct 16$4.95$5.0548%0.98$375.05$444.95
350/360440/450Oct 16$3.88$6.1258%0.63$356.12$443.88
360/370440/450Oct 16$4.22$5.7854%0.73$365.78$444.22
370/380450/460Oct 16$3.95$6.0556%0.65$376.05$453.95
350/360450/460Oct 16$2.88$7.1266%0.40$357.12$452.88
360/370450/460Oct 16$3.22$6.7862%0.47$366.78$453.22
380/390440/450Oct 16$5.25$4.7542%1.11$384.75$445.25
380/390450/460Oct 16$4.25$5.7549%0.74$385.75$454.25
320/340450/460Oct 16$2.87$17.1370%0.17$337.13$452.87
320/340440/450Oct 16$3.87$16.1362%0.24$336.13$443.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 32.33, cheapest $0.30)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$410.00$420.00$430.00Oct 16$0.60$9.4018%15.67
$360.00$370.00$380.00Oct 16$0.55$9.4510%17.18
$400.00$410.00$420.00Oct 16$1.10$8.9018%8.09
$440.00$450.00$460.00Oct 16$1.00$9.0014%9.00
$420.00$430.00$440.00Oct 16$1.80$8.2015%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$370.00$380.00$390.00Oct 16$0.30$9.7013%32.33
$350.00$360.00$370.00Oct 16$0.34$9.668%28.41
$380.00$390.00$400.00Oct 16$0.80$9.2015%11.50
$360.00$370.00$380.00Oct 16$0.73$9.2710%12.70
$390.00$400.00$410.00Oct 16$1.25$8.7517%7.00

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 $-8.95, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$360.001:2Oct 16-$8.95$41.05
$380.00$400.001:2Oct 16-$11.30$8.70
$450.00$460.001:2Oct 16-$2.00$8.00
$440.00$450.001:2Oct 16-$3.00$7.00
$420.00$430.001:2Oct 16-$7.20$2.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$360.00$350.001:2Oct 16-$0.62$9.38
$370.00$360.001:2Oct 16-$1.16$8.84
$380.00$370.001:2Oct 16-$1.65$8.35
$350.00$340.001:2Oct 16-$1.50$8.50
$390.00$380.001:2Oct 16-$3.30$6.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 1.98%, avg 1.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$440.00Oct 16$8.200.326.2%1.98%8.13%4403
$420.00Oct 16$13.600.471.3%3.28%4.60%25164
$430.00Oct 16$10.000.383.7%2.41%6.15%9183
$450.00Oct 16$5.100.248.6%1.23%9.79%6162
$460.00Oct 16$2.900.1811.0%0.70%11.67%3491

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 1,006
Total Puts 294
Put/Call Ratio 0.29
Net Difference 712

Prior's Put/Call Breakdown

Total Calls 1,011
Total Puts 4,835
Put/Call Ratio 1.00
Net Difference -3,824

Prior 7-Day Put/Call Summary

Total Calls 5,709
Total Puts 7,674
Average Put/Call Ratio 1.82
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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