Tour v529
NTRA
NATERA INC
$413.31 -0.29%
$420.00 (+1.62%)🌙
as of 10/01 12:22 AM
◀ 9/30 00:22 ▶

Option Volume

Detail
ℹ
Current (10/01) 1,966
Calls: 653 (33%)
Puts: 1,313 (67%)
Prior (09/29) 1,300
Calls: 1,006 (77%)
Puts: 294 (23%)
Current vs Prior +51.23%
Calls: -35.09% (Calls)
Puts: +346.60% (Puts)
Prior 7-Day Total 14,054
Calls: 6,478 (46%)
Puts: 7,576 (54%)
Prior 7-Day Average 2,342
Calls: 925 (46%)
Puts: 1,082 (54%)
Current vs Prior 7-Day Avg -16.07%
Calls: -29.44%
Puts: +21.32%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/01) $5.32M
Calls: $1.53M (29%)
Puts: $3.80M (71%)
Prior (09/29) $8.29M
Calls: $4.64M (56%)
Puts: $3.65M (44%)
Current vs Prior -35.74%
Calls: -67.11%
Puts: +4.12%
Prior 7-Day Total $32.21M
Calls: $20.64M (64%)
Puts: $11.57M (36%)
Prior 7-Day Average $5.37M
Calls: $2.95M (64%)
Puts: $1.65M (36%)
Current vs Prior 7-Day Avg -0.82%
Calls: -48.28%
Puts: +129.89%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/01) 2.01
Prior (09/29) 0.29
Current vs Prior +588.02%
Prior 7-Day Average 1.63
Current vs Prior 7-Day Avg +23.62%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/01) 8,875
Calls: 4,627 (52%)
Puts: 4,248 (48%)
Prior (09/29) 8,048
Calls: 4,456 (55%)
Puts: 3,592 (45%)
Current vs Prior +10.28%
Prior 7-Day Total 57,975
Calls: 24,748 (43%)
Puts: 33,227 (57%)
Prior 7-Day Average 8,282
Calls: 3,535 (43%)
Puts: 4,746 (57%)
Current vs Prior 7-Day Avg +7.16%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 9.42% | 19.68%
Prior 9.69% | 19.87%
Current vs Prior -2.70% | -0.93%
Prior 7-Day Avg 9.45% | 18.06%
Current vs 7-Day Avg -0.29% | +9.01%
Prior 7-Day Eod 9.69% | 19.87%
Current vs 7-Day Eod -2.70% | -0.93%
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 71% put dollar volume ($3.80M). Above-average activity with volume up 51% vs prior. Extreme bearish P/C ratio of 2.01 - heavy put buying. P/C ratio rising 588% - increased hedging/bearish positioning.

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 3 of results (avg 4.6%, best 2.7%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Oct 16113.40116.50$114.952.7%101.00183
$350.00Oct 1664.2067.70$65.955.3%20.95--
$360.00Oct 1655.1058.40$56.755.8%20.93--
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 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Oct 16113.40116.50$114.952.7%101.00183
$350.00Oct 1664.2067.70$65.955.3%20.95--
$360.00Oct 1655.1058.40$56.755.8%20.93--
$390.00Oct 1630.1033.40$31.7510.4%20.7463
$400.00Oct 1624.1026.70$25.4010.2%150.66193
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Oct 1624.1027.30$25.7012.5%10.621

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 553, top 263)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Oct 164.207.40$5.8055.2%2630.24166
$460.00Oct 162.305.60$3.9583.5%540.18115
$420.00Oct 1613.5016.40$14.9519.4%280.48182
$400.00Oct 1624.1026.70$25.4010.2%150.66193
$300.00Oct 16113.40116.50$114.952.7%101.00183
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Oct 161.903.10$2.5048.0%620.121.1K
$400.00Oct 169.1011.30$10.2021.6%560.34576
$390.00Oct 166.607.50$7.0512.8%160.2644
$380.00Oct 162.805.90$4.3571.3%60.18111
$410.00Oct 1612.5015.40$13.9520.8%40.4349

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. 14 found (best R:R 0.57, avg 3.96)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$390.00$400.00Oct 16$6.35$3.65$6.3574%0.57$396.35
$410.00$420.00Oct 16$4.65$5.35$4.6557%1.15$414.65
$400.00$410.00Oct 16$5.80$4.20$5.8066%0.72$405.80
$420.00$430.00Oct 16$3.80$6.20$3.8048%1.63$423.80
$430.00$440.00Oct 16$3.05$6.95$3.0539%2.28$433.05
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$360.00$350.00Oct 16$0.45$9.55$0.457%21.22$359.55
$410.00$400.00Oct 16$3.75$6.25$3.7544%1.67$406.25
$370.00$360.00Oct 16$1.05$8.95$1.0512%8.52$368.95
$400.00$390.00Oct 16$3.15$6.85$3.1534%2.17$396.85
$380.00$370.00Oct 16$1.85$8.15$1.8518%4.41$378.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 0.37, avg 0.34)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$450.00$460.00Oct 16$1.85$1.85$8.1576%0.23$451.85
$440.00$450.00Oct 16$2.30$2.30$7.7069%0.30$442.30
$430.00$440.00Oct 16$3.05$3.05$6.9561%0.44$433.05
$420.00$430.00Oct 16$3.80$3.80$6.2052%0.61$423.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$390.00$380.00Oct 16$2.70$2.70$7.3074%0.37$387.30
$380.00$370.00Oct 16$1.85$1.85$8.1582%0.23$378.15
$400.00$390.00Oct 16$3.15$3.15$6.8566%0.46$396.85
$370.00$360.00Oct 16$1.05$1.05$8.9588%0.12$368.95
$410.00$400.00Oct 16$3.75$3.75$6.2556%0.60$406.25

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. 4 found (cheapest 8.12% of stock, avg 8.76%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$410.00Oct 16$19.60$13.95$33.55$376.45$443.558.12%
$400.00Oct 16$25.40$10.20$35.60$364.40$435.608.61%
$430.00Oct 16$11.15$25.70$36.85$393.15$466.858.92%
$390.00Oct 16$31.75$7.05$38.80$351.20$428.809.39%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.56% of stock, avg 3.97%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$460.00$370.00Oct 16$3.95$2.50$6.45$363.55$466.45
$460.00$380.00Oct 16$3.95$4.35$8.30$371.70$468.30
$450.00$370.00Oct 16$5.80$2.50$8.30$361.70$458.30
$450.00$380.00Oct 16$5.80$4.35$10.15$369.85$460.15
$460.00$390.00Oct 16$3.95$7.05$11.00$379.00$471.00
$440.00$370.00Oct 16$8.10$2.50$10.60$359.40$450.60
$450.00$390.00Oct 16$5.80$7.05$12.85$377.15$462.85
$440.00$380.00Oct 16$8.10$4.35$12.45$367.55$452.45
$440.00$390.00Oct 16$8.10$7.05$15.15$374.85$455.15
$460.00$400.00Oct 16$3.95$10.20$14.15$385.85$474.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 10 found (best R:R 0.83, avg credit $3.92)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
380/390450/460Oct 16$4.55$5.4550%0.83$385.45$454.55
370/380450/460Oct 16$3.70$6.3058%0.59$376.30$453.70
360/370450/460Oct 16$2.90$7.1064%0.41$367.10$452.90
380/390440/450Oct 16$5.00$5.0043%1.00$385.00$445.00
370/380440/450Oct 16$4.15$5.8551%0.71$375.85$444.15
390/400450/460Oct 16$5.00$5.0042%1.00$395.00$455.00
350/360450/460Oct 16$2.30$7.7069%0.30$357.70$452.30
360/370440/450Oct 16$3.35$6.6557%0.50$366.65$443.35
390/400440/450Oct 16$5.45$4.5535%1.20$394.55$445.45
350/360440/450Oct 16$2.75$7.2562%0.38$357.25$442.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 21.22, cheapest $0.45)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$390.00$400.00$410.00Oct 16$0.55$9.4518%17.18
$440.00$450.00$460.00Oct 16$0.45$9.5513%21.22
$420.00$430.00$440.00Oct 16$0.75$9.2517%12.33
$410.00$420.00$430.00Oct 16$0.85$9.1518%10.76
$430.00$440.00$450.00Oct 16$0.75$9.2515%12.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$380.00$390.00$400.00Oct 16$0.45$9.5516%21.22
$390.00$400.00$410.00Oct 16$0.60$9.4018%15.67
$370.00$380.00$390.00Oct 16$0.85$9.1514%10.76
$360.00$370.00$380.00Oct 16$0.80$9.2011%11.50
$350.00$360.00$370.00Oct 16$0.60$9.407%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 14 found (best net $-16.95, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$350.001:2Oct 16-$16.95$33.05
$360.00$390.001:2Oct 16-$6.75$23.25
$450.00$460.001:2Oct 16-$2.10$7.90
$440.00$450.001:2Oct 16-$3.50$6.50
$430.00$440.001:2Oct 16-$5.05$4.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$430.00$410.001:2Oct 16-$2.20$17.80
$350.00$290.001:2Oct 16-$1.30$58.70
$380.00$370.001:2Oct 16-$0.65$9.35
$370.00$360.001:2Oct 16-$0.40$9.60
$390.00$380.001:2Oct 16-$1.65$8.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 3.27%, avg 1.75%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$420.00Oct 16$13.500.481.6%3.27%4.88%28182
$430.00Oct 16$9.700.394.0%2.35%6.39%10186
$440.00Oct 16$6.500.316.5%1.57%8.03%6406
$450.00Oct 16$4.200.248.9%1.02%9.89%263166
$460.00Oct 16$2.300.1811.3%0.56%11.85%54115

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 653
Total Puts 1,313
Put/Call Ratio 2.01
Net Difference -660

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,478
Total Puts 7,576
Average Put/Call Ratio 1.63
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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