Tour v531
NTRA
NATERA INC
$408.47 -1.17%
$408.04 (-0.11%)🌙
as of 10/01 06:37 PM
◀ 10/1 18:37 ▶

Option Volume

Detail
ℹ
Current (10/01) 3,078
Calls: 1,628 (53%)
Puts: 1,450 (47%)
Prior (09/30) 1,966
Calls: 653 (33%)
Puts: 1,313 (67%)
Current vs Prior +56.56%
Calls: +149.31% (Calls)
Puts: +10.43% (Puts)
Prior 7-Day Total 15,413
Calls: 6,722 (44%)
Puts: 8,691 (56%)
Prior 7-Day Average 2,568
Calls: 960 (44%)
Puts: 1,241 (56%)
Current vs Prior 7-Day Avg +19.82%
Calls: +69.53%
Puts: +16.79%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/01) $9.28M
Calls: $4.88M (53%)
Puts: $4.40M (47%)
Prior (09/30) $5.32M
Calls: $1.53M (29%)
Puts: $3.80M (71%)
Current vs Prior +74.22%
Calls: +220.00%
Puts: +15.71%
Prior 7-Day Total $36.59M
Calls: $21.40M (58%)
Puts: $15.19M (42%)
Prior 7-Day Average $6.10M
Calls: $3.06M (58%)
Puts: $2.17M (42%)
Current vs Prior 7-Day Avg +52.13%
Calls: +59.64%
Puts: +102.61%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/01) 0.89
Prior (09/30) 2.01
Current vs Prior -55.70%
Prior 7-Day Average 1.84
Current vs Prior 7-Day Avg -51.71%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/01) 11,293
Calls: 3,469 (31%)
Puts: 7,824 (69%)
Prior (09/30) 8,875
Calls: 4,627 (52%)
Puts: 4,248 (48%)
Current vs Prior +27.25%
Prior 7-Day Total 57,444
Calls: 25,160 (44%)
Puts: 32,284 (56%)
Prior 7-Day Average 8,206
Calls: 3,594 (44%)
Puts: 4,612 (56%)
Current vs Prior 7-Day Avg +37.61%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 8.69% | 18.75%
Prior 9.42% | 19.68%
Current vs Prior -7.78% | -4.72%
Prior 7-Day Avg 10.06% | 19.22%
Current vs 7-Day Avg -13.58% | -2.41%
Prior 7-Day Eod 9.42% | 19.68%
Current vs 7-Day Eod -7.78% | -4.72%
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

Elevated premium activity with dollar volume up 74% vs prior. Dollar volume significantly above 7-day average (52% higher). Above-average activity with volume up 57% vs prior. P/C ratio dropping 56% - sentiment shifting bullish.

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 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 2 of results (avg 6.9%, best 5.2%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Oct 1668.0071.60$69.805.2%10.96--
$370.00Oct 1640.0043.60$41.808.6%990.88281
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 0.72, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Oct 1668.0071.60$69.805.2%10.96--
$370.00Oct 1640.0043.60$41.808.6%990.88281
$380.00Oct 1631.6035.30$33.4511.1%20.80--
$390.00Oct 1624.5028.10$26.3013.7%20.71--
$400.00Oct 1618.1021.90$20.0019.0%10.61204
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Oct 1619.6023.40$21.5017.7%10.5925

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 825, top 229)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Oct 1640.0043.60$41.808.6%990.88281
$450.00Oct 161.855.60$3.72100.8%590.18389
$460.00Oct 160.554.50$2.53156.1%100.13148
$430.00Oct 165.909.60$7.7547.7%90.32184
$420.00Oct 168.8012.70$10.7536.3%50.41191
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Oct 1613.6017.40$15.5024.5%2290.4949
$340.00Oct 160.501.00$0.7566.7%1310.04189
$330.00Oct 160.302.10$1.20150.0%1290.05--
$370.00Oct 161.552.80$2.1757.6%560.121.1K
$390.00Oct 166.108.40$7.2531.7%430.2947

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 28.41, avg 5.46)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$400.00$410.00Oct 16$5.15$4.85$5.1561%0.94$405.15
$420.00$430.00Oct 16$3.00$7.00$3.0041%2.33$423.00
$390.00$400.00Oct 16$6.30$3.70$6.3071%0.59$396.30
$430.00$440.00Oct 16$2.20$7.80$2.2032%3.55$432.20
$410.00$420.00Oct 16$4.10$5.90$4.1051%1.44$414.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$370.00$360.00Oct 16$0.34$9.66$0.3412%28.41$369.66
$360.00$340.00Oct 16$1.08$18.92$1.089%17.52$358.92
$400.00$390.00Oct 16$3.55$6.45$3.5539%1.82$396.45
$410.00$400.00Oct 16$4.70$5.30$4.7050%1.13$405.30
$420.00$410.00Oct 16$6.00$4.00$6.0060%0.67$414.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 0.43, avg 0.31)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$440.00$450.00Oct 16$1.83$1.83$8.1776%0.22$441.83
$450.00$460.00Oct 16$1.19$1.19$8.8182%0.14$451.19
$410.00$420.00Oct 16$4.10$4.10$5.9049%0.69$414.10
$430.00$440.00Oct 16$2.20$2.20$7.8068%0.28$432.20
$420.00$430.00Oct 16$3.00$3.00$7.0059%0.43$423.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$390.00$380.00Oct 16$3.00$3.00$7.0071%0.43$387.00
$380.00$370.00Oct 16$2.08$2.08$7.9280%0.26$377.92
$400.00$390.00Oct 16$3.55$3.55$6.4561%0.55$396.45
$360.00$340.00Oct 16$1.08$1.08$18.9291%0.06$358.92
$370.00$360.00Oct 16$0.34$0.34$9.6688%0.04$369.66

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. 6 found (cheapest 7.43% of stock, avg 8.51%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$410.00Oct 16$14.85$15.50$30.35$379.65$440.357.43%
$400.00Oct 16$20.00$10.80$30.80$369.20$430.807.54%
$420.00Oct 16$10.75$21.50$32.25$387.75$452.257.90%
$390.00Oct 16$26.30$7.25$33.55$356.45$423.558.21%
$380.00Oct 16$33.45$4.25$37.70$342.30$417.709.23%
$370.00Oct 16$41.80$2.17$43.97$326.03$413.9710.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.15% of stock, avg 3.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$460.00$370.00Oct 16$2.53$2.17$4.70$365.30$464.70
$450.00$370.00Oct 16$3.72$2.17$5.89$364.11$455.89
$460.00$380.00Oct 16$2.53$4.25$6.78$373.22$466.78
$450.00$380.00Oct 16$3.72$4.25$7.97$372.03$457.97
$440.00$370.00Oct 16$5.55$2.17$7.72$362.28$447.72
$440.00$380.00Oct 16$5.55$4.25$9.80$370.20$449.80
$460.00$390.00Oct 16$2.53$7.25$9.78$380.22$469.78
$430.00$370.00Oct 16$7.75$2.17$9.92$360.08$439.92
$450.00$390.00Oct 16$3.72$7.25$10.97$379.03$460.97
$440.00$390.00Oct 16$5.55$7.25$12.80$377.20$452.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 0.49, avg credit $3.37)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
370/380450/460Oct 16$3.27$6.7362%0.49$376.73$453.27
370/380440/450Oct 16$3.91$6.0956%0.64$376.09$443.91
380/390450/460Oct 16$4.19$5.8153%0.72$385.81$454.19
380/390440/450Oct 16$4.83$5.1747%0.93$385.17$444.83
370/380430/440Oct 16$4.28$5.7248%0.75$375.72$434.28
380/390430/440Oct 16$5.20$4.8039%1.08$384.80$435.20
360/370450/460Oct 16$1.53$8.4770%0.18$368.47$451.53
360/370440/450Oct 16$2.17$7.8364%0.28$367.83$442.17
360/370430/440Oct 16$2.54$7.4656%0.34$367.46$432.54
340/360450/460Oct 16$2.27$17.7373%0.13$357.73$452.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 17.18, cheapest $0.37)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$430.00$440.00$450.00Oct 16$0.37$9.6314%26.03
$380.00$390.00$400.00Oct 16$0.85$9.1519%10.76
$400.00$410.00$420.00Oct 16$1.05$8.9520%8.52
$420.00$430.00$440.00Oct 16$0.80$9.2016%11.50
$390.00$400.00$410.00Oct 16$1.15$8.8520%7.70
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$380.00$390.00$400.00Oct 16$0.55$9.4519%17.18
$370.00$380.00$390.00Oct 16$0.92$9.0817%9.87
$390.00$400.00$410.00Oct 16$1.15$8.8520%7.70
$400.00$410.00$420.00Oct 16$1.30$8.7020%6.69
$360.00$370.00$380.00Oct 16$1.74$8.2610%4.75

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 $-13.80, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$370.001:2Oct 16-$13.80$16.20
$450.00$460.001:2Oct 16-$1.34$8.66
$440.00$450.001:2Oct 16-$1.89$8.11
$430.00$440.001:2Oct 16-$3.35$6.65
$420.00$430.001:2Oct 16-$4.75$5.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$380.00$370.001:2Oct 16-$0.09$9.91
$390.00$380.001:2Oct 16-$1.25$8.75
$400.00$390.001:2Oct 16-$3.70$6.30
$370.00$360.001:2Oct 16-$1.49$8.51
$340.00$330.001:2Oct 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. 6 found (best yield 3.18%, avg 1.38%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$410.00Oct 16$13.000.510.4%3.18%3.56%3125
$420.00Oct 16$8.800.412.8%2.15%4.98%5191
$430.00Oct 16$5.900.325.3%1.44%6.72%9184
$440.00Oct 16$3.800.247.7%0.93%8.65%3410
$450.00Oct 16$1.850.1810.2%0.45%10.62%59389
$460.00Oct 16$0.550.1312.6%0.13%12.75%10148

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 1,628
Total Puts 1,450
Put/Call Ratio 0.89
Net Difference 178

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,722
Total Puts 8,691
Average Put/Call Ratio 1.84
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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