Tour v531
NTRA
NATERA INC
$410.35 +0.46%
$410.50 (+0.04%)🌙
as of 10/02 06:34 PM
◀ 10/2 18:34 ▶

Option Volume

Detail
ℹ
Current (10/02) 1,952
Calls: 1,623 (83%)
Puts: 329 (17%)
Prior (10/01) 3,078
Calls: 1,628 (53%)
Puts: 1,450 (47%)
Current vs Prior -36.58%
Calls: -0.31% (Calls)
Puts: -77.31% (Puts)
Prior 7-Day Total 16,018
Calls: 6,287 (39%)
Puts: 9,731 (61%)
Prior 7-Day Average 2,669
Calls: 898 (39%)
Puts: 1,390 (61%)
Current vs Prior 7-Day Avg -26.88%
Calls: +80.71%
Puts: -76.33%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/02) $3.96M
Calls: $3.37M (85%)
Puts: $593.2K (15%)
Prior (10/01) $9.28M
Calls: $4.88M (53%)
Puts: $4.40M (47%)
Current vs Prior -57.28%
Calls: -30.94%
Puts: -86.51%
Prior 7-Day Total $41.99M
Calls: $22.64M (54%)
Puts: $19.35M (46%)
Prior 7-Day Average $7.00M
Calls: $3.23M (54%)
Puts: $2.76M (46%)
Current vs Prior 7-Day Avg -43.37%
Calls: +4.19%
Puts: -78.54%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/02) 0.20
Prior (10/01) 0.89
Current vs Prior -77.24%
Prior 7-Day Average 1.94
Current vs Prior 7-Day Avg -89.57%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/02) 11,332
Calls: 5,672 (50%)
Puts: 5,660 (50%)
Prior (10/01) 11,293
Calls: 3,469 (31%)
Puts: 7,824 (69%)
Current vs Prior +0.35%
Prior 7-Day Total 62,476
Calls: 25,998 (42%)
Puts: 36,478 (58%)
Prior 7-Day Average 8,925
Calls: 3,714 (42%)
Puts: 5,211 (58%)
Current vs Prior 7-Day Avg +26.97%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 8.49% | 18.80%8.49% | 18.80%
Prior 8.69% | 18.75%8.69% | 18.75%
Current vs Prior -2.28% | +0.26%-2.28% | +0.26%
Prior 7-Day Avg 9.86% | 19.35%9.86% | 19.35%
Current vs 7-Day Avg -13.84% | -2.85%-13.84% | -2.85%
Prior 7-Day Eod 8.69% | 18.75%8.69% | 18.75%
Current vs 7-Day Eod -2.28% | +0.26%-2.28% | +0.26%
Sentiment BULLISHBULLISH

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

Strong bullish conviction with 85% of dollar volume in calls ($3.37M) vs puts ($593.2K). Light premium activity with dollar volume down 57% vs prior. Extreme bullish P/C ratio of 0.20 - heavy call buying (1,623 calls vs 329 puts). P/C ratio dropping 77% - 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 BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 4 of results (avg 7.7%, best 5.2%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Oct 1659.7062.90$61.305.2%100.92--
$370.00Oct 1641.0044.30$42.657.7%10.87209
$400.00Oct 1618.8020.50$19.658.7%30.63204
$380.00Oct 1632.7035.90$34.309.3%40.82551
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 0.74, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Oct 1659.7062.90$61.305.2%100.92--
$370.00Oct 1641.0044.30$42.657.7%10.87209
$380.00Oct 1632.7035.90$34.309.3%40.82551
$390.00Oct 1625.0028.30$26.6512.4%70.7362
$400.00Oct 1618.8020.50$19.658.7%30.63204
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Oct 1624.9028.30$26.6012.8%20.682

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 153, top 38)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Oct 1612.9016.60$14.7525.1%160.52125
$350.00Oct 1659.7062.90$61.305.2%100.92--
$450.00Oct 161.053.10$2.0898.6%100.13436
$390.00Oct 1625.0028.30$26.6512.4%70.7362
$380.00Oct 1632.7035.90$34.309.3%40.82551
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Oct 161.603.10$2.3563.8%380.121.1K
$410.00Oct 1612.3015.40$13.8522.4%170.48258
$400.00Oct 168.2010.60$9.4025.5%140.37602
$390.00Oct 165.208.00$6.6042.4%120.2752
$320.00Oct 160.050.85$0.45177.8%40.02447

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 1.04, avg 7.77)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$400.00$410.00Oct 16$4.90$5.10$4.9063%1.04$404.90
$430.00$440.00Oct 16$1.90$8.10$1.9032%4.26$431.90
$420.00$430.00Oct 16$3.20$6.80$3.2041%2.12$423.20
$410.00$420.00Oct 16$4.35$5.65$4.3552%1.30$414.35
$440.00$450.00Oct 16$3.22$6.78$3.2224%2.11$443.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$360.00$340.00Oct 16$0.57$19.43$0.579%34.09$359.43
$370.00$360.00Oct 16$0.65$9.35$0.6512%14.38$369.35
$400.00$390.00Oct 16$2.80$7.20$2.8037%2.57$397.20
$380.00$370.00Oct 16$1.35$8.65$1.3518%6.41$378.65
$340.00$320.00Oct 16$0.68$19.32$0.685%28.41$339.32

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 0.47, avg 0.31)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$440.00$450.00Oct 16$3.22$3.22$6.7876%0.47$443.22
$420.00$430.00Oct 16$3.20$3.20$6.8059%0.47$423.20
$430.00$440.00Oct 16$1.90$1.90$8.1068%0.23$431.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$390.00$380.00Oct 16$2.90$2.90$7.1073%0.41$387.10
$410.00$400.00Oct 16$4.45$4.45$5.5552%0.80$405.55
$340.00$320.00Oct 16$0.68$0.68$19.3295%0.04$339.32
$380.00$370.00Oct 16$1.35$1.35$8.6582%0.16$378.65
$400.00$390.00Oct 16$2.80$2.80$7.2063%0.39$397.20

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 6.97% of stock, avg 8.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$410.00Oct 16$14.75$13.85$28.60$381.40$438.606.97%
$400.00Oct 16$19.65$9.40$29.05$370.95$429.057.08%
$390.00Oct 16$26.65$6.60$33.25$356.75$423.258.10%
$430.00Oct 16$7.20$26.60$33.80$396.20$463.808.24%
$380.00Oct 16$34.30$3.70$38.00$342.00$418.009.26%
$370.00Oct 16$42.65$2.35$45.00$325.00$415.0010.97%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.06% of stock, avg 3.07%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$460.00$370.00Oct 16$2.00$2.35$4.35$365.65$464.35
$450.00$370.00Oct 16$2.08$2.35$4.43$365.57$454.43
$450.00$380.00Oct 16$2.08$3.70$5.78$374.22$455.78
$460.00$380.00Oct 16$2.00$3.70$5.70$374.30$465.70
$440.00$370.00Oct 16$5.30$2.35$7.65$362.35$447.65
$440.00$380.00Oct 16$5.30$3.70$9.00$371.00$449.00
$450.00$390.00Oct 16$2.08$6.60$8.68$381.32$458.68
$460.00$390.00Oct 16$2.00$6.60$8.60$381.40$468.60
$430.00$370.00Oct 16$7.20$2.35$9.55$360.45$439.55
$440.00$390.00Oct 16$5.30$6.60$11.90$378.10$451.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 10 found (best R:R 1.58, avg credit $3.79)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
380/390440/450Oct 16$6.12$3.8848%1.58$383.88$446.12
370/380440/450Oct 16$4.57$5.4358%0.84$375.43$444.57
360/370440/450Oct 16$3.87$6.1364%0.63$366.13$443.87
380/390430/440Oct 16$4.80$5.2041%0.92$385.20$434.80
370/380430/440Oct 16$3.25$6.7550%0.48$376.75$433.25
360/370430/440Oct 16$2.55$7.4556%0.34$367.45$432.55
320/340440/450Oct 16$3.90$16.1070%0.24$336.10$443.90
340/360440/450Oct 16$3.79$16.2167%0.23$356.21$443.79
320/340430/440Oct 16$2.58$17.4263%0.15$337.42$432.58
340/360430/440Oct 16$2.47$17.5360%0.14$357.53$432.47

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 17.18, cheapest $0.55)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$400.00$410.00$420.00Oct 16$0.55$9.4522%17.18
$380.00$390.00$400.00Oct 16$0.65$9.3518%14.38
$370.00$380.00$390.00Oct 16$0.70$9.3015%13.29
$410.00$420.00$430.00Oct 16$1.15$8.8520%7.70
$420.00$430.00$440.00Oct 16$1.30$8.7017%6.69
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$360.00$370.00$380.00Oct 16$0.70$9.309%13.29
$390.00$400.00$410.00Oct 16$1.65$8.3521%5.06
$370.00$380.00$390.00Oct 16$1.55$8.4515%5.45

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 $-1.10, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$420.00$430.001:2Oct 16-$4.00$6.00
$430.00$440.001:2Oct 16-$3.40$6.60
$450.00$460.001:2Oct 16-$1.92$8.08
$410.00$420.001:2Oct 16-$6.05$3.95
$400.00$410.001:2Oct 16-$9.85$0.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$430.00$410.001:2Oct 16-$1.10$18.90
$390.00$380.001:2Oct 16-$0.80$9.20
$360.00$340.001:2Oct 16-$0.56$19.44
$380.00$370.001:2Oct 16-$1.00$9.00
$370.00$360.001:2Oct 16-$1.05$8.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 2.24%, avg 0.95%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$420.00Oct 16$9.200.412.4%2.24%4.59%4192
$430.00Oct 16$5.300.324.8%1.29%6.08%3191
$440.00Oct 16$3.900.247.2%0.95%8.18%3--
$450.00Oct 16$1.050.139.7%0.26%9.92%10436
$460.00Oct 16$0.100.1112.1%0.02%12.12%2--

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 1,623
Total Puts 329
Put/Call Ratio 0.20
Net Difference 1,294

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,287
Total Puts 9,731
Average Put/Call Ratio 1.94
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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