Tour v531
NTRA
NATERA INC
$425.64 +3.73%
$417.13 (-2.00%)🌙
as of 10/05 06:37 PM
◀ 10/5 18:37 ▶

Option Volume

Detail
ℹ
Current (10/05) 1,465
Calls: 1,072 (73%)
Puts: 393 (27%)
Prior (10/02) 1,952
Calls: 1,623 (83%)
Puts: 329 (17%)
Current vs Prior -24.95%
Calls: -33.95% (Calls)
Puts: +19.45% (Puts)
Prior 7-Day Total 16,354
Calls: 7,606 (47%)
Puts: 8,748 (53%)
Prior 7-Day Average 2,725
Calls: 1,086 (47%)
Puts: 1,249 (53%)
Current vs Prior 7-Day Avg -46.25%
Calls: -1.34%
Puts: -68.55%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/05) $5.26M
Calls: $4.92M (94%)
Puts: $338.4K (6%)
Prior (10/02) $3.96M
Calls: $3.37M (85%)
Puts: $593.2K (15%)
Current vs Prior +32.65%
Calls: +45.95%
Puts: -42.95%
Prior 7-Day Total $44.86M
Calls: $25.31M (56%)
Puts: $19.54M (44%)
Prior 7-Day Average $7.48M
Calls: $3.62M (56%)
Puts: $2.79M (44%)
Current vs Prior 7-Day Avg -29.68%
Calls: +36.03%
Puts: -87.88%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/05) 0.37
Prior (10/02) 0.20
Current vs Prior +80.85%
Prior 7-Day Average 1.36
Current vs Prior 7-Day Avg -72.96%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/05) 11,786
Calls: 6,158 (52%)
Puts: 5,628 (48%)
Prior (10/02) 11,332
Calls: 5,672 (50%)
Puts: 5,660 (50%)
Current vs Prior +4.01%
Prior 7-Day Total 66,174
Calls: 29,862 (45%)
Puts: 36,312 (55%)
Prior 7-Day Average 9,453
Calls: 4,266 (45%)
Puts: 5,187 (55%)
Current vs Prior 7-Day Avg +24.67%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 7.59% | 17.53%7.59% | 17.53%
Prior 8.49% | 18.80%8.49% | 18.80%
Current vs Prior -10.65% | -6.78%-10.65% | -6.78%
Prior 7-Day Avg 9.64% | 19.46%9.64% | 19.46%
Current vs 7-Day Avg -21.32% | -9.92%-21.32% | -9.92%
Prior 7-Day Eod 8.49% | 18.80%8.49% | 18.80%
Current vs 7-Day Eod -10.65% | -6.78%-10.65% | -6.78%
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 94% of dollar volume in calls ($4.92M) vs puts ($338.4K). Extreme bullish P/C ratio of 0.37 - heavy call buying (1,072 calls vs 393 puts). P/C ratio rising 81% - increased hedging/bearish positioning.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 5 of results (avg 6.3%, best 4.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Oct 1674.7078.00$76.354.3%20.9747
$360.00Oct 1664.9068.60$66.755.5%20.9721
$370.00Oct 1655.3058.60$56.955.8%20.96209
$380.00Oct 1645.8049.20$47.507.2%10.93547
$390.00Oct 1636.9040.20$38.558.6%40.8659
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. 9 found (avg delta 0.81, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Oct 1674.7078.00$76.354.3%20.9747
$360.00Oct 1664.9068.60$66.755.5%20.9721
$370.00Oct 1655.3058.60$56.955.8%20.96209
$380.00Oct 1645.8049.20$47.507.2%10.93547
$390.00Oct 1636.9040.20$38.558.6%40.8659
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Oct 1614.0016.70$15.3517.6%20.533

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 231, top 66)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Oct 1615.5018.40$16.9517.1%80.59191
$440.00Oct 166.509.30$7.9035.4%80.36415
$430.00Oct 1610.5013.20$11.8522.8%70.47192
$410.00Oct 1621.1024.60$22.8515.3%60.70133
$450.00Oct 163.606.00$4.8050.0%50.25437
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Oct 160.051.20$0.63182.5%660.041.1K
$380.00Oct 160.002.20$1.10200.0%630.07110
$400.00Oct 162.354.90$3.6370.2%150.19601
$420.00Oct 169.0011.60$10.3025.2%150.4126
$410.00Oct 165.008.40$6.7050.7%110.30268

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. 12 found (best R:R 0.69, avg 10.55)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$410.00$420.00Oct 16$5.90$4.10$5.9070%0.69$415.90
$450.00$460.00Oct 16$1.45$8.55$1.4525%5.90$451.45
$420.00$430.00Oct 16$5.10$4.90$5.1059%0.96$425.10
$430.00$440.00Oct 16$3.95$6.05$3.9547%1.53$433.95
$440.00$450.00Oct 16$3.10$6.90$3.1036%2.23$443.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$400.00$390.00Oct 16$1.10$8.90$1.1019%8.09$398.90
$370.00$360.00Oct 16$0.13$9.87$0.134%75.92$369.87
$380.00$370.00Oct 16$0.47$9.53$0.477%20.28$379.53
$420.00$410.00Oct 16$3.60$6.40$3.6041%1.78$416.40
$430.00$420.00Oct 16$5.05$4.95$5.0553%0.98$424.95

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 9 found (best R:R 0.44, avg 0.29)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$440.00$450.00Oct 16$3.10$3.10$6.9064%0.45$443.10
$430.00$440.00Oct 16$3.95$3.95$6.0553%0.65$433.95
$450.00$460.00Oct 16$1.45$1.45$8.5575%0.17$451.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$410.00$400.00Oct 16$3.07$3.07$6.9370%0.44$406.93
$390.00$380.00Oct 16$1.43$1.43$8.5786%0.17$388.57
$420.00$410.00Oct 16$3.60$3.60$6.4059%0.56$416.40
$380.00$370.00Oct 16$0.47$0.47$9.5393%0.05$379.53
$370.00$360.00Oct 16$0.13$0.13$9.8796%0.01$369.87

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. 5 found (cheapest 6.39% of stock, avg 7.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$430.00Oct 16$11.85$15.35$27.20$402.80$457.206.39%
$420.00Oct 16$16.95$10.30$27.25$392.75$447.256.40%
$410.00Oct 16$22.85$6.70$29.55$380.45$439.556.94%
$400.00Oct 16$30.20$3.63$33.83$366.17$433.837.95%
$390.00Oct 16$38.55$2.53$41.08$348.92$431.089.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 1.05% of stock, avg 2.78%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$460.00$380.00Oct 16$3.35$1.10$4.45$375.55$464.45
$460.00$390.00Oct 16$3.35$2.53$5.88$384.12$465.88
$460.00$400.00Oct 16$3.35$3.63$6.98$393.02$466.98
$450.00$380.00Oct 16$4.80$1.10$5.90$374.10$455.90
$450.00$390.00Oct 16$4.80$2.53$7.33$382.67$457.33
$450.00$400.00Oct 16$4.80$3.63$8.43$391.57$458.43
$460.00$410.00Oct 16$3.35$6.70$10.05$399.95$470.05
$450.00$410.00Oct 16$4.80$6.70$11.50$398.50$461.50
$440.00$380.00Oct 16$7.90$1.10$9.00$371.00$449.00
$440.00$390.00Oct 16$7.90$2.53$10.43$379.57$450.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 0.40, avg credit $2.69)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
380/390450/460Oct 16$2.88$7.1261%0.40$387.12$452.88
400/410450/460Oct 16$4.52$5.4845%0.82$405.48$454.52
370/380450/460Oct 16$1.92$8.0868%0.24$378.08$451.92
360/370450/460Oct 16$1.58$8.4271%0.19$368.42$451.58
390/400450/460Oct 16$2.55$7.4555%0.34$397.45$452.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 17.87, cheapest $0.34)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$410.00$420.00$430.00Oct 16$0.80$9.2023%11.50
$430.00$440.00$450.00Oct 16$0.85$9.1522%10.76
$420.00$430.00$440.00Oct 16$1.15$8.8523%7.70
$380.00$390.00$400.00Oct 16$0.60$9.4012%15.67
$370.00$380.00$390.00Oct 16$0.50$9.509%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$400.00$410.00$420.00Oct 16$0.53$9.4722%17.87
$360.00$370.00$380.00Oct 16$0.34$9.664%28.41
$410.00$420.00$430.00Oct 16$1.45$8.5523%5.90
$370.00$380.00$390.00Oct 16$0.96$9.049%9.42
$390.00$400.00$410.00Oct 16$1.97$8.0316%4.08

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 11 found (best net $-0.56, 10 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$440.00$450.001:2Oct 16-$1.70$8.30
$430.00$440.001:2Oct 16-$3.95$6.05
$450.00$460.001:2Oct 16-$1.90$8.10
$420.00$430.001:2Oct 16-$6.75$3.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$410.00$400.001:2Oct 16-$0.56$9.44
$380.00$370.001:2Oct 16-$0.16$9.84
$420.00$410.001:2Oct 16-$3.10$6.90
$400.00$390.001:2Oct 16-$1.43$8.57
$370.00$360.001:2Oct 16-$0.37$9.63

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 2.47%, avg 1.37%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$430.00Oct 16$10.500.471.0%2.47%3.49%7192
$440.00Oct 16$6.500.363.4%1.53%4.90%8415
$450.00Oct 16$3.600.255.7%0.85%6.57%5437
$460.00Oct 16$2.700.188.1%0.63%8.71%4--

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 1,072
Total Puts 393
Put/Call Ratio 0.37
Net Difference 679

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,606
Total Puts 8,748
Average Put/Call Ratio 1.36
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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