Tour v531
NTRA
NATERA INC
$400.65 -5.87%
$400.37 (-0.07%)🌙
as of 10/06 06:37 PM
◀ 10/6 18:37 ▶

Option Volume

Detail
ℹ
Current (10/06) 3,609
Calls: 1,746 (48%)
Puts: 1,863 (52%)
Prior (10/05) 1,465
Calls: 1,072 (73%)
Puts: 393 (27%)
Current vs Prior +146.35%
Calls: +62.87% (Calls)
Puts: +374.05% (Puts)
Prior 7-Day Total 15,607
Calls: 6,993 (45%)
Puts: 8,614 (55%)
Prior 7-Day Average 2,601
Calls: 999 (45%)
Puts: 1,230 (55%)
Current vs Prior 7-Day Avg +38.75%
Calls: +74.77%
Puts: +51.39%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/06) $7.21M
Calls: $3.65M (51%)
Puts: $3.55M (49%)
Prior (10/05) $5.26M
Calls: $4.92M (94%)
Puts: $338.4K (6%)
Current vs Prior +37.05%
Calls: -25.72%
Puts: +949.35%
Prior 7-Day Total $41.35M
Calls: $22.89M (55%)
Puts: $18.46M (45%)
Prior 7-Day Average $6.89M
Calls: $3.27M (55%)
Puts: $2.64M (45%)
Current vs Prior 7-Day Avg +4.56%
Calls: +11.74%
Puts: +34.69%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06) 1.07
Prior (10/05) 0.37
Current vs Prior +191.05%
Prior 7-Day Average 1.36
Current vs Prior 7-Day Avg -21.75%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/06) 15,708
Calls: 8,821 (56%)
Puts: 6,887 (44%)
Prior (10/05) 11,786
Calls: 6,158 (52%)
Puts: 5,628 (48%)
Current vs Prior +33.28%
Prior 7-Day Total 66,997
Calls: 29,509 (44%)
Puts: 37,488 (56%)
Prior 7-Day Average 9,571
Calls: 4,215 (44%)
Puts: 5,355 (56%)
Current vs Prior 7-Day Avg +64.12%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 7.76% | 17.51%7.76% | 17.51%
Prior 7.59% | 17.53%7.59% | 17.53%
Current vs Prior +2.29% | -0.10%+2.29% | -0.10%
Prior 7-Day Avg 9.16% | 19.17%9.16% | 19.17%
Current vs 7-Day Avg -15.30% | -8.68%-15.30% | -8.68%
Prior 7-Day Eod 7.59% | 17.53%7.59% | 17.53%
Current vs 7-Day Eod +2.29% | -0.10%+2.29% | -0.10%
Sentiment BEARISHBEARISH

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

Unusually high activity with volume up 146% vs prior - elevated interest. Slightly bearish P/C ratio of 1.07. P/C ratio rising 191% - increased hedging/bearish positioning. Rising open interest (up 33%) indicates new positions being established.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 12 of results (avg 7.5%, best 4.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Nov 2077.4081.00$79.204.5%100.8643
$360.00Nov 2054.9058.50$56.706.3%60.7496
$360.00Oct 1641.8044.60$43.206.5%10.8821
$350.00Oct 1650.4054.10$52.257.1%50.93--
$370.00Nov 2048.3052.00$50.157.4%30.69--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Nov 2047.3050.40$48.856.3%10.59--
$420.00Nov 2040.8044.00$42.407.5%30.55227
$400.00Nov 2029.5032.50$31.009.7%260.461.0K
$410.00Nov 2034.5038.10$36.309.9%3090.50514

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. 15 found (avg delta 0.68, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Oct 1650.4054.10$52.257.1%50.93--
$360.00Oct 1641.8044.60$43.206.5%10.8821
$330.00Nov 2077.4081.00$79.204.5%100.8643
$370.00Oct 1633.0035.80$34.408.1%60.85209
$360.00Nov 2054.9058.50$56.706.3%60.7496
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Oct 1623.2026.50$24.8513.3%40.69--
$410.00Oct 1616.5019.50$18.0016.7%110.59268
$430.00Nov 2047.3050.40$48.856.3%10.59--
$420.00Nov 2040.8044.00$42.407.5%30.55227
$410.00Nov 2034.5038.10$36.309.9%3090.50514

Most actively traded options today. High liquidity = easy entry/exit. 43 active (total vol 2.1K, top 309)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Oct 161.854.30$3.0879.5%1700.16419
$410.00Oct 167.7011.20$9.4537.0%1510.41132
$420.00Oct 165.508.20$6.8539.4%1380.31195
$400.00Oct 1612.2014.00$13.1013.7%360.52203
$410.00Nov 2027.8031.00$29.4010.9%310.5050
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Nov 2034.5038.10$36.309.9%3090.50514
$350.00Nov 209.1013.00$11.0535.3%2770.2292
$370.00Oct 160.854.50$2.68136.2%2260.151.2K
$380.00Nov 2019.6023.10$21.3516.4%2020.36214
$390.00Oct 166.109.80$7.9546.5%1330.3653

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. 34 found (best R:R 0.75, avg 3.42)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$370.00$390.00Nov 20$11.40$8.60$11.4069%0.75$381.40
$410.00$420.00Nov 20$3.80$6.20$3.8050%1.63$413.80
$400.00$410.00Oct 16$3.65$6.35$3.6552%1.74$403.65
$390.00$400.00Nov 20$4.90$5.10$4.9060%1.04$394.90
$410.00$420.00Oct 16$2.60$7.40$2.6040%2.85$412.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$370.00$360.00Oct 16$0.51$9.49$0.5115%18.61$369.49
$410.00$400.00Oct 16$5.60$4.40$5.6059%0.79$404.40
$390.00$380.00Oct 16$3.05$6.95$3.0536%2.28$386.95
$400.00$390.00Oct 16$4.45$5.55$4.4548%1.25$395.55
$380.00$370.00Oct 16$2.22$7.78$2.2225%3.50$377.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 24 found (best R:R 0.10, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$420.00$430.00Oct 16$2.60$2.60$7.4069%0.35$422.60
$450.00$460.00Oct 16$1.02$1.02$8.9887%0.11$451.02
$460.00$470.00Nov 20$2.25$2.25$7.7571%0.29$462.25
$430.00$440.00Oct 16$1.17$1.17$8.8378%0.13$431.17
$440.00$450.00Nov 20$2.80$2.80$7.2063%0.39$442.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$360.00$340.00Oct 16$1.77$1.77$18.2388%0.10$358.23
$400.00$390.00Nov 20$5.25$5.25$4.7554%1.11$394.75
$340.00$330.00Nov 20$2.35$2.35$7.6582%0.31$337.65
$380.00$370.00Nov 20$4.05$4.05$5.9564%0.68$375.95
$390.00$380.00Nov 20$4.40$4.40$5.6059%0.79$385.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $18.87, cheapest $17.55)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$420.00Oct 16Nov 20$18.7554.4%59.8%
$410.00Oct 16Nov 20$19.9551.7%59.6%
$390.00Oct 16Nov 20$19.2547.8%55.9%
$400.00Oct 16Nov 20$20.7547.7%56.2%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$420.00Oct 16Nov 20$17.5554.4%59.8%
$410.00Oct 16Nov 20$18.3051.7%59.6%
$390.00Oct 16Nov 20$17.8047.8%55.9%
$400.00Oct 16Nov 20$18.6047.7%56.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 6.36% of stock, avg 12.49%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$400.00Oct 16$13.10$12.40$25.50$374.50$425.506.36%
$390.00Oct 16$19.50$7.95$27.45$362.55$417.456.85%
$410.00Oct 16$9.45$18.00$27.45$382.55$437.456.85%
$420.00Oct 16$6.85$24.85$31.70$388.30$451.707.91%
$370.00Oct 16$34.40$2.68$37.08$332.92$407.089.25%
$390.00Nov 20$38.75$25.75$64.50$325.50$454.5016.10%
$400.00Nov 20$33.85$31.00$64.85$335.15$464.8516.19%
$410.00Nov 20$29.40$36.30$65.70$344.30$475.7016.40%
$370.00Nov 20$50.15$17.30$67.45$302.55$437.4516.84%
$420.00Nov 20$25.60$42.40$68.00$352.00$488.0016.97%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.15% of stock, avg 6.92%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$450.00$360.00Oct 16$2.45$2.17$4.62$355.38$454.62
$450.00$370.00Oct 16$2.45$2.68$5.13$364.87$455.13
$440.00$360.00Oct 16$3.08$2.17$5.25$354.75$445.25
$440.00$370.00Oct 16$3.08$2.68$5.76$364.24$445.76
$430.00$360.00Oct 16$4.25$2.17$6.42$353.58$436.42
$430.00$370.00Oct 16$4.25$2.68$6.93$363.07$436.93
$450.00$380.00Oct 16$2.45$4.90$7.35$372.65$457.35
$440.00$380.00Oct 16$3.08$4.90$7.98$372.02$447.98
$430.00$380.00Oct 16$4.25$4.90$9.15$370.85$439.15
$420.00$360.00Oct 16$6.85$2.17$9.02$350.98$429.02

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 24 found (best R:R 0.85, avg credit $3.83)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
330/340460/470Nov 20$4.60$5.4053%0.85$335.40$464.60
330/340470/480Nov 20$4.00$6.0057%0.67$336.00$474.00
350/360460/470Nov 20$5.15$4.8545%1.06$354.85$465.15
360/370460/470Nov 20$5.60$4.4040%1.27$364.40$465.60
340/350460/470Nov 20$4.65$5.3549%0.87$345.35$464.65
330/340450/460Nov 20$4.60$5.4050%0.85$335.40$454.60
370/380450/460Oct 16$3.24$6.7662%0.48$376.76$453.24
350/360470/480Nov 20$4.55$5.4548%0.83$355.45$474.55
360/370470/480Nov 20$5.00$5.0044%1.00$365.00$475.00
340/350470/480Nov 20$4.05$5.9553%0.68$345.95$474.05

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$410.00$420.00$430.00Nov 20$0.15$9.859%65.67
$350.00$360.00$370.00Oct 16$0.25$9.759%39.00
$400.00$410.00$420.00Oct 16$1.05$8.9521%8.52
$430.00$440.00$450.00Nov 20$0.35$9.658%27.57
$390.00$400.00$410.00Nov 20$0.45$9.5510%21.22
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$330.00$340.00$350.00Nov 20$0.05$9.958%199.00
$370.00$380.00$390.00Oct 16$0.83$9.1720%11.05
$390.00$400.00$410.00Oct 16$1.15$8.8524%7.70
$370.00$380.00$390.00Nov 20$0.35$9.6510%27.57
$410.00$420.00$430.00Nov 20$0.35$9.659%27.57

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 19 found (best net $-4.60, 18 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$370.00$390.001:2Oct 16-$4.60$15.40
$420.00$430.001:2Oct 16-$1.65$8.35
$450.00$460.001:2Oct 16-$0.41$9.59
$430.00$440.001:2Oct 16-$1.91$8.09
$440.00$450.001:2Oct 16-$1.82$8.18
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$380.00$370.001:2Oct 16-$0.46$9.54
$390.00$380.001:2Oct 16-$1.85$8.15
$400.00$390.001:2Oct 16-$3.50$6.50
$370.00$360.001:2Oct 16-$1.66$8.34
$410.00$400.001:2Oct 16-$6.80$3.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 6.94%, avg 2.91%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$410.00Nov 20$27.800.502.3%6.94%9.27%3150
$420.00Nov 20$23.800.454.8%5.94%10.77%654
$430.00Nov 20$20.100.417.3%5.02%12.34%536
$440.00Nov 20$17.000.379.8%4.24%14.06%343
$450.00Nov 20$14.100.3312.3%3.52%15.84%12133
$460.00Nov 20$12.000.2914.8%3.00%17.81%2246
$470.00Nov 20$9.600.2517.3%2.40%19.71%259
$480.00Nov 20$7.900.2319.8%1.97%21.78%526
$410.00Oct 16$7.700.412.3%1.92%4.26%151132
$420.00Oct 16$5.500.314.8%1.37%6.20%138195

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 1,746
Total Puts 1,863
Put/Call Ratio 1.07
Net Difference -117

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,993
Total Puts 8,614
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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