Tour v531
NTRA
NATERA INC
$395.56 -1.27%
$397.98 (+0.61%)🌙
as of 10/07 06:36 PM
◀ 10/7 18:36

Option Volume

Detail
ℹ
Current (10/07) 1,613
Calls: 942 (58%)
Puts: 671 (42%)
Prior (10/06) 3,609
Calls: 1,746 (48%)
Puts: 1,863 (52%)
Current vs Prior -55.31%
Calls: -46.05% (Calls)
Puts: -63.98% (Puts)
Prior 7-Day Total 13,370
Calls: 7,728 (58%)
Puts: 5,642 (42%)
Prior 7-Day Average 2,228
Calls: 1,104 (58%)
Puts: 806 (42%)
Current vs Prior 7-Day Avg -27.61%
Calls: -14.67%
Puts: -16.75%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/07) $4.36M
Calls: $2.80M (64%)
Puts: $1.55M (36%)
Prior (10/06) $7.21M
Calls: $3.65M (51%)
Puts: $3.55M (49%)
Current vs Prior -39.55%
Calls: -23.24%
Puts: -56.34%
Prior 7-Day Total $39.31M
Calls: $22.99M (58%)
Puts: $16.33M (42%)
Prior 7-Day Average $6.55M
Calls: $3.28M (58%)
Puts: $2.33M (42%)
Current vs Prior 7-Day Avg -33.53%
Calls: -14.58%
Puts: -33.53%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/07) 0.71
Prior (10/06) 1.07
Current vs Prior -33.24%
Prior 7-Day Average 0.83
Current vs Prior 7-Day Avg -14.47%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/07) 12,427
Calls: 6,297 (51%)
Puts: 6,130 (49%)
Prior (10/06) 15,708
Calls: 8,821 (56%)
Puts: 6,887 (44%)
Current vs Prior -20.89%
Prior 7-Day Total 78,097
Calls: 35,856 (46%)
Puts: 42,241 (54%)
Prior 7-Day Average 11,156
Calls: 5,122 (46%)
Puts: 6,034 (54%)
Current vs Prior 7-Day Avg +11.39%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 7.27% | 17.48%7.27% | 17.48%
Prior 7.76% | 17.51%7.76% | 17.51%
Current vs Prior -6.37% | -0.16%-6.37% | -0.16%
Prior 7-Day Avg 8.80% | 18.86%8.80% | 18.86%
Current vs 7-Day Avg -17.41% | -7.29%-17.41% | -7.29%
Prior 7-Day Eod 7.76% | 17.51%7.76% | 17.51%
Current vs 7-Day Eod -6.37% | -0.16%-6.37% | -0.16%
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

Moderately bullish flow with 64% call dollar volume ($2.80M). Below-average activity with volume down 55% vs prior. P/C ratio dropping 33% - sentiment shifting bullish. Declining open interest (down 21%) indicates positions being closed.

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 NEUTRAL
Prior NEUTRAL
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 5 of results (avg 6.8%, best 5.3%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Oct 1655.1058.10$56.605.3%10.93--
$350.00Nov 2058.3061.50$59.905.3%20.761.1K
$370.00Nov 2045.3048.50$46.906.8%10.67--
$390.00Nov 2034.1037.50$35.809.5%60.5726
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Nov 2043.5046.70$45.107.1%80.57226

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. 11 found (avg delta 0.67, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Oct 1655.1058.10$56.605.3%10.93--
$370.00Oct 1627.5030.60$29.0510.7%10.85--
$350.00Nov 2058.3061.50$59.905.3%20.761.1K
$380.00Oct 1619.8022.90$21.3514.5%100.72--
$370.00Nov 2045.3048.50$46.906.8%10.67--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Oct 1618.7022.00$20.3516.2%60.66--
$420.00Nov 2043.5046.70$45.107.1%80.57226
$400.00Oct 1612.2015.50$13.8523.8%580.54585

Most actively traded options today. High liquidity = easy entry/exit. 36 active (total vol 771, top 175)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Oct 165.907.20$6.5519.8%870.34243
$420.00Oct 162.255.30$3.7880.7%540.23221
$450.00Oct 160.402.90$1.65151.5%240.10451
$400.00Nov 2029.3032.50$30.9010.4%170.5274
$440.00Oct 160.651.80$1.2393.5%120.09504
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Nov 2026.4029.90$28.1512.4%1750.437
$340.00Nov 208.0011.60$9.8036.7%1680.2043
$400.00Oct 1612.2015.50$13.8523.8%580.54585
$390.00Oct 167.0010.00$8.5035.3%390.41123
$350.00Nov 2010.4014.30$12.3531.6%300.24244

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. 29 found (best R:R 0.54, avg 4.80)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$370.00Nov 20$13.00$7.00$13.0076%0.54$363.00
$370.00$390.00Nov 20$11.10$8.90$11.1067%0.80$381.10
$420.00$430.00Oct 16$0.70$9.30$0.7023%13.29$420.70
$420.00$430.00Nov 20$3.05$6.95$3.0543%2.28$423.05
$400.00$410.00Nov 20$4.25$5.75$4.2552%1.35$404.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$370.00$360.00Oct 16$0.65$9.35$0.6515%14.38$369.35
$360.00$320.00Oct 16$1.10$38.90$1.1010%35.36$358.90
$390.00$380.00Oct 16$3.25$6.75$3.2540%2.08$386.75
$330.00$320.00Nov 20$1.45$8.55$1.4516%5.90$328.55
$410.00$400.00Oct 16$6.50$3.50$6.5066%0.54$403.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 0.53, avg 0.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$430.00$440.00Oct 16$1.85$1.85$8.1582%0.23$431.85
$410.00$420.00Oct 16$2.77$2.77$7.2366%0.38$412.77
$400.00$410.00Oct 16$3.45$3.45$6.5554%0.53$403.45
$450.00$460.00Nov 20$2.35$2.35$7.6570%0.31$452.35
$450.00$460.00Oct 16$0.35$0.35$9.6590%0.04$450.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$370.00$350.00Nov 20$6.95$6.95$13.0567%0.53$363.05
$390.00$370.00Nov 20$8.85$8.85$11.1557%0.79$381.15
$340.00$330.00Nov 20$2.80$2.80$7.2080%0.39$337.20
$380.00$370.00Oct 16$3.00$3.00$7.0072%0.43$377.00
$350.00$340.00Nov 20$2.55$2.55$7.4576%0.34$347.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $20.21, cheapest $20.10)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$410.00Oct 16Nov 20$20.1049.3%59.9%
$390.00Oct 16Nov 20$20.9045.5%56.9%
$400.00Oct 16Nov 20$20.9048.4%60.1%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$390.00Oct 16Nov 20$19.6545.5%56.9%
$400.00Oct 16Nov 20$19.5048.4%60.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 5.92% of stock, avg 11.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$390.00Oct 16$14.90$8.50$23.40$366.60$413.405.92%
$400.00Oct 16$10.00$13.85$23.85$376.15$423.856.03%
$380.00Oct 16$21.35$5.25$26.60$353.40$406.606.72%
$410.00Oct 16$6.55$20.35$26.90$383.10$436.906.80%
$370.00Oct 16$29.05$2.25$31.30$338.70$401.307.91%
$390.00Nov 20$35.80$28.15$63.95$326.05$453.9516.17%
$400.00Nov 20$30.90$33.35$64.25$335.75$464.2516.24%
$370.00Nov 20$46.90$19.30$66.20$303.80$436.2016.74%
$420.00Nov 20$22.80$45.10$67.90$352.10$487.9017.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 45 found (cheapest 0.82% of stock, avg 6.76%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$450.00$360.00Oct 16$1.65$1.60$3.25$356.75$453.25
$450.00$370.00Oct 16$1.65$2.25$3.90$366.10$453.90
$430.00$360.00Oct 16$3.08$1.60$4.68$355.32$434.68
$430.00$370.00Oct 16$3.08$2.25$5.33$364.67$435.33
$420.00$360.00Oct 16$3.78$1.60$5.38$354.62$425.38
$420.00$370.00Oct 16$3.78$2.25$6.03$363.97$426.03
$450.00$380.00Oct 16$1.65$5.25$6.90$373.10$456.90
$430.00$380.00Oct 16$3.08$5.25$8.33$371.67$438.33
$420.00$380.00Oct 16$3.78$5.25$9.03$370.97$429.03
$410.00$360.00Oct 16$6.55$1.60$8.15$351.85$418.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 20 found (best R:R 0.94, avg credit $4.16)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
370/380430/440Oct 16$4.85$5.1554%0.94$375.15$434.85
330/340450/460Nov 20$5.15$4.8550%1.06$334.85$455.15
330/340440/450Nov 20$5.35$4.6546%1.15$334.65$445.35
370/380410/420Oct 16$5.77$4.2338%1.36$374.23$415.77
370/380450/460Oct 16$3.35$6.6562%0.50$376.65$453.35
340/350450/460Nov 20$4.90$5.1046%0.96$345.10$454.90
340/350440/450Nov 20$5.10$4.9042%1.04$344.90$445.10
320/330450/460Nov 20$3.80$6.2054%0.61$326.20$453.80
360/370430/440Oct 16$2.50$7.5067%0.33$367.50$432.50
320/330440/450Nov 20$4.00$6.0050%0.67$326.00$444.00

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 39.00, cheapest $0.20)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$400.00$410.00$420.00Oct 16$0.68$9.3223%13.71
$350.00$370.00$390.00Nov 20$1.90$18.1019%9.53
$440.00$450.00$460.00Nov 20$0.20$9.808%49.00
$370.00$380.00$390.00Oct 16$1.25$8.7525%7.00
$400.00$410.00$420.00Nov 20$0.40$9.6010%24.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$370.00$380.00$390.00Oct 16$0.25$9.7525%39.00
$390.00$400.00$410.00Oct 16$1.15$8.8526%7.70
$350.00$370.00$390.00Nov 20$1.90$18.1019%9.53
$380.00$390.00$400.00Oct 16$2.10$7.9026%3.76
$320.00$330.00$340.00Nov 20$1.35$8.657%6.41

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 21 found (best net $-1.50, 18 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$370.001:2Oct 16-$1.50$28.50
$410.00$420.001:2Oct 16-$1.01$8.99
$400.00$410.001:2Oct 16-$3.10$6.90
$390.00$400.001:2Oct 16-$5.10$4.90
$450.00$460.001:2Oct 16-$0.95$9.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$400.00$390.001:2Oct 16-$3.15$6.85
$390.00$380.001:2Oct 16-$2.00$8.00
$370.00$360.001:2Oct 16-$0.95$9.05
$370.00$350.001:2Nov 20-$5.40$14.60
$410.00$400.001:2Oct 16-$7.35$2.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 6.40%, avg 2.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$410.00Nov 20$25.300.473.6%6.40%10.05%277
$400.00Nov 20$29.300.521.1%7.41%8.53%1774
$420.00Nov 20$21.100.436.2%5.33%11.51%156
$430.00Nov 20$18.000.388.7%4.55%13.26%2--
$440.00Nov 20$15.000.3411.2%3.79%15.03%144
$450.00Nov 20$12.400.3013.8%3.13%16.90%4144
$460.00Nov 20$10.200.2716.3%2.58%18.87%1--
$410.00Oct 16$5.900.343.6%1.49%5.14%87243
$400.00Oct 16$8.200.461.1%2.07%3.20%9212
$430.00Oct 16$1.750.188.7%0.44%9.15%8196

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 942
Total Puts 671
Put/Call Ratio 0.71
Net Difference 271

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,728
Total Puts 5,642
Average Put/Call Ratio 0.83
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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