Tour v531
NTRA
NATERA INC
$390.79 -1.21%
$394.45 (+0.94%)🌙
as of 10/08 06:33 PM
◀ 10/8 18:33 ▶

Option Volume

Detail
ℹ
Current (10/08) 2,370
Calls: 1,014 (43%)
Puts: 1,356 (57%)
Prior (10/07) 1,613
Calls: 942 (58%)
Puts: 671 (42%)
Current vs Prior +46.93%
Calls: +7.64% (Calls)
Puts: +102.09% (Puts)
Prior 7-Day Total 14,983
Calls: 8,670 (58%)
Puts: 6,313 (42%)
Prior 7-Day Average 2,140
Calls: 1,238 (58%)
Puts: 901 (42%)
Current vs Prior 7-Day Avg +10.73%
Calls: -18.13%
Puts: +50.36%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/08) $5.25M
Calls: $3.72M (71%)
Puts: $1.53M (29%)
Prior (10/07) $4.36M
Calls: $2.80M (64%)
Puts: $1.55M (36%)
Current vs Prior +20.45%
Calls: +32.45%
Puts: -1.28%
Prior 7-Day Total $43.67M
Calls: $25.79M (59%)
Puts: $17.88M (41%)
Prior 7-Day Average $6.24M
Calls: $3.68M (59%)
Puts: $2.55M (41%)
Current vs Prior 7-Day Avg -15.91%
Calls: +0.83%
Puts: -40.07%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/08) 1.34
Prior (10/07) 0.71
Current vs Prior +87.74%
Prior 7-Day Average 0.79
Current vs Prior 7-Day Avg +68.91%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/08) 8,717
Calls: 5,443 (62%)
Puts: 3,274 (38%)
Prior (10/07) 12,427
Calls: 6,297 (51%)
Puts: 6,130 (49%)
Current vs Prior -29.85%
Prior 7-Day Total 79,469
Calls: 39,500 (50%)
Puts: 39,969 (50%)
Prior 7-Day Average 11,352
Calls: 5,642 (50%)
Puts: 5,709 (50%)
Current vs Prior 7-Day Avg -23.22%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 7.09% | 17.72%7.09% | 17.72%
Prior 7.27% | 17.48%7.27% | 17.48%
Current vs Prior -2.48% | +1.37%-2.48% | +1.37%
Prior 7-Day Avg 8.42% | 18.52%8.42% | 18.52%
Current vs 7-Day Avg -15.78% | -4.30%-15.78% | -4.30%
Prior 7-Day Eod 7.27% | 17.48%7.27% | 17.48%
Current vs 7-Day Eod -2.48% | +1.37%-2.48% | +1.37%
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 71% call dollar volume ($3.72M). Bearish P/C ratio of 1.34 indicates protective positioning. P/C ratio rising 88% - increased hedging/bearish positioning. Call-heavy open interest (5,443 calls vs 3,274 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 3 of results (avg 7.7%, best 6.7%)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Nov 2053.5057.20$55.356.7%10.64--
$420.00Nov 2046.7050.30$48.507.4%60.60--
$410.00Nov 2040.2044.00$42.109.0%10.55670

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 0.64, highest 0.78)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Oct 1622.6026.20$24.4014.8%10.78202
$390.00Oct 169.5013.30$11.4033.3%40.5361
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Oct 1621.6025.10$23.3515.0%1130.73261
$430.00Nov 2053.5057.20$55.356.7%10.64--
$400.00Oct 1614.5018.10$16.3022.1%5000.62577
$420.00Nov 2046.7050.30$48.507.4%60.60--
$410.00Nov 2040.2044.00$42.109.0%10.55670

Most actively traded options today. High liquidity = easy entry/exit. 28 active (total vol 1.4K, top 507)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Oct 162.906.20$4.5572.5%300.27268
$450.00Oct 160.000.50$0.25200.0%130.03428
$400.00Oct 165.108.60$6.8551.1%90.38214
$440.00Oct 160.102.35$1.23182.9%80.09--
$420.00Nov 2019.0022.50$20.7516.9%80.4056
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Oct 161.705.70$3.70108.1%5070.221.1K
$400.00Oct 1614.5018.10$16.3022.1%5000.62577
$410.00Oct 1621.6025.10$23.3515.0%1130.73261
$390.00Oct 168.6011.90$10.2532.2%1010.47148
$350.00Oct 160.102.00$1.05181.0%150.07--

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. 21 found (best R:R 3.92, avg 7.15)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$430.00$460.00Nov 20$6.10$23.90$6.1036%3.92$436.10
$420.00$440.00Oct 16$0.45$19.55$0.4514%43.44$420.45
$400.00$420.00Nov 20$7.80$12.20$7.8050%1.56$407.80
$370.00$390.00Oct 16$13.00$7.00$13.0078%0.54$383.00
$400.00$410.00Oct 16$2.30$7.70$2.3038%3.35$402.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$320.00Oct 16$0.55$29.45$0.557%53.55$349.45
$380.00$370.00Oct 16$2.20$7.80$2.2033%3.55$377.80
$360.00$350.00Oct 16$0.88$9.12$0.8813%10.36$359.12
$370.00$360.00Oct 16$1.77$8.23$1.7722%4.65$368.23
$400.00$390.00Oct 16$6.05$3.95$6.0562%0.65$393.95

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 0.74, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$410.00$420.00Oct 16$2.87$2.87$7.1373%0.40$412.87
$440.00$450.00Oct 16$0.98$0.98$9.0292%0.11$440.98
$420.00$430.00Nov 20$3.15$3.15$6.8560%0.46$423.15
$400.00$410.00Oct 16$2.30$2.30$7.7062%0.30$402.30
$400.00$420.00Nov 20$7.80$7.80$12.2050%0.64$407.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$380.00$360.00Nov 20$8.50$8.50$11.5059%0.74$371.50
$350.00$330.00Nov 20$5.45$5.45$14.5574%0.37$344.55
$360.00$350.00Nov 20$3.50$3.50$6.5069%0.54$356.50
$390.00$380.00Nov 20$5.00$5.00$5.0054%1.00$385.00
$390.00$380.00Oct 16$4.35$4.35$5.6553%0.77$385.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $20.68, cheapest $20.50)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$400.00Oct 16Nov 20$21.7046.6%61.3%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$390.00Oct 16Nov 20$20.5046.4%58.2%
$380.00Oct 16Nov 20$19.8546.1%58.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 5.54% of stock, avg 8.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$390.00Oct 16$11.40$10.25$21.65$368.35$411.655.54%
$400.00Oct 16$6.85$16.30$23.15$376.85$423.155.92%
$410.00Oct 16$4.55$23.35$27.90$382.10$437.907.14%
$370.00Oct 16$24.40$3.70$28.10$341.90$398.107.19%
$420.00Nov 20$20.75$48.50$69.25$350.75$489.2517.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 40 found (cheapest 0.58% of stock, avg 6.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$440.00$350.00Oct 16$1.23$1.05$2.28$347.72$442.28
$420.00$350.00Oct 16$1.68$1.05$2.73$347.27$422.73
$440.00$360.00Oct 16$1.23$1.93$3.16$356.84$443.16
$420.00$360.00Oct 16$1.68$1.93$3.61$356.39$423.61
$440.00$370.00Oct 16$1.23$3.70$4.93$365.07$444.93
$420.00$370.00Oct 16$1.68$3.70$5.38$364.62$425.38
$410.00$350.00Oct 16$4.55$1.05$5.60$344.40$415.60
$410.00$360.00Oct 16$4.55$1.93$6.48$353.52$416.48
$410.00$370.00Oct 16$4.55$3.70$8.25$361.75$418.25
$420.00$380.00Oct 16$1.68$5.90$7.58$372.42$427.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 0.60, avg credit $2.78)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
350/360410/420Oct 16$3.75$6.2560%0.60$356.25$413.75
360/370410/420Oct 16$4.64$5.3651%0.87$365.36$414.64
350/360440/450Oct 16$1.86$8.1479%0.23$358.14$441.86
360/370440/450Oct 16$2.75$7.2570%0.38$367.25$442.75
370/380410/420Oct 16$5.07$4.9340%1.03$374.93$415.07
370/380440/450Oct 16$3.18$6.8259%0.47$376.82$443.18
320/350440/450Oct 16$1.53$28.4784%0.05$348.47$441.53
350/360420/440Oct 16$1.33$18.6774%0.07$358.67$421.33
360/370420/440Oct 16$2.22$17.7865%0.12$367.78$422.22
320/350420/440Oct 16$1.00$29.0079%0.03$349.00$421.00

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 22.26, cheapest $0.43)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$390.00$400.00$410.00Oct 16$2.25$7.7526%3.44
$440.00$450.00$460.00Oct 16$1.38$8.624%6.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$360.00$370.00$380.00Oct 16$0.43$9.5720%22.26
$390.00$400.00$410.00Oct 16$1.00$9.0026%9.00
$410.00$420.00$430.00Nov 20$0.45$9.559%21.22
$380.00$390.00$400.00Oct 16$1.70$8.3029%4.88
$350.00$360.00$370.00Oct 16$0.89$9.1114%10.24

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 $-5.40, 15 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$430.00$460.001:2Nov 20-$5.40$24.60
$390.00$400.001:2Oct 16-$2.30$7.70
$420.00$440.001:2Oct 16-$0.78$19.22
$400.00$410.001:2Oct 16-$2.25$7.75
$450.00$460.001:2Oct 16-$1.05$8.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$390.00$380.001:2Oct 16-$1.55$8.45
$400.00$390.001:2Oct 16-$4.20$5.80
$370.00$360.001:2Oct 16-$0.16$9.84
$350.00$330.001:2Nov 20-$2.85$17.15
$380.00$370.001:2Oct 16-$1.50$8.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 6.83%, avg 2.58%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$400.00Nov 20$26.700.502.4%6.83%9.19%167
$420.00Nov 20$19.000.407.5%4.86%12.34%856
$430.00Nov 20$15.700.3610.0%4.02%14.05%5--
$460.00Nov 20$10.500.2617.7%2.69%20.40%3--
$400.00Oct 16$5.100.382.4%1.31%3.66%9214
$410.00Oct 16$2.900.274.9%0.74%5.66%30268
$420.00Oct 16$0.500.147.5%0.13%7.60%4229
$440.00Oct 16$0.100.0912.6%0.03%12.62%8--

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 1,014
Total Puts 1,356
Put/Call Ratio 1.34
Net Difference -342

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,670
Total Puts 6,313
Average Put/Call Ratio 0.79
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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