Tour v531
NTRA
NATERA INC
$397.77 -0.73%
$398.70 (+0.23%)🌙
as of 10/12 06:36 PM
◀ 10/12 18:36 ▶

Option Volume

Detail
ℹ
Current (10/12) 471
Calls: 194 (41%)
Puts: 277 (59%)
Prior (10/08) 2,370
Calls: 1,014 (43%)
Puts: 1,356 (57%)
Current vs Prior -80.13%
Calls: -80.87% (Calls)
Puts: -79.57% (Puts)
Prior 7-Day Total 16,053
Calls: 8,678 (54%)
Puts: 7,375 (46%)
Prior 7-Day Average 2,293
Calls: 1,239 (54%)
Puts: 1,053 (46%)
Current vs Prior 7-Day Avg -79.46%
Calls: -84.35%
Puts: -73.71%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/12) $889.1K
Calls: $549.2K (62%)
Puts: $340.0K (38%)
Prior (10/08) $5.25M
Calls: $3.72M (71%)
Puts: $1.53M (29%)
Current vs Prior -83.05%
Calls: -85.22%
Puts: -77.79%
Prior 7-Day Total $40.63M
Calls: $24.87M (61%)
Puts: $15.76M (39%)
Prior 7-Day Average $5.80M
Calls: $3.55M (61%)
Puts: $2.25M (39%)
Current vs Prior 7-Day Avg -84.68%
Calls: -84.54%
Puts: -84.90%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/12) 1.43
Prior (10/08) 1.34
Current vs Prior +6.77%
Prior 7-Day Average 0.94
Current vs Prior 7-Day Avg +51.73%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/12) 12,043
Calls: 7,352 (61%)
Puts: 4,691 (39%)
Prior (10/08) 8,717
Calls: 5,443 (62%)
Puts: 3,274 (38%)
Current vs Prior +38.16%
Prior 7-Day Total 80,138
Calls: 40,487 (51%)
Puts: 39,651 (49%)
Prior 7-Day Average 11,448
Calls: 5,783 (51%)
Puts: 5,664 (49%)
Current vs Prior 7-Day Avg +5.19%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 5.81% | 16.72%5.81% | 16.72%
Prior 7.09% | 17.72%7.09% | 17.72%
Current vs Prior -18.07% | -5.66%-18.07% | -5.66%
Prior 7-Day Avg 8.04% | 18.21%8.04% | 18.21%
Current vs 7-Day Avg -27.81% | -8.20%-27.81% | -8.20%
Prior 7-Day Eod 7.09% | 17.72%7.09% | 17.72%
Current vs 7-Day Eod -18.07% | -5.66%-18.07% | -5.66%
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 62% call dollar volume ($549.2K). Light premium activity with dollar volume down 83% vs prior. Below-average activity with volume down 80% vs prior. Bearish P/C ratio of 1.43 indicates protective 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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 7.3%, best 5.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Oct 1666.6070.00$68.305.0%10.97--
$350.00Oct 1646.8050.20$48.507.0%10.94--
$370.00Nov 2045.4048.80$47.107.2%10.6974
$380.00Nov 2039.4043.00$41.208.7%10.6343
$360.00Oct 1637.1040.50$38.808.8%10.91--
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. 11 found (avg delta 0.75, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Oct 1666.6070.00$68.305.0%10.97--
$350.00Oct 1646.8050.20$48.507.0%10.94--
$360.00Oct 1637.1040.50$38.808.8%10.91--
$370.00Oct 1627.7031.20$29.4511.9%30.88202
$380.00Oct 1619.1022.60$20.8516.8%50.81551
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Oct 1614.0017.60$15.8022.8%220.71171
$400.00Oct 167.9011.50$9.7037.1%100.53--

Most actively traded options today. High liquidity = easy entry/exit. 36 active (total vol 323, top 33)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Oct 162.005.60$3.8094.7%310.29236
$440.00Nov 2013.7017.60$15.6524.9%280.3443
$420.00Nov 2020.3024.20$22.2517.5%130.4359
$390.00Oct 1611.6015.20$13.4026.9%110.66--
$400.00Oct 166.009.40$7.7044.2%90.47209
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Nov 209.6012.80$11.2028.6%330.23260
$390.00Nov 2023.9027.80$25.8515.1%300.42--
$390.00Oct 163.606.50$5.0557.4%260.34134
$370.00Oct 160.003.30$1.65200.0%230.121.6K
$360.00Oct 160.002.60$1.30200.0%220.09988

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. 27 found (best R:R 5.45, avg 7.87)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$450.00$470.00Nov 20$3.10$16.90$3.1029%5.45$453.10
$380.00$400.00Nov 20$10.50$9.50$10.5063%0.90$390.50
$370.00$380.00Nov 20$5.90$4.10$5.9068%0.69$375.90
$410.00$420.00Nov 20$3.95$6.05$3.9548%1.53$413.95
$400.00$410.00Nov 20$4.50$5.50$4.5053%1.22$404.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$370.00$360.00Oct 16$0.35$9.65$0.3512%27.57$369.65
$380.00$370.00Oct 16$0.75$9.25$0.7519%12.33$379.25
$360.00$350.00Oct 16$0.30$9.70$0.309%32.33$359.70
$410.00$400.00Oct 16$6.10$3.90$6.1071%0.64$403.90
$350.00$330.00Oct 16$0.45$19.55$0.456%43.44$349.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 0.75, avg 0.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$400.00$410.00Oct 16$3.90$3.90$6.1053%0.64$403.90
$440.00$450.00Nov 20$3.10$3.10$6.9066%0.45$443.10
$440.00$450.00Oct 16$0.43$0.43$9.5792%0.04$440.43
$420.00$430.00Oct 16$0.90$0.90$9.1082%0.10$420.90
$430.00$440.00Oct 16$0.42$0.42$9.5889%0.04$430.42
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$390.00$370.00Nov 20$8.55$8.55$11.4558%0.75$381.45
$350.00$340.00Nov 20$2.75$2.75$7.2578%0.38$347.25
$340.00$330.00Nov 20$2.10$2.10$7.9082%0.27$337.90
$360.00$350.00Nov 20$2.90$2.90$7.1073%0.41$357.10
$370.00$360.00Nov 20$3.20$3.20$6.8068%0.47$366.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $21.65, cheapest $20.80)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$400.00Oct 16Nov 20$23.0053.0%60.9%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$390.00Oct 16Nov 20$20.8051.5%58.0%
$400.00Oct 16Nov 20$21.1553.0%60.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 4.37% of stock, avg 8.67%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$400.00Oct 16$7.70$9.70$17.40$382.60$417.404.37%
$390.00Oct 16$13.40$5.05$18.45$371.55$408.454.64%
$410.00Oct 16$3.80$15.80$19.60$390.40$429.604.93%
$380.00Oct 16$20.85$2.40$23.25$356.75$403.255.85%
$370.00Oct 16$29.45$1.65$31.10$338.90$401.107.82%
$360.00Oct 16$38.80$1.30$40.10$319.90$400.1010.08%
$400.00Nov 20$30.70$30.85$61.55$338.45$461.5515.47%
$370.00Nov 20$47.10$17.30$64.40$305.60$434.4016.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.49% of stock, avg 5.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$440.00$350.00Oct 16$0.93$1.00$1.93$348.07$441.93
$440.00$360.00Oct 16$0.93$1.30$2.23$357.77$442.23
$430.00$350.00Oct 16$1.35$1.00$2.35$347.65$432.35
$440.00$370.00Oct 16$0.93$1.65$2.58$367.42$442.58
$430.00$360.00Oct 16$1.35$1.30$2.65$357.35$432.65
$430.00$370.00Oct 16$1.35$1.65$3.00$367.00$433.00
$420.00$350.00Oct 16$2.25$1.00$3.25$346.75$423.25
$440.00$380.00Oct 16$0.93$2.40$3.33$376.67$443.33
$420.00$360.00Oct 16$2.25$1.30$3.55$356.45$423.55
$430.00$380.00Oct 16$1.35$2.40$3.75$376.25$433.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 28 found (best R:R 1.41, avg credit $2.90)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
340/350440/450Nov 20$5.85$4.1544%1.41$344.15$445.85
330/340440/450Nov 20$5.20$4.8048%1.08$334.80$445.20
350/360440/450Nov 20$6.00$4.0039%1.50$354.00$446.00
360/370440/450Nov 20$6.30$3.7035%1.70$363.70$446.30
350/360440/450Oct 16$0.73$9.2783%0.08$359.27$440.73
380/390440/450Oct 16$3.08$6.9258%0.45$386.92$443.08
360/370440/450Oct 16$0.78$9.2280%0.08$369.22$440.78
350/360430/440Oct 16$0.72$9.2880%0.08$359.28$430.72
350/360420/430Oct 16$1.20$8.8073%0.14$358.80$421.20
380/390430/440Oct 16$3.07$6.9354%0.44$386.93$433.07

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 5.90, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$390.00$400.00$410.00Oct 16$1.80$8.2036%4.56
$410.00$420.00$430.00Oct 16$0.65$9.3518%14.38
$380.00$390.00$400.00Oct 16$1.75$8.2533%4.71
$420.00$430.00$440.00Nov 20$0.40$9.609%24.00
$370.00$380.00$390.00Oct 16$1.15$8.8522%7.70
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$390.00$400.00$410.00Oct 16$1.45$8.5536%5.90
$340.00$350.00$360.00Nov 20$0.15$9.859%65.67
$350.00$360.00$370.00Nov 20$0.30$9.709%32.33
$360.00$370.00$380.00Oct 16$0.40$9.6010%24.00
$380.00$390.00$400.00Oct 16$2.00$8.0034%4.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 20 found (best net $-0.40, 18 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$390.00$400.001:2Oct 16-$2.00$8.00
$380.00$390.001:2Oct 16-$5.95$4.05
$410.00$420.001:2Oct 16-$0.70$9.30
$420.00$430.001:2Oct 16-$0.45$9.55
$440.00$450.001:2Oct 16-$0.07$9.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$400.00$390.001:2Oct 16-$0.40$9.60
$410.00$400.001:2Oct 16-$3.60$6.40
$350.00$330.001:2Oct 16-$0.10$19.90
$380.00$370.001:2Oct 16-$0.90$9.10
$370.00$360.001:2Oct 16-$0.95$9.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 6.11%, avg 2.79%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$410.00Nov 20$24.300.483.1%6.11%9.18%277
$400.00Nov 20$28.800.530.6%7.24%7.80%3--
$420.00Nov 20$20.300.435.6%5.10%10.69%1359
$430.00Nov 20$16.800.388.1%4.22%12.33%439
$440.00Nov 20$13.700.3410.6%3.44%14.06%2843
$450.00Nov 20$11.100.2913.1%2.79%15.92%2145
$470.00Nov 20$8.200.2318.2%2.06%20.22%259
$400.00Oct 16$6.000.470.6%1.51%2.07%9209
$410.00Oct 16$2.000.293.1%0.50%3.58%31236
$420.00Oct 16$0.900.185.6%0.23%5.81%7209

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 194
Total Puts 277
Put/Call Ratio 1.43
Net Difference -83

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,678
Total Puts 7,375
Average Put/Call Ratio 0.94
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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