Tour v531
NTRA
NATERA INC
$395.66 -0.53%
$394.50 (-0.29%)🌙
as of 10/13 06:35 PM
◀ 10/13 18:35 ▶

Option Volume

Detail
ℹ
Current (10/13) 1,286
Calls: 591 (46%)
Puts: 695 (54%)
Prior (10/12) 471
Calls: 194 (41%)
Puts: 277 (59%)
Current vs Prior +173.04%
Calls: +204.64% (Calls)
Puts: +150.90% (Puts)
Prior 7-Day Total 14,558
Calls: 8,219 (56%)
Puts: 6,339 (44%)
Prior 7-Day Average 2,079
Calls: 1,174 (56%)
Puts: 905 (44%)
Current vs Prior 7-Day Avg -38.16%
Calls: -49.67%
Puts: -23.25%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/13) $4.69M
Calls: $2.25M (48%)
Puts: $2.44M (52%)
Prior (10/12) $889.1K
Calls: $549.2K (62%)
Puts: $340.0K (38%)
Current vs Prior +427.16%
Calls: +309.75%
Puts: +616.82%
Prior 7-Day Total $36.19M
Calls: $23.89M (66%)
Puts: $12.30M (34%)
Prior 7-Day Average $5.17M
Calls: $3.41M (66%)
Puts: $1.76M (34%)
Current vs Prior 7-Day Avg -9.35%
Calls: -34.08%
Puts: +38.69%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/13) 1.18
Prior (10/12) 1.43
Current vs Prior -17.64%
Prior 7-Day Average 0.86
Current vs Prior 7-Day Avg +37.10%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/13) 13,568
Calls: 7,038 (52%)
Puts: 6,530 (48%)
Prior (10/12) 12,043
Calls: 7,352 (61%)
Puts: 4,691 (39%)
Current vs Prior +12.66%
Prior 7-Day Total 83,306
Calls: 43,212 (52%)
Puts: 40,094 (48%)
Prior 7-Day Average 11,900
Calls: 6,173 (52%)
Puts: 5,727 (48%)
Current vs Prior 7-Day Avg +14.01%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 5.36% | 16.64%5.36% | 16.64%
Prior 5.81% | 16.72%5.81% | 16.72%
Current vs Prior -7.74% | -0.45%-7.74% | -0.45%
Prior 7-Day Avg 7.53% | 17.79%7.53% | 17.79%
Current vs 7-Day Avg -28.83% | -6.43%-28.83% | -6.43%
Prior 7-Day Eod 5.81% | 16.72%5.81% | 16.72%
Current vs 7-Day Eod -7.74% | -0.45%-7.74% | -0.45%
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

Massive premium surge with dollar volume up 427% vs prior. Unusually high activity with volume up 173% vs prior - elevated interest. Slightly bearish P/C ratio of 1.18.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 3 of results (avg 5.9%, best 4.8%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Nov 2072.0075.50$73.754.7%10.85--
$330.00Oct 1664.3067.70$66.005.2%10.97--
$370.00Nov 2043.5047.00$45.257.7%30.6875
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. 10 found (avg delta 0.70, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Oct 1664.3067.70$66.005.2%10.97--
$370.00Oct 1625.3028.70$27.0012.6%120.89201
$330.00Nov 2072.0075.50$73.754.7%10.85--
$380.00Oct 1616.6020.20$18.4019.6%500.79551
$370.00Nov 2043.5047.00$45.257.7%30.6875
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Oct 168.1011.90$10.0038.0%50.58--
$410.00Nov 2035.5039.40$37.4510.4%150.53671

Most actively traded options today. High liquidity = easy entry/exit. 35 active (total vol 615, top 100)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Nov 2019.3023.00$21.1517.5%640.4265
$380.00Oct 1616.6020.20$18.4019.6%500.79551
$400.00Nov 2027.7031.30$29.5012.2%200.52--
$370.00Oct 1625.3028.70$27.0012.6%120.89201
$430.00Oct 160.002.00$1.00200.0%110.09193
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 2020.1024.00$22.0517.7%1000.38374
$390.00Nov 2024.7028.50$26.6014.3%1000.43124
$380.00Oct 160.304.50$2.40175.0%390.21222
$320.00Nov 202.855.50$4.1863.4%290.1138
$350.00Oct 160.001.50$0.75200.0%260.0629

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 8.6%, max 8.6%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$420.00Oct 16Nov 2065.7%60.5%8.6%6765
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 26 found (best R:R 0.79, avg 4.67)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$370.00$390.00Nov 20$11.15$8.85$11.1568%0.79$381.15
$390.00$400.00Nov 20$4.60$5.40$4.6057%1.17$394.60
$450.00$460.00Nov 20$1.80$8.20$1.8029%4.56$451.80
$410.00$420.00Oct 16$1.05$8.95$1.0525%8.52$411.05
$440.00$450.00Nov 20$2.30$7.70$2.3033%3.35$442.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$380.00$370.00Oct 16$1.22$8.78$1.2221%7.20$378.78
$400.00$390.00Oct 16$4.75$5.25$4.7558%1.11$395.25
$360.00$350.00Oct 16$0.68$9.32$0.6810%13.71$359.32
$390.00$380.00Oct 16$2.85$7.15$2.8538%2.51$387.15
$390.00$380.00Nov 20$4.55$5.45$4.5543%1.20$385.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 0.29, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$430.00$470.00Oct 16$0.97$0.97$39.0391%0.02$430.97
$420.00$430.00Oct 16$0.95$0.95$9.0584%0.10$420.95
$400.00$410.00Oct 16$2.90$2.90$7.1058%0.41$402.90
$400.00$410.00Nov 20$4.55$4.55$5.4548%0.83$404.55
$420.00$430.00Nov 20$3.45$3.45$6.5558%0.53$423.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$330.00$320.00Nov 20$2.22$2.22$7.7885%0.29$327.78
$350.00$340.00Nov 20$2.70$2.70$7.3077%0.37$347.30
$370.00$360.00Nov 20$3.65$3.65$6.3567%0.57$366.35
$380.00$370.00Nov 20$4.15$4.15$5.8562%0.71$375.85
$340.00$330.00Nov 20$2.15$2.15$7.8581%0.27$337.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $22.40, cheapest $21.35)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$390.00Oct 16Nov 20$22.9055.6%58.5%
$400.00Oct 16Nov 20$23.6055.2%61.5%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$390.00Oct 16Nov 20$21.3555.6%58.5%
$400.00Oct 16Nov 20$21.7555.2%61.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 4.02% of stock, avg 10.39%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$400.00Oct 16$5.90$10.00$15.90$384.10$415.904.02%
$390.00Oct 16$11.20$5.25$16.45$373.55$406.454.16%
$380.00Oct 16$18.40$2.40$20.80$359.20$400.805.26%
$370.00Oct 16$27.00$1.18$28.18$341.82$398.187.12%
$390.00Nov 20$34.10$26.60$60.70$329.30$450.7015.34%
$400.00Nov 20$29.50$31.75$61.25$338.75$461.2515.48%
$410.00Nov 20$24.95$37.45$62.40$347.60$472.4015.77%
$370.00Nov 20$45.25$17.90$63.15$306.85$433.1515.96%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 45 found (cheapest 0.44% of stock, avg 6.30%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$430.00$350.00Oct 16$1.00$0.75$1.75$348.25$431.75
$430.00$370.00Oct 16$1.00$1.18$2.18$367.82$432.18
$430.00$360.00Oct 16$1.00$1.43$2.43$357.57$432.43
$420.00$350.00Oct 16$1.95$0.75$2.70$347.30$422.70
$420.00$370.00Oct 16$1.95$1.18$3.13$366.87$423.13
$420.00$360.00Oct 16$1.95$1.43$3.38$356.62$423.38
$430.00$380.00Oct 16$1.00$2.40$3.40$376.60$433.40
$420.00$380.00Oct 16$1.95$2.40$4.35$375.65$424.35
$410.00$350.00Oct 16$3.00$0.75$3.75$346.25$413.75
$410.00$370.00Oct 16$3.00$1.18$4.18$365.82$414.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 16 found (best R:R 0.82, avg credit $3.72)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
320/330440/450Nov 20$4.52$5.4852%0.82$325.48$444.52
320/330450/460Nov 20$4.02$5.9856%0.67$325.98$454.02
340/350440/450Nov 20$5.00$5.0044%1.00$345.00$445.00
360/370440/450Nov 20$5.95$4.0535%1.47$364.05$445.95
340/350450/460Nov 20$4.50$5.5048%0.82$345.50$454.50
360/370450/460Nov 20$5.45$4.5539%1.20$364.55$455.45
330/340440/450Nov 20$4.45$5.5549%0.80$335.55$444.45
350/360440/450Nov 20$5.30$4.7040%1.13$354.70$445.30
330/340450/460Nov 20$3.95$6.0553%0.65$336.05$453.95
350/360450/460Nov 20$4.80$5.2044%0.92$355.20$454.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 99.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$410.00$420.00$430.00Oct 16$0.10$9.9016%99.00
$380.00$390.00$400.00Oct 16$1.90$8.1037%4.26
$410.00$420.00$430.00Nov 20$0.35$9.6510%27.57
$370.00$380.00$390.00Oct 16$1.40$8.6027%6.14
$420.00$430.00$440.00Nov 20$0.55$9.459%17.18
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$380.00$390.00$400.00Oct 16$1.90$8.1037%4.26
$340.00$350.00$360.00Nov 20$0.30$9.709%32.33
$370.00$380.00$390.00Nov 20$0.40$9.6010%24.00
$360.00$370.00$380.00Nov 20$0.50$9.5010%19.00
$390.00$400.00$410.00Nov 20$0.55$9.4510%17.18

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 $-16.75, 15 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$370.001:2Nov 20-$16.75$23.25
$390.00$400.001:2Oct 16-$0.60$9.40
$380.00$390.001:2Oct 16-$4.00$6.00
$400.00$410.001:2Oct 16-$0.10$9.90
$420.00$430.001:2Oct 16-$0.05$9.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$400.00$390.001:2Oct 16-$0.50$9.50
$360.00$350.001:2Oct 16-$0.07$9.93
$370.00$360.001:2Oct 16-$1.68$8.32
$330.00$320.001:2Nov 20-$1.96$8.04
$340.00$330.001:2Nov 20-$4.25$5.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 7.00%, avg 3.13%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$400.00Nov 20$27.700.521.1%7.00%8.10%20--
$410.00Nov 20$23.000.473.6%5.81%9.44%477
$420.00Nov 20$19.300.426.2%4.88%11.03%6465
$430.00Nov 20$15.700.378.7%3.97%12.65%838
$440.00Nov 20$12.800.3311.2%3.24%14.44%2--
$450.00Nov 20$10.600.2913.7%2.68%16.41%5145
$460.00Nov 20$9.000.2516.3%2.27%18.54%11246
$400.00Oct 16$3.900.421.1%0.99%2.08%9206
$420.00Oct 16$0.900.166.2%0.23%6.38%3--
$410.00Oct 16$1.000.253.6%0.25%3.88%7224

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 591
Total Puts 695
Put/Call Ratio 1.18
Net Difference -104

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,219
Total Puts 6,339
Average Put/Call Ratio 0.86
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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