Tour v531
NTRA
NATERA INC
$394.75 -0.23%
$393.50 (-0.32%)🌙
as of 10/14 06:37 PM
◀ 10/14 18:37 ▶

Option Volume

Detail
ℹ
Current (10/14) 773
Calls: 222 (29%)
Puts: 551 (71%)
Prior (10/13) 1,286
Calls: 591 (46%)
Puts: 695 (54%)
Current vs Prior -39.89%
Calls: -62.44% (Calls)
Puts: -20.72% (Puts)
Prior 7-Day Total 12,766
Calls: 7,182 (56%)
Puts: 5,584 (44%)
Prior 7-Day Average 1,823
Calls: 1,026 (56%)
Puts: 797 (44%)
Current vs Prior 7-Day Avg -57.61%
Calls: -78.36%
Puts: -30.93%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/14) $2.27M
Calls: $1.02M (45%)
Puts: $1.25M (55%)
Prior (10/13) $4.69M
Calls: $2.25M (48%)
Puts: $2.44M (52%)
Current vs Prior -51.54%
Calls: -54.81%
Puts: -48.52%
Prior 7-Day Total $31.60M
Calls: $21.26M (67%)
Puts: $10.34M (33%)
Prior 7-Day Average $4.51M
Calls: $3.04M (67%)
Puts: $1.48M (33%)
Current vs Prior 7-Day Avg -49.69%
Calls: -66.52%
Puts: -15.08%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/14) 2.48
Prior (10/13) 1.18
Current vs Prior +111.06%
Prior 7-Day Average 0.90
Current vs Prior 7-Day Avg +176.23%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/14) 11,878
Calls: 6,286 (53%)
Puts: 5,592 (47%)
Prior (10/13) 13,568
Calls: 7,038 (52%)
Puts: 6,530 (48%)
Current vs Prior -12.46%
Prior 7-Day Total 85,581
Calls: 46,781 (55%)
Puts: 38,800 (45%)
Prior 7-Day Average 12,225
Calls: 6,683 (55%)
Puts: 5,542 (45%)
Current vs Prior 7-Day Avg -2.85%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)Expiry (10/16) | Next (11/20)
Current 4.98% | 16.45%4.98% | 16.45%
Prior 5.36% | 16.64%5.36% | 16.64%
Current vs Prior -7.10% | -1.14%-7.10% | -1.14%
Prior 7-Day Avg 7.05% | 17.49%7.05% | 17.49%
Current vs 7-Day Avg -29.41% | -5.90%-29.41% | -5.90%
Prior 7-Day Eod 5.36% | 16.64%5.36% | 16.64%
Current vs 7-Day Eod -7.10% | -1.14%-7.10% | -1.14%
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

Light premium activity with dollar volume down 52% vs prior. Extreme bearish P/C ratio of 2.48 - heavy put buying. P/C ratio rising 111% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 5 of results (avg 7.1%, best 4.8%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Oct 1673.3076.90$75.104.8%10.9510
$360.00Nov 2049.0052.10$50.556.1%10.72--
$380.00Nov 2036.5040.30$38.409.9%10.62--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Nov 2049.0052.30$50.656.5%10.64--
$420.00Nov 2042.0045.60$43.808.2%60.59224

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. 13 found (avg delta 0.74, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Oct 1673.3076.90$75.104.8%10.9510
$360.00Oct 1633.6037.20$35.4010.2%10.95--
$370.00Oct 1624.1027.00$25.5511.4%20.88199
$380.00Oct 1615.3018.20$16.7517.3%10.79--
$360.00Nov 2049.0052.10$50.556.1%10.72--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Oct 1633.4037.00$35.2010.2%10.92--
$410.00Oct 1615.0018.50$16.7520.9%110.84149
$430.00Nov 2049.0052.30$50.656.5%10.64--
$400.00Oct 167.9011.30$9.6035.4%190.60145
$420.00Nov 2042.0045.60$43.808.2%60.59224

Most actively traded options today. High liquidity = easy entry/exit. 32 active (total vol 508, top 302)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Oct 160.002.65$1.33199.2%330.17218
$400.00Oct 163.606.20$4.9053.1%130.40207
$430.00Nov 2015.1019.10$17.1023.4%120.3644
$420.00Oct 160.002.80$1.40200.0%110.13208
$430.00Oct 160.001.70$0.85200.0%90.08193
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 2020.1023.80$21.9516.9%3020.38474
$360.00Nov 2012.2015.30$13.7522.5%220.2831
$400.00Oct 167.9011.30$9.6035.4%190.60145
$350.00Nov 2010.5012.80$11.6519.7%150.23274
$410.00Oct 1615.0018.50$16.7520.9%110.84149

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 7.5%, max 18.7%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$400.00Oct 16Nov 2061.9%61.1%1.3%20277
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$380.00Oct 16Nov 2069.8%58.8%18.7%306735
$390.00Oct 16Nov 2063.2%58.1%8.8%6372
$400.00Oct 16Nov 2061.9%61.1%1.3%201.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 20 found (best R:R 0.65, avg 3.03)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$360.00$380.00Nov 20$12.15$7.85$12.1572%0.65$372.15
$380.00$400.00Nov 20$10.05$9.95$10.0562%0.99$390.05
$400.00$420.00Nov 20$8.00$12.00$8.0051%1.50$408.00
$450.00$460.00Nov 20$1.70$8.30$1.7028%4.88$451.70
$420.00$430.00Nov 20$3.25$6.75$3.2541%2.08$423.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$360.00$350.00Nov 20$2.10$7.90$2.1028%3.76$357.90
$400.00$390.00Oct 16$4.65$5.35$4.6560%1.15$395.35
$390.00$380.00Oct 16$2.45$7.55$2.4538%3.08$387.55
$380.00$370.00Oct 16$1.20$8.80$1.2022%7.33$378.80
$390.00$380.00Nov 20$4.50$5.50$4.5044%1.22$385.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 0.32, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$400.00$410.00Oct 16$3.57$3.57$6.4360%0.56$403.57
$440.00$450.00Nov 20$2.70$2.70$7.3068%0.37$442.70
$420.00$430.00Oct 16$0.55$0.55$9.4587%0.06$420.55
$430.00$440.00Nov 20$2.90$2.90$7.1064%0.41$432.90
$420.00$430.00Nov 20$3.25$3.25$6.7559%0.48$423.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$340.00$320.00Nov 20$4.82$4.82$15.1881%0.32$335.18
$380.00$360.00Nov 20$8.20$8.20$11.8062%0.69$371.80
$350.00$340.00Nov 20$2.65$2.65$7.3576%0.36$347.35
$390.00$380.00Nov 20$4.50$4.50$5.5056%0.82$385.50
$380.00$370.00Oct 16$1.20$1.20$8.8078%0.14$378.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $22.40, cheapest $21.50)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$400.00Oct 16Nov 20$23.4561.9%61.1%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$390.00Oct 16Nov 20$21.5063.2%58.1%
$400.00Oct 16Nov 20$22.2561.9%61.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 3.67% of stock, avg 10.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$400.00Oct 16$4.90$9.60$14.50$385.50$414.503.67%
$390.00Oct 16$10.05$4.95$15.00$375.00$405.003.80%
$410.00Oct 16$1.33$16.75$18.08$391.92$428.084.58%
$380.00Oct 16$16.75$2.50$19.25$360.75$399.254.88%
$370.00Oct 16$25.55$1.30$26.85$343.15$396.856.80%
$430.00Oct 16$0.85$35.20$36.05$393.95$466.059.13%
$400.00Nov 20$28.35$31.85$60.20$339.80$460.2015.25%
$380.00Nov 20$38.40$21.95$60.35$319.65$440.3515.29%
$420.00Nov 20$20.35$43.80$64.15$355.85$484.1516.25%
$360.00Nov 20$50.55$13.75$64.30$295.70$424.3016.29%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 37 found (cheapest 0.54% of stock, avg 6.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$430.00$370.00Oct 16$0.85$1.30$2.15$367.85$432.15
$420.00$370.00Oct 16$1.40$1.30$2.70$367.30$422.70
$410.00$370.00Oct 16$1.33$1.30$2.63$367.37$412.63
$430.00$380.00Oct 16$0.85$2.50$3.35$376.65$433.35
$410.00$380.00Oct 16$1.33$2.50$3.83$376.17$413.83
$420.00$380.00Oct 16$1.40$2.50$3.90$376.10$423.90
$410.00$390.00Oct 16$1.33$4.95$6.28$383.72$416.28
$430.00$390.00Oct 16$0.85$4.95$5.80$384.20$435.80
$420.00$390.00Oct 16$1.40$4.95$6.35$383.65$426.35
$400.00$370.00Oct 16$4.90$1.30$6.20$363.80$406.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 7 found (best R:R 1.15, avg credit $4.87)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
340/350440/450Nov 20$5.35$4.6544%1.15$344.65$445.35
340/350450/460Nov 20$4.35$5.6549%0.77$345.65$454.35
350/360440/450Nov 20$4.80$5.2040%0.92$355.20$444.80
350/360450/460Nov 20$3.80$6.2045%0.61$356.20$453.80
370/380420/430Oct 16$1.75$8.2565%0.21$378.25$421.75
320/340440/450Nov 20$7.52$12.4849%0.60$332.48$447.52
320/340450/460Nov 20$6.52$13.4853%0.48$333.48$456.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 5.33, cheapest $0.20)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$390.00$400.00$410.00Oct 16$1.58$8.4245%5.33
$380.00$390.00$400.00Oct 16$1.55$8.4539%5.45
$430.00$440.00$450.00Nov 20$0.20$9.809%49.00
$380.00$400.00$420.00Nov 20$2.05$17.9521%8.76
$360.00$380.00$400.00Nov 20$2.10$17.9021%8.52
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$390.00$400.00$410.00Oct 16$2.50$7.5045%3.00
$370.00$380.00$390.00Oct 16$1.25$8.7526%7.00
$380.00$390.00$400.00Oct 16$2.20$7.8039%3.55
$380.00$390.00$400.00Nov 20$0.90$9.1010%10.11

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 $-2.45, 16 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$380.00$390.001:2Oct 16-$3.35$6.65
$370.00$380.001:2Oct 16-$7.95$2.05
$420.00$430.001:2Oct 16-$0.30$9.70
$410.00$420.001:2Oct 16-$1.47$8.53
$400.00$420.001:2Nov 20-$12.35$7.65
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$410.00$400.001:2Oct 16-$2.45$7.55
$400.00$390.001:2Oct 16-$0.30$9.70
$390.00$380.001:2Oct 16-$0.05$9.95
$380.00$370.001:2Oct 16-$0.10$9.90
$380.00$360.001:2Nov 20-$5.55$14.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 6.69%, avg 3.38%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$400.00Nov 20$26.400.511.3%6.69%8.02%770
$420.00Nov 20$18.400.416.4%4.66%11.06%6119
$430.00Nov 20$15.100.368.9%3.83%12.75%1244
$440.00Nov 20$12.200.3211.5%3.09%14.55%251
$450.00Nov 20$9.900.2814.0%2.51%16.50%5147
$460.00Nov 20$7.800.2416.5%1.98%18.51%3247
$400.00Oct 16$3.600.401.3%0.91%2.24%13207

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 222
Total Puts 551
Put/Call Ratio 2.48
Net Difference -329

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,182
Total Puts 5,584
Average Put/Call Ratio 0.90
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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