Tour v346
NTRA
NATERA INC
$271.39 +0.58%
$271.53 (+0.05%)🌙
as of 07/17 07:05 PM
7/17 19:05

Option Volume

Detail
Current (07/17) 732
Calls: 697 (95%)
Puts: 35 (5%)
Prior (07/16) 1,882
Calls: 1,550 (82%)
Puts: 332 (18%)
Current vs Prior -61.11%
Calls: -55.03% (Calls)
Puts: -89.46% (Puts)
Prior 7-Day Total 7,076
Calls: 5,312 (75%)
Puts: 1,764 (25%)
Prior 7-Day Average 1,010
Calls: 758 (75%)
Puts: 252 (25%)
Current vs Prior 7-Day Avg -27.59%
Calls: -8.15%
Puts: -86.11%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $1.65M
Calls: $1.60M (97%)
Puts: $43.5K (3%)
Prior (07/16) $4.01M
Calls: $3.78M (94%)
Puts: $225.3K (6%)
Current vs Prior -58.93%
Calls: -57.64%
Puts: -80.70%
Prior 7-Day Total $14.81M
Calls: $13.04M (88%)
Puts: $1.77M (12%)
Prior 7-Day Average $2.12M
Calls: $1.86M (88%)
Puts: $253.3K (12%)
Current vs Prior 7-Day Avg -22.23%
Calls: -13.99%
Puts: -82.83%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.05
Prior (07/16) 0.21
Current vs Prior -76.56%
Prior 7-Day Average 0.48
Current vs Prior 7-Day Avg -89.47%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 9,589
Calls: 9,405 (98%)
Puts: 184 (2%)
Prior (07/16) 8,204
Calls: 5,129 (63%)
Puts: 3,075 (37%)
Current vs Prior +16.88%
Prior 7-Day Total 52,066
Calls: 41,089 (79%)
Puts: 10,977 (21%)
Prior 7-Day Average 7,438
Calls: 5,869 (79%)
Puts: 1,568 (21%)
Current vs Prior 7-Day Avg +28.92%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 3.74% | 17.74%3.74% | 17.74%
Prior 5.34% | 17.73%5.34% | 17.73%
Current vs Prior +232.45% | +20.83%-29.92% | +0.05%
Prior 7-Day Avg 7.07% | 18.50%7.07% | 18.50%
Current vs 7-Day Avg +150.94% | +15.84%-47.10% | -4.08%
Prior 7-Day Eod 5.34% | 17.73%5.34% | 17.73%
Current vs 7-Day Eod +232.45% | +20.83%-29.92% | +0.05%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 15.07% | 13.89%
Calls: 18.18% | 14.15%
Puts: 11.97% | 13.64%
Prior 15.07% | 13.89%
Calls: 18.18% | 14.15%
Puts: 11.97% | 13.64%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 15.07% | 13.89%
Calls: 18.18% | 14.15%
Puts: 11.97% | 13.64%
Current vs 7-Day Avg -0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($1.60M) vs puts ($43.5K). Light premium activity with dollar volume down 59% vs prior. Below-average activity with volume down 61% vs prior. Extreme bullish P/C ratio of 0.05 - heavy call buying (697 calls vs 35 puts).

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 4 of results (avg 7.6%, best 6.4%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jul 1750.0053.30$51.656.4%31.001.5K
$230.00Aug 2146.6050.10$48.357.2%30.8256
$230.00Jul 1740.0043.30$41.657.9%70.92315
$260.00Aug 2126.5029.00$27.759.0%50.63--
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 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jul 1750.0053.30$51.656.4%31.001.5K
$230.00Jul 1740.0043.30$41.657.9%70.92315
$240.00Jul 1730.0033.30$31.6510.4%1940.90--
$250.00Jul 1720.0023.30$21.6515.2%1660.87--
$230.00Aug 2146.6050.10$48.357.2%30.8256
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 176.7010.00$8.3539.5%10.80--

Most actively traded options today. High liquidity = easy entry/exit. 24 active (total vol 563, top 194)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 1730.0033.30$31.6510.4%1940.90--
$250.00Jul 1720.0023.30$21.6515.2%1660.87--
$270.00Jul 170.103.50$1.80188.9%600.62192
$260.00Jul 1710.0013.30$11.6528.3%360.82203
$300.00Aug 219.5012.80$11.1529.6%140.35--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 216.7010.10$8.4040.5%150.2366
$220.00Aug 212.705.50$4.1068.3%30.13--
$250.00Aug 2110.6013.60$12.1024.8%30.30--
$260.00Aug 2113.5016.10$14.8017.6%30.37--
$260.00Jul 170.002.50$1.25200.0%10.1896

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 1089.1%, max 2230.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$230.00Jul 17Aug 211561.2%67.0%2230.4%10371
$300.00Jul 17Aug 211042.2%63.4%1544.5%22109
$290.00Jul 17Aug 21781.4%63.5%1130.8%111.2K
$260.00Jul 17Aug 21625.0%62.1%906.3%41203
$280.00Jul 17Aug 21481.9%63.5%659.4%8--
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$260.00Jul 17Aug 21625.0%62.1%906.3%496

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 10 found (best R:R 12.89, avg 3.35)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$270.00$280.00Jul 17$0.72$9.28$0.7212.89$270.72
$310.00$320.00Aug 21$2.30$7.70$2.303.35$312.30
$300.00$310.00Aug 21$2.40$7.60$2.403.17$302.40
$290.00$300.00Aug 21$3.10$6.90$3.102.23$293.10
$280.00$290.00Aug 21$3.70$6.30$3.701.70$283.70
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$240.00$220.00Aug 21$4.30$15.70$4.303.65$235.70
$260.00$250.00Aug 21$2.70$7.30$2.702.70$257.30
$250.00$240.00Aug 21$3.70$6.30$3.701.70$246.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 65.67, avg 5.79)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$260.00$270.00Jul 17$9.85$9.85$0.1565.67$269.85
$230.00$260.00Aug 21$20.60$20.60$9.402.19$250.60
$260.00$270.00Aug 21$5.10$5.10$4.901.04$265.10
$270.00$280.00Aug 21$4.70$4.70$5.300.89$274.70
$280.00$290.00Aug 21$3.70$3.70$6.300.59$283.70
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$280.00$270.00Jul 17$7.20$7.20$2.802.57$272.80
$250.00$240.00Aug 21$3.70$3.70$6.300.59$246.30
$260.00$250.00Aug 21$2.70$2.70$7.300.37$257.30
$240.00$220.00Aug 21$4.30$4.30$15.700.27$235.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $13.90, cheapest $6.70)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Jul 17Aug 21$6.701561.2%67.0%
$300.00Jul 17Aug 21$10.071042.2%63.4%
$290.00Jul 17Aug 21$13.17781.4%63.5%
$260.00Jul 17Aug 21$16.10625.0%62.1%
$280.00Jul 17Aug 21$16.87481.9%63.5%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$260.00Jul 17Aug 21$13.55625.0%62.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 1.09% of stock, avg 6.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$270.00Jul 17$1.80$1.15$2.95$267.05$272.951.09%
$280.00Jul 17$1.08$8.35$9.43$270.57$289.433.47%
$260.00Jul 17$11.65$1.25$12.90$247.10$272.904.75%
$260.00Aug 21$27.75$14.80$42.55$217.45$302.5515.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 26 found (cheapest 0.82% of stock, avg 6.30%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$280.00$270.00Jul 17$1.08$1.15$2.23$267.77$282.23
$290.00$270.00Jul 17$1.08$1.15$2.23$267.77$292.23
$300.00$270.00Jul 17$1.08$1.15$2.23$267.77$302.23
$280.00$260.00Jul 17$1.08$1.25$2.33$257.67$282.33
$290.00$260.00Jul 17$1.08$1.25$2.33$257.67$292.33
$300.00$260.00Jul 17$1.08$1.25$2.33$257.67$302.33
$320.00$220.00Aug 21$6.45$4.10$10.55$209.45$330.55
$310.00$220.00Aug 21$8.75$4.10$12.85$207.15$322.85
$320.00$240.00Aug 21$6.45$8.40$14.85$225.15$334.85
$300.00$220.00Aug 21$11.15$4.10$15.25$204.75$315.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 17 found (best R:R 7.33, avg credit $7.08)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
240/250260/270Aug 21$8.80$1.207.33$241.20$268.80
240/250270/280Aug 21$8.40$1.605.25$241.60$278.40
240/250280/290Aug 21$7.40$2.602.85$242.60$287.40
250/260270/280Aug 21$7.40$2.602.85$252.60$277.40
240/250290/300Aug 21$6.80$3.202.12$243.20$296.80
250/260280/290Aug 21$6.40$3.601.78$253.60$286.40
240/250300/310Aug 21$6.10$3.901.56$243.90$306.10
240/250310/320Aug 21$6.00$4.001.50$244.00$316.00
250/260290/300Aug 21$5.80$4.201.38$254.20$295.80
250/260300/310Aug 21$5.10$4.901.04$254.90$305.10

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 99.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$300.00$310.00$320.00Aug 21$0.10$9.9099.00
$250.00$260.00$270.00Jul 17$0.15$9.8565.67
$260.00$270.00$280.00Aug 21$0.40$9.6024.00
$280.00$290.00$300.00Aug 21$0.60$9.4015.67
$290.00$300.00$310.00Aug 21$0.70$9.3013.29
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$260.00$270.00$280.00Jul 17$7.30$2.700.37

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 14 found (best net $-7.15, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$260.001:2Aug 21-$7.15$22.85
$270.00$280.001:2Jul 17-$0.36$9.64
$280.00$290.001:2Jul 17-$1.08$8.92
$290.00$300.001:2Jul 17-$1.08$8.92
$250.00$260.001:2Jul 17-$1.65$8.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$260.001:2Jul 17-$1.35$8.65
$250.00$240.001:2Aug 21-$4.70$5.30
$260.00$250.001:2Aug 21-$9.40$0.60
$240.00$220.001:2Aug 21$0.20$19.80
$280.00$270.001:2Jul 17$6.05$3.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 6.08%, avg 3.69%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Aug 21$16.500.483.2%6.08%9.25%5--
$290.00Aug 21$12.500.416.9%4.61%11.46%11.1K
$300.00Aug 21$9.500.3510.5%3.50%14.04%14--
$310.00Aug 21$7.000.2914.2%2.58%16.81%775
$320.00Aug 21$4.600.2317.9%1.69%19.61%13186

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 697
Total Puts 35
Put/Call Ratio 0.05
Net Difference 662

Prior's Put/Call Breakdown

Total Calls 1,550
Total Puts 332
Put/Call Ratio 0.21
Net Difference 1,218

Prior 7-Day Put/Call Summary

Total Calls 5,312
Total Puts 1,764
Average Put/Call Ratio 0.48
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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