Tour v531
NTRA
NATERA INC
$393.44 -2.80%
◀ 10/16 03:16

Option Volume

Detail
ℹ
Current (10/17) 2,362
Calls: 1,155 (49%)
Puts: 1,207 (51%)
Prior (10/14) 773
Calls: 222 (29%)
Puts: 551 (71%)
Current vs Prior +205.56%
Calls: +420.27% (Calls)
Puts: +119.06% (Puts)
Prior 7-Day Total 11,587
Calls: 5,781 (50%)
Puts: 5,806 (50%)
Prior 7-Day Average 1,655
Calls: 825 (50%)
Puts: 829 (50%)
Current vs Prior 7-Day Avg +42.69%
Calls: +39.85%
Puts: +45.52%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/17) $5.61M
Calls: $3.06M (54%)
Puts: $2.56M (46%)
Prior (10/14) $2.27M
Calls: $1.02M (45%)
Puts: $1.25M (55%)
Current vs Prior +147.11%
Calls: +200.61%
Puts: +103.75%
Prior 7-Day Total $29.91M
Calls: $18.91M (63%)
Puts: $11.00M (37%)
Prior 7-Day Average $4.27M
Calls: $2.70M (63%)
Puts: $1.57M (37%)
Current vs Prior 7-Day Avg +31.35%
Calls: +13.15%
Puts: +62.63%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/17) 1.04
Prior (10/14) 2.48
Current vs Prior -57.90%
Prior 7-Day Average 1.22
Current vs Prior 7-Day Avg -14.63%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/17) 12,773
Calls: 8,691 (68%)
Puts: 4,082 (32%)
Prior (10/14) 11,878
Calls: 6,286 (53%)
Puts: 5,592 (47%)
Current vs Prior +7.53%
Prior 7-Day Total 86,127
Calls: 47,395 (55%)
Puts: 38,732 (45%)
Prior 7-Day Average 12,303
Calls: 6,770 (55%)
Puts: 5,533 (45%)
Current vs Prior 7-Day Avg +3.81%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 16.98% | 19.95%
Prior 4.98% | 16.45%
Current vs Prior +241.08% | +21.26%
Prior 7-Day Avg 6.55% | 17.15%
Current vs 7-Day Avg +159.21% | +16.34%
Prior 7-Day Eod 4.98% | 16.45%
Current vs 7-Day Eod +241.08% | +21.26%
Sentiment BEARISH

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 147% vs prior. Unusually high activity with volume up 206% vs prior - elevated interest. Slightly bearish P/C ratio of 1.04. P/C ratio dropping 58% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 14 of results (avg 6.7%, best 3.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Nov 2077.9080.90$79.403.8%10.88--
$340.00Nov 2062.1065.00$63.554.6%10.80--
$360.00Nov 2048.2050.70$49.455.1%30.7099
$330.00Nov 2069.6073.40$71.505.3%10.83--
$350.00Nov 2054.9057.90$56.405.3%20.761.1K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Nov 2038.3041.10$39.707.1%70.55671
$400.00Nov 2032.6035.50$34.058.5%220.501.1K
$390.00Nov 2027.7030.20$28.958.6%1100.45227

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. 27 found (avg delta 629.25, highest 999.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Oct 1661.6065.10$63.355.5%2999.0015
$350.00Oct 1641.6044.50$43.056.7%3999.0044
$360.00Oct 1631.6034.70$33.159.4%6999.0017
$370.00Oct 1621.6024.80$23.2013.8%130999.00198
$380.00Oct 1611.9014.40$13.1519.0%164999.00530
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Oct 160.002.35$1.18199.2%3999.00--
$370.00Oct 160.002.40$1.20200.0%9999.00--
$380.00Oct 160.000.60$0.30200.0%20999.00266
$390.00Oct 160.100.50$0.30133.3%45999.00142
$400.00Oct 165.808.20$7.0034.3%19999.00157

Most actively traded options today. High liquidity = easy entry/exit. 43 active (total vol 1.8K, top 563)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Oct 1611.9014.40$13.1519.0%164999.00530
$370.00Oct 1621.6024.80$23.2013.8%130999.00198
$410.00Nov 2022.2025.40$23.8013.4%1070.4581
$410.00Oct 160.002.35$1.18199.2%61999.00225
$380.00Nov 2036.3039.10$37.707.4%460.6045
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 2022.1025.00$23.5512.3%5630.40777
$340.00Nov 207.5011.10$9.3038.7%1880.20146
$390.00Nov 2027.7030.20$28.958.6%1100.45227
$390.00Oct 160.100.50$0.30133.3%45999.00142
$320.00Nov 203.206.20$4.7063.8%410.1254

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. 22 found (best R:R 25.09, avg 3.09)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$430.00$460.00Oct 16$1.15$28.85$1.15100%25.09$431.15
$390.00$400.00Oct 16$3.20$6.80$3.20100%2.12$393.20
$360.00$370.00Nov 20$5.75$4.25$5.7570%0.74$365.75
$440.00$450.00Nov 20$1.90$8.10$1.9031%4.26$441.90
$380.00$390.00Nov 20$4.95$5.05$4.9560%1.02$384.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$340.00$330.00Nov 20$1.50$8.50$1.5020%5.67$338.50
$400.00$390.00Nov 20$5.10$4.90$5.1050%0.96$394.90
$410.00$400.00Nov 20$5.65$4.35$5.6555%0.77$404.35
$370.00$360.00Nov 20$3.55$6.45$3.5534%1.82$366.45
$350.00$340.00Nov 20$2.75$7.25$2.7524%2.64$347.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 0.45, avg 0.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$450.00$460.00Nov 20$2.35$2.35$7.6573%0.31$452.35
$460.00$470.00Nov 20$1.90$1.90$8.1077%0.23$461.90
$430.00$440.00Nov 20$3.00$3.00$7.0064%0.43$433.00
$420.00$430.00Nov 20$3.35$3.35$6.6560%0.50$423.35
$410.00$420.00Nov 20$3.80$3.80$6.2055%0.61$413.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$330.00$320.00Nov 20$3.10$3.10$6.9083%0.45$326.90
$390.00$380.00Nov 20$5.40$5.40$4.6055%1.17$384.60
$360.00$350.00Nov 20$3.60$3.60$6.4071%0.56$356.40
$380.00$370.00Nov 20$4.35$4.35$5.6560%0.77$375.65
$350.00$340.00Nov 20$2.75$2.75$7.2576%0.38$347.25

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 0.90% of stock, avg 10.11%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$390.00Oct 16$3.23$0.30$3.53$386.47$393.530.90%
$400.00Oct 16$0.03$7.00$7.03$392.97$407.031.79%
$380.00Oct 16$13.15$0.30$13.45$366.55$393.453.42%
$410.00Oct 16$1.18$16.95$18.13$391.87$428.134.61%
$370.00Oct 16$23.20$1.20$24.40$345.60$394.406.20%
$360.00Oct 16$33.15$1.18$34.33$325.67$394.338.73%
$380.00Nov 20$37.70$23.55$61.25$318.75$441.2515.57%
$390.00Nov 20$32.75$28.95$61.70$328.30$451.7015.68%
$400.00Nov 20$28.00$34.05$62.05$337.95$462.0515.77%
$370.00Nov 20$43.70$19.20$62.90$307.10$432.9015.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 6.96% of stock, avg 10.54%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$450.00$360.00Nov 20$11.75$15.65$27.40$332.60$477.40
$440.00$360.00Nov 20$13.65$15.65$29.30$330.70$469.30
$450.00$370.00Nov 20$11.75$19.20$30.95$339.05$480.95
$440.00$370.00Nov 20$13.65$19.20$32.85$337.15$472.85
$430.00$360.00Nov 20$16.65$15.65$32.30$327.70$462.30
$430.00$370.00Nov 20$16.65$19.20$35.85$334.15$465.85
$420.00$360.00Nov 20$20.00$15.65$35.65$324.35$455.65
$450.00$380.00Nov 20$11.75$23.55$35.30$344.70$485.30
$440.00$380.00Nov 20$13.65$23.55$37.20$342.80$477.20
$420.00$370.00Nov 20$20.00$19.20$39.20$330.80$459.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 15 found (best R:R 1.20, avg credit $4.95)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
320/330450/460Nov 20$5.45$4.5556%1.20$324.55$455.45
320/330460/470Nov 20$5.00$5.0060%1.00$325.00$465.00
350/360450/460Nov 20$5.95$4.0543%1.47$354.05$455.95
350/360460/470Nov 20$5.50$4.5047%1.22$354.50$465.50
320/330440/450Nov 20$5.00$5.0052%1.00$325.00$445.00
340/350450/460Nov 20$5.10$4.9048%1.04$344.90$455.10
340/350460/470Nov 20$4.65$5.3552%0.87$345.35$464.65
360/370450/460Nov 20$5.90$4.1038%1.44$364.10$455.90
360/370460/470Nov 20$5.45$4.5542%1.20$364.55$465.45
350/360440/450Nov 20$5.50$4.5040%1.22$354.50$445.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 49.00, cheapest $0.13)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$380.00$390.00$400.00Nov 20$0.20$9.8010%49.00
$340.00$350.00$360.00Nov 20$0.20$9.809%49.00
$420.00$430.00$440.00Nov 20$0.35$9.659%27.57
$400.00$410.00$420.00Nov 20$0.40$9.6010%24.00
$410.00$420.00$430.00Nov 20$0.45$9.5510%21.22
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$390.00$400.00$410.00Nov 20$0.55$9.4510%17.18
$360.00$370.00$380.00Nov 20$0.80$9.2010%11.50
$340.00$350.00$360.00Nov 20$0.85$9.159%10.76
$370.00$380.00$390.00Nov 20$1.05$8.9510%8.52
$330.00$340.00$350.00Nov 20$1.25$8.758%7.00

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 $-0.30, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$410.00$420.001:2Oct 16-$1.18$8.82
$420.00$430.001:2Oct 16-$1.18$8.82
$400.00$410.001:2Oct 16-$2.33$7.67
$370.00$380.001:2Oct 16-$3.10$6.90
$460.00$470.001:2Nov 20-$5.60$4.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$390.00$380.001:2Oct 16-$0.30$9.70
$370.00$360.001:2Oct 16-$1.16$8.84
$380.00$370.001:2Oct 16-$2.10$7.90
$330.00$320.001:2Nov 20-$1.60$8.40
$350.00$340.001:2Nov 20-$6.55$3.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 6.74%, avg 3.75%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$400.00Nov 20$26.500.501.7%6.74%8.40%1882
$410.00Nov 20$22.200.454.2%5.64%9.85%10781
$420.00Nov 20$18.500.406.8%4.70%11.45%44120
$430.00Nov 20$15.000.359.3%3.81%13.10%10197
$440.00Nov 20$12.000.3111.8%3.05%14.88%3528
$450.00Nov 20$10.500.2714.4%2.67%17.04%5243
$460.00Nov 20$7.800.2316.9%1.98%18.90%6249
$470.00Nov 20$5.700.2019.5%1.45%20.91%257

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 1,155
Total Puts 1,207
Put/Call Ratio 1.04
Net Difference -52

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,781
Total Puts 5,806
Average Put/Call Ratio 1.22
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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