Tour v366
NTRA
NATERA INC
$262.63 -3.23%
$263.70 (+0.41%)🌙
as of 07/20 06:52 PM
7/20 18:52

Option Volume

Detail
Current (07/20) 348
Calls: 77 (22%)
Puts: 271 (78%)
Prior (07/17) 732
Calls: 697 (95%)
Puts: 35 (5%)
Current vs Prior -52.46%
Calls: -88.95% (Calls)
Puts: +674.29% (Puts)
Prior 7-Day Total 6,726
Calls: 5,057 (75%)
Puts: 1,669 (25%)
Prior 7-Day Average 960
Calls: 722 (75%)
Puts: 238 (25%)
Current vs Prior 7-Day Avg -63.78%
Calls: -89.34%
Puts: +13.66%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/20) $491.4K
Calls: $101.7K (21%)
Puts: $389.7K (79%)
Prior (07/17) $1.65M
Calls: $1.60M (97%)
Puts: $43.5K (3%)
Current vs Prior -70.13%
Calls: -93.65%
Puts: +795.90%
Prior 7-Day Total $14.45M
Calls: $12.76M (88%)
Puts: $1.69M (12%)
Prior 7-Day Average $2.06M
Calls: $1.82M (88%)
Puts: $241.5K (12%)
Current vs Prior 7-Day Avg -76.20%
Calls: -94.42%
Puts: +61.39%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/20) 3.52
Prior (07/17) 0.05
Current vs Prior +6908.79%
Prior 7-Day Average 0.46
Current vs Prior 7-Day Avg +658.16%
Sentiment BEARISH

Open Interest

Detail
Current (07/20) 9,206
Calls: 5,454 (59%)
Puts: 3,752 (41%)
Prior (07/17) 9,589
Calls: 9,405 (98%)
Puts: 184 (2%)
Current vs Prior -3.99%
Prior 7-Day Total 56,460
Calls: 45,454 (81%)
Puts: 11,006 (19%)
Prior 7-Day Average 8,065
Calls: 6,493 (81%)
Puts: 1,572 (19%)
Current vs Prior 7-Day Avg +14.14%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 17.17% | 20.96%
Prior 17.74% | 21.43%
Current vs Prior -3.21% | -2.17%
Prior 7-Day Avg 8.34% | 18.77%
Current vs 7-Day Avg +105.92% | +11.67%
Prior 7-Day Eod 17.74% | 21.43%
Current vs 7-Day Eod -3.21% | -2.17%
Sentiment BULLISH

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 bearish conviction with 79% of dollar volume in puts ($389.7K) vs calls ($101.7K). Light premium activity with dollar volume down 70% vs prior. Below-average activity with volume down 52% vs prior. Extreme bearish P/C ratio of 3.52 - heavy put buying.

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

No options available for this category

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. 3 found (avg delta 0.56, highest 0.59)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Aug 2120.5023.00$21.7511.5%10.56200
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 2128.0031.10$29.5510.5%920.5949
$270.00Aug 2122.0024.70$23.3511.6%120.5224

Most actively traded options today. High liquidity = easy entry/exit. 18 active (total vol 255, top 92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 2112.5014.00$13.2511.3%210.41172
$300.00Aug 216.009.70$7.8547.1%180.281.7K
$270.00Aug 2115.5018.00$16.7514.9%80.482.7K
$330.00Aug 211.605.50$3.55109.9%60.15314
$290.00Aug 218.8011.60$10.2027.5%30.34--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 2128.0031.10$29.5510.5%920.5949
$190.00Aug 210.202.45$1.33169.2%450.05193
$220.00Aug 214.006.70$5.3550.5%140.1753
$260.00Aug 2116.5019.20$17.8515.1%130.4440
$270.00Aug 2122.0024.70$23.3511.6%120.5224

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. 16 found (best R:R 13.93, avg 4.37)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$330.00$340.00Aug 21$0.95$9.05$0.959.53$330.95
$320.00$330.00Aug 21$1.20$8.80$1.207.33$321.20
$310.00$320.00Aug 21$1.25$8.75$1.257.00$311.25
$300.00$310.00Aug 21$1.85$8.15$1.854.41$301.85
$290.00$300.00Aug 21$2.35$7.65$2.353.26$292.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$200.00$190.00Aug 21$0.67$9.33$0.6713.93$199.33
$230.00$220.00Aug 21$1.15$8.85$1.157.70$228.85
$220.00$200.00Aug 21$3.35$16.65$3.354.97$216.65
$240.00$230.00Aug 21$2.80$7.20$2.802.57$237.20
$260.00$250.00Aug 21$4.20$5.80$4.201.38$255.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 1.63, avg 0.50)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$260.00$270.00Aug 21$5.00$5.00$5.001.00$265.00
$270.00$280.00Aug 21$3.50$3.50$6.500.54$273.50
$280.00$290.00Aug 21$3.05$3.05$6.950.44$283.05
$290.00$300.00Aug 21$2.35$2.35$7.650.31$292.35
$300.00$310.00Aug 21$1.85$1.85$8.150.23$301.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$280.00$270.00Aug 21$6.20$6.20$3.801.63$273.80
$270.00$260.00Aug 21$5.50$5.50$4.501.22$264.50
$250.00$240.00Aug 21$4.35$4.35$5.650.77$245.65
$260.00$250.00Aug 21$4.20$4.20$5.800.72$255.80
$240.00$230.00Aug 21$2.80$2.80$7.200.39$237.20

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. 3 found (cheapest 15.08% of stock, avg 15.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$260.00Aug 21$21.75$17.85$39.60$220.40$299.6015.08%
$270.00Aug 21$16.75$23.35$40.10$229.90$310.1015.27%
$280.00Aug 21$13.25$29.55$42.80$237.20$322.8016.30%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 4.32% of stock, avg 8.13%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$310.00$220.00Aug 21$6.00$5.35$11.35$208.65$321.35
$310.00$230.00Aug 21$6.00$6.50$12.50$217.50$322.50
$300.00$220.00Aug 21$7.85$5.35$13.20$206.80$313.20
$300.00$230.00Aug 21$7.85$6.50$14.35$215.65$314.35
$310.00$240.00Aug 21$6.00$9.30$15.30$224.70$325.30
$290.00$220.00Aug 21$10.20$5.35$15.55$204.45$305.55
$290.00$230.00Aug 21$10.20$6.50$16.70$213.30$306.70
$300.00$240.00Aug 21$7.85$9.30$17.15$222.85$317.15
$280.00$220.00Aug 21$13.25$5.35$18.60$201.40$298.60
$290.00$240.00Aug 21$10.20$9.30$19.50$220.50$309.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 58 found (best R:R 14.38, avg credit $5.52)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
240/250260/270Aug 21$9.35$0.6514.38$240.65$269.35
260/270280/290Aug 21$8.55$1.455.90$261.45$288.55
270/280290/300Aug 21$8.55$1.455.90$271.45$298.55
270/280300/310Aug 21$8.05$1.954.13$271.95$308.05
240/250270/280Aug 21$7.85$2.153.65$242.15$277.85
260/270290/300Aug 21$7.85$2.153.65$262.15$297.85
230/240260/270Aug 21$7.80$2.203.55$232.20$267.80
250/260270/280Aug 21$7.70$2.303.35$252.30$277.70
270/280310/320Aug 21$7.45$2.552.92$272.55$317.45
240/250280/290Aug 21$7.40$2.602.85$242.60$287.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$310.00$320.00$330.00Aug 21$0.05$9.95199.00
$320.00$330.00$340.00Aug 21$0.25$9.7539.00
$270.00$280.00$290.00Aug 21$0.45$9.5521.22
$290.00$300.00$310.00Aug 21$0.50$9.5019.00
$300.00$310.00$320.00Aug 21$0.60$9.4015.67
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$260.00$270.00$280.00Aug 21$0.70$9.3013.29
$250.00$260.00$270.00Aug 21$1.30$8.706.69
$230.00$240.00$250.00Aug 21$1.55$8.455.45
$220.00$230.00$240.00Aug 21$1.65$8.355.06

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 13 found (best net $-0.66, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$340.001:2Aug 21-$1.65$8.35
$320.00$330.001:2Aug 21-$2.35$7.65
$310.00$320.001:2Aug 21-$3.50$6.50
$300.00$310.001:2Aug 21-$4.15$5.85
$290.00$300.001:2Aug 21-$5.50$4.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$200.00$190.001:2Aug 21-$0.66$9.34
$240.00$230.001:2Aug 21-$3.70$6.30
$230.00$220.001:2Aug 21-$4.20$5.80
$250.00$240.001:2Aug 21-$4.95$5.05
$260.00$250.001:2Aug 21-$9.45$0.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 5.90%, avg 2.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$270.00Aug 21$15.500.482.8%5.90%8.71%82.7K
$280.00Aug 21$12.500.416.6%4.76%11.37%21172
$290.00Aug 21$8.800.3410.4%3.35%13.77%3--
$300.00Aug 21$6.000.2814.2%2.28%16.51%181.7K
$310.00Aug 21$4.100.2318.0%1.56%19.60%274
$320.00Aug 21$2.900.1821.8%1.10%22.95%3186
$330.00Aug 21$1.600.1525.6%0.61%26.26%6314
$340.00Aug 21$1.100.1129.5%0.42%29.88%161

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 77
Total Puts 271
Put/Call Ratio 3.52
Net Difference -194

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,057
Total Puts 1,669
Average Put/Call Ratio 0.46
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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