Tour v381
NTRA
NATERA INC
$267.18 +1.73%
$266.31 (-0.33%)🌙
as of 07/21 06:51 PM
7/21 18:51

Option Volume

Detail
Current (07/21) 1,050
Calls: 813 (77%)
Puts: 237 (23%)
Prior (07/20) 348
Calls: 77 (22%)
Puts: 271 (78%)
Current vs Prior +201.72%
Calls: +955.84% (Calls)
Puts: -12.55% (Puts)
Prior 7-Day Total 5,648
Calls: 4,401 (78%)
Puts: 1,247 (22%)
Prior 7-Day Average 806
Calls: 628 (78%)
Puts: 178 (22%)
Current vs Prior 7-Day Avg +30.13%
Calls: +29.31%
Puts: +33.04%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $3.47M
Calls: $3.10M (89%)
Puts: $370.2K (11%)
Prior (07/20) $491.4K
Calls: $101.7K (21%)
Puts: $389.7K (79%)
Current vs Prior +606.98%
Calls: +2952.08%
Puts: -5.00%
Prior 7-Day Total $10.37M
Calls: $9.34M (90%)
Puts: $1.03M (10%)
Prior 7-Day Average $1.48M
Calls: $1.33M (90%)
Puts: $147.5K (10%)
Current vs Prior 7-Day Avg +134.41%
Calls: +132.58%
Puts: +151.03%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.29
Prior (07/20) 3.52
Current vs Prior -91.72%
Prior 7-Day Average 0.83
Current vs Prior 7-Day Avg -64.96%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 4,250
Calls: 3,416 (80%)
Puts: 834 (20%)
Prior (07/20) 9,206
Calls: 5,454 (59%)
Puts: 3,752 (41%)
Current vs Prior -53.83%
Prior 7-Day Total 56,504
Calls: 43,168 (76%)
Puts: 13,336 (24%)
Prior 7-Day Average 8,072
Calls: 6,166 (76%)
Puts: 1,905 (24%)
Current vs Prior 7-Day Avg -47.35%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 16.99% | 20.44%
Prior 17.17% | 20.96%
Current vs Prior -1.05% | -2.51%
Prior 7-Day Avg 9.60% | 19.04%
Current vs 7-Day Avg +77.07% | +7.33%
Prior 7-Day Eod 17.17% | 20.96%
Current vs 7-Day Eod -1.05% | -2.51%
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 bullish conviction with 89% of dollar volume in calls ($3.10M) vs puts ($370.2K). Massive premium surge with dollar volume up 607% vs prior. Dollar volume significantly above 7-day average (134% higher). Unusually high activity with volume up 202% vs prior - elevated interest.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 3 of results (avg 8.5%, best 7.7%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Aug 2142.7046.10$44.407.7%10.81--
$240.00Aug 2135.7038.70$37.208.1%180.75140
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2131.7035.00$33.359.9%10.6319

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. 5 found (avg delta 0.65, highest 0.81)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Aug 2142.7046.10$44.407.7%10.81--
$240.00Aug 2135.7038.70$37.208.1%180.75140
$270.00Aug 2118.0021.00$19.5015.4%60.52--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2131.7035.00$33.359.9%10.6319
$280.00Aug 2125.0028.50$26.7513.1%940.56131

Most actively traded options today. High liquidity = easy entry/exit. 17 active (total vol 357, top 100)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 215.008.70$6.8554.0%800.2576
$240.00Aug 2135.7038.70$37.208.1%180.75140
$290.00Aug 2110.0013.10$11.5526.8%170.371.1K
$270.00Aug 2118.0021.00$19.5015.4%60.52--
$300.00Aug 216.8010.50$8.6542.8%40.30--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Aug 210.102.85$1.48185.8%1000.05232
$280.00Aug 2125.0028.50$26.7513.1%940.56131
$260.00Aug 2114.2018.20$16.2024.7%150.40--
$220.00Aug 212.955.10$4.0353.3%110.14--
$230.00Aug 214.707.20$5.9542.0%30.19167

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. 14 found (best R:R 22.26, avg 4.80)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$310.00$340.00Aug 21$3.92$26.08$3.926.65$313.92
$300.00$310.00Aug 21$1.80$8.20$1.804.56$301.80
$290.00$300.00Aug 21$2.90$7.10$2.902.45$292.90
$280.00$290.00Aug 21$3.50$6.50$3.501.86$283.50
$270.00$280.00Aug 21$4.45$5.55$4.451.25$274.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$210.00$200.00Aug 21$0.43$9.57$0.4322.26$209.57
$200.00$190.00Aug 21$0.72$9.28$0.7212.89$199.28
$220.00$210.00Aug 21$1.40$8.60$1.406.14$218.60
$230.00$220.00Aug 21$1.92$8.08$1.924.21$228.08
$260.00$230.00Aug 21$10.25$19.75$10.251.93$249.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 2.57, avg 0.76)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$230.00$240.00Aug 21$7.20$7.20$2.802.57$237.20
$240.00$270.00Aug 21$17.70$17.70$12.301.44$257.70
$270.00$280.00Aug 21$4.45$4.45$5.550.80$274.45
$280.00$290.00Aug 21$3.50$3.50$6.500.54$283.50
$290.00$300.00Aug 21$2.90$2.90$7.100.41$292.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$290.00$280.00Aug 21$6.60$6.60$3.401.94$283.40
$280.00$270.00Aug 21$5.75$5.75$4.251.35$274.25
$270.00$260.00Aug 21$4.80$4.80$5.200.92$265.20
$260.00$230.00Aug 21$10.25$10.25$19.750.52$249.75
$230.00$220.00Aug 21$1.92$1.92$8.080.24$228.08

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. 4 found (cheapest 15.16% of stock, avg 16.61%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$270.00Aug 21$19.50$21.00$40.50$229.50$310.5015.16%
$280.00Aug 21$15.05$26.75$41.80$238.20$321.8015.64%
$290.00Aug 21$11.55$33.35$44.90$245.10$334.9016.81%
$230.00Aug 21$44.40$5.95$50.35$179.65$280.3518.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.08% of stock, avg 7.10%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$340.00$210.00Aug 21$2.93$2.63$5.56$204.44$345.56
$340.00$220.00Aug 21$2.93$4.03$6.96$213.04$346.96
$340.00$230.00Aug 21$2.93$5.95$8.88$221.12$348.88
$310.00$210.00Aug 21$6.85$2.63$9.48$200.52$319.48
$310.00$220.00Aug 21$6.85$4.03$10.88$209.12$320.88
$300.00$210.00Aug 21$8.65$2.63$11.28$198.72$311.28
$300.00$220.00Aug 21$8.65$4.03$12.68$207.32$312.68
$310.00$230.00Aug 21$6.85$5.95$12.80$217.20$322.80
$290.00$210.00Aug 21$11.55$2.63$14.18$195.82$304.18
$300.00$230.00Aug 21$8.65$5.95$14.60$215.40$314.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 41 found (best R:R 6.41, avg credit $8.10)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
270/280290/300Aug 21$8.65$1.356.41$271.35$298.65
210/220230/240Aug 21$8.60$1.406.14$211.40$238.60
280/290300/310Aug 21$8.40$1.605.25$281.60$308.40
260/270280/290Aug 21$8.30$1.704.88$261.70$288.30
190/200230/240Aug 21$7.92$2.083.81$192.08$237.92
260/270290/300Aug 21$7.70$2.303.35$262.30$297.70
200/210230/240Aug 21$7.63$2.373.22$202.37$237.63
270/280300/310Aug 21$7.55$2.453.08$272.45$307.55
260/270300/310Aug 21$6.60$3.401.94$263.40$306.60
220/230240/270Aug 21$19.62$10.381.89$210.38$259.62

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 18.23, cheapest $0.52)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$280.00$290.00$300.00Aug 21$0.60$9.4015.67
$270.00$280.00$290.00Aug 21$0.95$9.059.53
$290.00$300.00$310.00Aug 21$1.10$8.908.09
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$210.00$220.00$230.00Aug 21$0.52$9.4818.23
$270.00$280.00$290.00Aug 21$0.85$9.1510.76
$260.00$270.00$280.00Aug 21$0.95$9.059.53
$200.00$210.00$220.00Aug 21$0.97$9.039.31

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 10 found (best net $-1.80, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$240.00$270.001:2Aug 21-$1.80$28.20
$300.00$310.001:2Aug 21-$5.05$4.95
$290.00$300.001:2Aug 21-$5.75$4.25
$280.00$290.001:2Aug 21-$8.05$1.95
$310.00$340.001:2Aug 21$0.99$29.01
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$200.00$190.001:2Aug 21-$0.76$9.24
$220.00$210.001:2Aug 21-$1.23$8.77
$210.00$200.001:2Aug 21-$1.77$8.23
$230.00$220.001:2Aug 21-$2.11$7.89
$260.00$230.001:2Aug 21$4.30$25.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 6.74%, avg 3.39%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$270.00Aug 21$18.000.521.1%6.74%7.79%6--
$280.00Aug 21$13.500.444.8%5.05%9.85%2--
$290.00Aug 21$10.000.378.5%3.74%12.28%171.1K
$300.00Aug 21$6.800.3012.3%2.55%14.83%4--
$310.00Aug 21$5.000.2516.0%1.87%17.90%8076
$340.00Aug 21$1.050.1227.3%0.39%27.65%1--

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 813
Total Puts 237
Put/Call Ratio 0.29
Net Difference 576

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,401
Total Puts 1,247
Average Put/Call Ratio 0.83
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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