Tour v389
NTRA
NATERA INC
$264.22 -1.11%
$265.30 (+0.41%)🌙
as of 07/22 08:20 PM
7/22 20:20

Option Volume

Detail
Current (07/22) 277
Calls: 197 (71%)
Puts: 80 (29%)
Prior (07/21) 1,050
Calls: 813 (77%)
Puts: 237 (23%)
Current vs Prior -73.62%
Calls: -75.77% (Calls)
Puts: -66.24% (Puts)
Prior 7-Day Total 6,143
Calls: 4,802 (78%)
Puts: 1,341 (22%)
Prior 7-Day Average 877
Calls: 686 (78%)
Puts: 191 (22%)
Current vs Prior 7-Day Avg -68.44%
Calls: -71.28%
Puts: -58.24%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $326.5K
Calls: $264.3K (81%)
Puts: $62.2K (19%)
Prior (07/21) $3.47M
Calls: $3.10M (89%)
Puts: $370.2K (11%)
Current vs Prior -90.60%
Calls: -91.48%
Puts: -83.19%
Prior 7-Day Total $13.33M
Calls: $12.00M (90%)
Puts: $1.33M (10%)
Prior 7-Day Average $1.90M
Calls: $1.71M (90%)
Puts: $189.5K (10%)
Current vs Prior 7-Day Avg -82.85%
Calls: -84.58%
Puts: -67.16%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.41
Prior (07/21) 0.29
Current vs Prior +39.30%
Prior 7-Day Average 0.82
Current vs Prior 7-Day Avg -50.72%
Sentiment BULLISH

Open Interest

Detail
Current (07/22) 10,210
Calls: 6,866 (67%)
Puts: 3,344 (33%)
Prior (07/21) 4,250
Calls: 3,416 (80%)
Puts: 834 (20%)
Current vs Prior +140.24%
Prior 7-Day Total 51,977
Calls: 40,842 (79%)
Puts: 11,135 (21%)
Prior 7-Day Average 7,425
Calls: 5,834 (79%)
Puts: 1,590 (21%)
Current vs Prior 7-Day Avg +37.50%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 15.99% | 20.30%
Prior 16.99% | 20.44%
Current vs Prior -5.90% | -0.64%
Prior 7-Day Avg 10.95% | 19.29%
Current vs 7-Day Avg +46.07% | +5.25%
Prior 7-Day Eod 16.99% | 20.44%
Current vs 7-Day Eod -5.90% | -0.64%
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 81% of dollar volume in calls ($264.3K) vs puts ($62.2K). Light premium activity with dollar volume down 91% vs prior. Below-average activity with volume down 74% vs prior. Extreme bullish P/C ratio of 0.41 - heavy call buying (197 calls vs 80 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 1 of results (avg 7.3%, best 7.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Aug 2147.7051.30$49.507.3%20.86190
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. 2 found (avg delta 0.72, highest 0.86)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Aug 2147.7051.30$49.507.3%20.86190
$260.00Aug 2120.0022.60$21.3012.2%50.58200
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 12 active (total vol 228, top 116)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 2111.0013.40$12.2019.7%1160.41191
$320.00Aug 211.955.50$3.7395.2%450.16186
$260.00Aug 2120.0022.60$21.3012.2%50.58200
$300.00Aug 215.009.20$7.1059.2%40.27--
$290.00Aug 218.0011.20$9.6033.3%30.341.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Aug 211.003.70$2.35114.9%140.08169
$230.00Aug 214.507.50$6.0050.0%140.20167
$260.00Aug 2114.5017.10$15.8016.5%140.4353
$240.00Aug 216.6010.70$8.6547.4%60.27--
$220.00Aug 212.755.50$4.1366.6%30.14--

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. 9 found (best R:R 10.24, avg 3.60)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$300.00$320.00Aug 21$3.37$16.63$3.374.93$303.37
$290.00$300.00Aug 21$2.50$7.50$2.503.00$292.50
$280.00$290.00Aug 21$2.60$7.40$2.602.85$282.60
$270.00$280.00Aug 21$4.10$5.90$4.101.44$274.10
$260.00$270.00Aug 21$5.00$5.00$5.001.00$265.00
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$220.00$200.00Aug 21$1.78$18.22$1.7810.24$218.22
$230.00$220.00Aug 21$1.87$8.13$1.874.35$228.13
$240.00$230.00Aug 21$2.65$7.35$2.652.77$237.35
$260.00$240.00Aug 21$7.15$12.85$7.151.80$252.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 2.39, avg 0.62)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$220.00$260.00Aug 21$28.20$28.20$11.802.39$248.20
$260.00$270.00Aug 21$5.00$5.00$5.001.00$265.00
$270.00$280.00Aug 21$4.10$4.10$5.900.69$274.10
$280.00$290.00Aug 21$2.60$2.60$7.400.35$282.60
$290.00$300.00Aug 21$2.50$2.50$7.500.33$292.50
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$260.00$240.00Aug 21$7.15$7.15$12.850.56$252.85
$240.00$230.00Aug 21$2.65$2.65$7.350.36$237.35
$230.00$220.00Aug 21$1.87$1.87$8.130.23$228.13
$220.00$200.00Aug 21$1.78$1.78$18.220.10$218.22

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. 2 found (cheapest 14.04% of stock, avg 17.17%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$260.00Aug 21$21.30$15.80$37.10$222.90$297.1014.04%
$220.00Aug 21$49.50$4.13$53.63$166.37$273.6320.30%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.30% of stock, avg 6.50%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$320.00$200.00Aug 21$3.73$2.35$6.08$193.92$326.08
$320.00$220.00Aug 21$3.73$4.13$7.86$212.14$327.86
$300.00$200.00Aug 21$7.10$2.35$9.45$190.55$309.45
$320.00$230.00Aug 21$3.73$6.00$9.73$220.27$329.73
$300.00$220.00Aug 21$7.10$4.13$11.23$208.77$311.23
$290.00$200.00Aug 21$9.60$2.35$11.95$188.05$301.95
$320.00$240.00Aug 21$3.73$8.65$12.38$227.62$332.38
$300.00$230.00Aug 21$7.10$6.00$13.10$216.90$313.10
$290.00$220.00Aug 21$9.60$4.13$13.73$206.27$303.73
$280.00$200.00Aug 21$12.20$2.35$14.55$185.45$294.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 19 found (best R:R 3.26, avg credit $6.60)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
230/240260/270Aug 21$7.65$2.353.26$232.35$267.65
220/230260/270Aug 21$6.87$3.132.19$223.13$266.87
230/240270/280Aug 21$6.75$3.252.08$233.25$276.75
220/230270/280Aug 21$5.97$4.031.48$224.03$275.97
240/260270/280Aug 21$11.25$8.751.29$248.75$281.25
230/240280/290Aug 21$5.25$4.751.11$234.75$285.25
240/260300/320Aug 21$10.52$9.481.11$249.48$310.52
230/240290/300Aug 21$5.15$4.851.06$234.85$295.15
240/260280/290Aug 21$9.75$10.250.95$250.25$289.75
240/260290/300Aug 21$9.65$10.350.93$250.35$299.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 99.00, cheapest $0.10)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$280.00$290.00$300.00Aug 21$0.10$9.9099.00
$260.00$270.00$280.00Aug 21$0.90$9.1010.11
$270.00$280.00$290.00Aug 21$1.50$8.505.67
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$220.00$230.00$240.00Aug 21$0.78$9.2211.82

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 9 found (best net $-0.36, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$320.001:2Aug 21-$0.36$19.64
$290.00$300.001:2Aug 21-$4.60$5.40
$280.00$290.001:2Aug 21-$7.00$3.00
$270.00$280.001:2Aug 21-$8.10$1.90
$220.00$260.001:2Aug 21$6.90$33.10
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$220.00$200.001:2Aug 21-$0.57$19.43
$260.00$240.001:2Aug 21-$1.50$18.50
$230.00$220.001:2Aug 21-$2.26$7.74
$240.00$230.001:2Aug 21-$3.35$6.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 5.68%, avg 3.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$270.00Aug 21$15.000.492.2%5.68%7.86%22.7K
$280.00Aug 21$11.000.416.0%4.16%10.14%116191
$290.00Aug 21$8.000.349.8%3.03%12.78%31.1K
$300.00Aug 21$5.000.2713.5%1.89%15.43%4--
$320.00Aug 21$1.950.1621.1%0.74%21.85%45186

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 197
Total Puts 80
Put/Call Ratio 0.41
Net Difference 117

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,802
Total Puts 1,341
Average Put/Call Ratio 0.82
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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