Tour v394
NTRA
NATERA INC
$264.69 +0.18%
7/23 18:54

Option Volume

Detail
Current (07/23) 102
Calls: 35 (34%)
Puts: 67 (66%)
Prior (07/22) 277
Calls: 197 (71%)
Puts: 80 (29%)
Current vs Prior -63.18%
Calls: -82.23% (Calls)
Puts: -16.25% (Puts)
Prior 7-Day Total 5,028
Calls: 3,746 (75%)
Puts: 1,282 (25%)
Prior 7-Day Average 718
Calls: 535 (75%)
Puts: 183 (25%)
Current vs Prior 7-Day Avg -85.80%
Calls: -93.46%
Puts: -63.42%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/23) $246.2K
Calls: $78.5K (32%)
Puts: $167.7K (68%)
Prior (07/22) $326.5K
Calls: $264.3K (81%)
Puts: $62.2K (19%)
Current vs Prior -24.58%
Calls: -70.28%
Puts: +169.53%
Prior 7-Day Total $11.75M
Calls: $10.43M (89%)
Puts: $1.32M (11%)
Prior 7-Day Average $1.68M
Calls: $1.49M (89%)
Puts: $188.6K (11%)
Current vs Prior 7-Day Avg -85.33%
Calls: -94.73%
Puts: -11.06%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/23) 1.91
Prior (07/22) 0.41
Current vs Prior +371.39%
Prior 7-Day Average 0.87
Current vs Prior 7-Day Avg +121.01%
Sentiment BEARISH

Open Interest

Detail
Current (07/23) 4,520
Calls: 3,634 (80%)
Puts: 886 (20%)
Prior (07/22) 10,210
Calls: 6,866 (67%)
Puts: 3,344 (33%)
Current vs Prior -55.73%
Prior 7-Day Total 54,467
Calls: 40,759 (75%)
Puts: 13,708 (25%)
Prior 7-Day Average 7,781
Calls: 5,822 (75%)
Puts: 1,958 (25%)
Current vs Prior 7-Day Avg -41.91%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 16.28% | 20.27%
Prior 15.99% | 20.30%
Current vs Prior +1.83% | -0.18%
Prior 7-Day Avg 12.25% | 19.51%
Current vs 7-Day Avg +32.92% | +3.87%
Prior 7-Day Eod 15.99% | 20.31%
Current vs 7-Day Eod +1.83% | -0.18%
Sentiment BEARISH

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

Moderately bearish flow with 68% put dollar volume ($167.7K). Below-average activity with volume down 63% vs prior. Extreme bearish P/C ratio of 1.91 - heavy put buying. P/C ratio rising 371% - increased hedging/bearish positioning.

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 2 of results (avg 7.7%, best 6.5%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Aug 2156.5060.30$58.406.5%10.82--
$300.00Aug 2139.7043.40$41.558.9%50.727

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 0.71, highest 0.82)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Aug 2156.5060.30$58.406.5%10.82--
$300.00Aug 2139.7043.40$41.558.9%50.727
$280.00Aug 2125.5028.90$27.2012.5%350.5995

Most actively traded options today. High liquidity = easy entry/exit. 9 active (total vol 80, top 35)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 215.609.20$7.4048.6%140.281.7K
$320.00Aug 212.106.00$4.0596.3%60.17213
$280.00Aug 2111.0014.60$12.8028.1%40.41--
$290.00Aug 217.5011.80$9.6544.6%20.34--
$270.00Aug 2115.0018.40$16.7020.4%10.49--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 2125.5028.90$27.2012.5%350.5995
$230.00Aug 216.007.20$6.6018.2%120.21159
$300.00Aug 2139.7043.40$41.558.9%50.727
$320.00Aug 2156.5060.30$58.406.5%10.82--

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. 5 found (best R:R 4.97, avg 2.71)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$300.00$320.00Aug 21$3.35$16.65$3.354.97$303.35
$290.00$300.00Aug 21$2.25$7.75$2.253.44$292.25
$280.00$290.00Aug 21$3.15$6.85$3.152.17$283.15
$270.00$280.00Aug 21$3.90$6.10$3.901.56$273.90
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$280.00$230.00Aug 21$20.60$29.40$20.601.43$259.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 5.35, avg 1.45)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$270.00$280.00Aug 21$3.90$3.90$6.100.64$273.90
$280.00$290.00Aug 21$3.15$3.15$6.850.46$283.15
$290.00$300.00Aug 21$2.25$2.25$7.750.29$292.25
$300.00$320.00Aug 21$3.35$3.35$16.650.20$303.35
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$320.00$300.00Aug 21$16.85$16.85$3.155.35$303.15
$300.00$280.00Aug 21$14.35$14.35$5.652.54$285.65
$280.00$230.00Aug 21$20.60$20.60$29.400.70$259.40

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 15.11% of stock, avg 19.06%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$280.00Aug 21$12.80$27.20$40.00$240.00$320.0015.11%
$300.00Aug 21$7.40$41.55$48.95$251.05$348.9518.49%
$320.00Aug 21$4.05$58.40$62.45$257.55$382.4523.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 5 found (cheapest 4.02% of stock, avg 6.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$320.00$230.00Aug 21$4.05$6.60$10.65$219.35$330.65
$300.00$230.00Aug 21$7.40$6.60$14.00$216.00$314.00
$290.00$230.00Aug 21$9.65$6.60$16.25$213.75$306.25
$280.00$230.00Aug 21$12.80$6.60$19.40$210.60$299.40
$270.00$230.00Aug 21$16.70$6.60$23.30$206.70$293.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.92, avg credit $23.40)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
230/280300/320Aug 21$23.95$26.050.92$256.05$323.95
230/280290/300Aug 21$22.85$27.150.84$257.15$312.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 12.33, cheapest $0.75)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$270.00$280.00$290.00Aug 21$0.75$9.2512.33
$280.00$290.00$300.00Aug 21$0.90$9.1010.11
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$280.00$300.00$320.00Aug 21$2.50$17.507.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 6 found (best net $-0.70, 5 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$300.00$320.001:2Aug 21-$0.70$19.30
$290.00$300.001:2Aug 21-$5.15$4.85
$280.00$290.001:2Aug 21-$6.50$3.50
$270.00$280.001:2Aug 21-$8.90$1.10
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$300.00$280.001:2Aug 21-$12.85$7.15
$280.00$230.001:2Aug 21$14.00$36.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 5.67%, avg 3.11%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$270.00Aug 21$15.000.492.0%5.67%7.67%1--
$280.00Aug 21$11.000.415.8%4.16%9.94%4--
$290.00Aug 21$7.500.349.6%2.83%12.40%2--
$300.00Aug 21$5.600.2813.3%2.12%15.46%141.7K
$320.00Aug 21$2.100.1720.9%0.79%21.69%6213

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 35
Total Puts 67
Put/Call Ratio 1.91
Net Difference -32

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,746
Total Puts 1,282
Average Put/Call Ratio 0.87
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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