Tour v397
NTRA
NATERA INC
$261.99 -1.02%
$261.40 (-0.23%)🌙
as of 07/25 03:14 AM
7/24 03:14

Option Volume

Detail
Current (07/25) 255
Calls: 98 (38%)
Puts: 157 (62%)
Prior (07/23) 102
Calls: 35 (34%)
Puts: 67 (66%)
Current vs Prior +150.00%
Calls: +180.00% (Calls)
Puts: +134.33% (Puts)
Prior 7-Day Total 4,691
Calls: 3,538 (75%)
Puts: 1,153 (25%)
Prior 7-Day Average 670
Calls: 505 (75%)
Puts: 164 (25%)
Current vs Prior 7-Day Avg -61.95%
Calls: -80.61%
Puts: -4.68%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/25) $437.7K
Calls: $321.9K (74%)
Puts: $115.8K (26%)
Prior (07/23) $246.2K
Calls: $78.5K (32%)
Puts: $167.7K (68%)
Current vs Prior +77.73%
Calls: +309.78%
Puts: -30.95%
Prior 7-Day Total $10.94M
Calls: $9.60M (88%)
Puts: $1.34M (12%)
Prior 7-Day Average $1.56M
Calls: $1.37M (88%)
Puts: $192.1K (12%)
Current vs Prior 7-Day Avg -72.01%
Calls: -76.53%
Puts: -39.71%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/25) 1.60
Prior (07/23) 1.91
Current vs Prior -16.31%
Prior 7-Day Average 1.02
Current vs Prior 7-Day Avg +56.38%
Sentiment BEARISH

Open Interest

Detail
Current (07/25) 6,697
Calls: 5,064 (76%)
Puts: 1,633 (24%)
Prior (07/23) 4,520
Calls: 3,634 (80%)
Puts: 886 (20%)
Current vs Prior +48.16%
Prior 7-Day Total 52,438
Calls: 39,403 (75%)
Puts: 13,035 (25%)
Prior 7-Day Average 7,491
Calls: 5,629 (75%)
Puts: 1,862 (25%)
Current vs Prior 7-Day Avg -10.60%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 15.65% | 20.10%
Prior 16.28% | 20.27%
Current vs Prior -3.89% | -0.85%
Prior 7-Day Avg 13.62% | 19.82%
Current vs 7-Day Avg +14.88% | +1.40%
Prior 7-Day Eod 16.28% | 20.27%
Current vs 7-Day Eod -3.89% | -0.85%
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

Moderately bullish flow with 74% call dollar volume ($321.9K). Elevated premium activity with dollar volume up 78% vs prior. Unusually high activity with volume up 150% vs prior - elevated interest. Extreme bearish P/C ratio of 1.60 - heavy put buying.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 1 of results (avg 5.9%, best 5.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Aug 2162.5066.30$64.405.9%10.93--
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. 3 found (avg delta 0.67, highest 0.93)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Aug 2162.5066.30$64.405.9%10.93--
$260.00Aug 2118.0020.40$19.2012.5%20.55--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 2120.5023.10$21.8011.9%190.5434

Most actively traded options today. High liquidity = easy entry/exit. 11 active (total vol 103, top 42)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 2113.0015.70$14.3518.8%420.462.7K
$280.00Aug 219.5012.90$11.2030.4%50.39123
$260.00Aug 2118.0020.40$19.2012.5%20.55--
$290.00Aug 216.509.90$8.2041.5%20.31--
$200.00Aug 2162.5066.30$64.405.9%10.93--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 2120.5023.10$21.8011.9%190.5434
$260.00Aug 2115.0017.80$16.4017.1%160.4561
$230.00Aug 214.007.60$5.8062.1%120.20160
$200.00Aug 211.002.60$1.8088.9%20.07183
$250.00Aug 2110.5013.90$12.2027.9%10.36--

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. 8 found (best R:R 6.50, avg 2.58)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$290.00$300.00Aug 21$1.90$8.10$1.904.26$291.90
$280.00$290.00Aug 21$3.00$7.00$3.002.33$283.00
$270.00$280.00Aug 21$3.15$6.85$3.152.17$273.15
$260.00$270.00Aug 21$4.85$5.15$4.851.06$264.85
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$230.00$200.00Aug 21$4.00$26.00$4.006.50$226.00
$250.00$230.00Aug 21$6.40$13.60$6.402.13$243.60
$260.00$250.00Aug 21$4.20$5.80$4.201.38$255.80
$270.00$260.00Aug 21$5.40$4.60$5.400.85$264.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 9 found (best R:R 3.05, avg 0.85)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$200.00$260.00Aug 21$45.20$45.20$14.803.05$245.20
$260.00$270.00Aug 21$4.85$4.85$5.150.94$264.85
$270.00$280.00Aug 21$3.15$3.15$6.850.46$273.15
$280.00$290.00Aug 21$3.00$3.00$7.000.43$283.00
$290.00$300.00Aug 21$1.90$1.90$8.100.23$291.90
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$270.00$260.00Aug 21$5.40$5.40$4.601.17$264.60
$260.00$250.00Aug 21$4.20$4.20$5.800.72$255.80
$250.00$230.00Aug 21$6.40$6.40$13.600.47$243.60
$230.00$200.00Aug 21$4.00$4.00$26.000.15$226.00

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 13.59% of stock, avg 17.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$260.00Aug 21$19.20$16.40$35.60$224.40$295.6013.59%
$270.00Aug 21$14.35$21.80$36.15$233.85$306.1513.80%
$200.00Aug 21$64.40$1.80$66.20$133.80$266.2025.27%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 16 found (cheapest 3.09% of stock, avg 7.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$300.00$200.00Aug 21$6.30$1.80$8.10$191.90$308.10
$290.00$200.00Aug 21$8.20$1.80$10.00$190.00$300.00
$300.00$230.00Aug 21$6.30$5.80$12.10$217.90$312.10
$280.00$200.00Aug 21$11.20$1.80$13.00$187.00$293.00
$290.00$230.00Aug 21$8.20$5.80$14.00$216.00$304.00
$270.00$200.00Aug 21$14.35$1.80$16.15$183.85$286.15
$280.00$230.00Aug 21$11.20$5.80$17.00$213.00$297.00
$300.00$250.00Aug 21$6.30$12.20$18.50$231.50$318.50
$270.00$230.00Aug 21$14.35$5.80$20.15$209.85$290.15
$290.00$250.00Aug 21$8.20$12.20$20.40$229.60$310.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 13 found (best R:R 5.25, avg credit $7.98)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
260/270280/290Aug 21$8.40$1.605.25$261.60$288.40
250/260270/280Aug 21$7.35$2.652.77$252.65$277.35
260/270290/300Aug 21$7.30$2.702.70$262.70$297.30
250/260280/290Aug 21$7.20$2.802.57$252.80$287.20
250/260290/300Aug 21$6.10$3.901.56$253.90$296.10
230/250260/270Aug 21$11.25$8.751.29$238.75$271.25
230/250270/280Aug 21$9.55$10.450.91$240.45$279.55
230/250280/290Aug 21$9.40$10.600.89$240.60$289.40
230/250290/300Aug 21$8.30$11.700.71$241.70$298.30
200/230260/270Aug 21$8.85$21.150.42$221.15$268.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 65.67, cheapest $0.15)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$270.00$280.00$290.00Aug 21$0.15$9.8565.67
$280.00$290.00$300.00Aug 21$1.10$8.908.09
$260.00$270.00$280.00Aug 21$1.70$8.304.88
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$250.00$260.00$270.00Aug 21$1.20$8.807.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 8 found (best net $-4.40, 5 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$300.001:2Aug 21-$4.40$5.60
$280.00$290.001:2Aug 21-$5.20$4.80
$270.00$280.001:2Aug 21-$8.05$1.95
$260.00$270.001:2Aug 21-$9.50$0.50
$200.00$260.001:2Aug 21$26.00$34.00
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$260.00$250.001:2Aug 21-$8.00$2.00
$230.00$200.001:2Aug 21$2.20$27.80
$250.00$230.001:2Aug 21$0.60$19.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 4.96%, avg 3.21%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$270.00Aug 21$13.000.463.1%4.96%8.02%422.7K
$280.00Aug 21$9.500.396.9%3.63%10.50%5123
$290.00Aug 21$6.500.3110.7%2.48%13.17%2--
$300.00Aug 21$4.600.2514.5%1.76%16.26%11.7K

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 98
Total Puts 157
Put/Call Ratio 1.60
Net Difference -59

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,538
Total Puts 1,153
Average Put/Call Ratio 1.02
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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