Tour v422
NTRA
NATERA INC
$258.03 -1.51%
$261.71 (+1.43%)🌙
as of 07/27 06:53 PM
7/27 18:53

Option Volume

Detail
Current (07/27) 1,331
Calls: 1,205 (91%)
Puts: 126 (9%)
Prior (07/24) 255
Calls: 98 (38%)
Puts: 157 (62%)
Current vs Prior +421.96%
Calls: +1129.59% (Calls)
Puts: -19.75% (Puts)
Prior 7-Day Total 4,646
Calls: 3,467 (75%)
Puts: 1,179 (25%)
Prior 7-Day Average 663
Calls: 495 (75%)
Puts: 168 (25%)
Current vs Prior 7-Day Avg +100.54%
Calls: +143.29%
Puts: -25.19%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $4.16M
Calls: $3.90M (94%)
Puts: $264.1K (6%)
Prior (07/24) $437.7K
Calls: $321.9K (74%)
Puts: $115.8K (26%)
Current vs Prior +850.44%
Calls: +1110.33%
Puts: +128.09%
Prior 7-Day Total $10.63M
Calls: $9.25M (87%)
Puts: $1.37M (13%)
Prior 7-Day Average $1.52M
Calls: $1.32M (87%)
Puts: $196.4K (13%)
Current vs Prior 7-Day Avg +173.98%
Calls: +194.69%
Puts: +34.51%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.10
Prior (07/24) 1.60
Current vs Prior -93.47%
Prior 7-Day Average 1.14
Current vs Prior 7-Day Avg -90.84%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 6,563
Calls: 6,129 (93%)
Puts: 434 (7%)
Prior (07/24) 6,697
Calls: 5,064 (76%)
Puts: 1,633 (24%)
Current vs Prior -2.00%
Prior 7-Day Total 52,676
Calls: 38,968 (74%)
Puts: 13,708 (26%)
Prior 7-Day Average 7,525
Calls: 5,566 (74%)
Puts: 1,958 (26%)
Current vs Prior 7-Day Avg -12.79%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 15.52% | 19.32%
Prior 15.65% | 20.10%
Current vs Prior -0.82% | -3.87%
Prior 7-Day Avg 15.02% | 20.18%
Current vs 7-Day Avg +3.31% | -4.24%
Prior 7-Day Eod 15.65% | 20.10%
Current vs 7-Day Eod -0.82% | -3.87%
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 94% of dollar volume in calls ($3.90M) vs puts ($264.1K). Massive premium surge with dollar volume up 850% vs prior. Dollar volume significantly above 7-day average (174% higher). Unusually high activity with volume up 422% 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 BULLISH
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 -- 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. 2 found (avg delta 0.54, highest 0.57)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Aug 2115.0017.90$16.4517.6%1690.51--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 2122.2025.50$23.8513.8%20.57--

Most actively traded options today. High liquidity = easy entry/exit. 11 active (total vol 223, top 169)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Aug 2115.0017.90$16.4517.6%1690.51--
$270.00Aug 2111.0013.70$12.3521.9%70.422.7K
$300.00Aug 213.807.50$5.6565.5%30.23--
$320.00Aug 211.654.70$3.1895.9%30.14--
$280.00Aug 217.7011.70$9.7041.2%10.35--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Aug 210.403.60$2.00160.0%320.08181
$240.00Aug 218.0010.90$9.4530.7%20.31--
$250.00Aug 2111.6015.50$13.5528.8%20.4032
$270.00Aug 2122.2025.50$23.8513.8%20.57--
$230.00Aug 214.908.20$6.5550.4%10.23160

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 7.10, avg 2.97)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$300.00$320.00Aug 21$2.47$17.53$2.477.10$302.47
$280.00$300.00Aug 21$4.05$15.95$4.053.94$284.05
$270.00$280.00Aug 21$2.65$7.35$2.652.77$272.65
$260.00$270.00Aug 21$4.10$5.90$4.101.44$264.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$230.00$200.00Aug 21$4.55$25.45$4.555.59$225.45
$240.00$230.00Aug 21$2.90$7.10$2.902.45$237.10
$250.00$240.00Aug 21$4.10$5.90$4.101.44$245.90
$260.00$250.00Aug 21$4.40$5.60$4.401.27$255.60
$270.00$260.00Aug 21$5.90$4.10$5.900.69$264.10

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 9 found (best R:R 1.44, avg 0.55)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$260.00$270.00Aug 21$4.10$4.10$5.900.69$264.10
$270.00$280.00Aug 21$2.65$2.65$7.350.36$272.65
$280.00$300.00Aug 21$4.05$4.05$15.950.25$284.05
$300.00$320.00Aug 21$2.47$2.47$17.530.14$302.47
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$270.00$260.00Aug 21$5.90$5.90$4.101.44$264.10
$260.00$250.00Aug 21$4.40$4.40$5.600.79$255.60
$250.00$240.00Aug 21$4.10$4.10$5.900.69$245.90
$240.00$230.00Aug 21$2.90$2.90$7.100.41$237.10
$230.00$200.00Aug 21$4.55$4.55$25.450.18$225.45

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 13.33% of stock, avg 13.68%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$260.00Aug 21$16.45$17.95$34.40$225.60$294.4013.33%
$270.00Aug 21$12.35$23.85$36.20$233.80$306.2014.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 2.01% of stock, avg 6.83%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$320.00$200.00Aug 21$3.18$2.00$5.18$194.82$325.18
$300.00$200.00Aug 21$5.65$2.00$7.65$192.35$307.65
$320.00$230.00Aug 21$3.18$6.55$9.73$220.27$329.73
$280.00$200.00Aug 21$9.70$2.00$11.70$188.30$291.70
$300.00$230.00Aug 21$5.65$6.55$12.20$217.80$312.20
$320.00$240.00Aug 21$3.18$9.45$12.63$227.37$332.63
$270.00$200.00Aug 21$12.35$2.00$14.35$185.65$284.35
$300.00$240.00Aug 21$5.65$9.45$15.10$224.90$315.10
$280.00$230.00Aug 21$9.70$6.55$16.25$213.75$296.25
$320.00$250.00Aug 21$3.18$13.55$16.73$233.27$336.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 17 found (best R:R 4.56, avg credit $7.45)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
240/250260/270Aug 21$8.20$1.804.56$241.80$268.20
250/260270/280Aug 21$7.05$2.952.39$252.95$277.05
230/240260/270Aug 21$7.00$3.002.33$233.00$267.00
240/250270/280Aug 21$6.75$3.252.08$243.25$276.75
230/240270/280Aug 21$5.55$4.451.25$234.45$275.55
260/270280/300Aug 21$9.95$10.050.99$260.05$289.95
250/260280/300Aug 21$8.45$11.550.73$251.55$288.45
260/270300/320Aug 21$8.37$11.630.72$261.63$308.37
240/250280/300Aug 21$8.15$11.850.69$241.85$288.15
230/240280/300Aug 21$6.95$13.050.53$233.05$286.95

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 32.33, cheapest $0.30)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$280.00$300.00$320.00Aug 21$1.58$18.4211.66
$260.00$270.00$280.00Aug 21$1.45$8.555.90
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$240.00$250.00$260.00Aug 21$0.30$9.7032.33
$230.00$240.00$250.00Aug 21$1.20$8.807.33
$250.00$260.00$270.00Aug 21$1.50$8.505.67

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 $-0.71, 7 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$300.00$320.001:2Aug 21-$0.71$19.29
$280.00$300.001:2Aug 21-$1.60$18.40
$270.00$280.001:2Aug 21-$7.05$2.95
$260.00$270.001:2Aug 21-$8.25$1.75
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$240.00$230.001:2Aug 21-$3.65$6.35
$250.00$240.001:2Aug 21-$5.35$4.65
$260.00$250.001:2Aug 21-$9.15$0.85
$230.00$200.001:2Aug 21$2.55$27.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 5.81%, avg 3.03%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$260.00Aug 21$15.000.510.8%5.81%6.58%169--
$270.00Aug 21$11.000.424.6%4.26%8.90%72.7K
$280.00Aug 21$7.700.358.5%2.98%11.50%1--
$300.00Aug 21$3.800.2316.3%1.47%17.74%3--
$320.00Aug 21$1.650.1424.0%0.64%24.66%3--

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 1,205
Total Puts 126
Put/Call Ratio 0.10
Net Difference 1,079

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,467
Total Puts 1,179
Average Put/Call Ratio 1.14
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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