Tour v452
NTRA
NATERA INC
$252.22 -2.25%
$255.00 (+1.10%)🌙
as of 07/28 06:54 PM
7/28 18:54

Option Volume

Detail
Current (07/28) 227
Calls: 159 (70%)
Puts: 68 (30%)
Prior (07/27) 1,331
Calls: 1,205 (91%)
Puts: 126 (9%)
Current vs Prior -82.95%
Calls: -86.80% (Calls)
Puts: -46.03% (Puts)
Prior 7-Day Total 4,095
Calls: 3,122 (76%)
Puts: 973 (24%)
Prior 7-Day Average 585
Calls: 446 (76%)
Puts: 139 (24%)
Current vs Prior 7-Day Avg -61.20%
Calls: -64.35%
Puts: -51.08%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/28) $417.2K
Calls: $354.0K (85%)
Puts: $63.3K (15%)
Prior (07/27) $4.16M
Calls: $3.90M (94%)
Puts: $264.1K (6%)
Current vs Prior -89.97%
Calls: -90.91%
Puts: -76.05%
Prior 7-Day Total $10.78M
Calls: $9.37M (87%)
Puts: $1.41M (13%)
Prior 7-Day Average $1.54M
Calls: $1.34M (87%)
Puts: $201.9K (13%)
Current vs Prior 7-Day Avg -72.91%
Calls: -73.55%
Puts: -68.66%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/28) 0.43
Prior (07/27) 0.10
Current vs Prior +309.00%
Prior 7-Day Average 1.13
Current vs Prior 7-Day Avg -62.05%
Sentiment BULLISH

Open Interest

Detail
Current (07/28) 5,814
Calls: 3,773 (65%)
Puts: 2,041 (35%)
Prior (07/27) 6,563
Calls: 6,129 (93%)
Puts: 434 (7%)
Current vs Prior -11.41%
Prior 7-Day Total 51,035
Calls: 39,968 (78%)
Puts: 11,067 (22%)
Prior 7-Day Average 7,290
Calls: 5,709 (78%)
Puts: 1,581 (22%)
Current vs Prior 7-Day Avg -20.25%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 15.13% | 19.39%
Prior 15.52% | 19.32%
Current vs Prior -2.55% | +0.35%
Prior 7-Day Avg 16.48% | 20.40%
Current vs 7-Day Avg -8.21% | -4.97%
Prior 7-Day Eod 15.52% | 19.32%
Current vs 7-Day Eod -2.55% | +0.35%
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 85% of dollar volume in calls ($354.0K) vs puts ($63.3K). Light premium activity with dollar volume down 90% vs prior. Below-average activity with volume down 83% vs prior. Extreme bullish P/C ratio of 0.43 - heavy call buying (159 calls vs 68 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 -- 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. -- found (avg delta --, highest --)

No options available for this category

Most actively traded options today. High liquidity = easy entry/exit. 8 active (total vol 33, top 18)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 211.605.70$3.65112.3%180.171.7K
$310.00Aug 210.804.80$2.80142.9%50.14--
$270.00Aug 218.0011.70$9.8537.6%40.37--
$290.00Aug 213.007.00$5.0080.0%20.231.1K
$260.00Aug 2112.0014.90$13.4521.6%10.46--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Aug 215.209.30$7.2556.6%10.26--
$240.00Aug 219.0012.80$10.9034.9%10.35--
$250.00Aug 2113.5016.50$15.0020.0%10.44--

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. 6 found (best R:R 10.76, avg 4.21)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$300.00$310.00Aug 21$0.85$9.15$0.8510.76$300.85
$290.00$300.00Aug 21$1.35$8.65$1.356.41$291.35
$270.00$290.00Aug 21$4.85$15.15$4.853.12$274.85
$260.00$270.00Aug 21$3.60$6.40$3.601.78$263.60
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$240.00$230.00Aug 21$3.65$6.35$3.651.74$236.35
$250.00$240.00Aug 21$4.10$5.90$4.101.44$245.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 6 found (best R:R 0.69, avg 0.40)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$260.00$270.00Aug 21$3.60$3.60$6.400.56$263.60
$270.00$290.00Aug 21$4.85$4.85$15.150.32$274.85
$290.00$300.00Aug 21$1.35$1.35$8.650.16$291.35
$300.00$310.00Aug 21$0.85$0.85$9.150.09$300.85
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossR:RBE
$250.00$240.00Aug 21$4.10$4.10$5.900.69$245.90
$240.00$230.00Aug 21$3.65$3.65$6.350.57$236.35

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. -- found (cheapest --% of stock, avg --%)

No straddle setups found

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 15 found (cheapest 3.98% of stock, avg 7.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$310.00$230.00Aug 21$2.80$7.25$10.05$219.95$320.05
$300.00$230.00Aug 21$3.65$7.25$10.90$219.10$310.90
$290.00$230.00Aug 21$5.00$7.25$12.25$217.75$302.25
$310.00$240.00Aug 21$2.80$10.90$13.70$226.30$323.70
$300.00$240.00Aug 21$3.65$10.90$14.55$225.45$314.55
$290.00$240.00Aug 21$5.00$10.90$15.90$224.10$305.90
$270.00$230.00Aug 21$9.85$7.25$17.10$212.90$287.10
$310.00$250.00Aug 21$2.80$15.00$17.80$232.20$327.80
$300.00$250.00Aug 21$3.65$15.00$18.65$231.35$318.65
$290.00$250.00Aug 21$5.00$15.00$20.00$230.00$310.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 3.35, avg credit $6.54)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
240/250260/270Aug 21$7.70$2.303.35$242.30$267.70
230/240260/270Aug 21$7.25$2.752.64$232.75$267.25
240/250290/300Aug 21$5.45$4.551.20$244.55$295.45
230/240290/300Aug 21$5.00$5.001.00$235.00$295.00
240/250300/310Aug 21$4.95$5.050.98$245.05$304.95
230/240300/310Aug 21$4.50$5.500.82$235.50$304.50
240/250270/290Aug 21$8.95$11.050.81$241.05$278.95
230/240270/290Aug 21$8.50$11.500.74$231.50$278.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 2 found (best R:R 21.22, cheapest $0.45)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$290.00$300.00$310.00Aug 21$0.50$9.5019.00
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$230.00$240.00$250.00Aug 21$0.45$9.5521.22

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 $-0.15, 6 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$270.00$290.001:2Aug 21-$0.15$19.85
$300.00$310.001:2Aug 21-$1.95$8.05
$290.00$300.001:2Aug 21-$2.30$7.70
$260.00$270.001:2Aug 21-$6.25$3.75
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$240.00$230.001:2Aug 21-$3.60$6.40
$250.00$240.001:2Aug 21-$6.80$3.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 4.76%, avg 2.01%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$260.00Aug 21$12.000.463.1%4.76%7.84%1--
$270.00Aug 21$8.000.377.0%3.17%10.22%4--
$290.00Aug 21$3.000.2315.0%1.19%16.17%21.1K
$300.00Aug 21$1.600.1718.9%0.63%19.58%181.7K
$310.00Aug 21$0.800.1422.9%0.32%23.23%5--

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 159
Total Puts 68
Put/Call Ratio 0.43
Net Difference 91

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,122
Total Puts 973
Average Put/Call Ratio 1.13
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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