Tour v456
NTRA
NATERA INC
$253.82 +0.63%
$252.00 (-0.72%)🌙
as of 07/29 06:57 PM
7/29 18:57

Option Volume

Detail
Current (07/29) 1,167
Calls: 222 (19%)
Puts: 945 (81%)
Prior (07/28) 227
Calls: 159 (70%)
Puts: 68 (30%)
Current vs Prior +414.10%
Calls: +39.62% (Calls)
Puts: +1289.71% (Puts)
Prior 7-Day Total 3,590
Calls: 2,584 (72%)
Puts: 1,006 (28%)
Prior 7-Day Average 512
Calls: 369 (72%)
Puts: 143 (28%)
Current vs Prior 7-Day Avg +127.55%
Calls: -39.86%
Puts: +557.55%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/29) $948.1K
Calls: $560.1K (59%)
Puts: $388.0K (41%)
Prior (07/28) $417.2K
Calls: $354.0K (85%)
Puts: $63.3K (15%)
Current vs Prior +127.24%
Calls: +58.24%
Puts: +513.27%
Prior 7-Day Total $9.55M
Calls: $8.12M (85%)
Puts: $1.43M (15%)
Prior 7-Day Average $1.36M
Calls: $1.16M (85%)
Puts: $204.7K (15%)
Current vs Prior 7-Day Avg -30.52%
Calls: -51.71%
Puts: +89.53%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/29) 4.26
Prior (07/28) 0.43
Current vs Prior +895.33%
Prior 7-Day Average 1.18
Current vs Prior 7-Day Avg +260.50%
Sentiment BEARISH

Open Interest

Detail
Current (07/29) 8,612
Calls: 2,344 (27%)
Puts: 6,268 (73%)
Prior (07/28) 5,814
Calls: 3,773 (65%)
Puts: 2,041 (35%)
Current vs Prior +48.13%
Prior 7-Day Total 47,260
Calls: 34,336 (73%)
Puts: 12,924 (27%)
Prior 7-Day Average 6,751
Calls: 4,905 (73%)
Puts: 1,846 (27%)
Current vs Prior 7-Day Avg +27.56%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 15.13% | 19.21%
Prior 15.13% | 19.39%
Current vs Prior +0.02% | -0.94%
Prior 7-Day Avg 16.11% | 20.11%
Current vs 7-Day Avg -6.06% | -4.50%
Prior 7-Day Eod 15.13% | 19.39%
Current vs 7-Day Eod +0.02% | -0.94%
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

Massive premium surge with dollar volume up 127% vs prior. Unusually high activity with volume up 414% vs prior - elevated interest. Volume explosion - 128% above 7-day average (1,167 vs avg 512). Extreme bearish P/C ratio of 4.26 - 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 BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 8.0%, best 6.2%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Aug 2154.6058.10$56.356.2%10.9215
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2138.8042.80$40.809.8%10.7519

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. 5 found (avg delta 0.73, highest 0.92)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Aug 2154.6058.10$56.356.2%10.9215
$230.00Aug 2129.6033.30$31.4511.8%10.7657
$240.00Aug 2123.0026.60$24.8014.5%10.67141
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2138.8042.80$40.809.8%10.7519
$260.00Aug 2118.0020.90$19.4514.9%100.5261

Most actively traded options today. High liquidity = easy entry/exit. 13 active (total vol 76, top 20)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 214.707.40$6.0544.6%150.251.1K
$260.00Aug 2112.5015.30$13.9020.1%20.48--
$270.00Aug 218.5012.30$10.4036.5%20.39--
$200.00Aug 2154.6058.10$56.356.2%10.9215
$230.00Aug 2129.6033.30$31.4511.8%10.7657
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 218.5011.80$10.1532.5%200.3374
$200.00Aug 210.153.50$1.83183.1%150.08188
$260.00Aug 2118.0020.90$19.4514.9%100.5261
$250.00Aug 2112.7015.30$14.0018.6%60.43--
$290.00Aug 2138.8042.80$40.809.8%10.7519

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 6.69, avg 2.63)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$280.00$290.00Aug 21$1.30$8.70$1.306.69$281.30
$290.00$310.00Aug 21$3.20$16.80$3.205.25$293.20
$270.00$280.00Aug 21$3.05$6.95$3.052.28$273.05
$260.00$270.00Aug 21$3.50$6.50$3.501.86$263.50
$240.00$260.00Aug 21$10.90$9.10$10.900.83$250.90
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$240.00$200.00Aug 21$8.32$31.68$8.323.81$231.68
$250.00$240.00Aug 21$3.85$6.15$3.851.60$246.15
$260.00$250.00Aug 21$5.45$4.55$5.450.83$254.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 4.88, avg 1.27)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$200.00$230.00Aug 21$24.90$24.90$5.104.88$224.90
$230.00$240.00Aug 21$6.65$6.65$3.351.99$236.65
$240.00$260.00Aug 21$10.90$10.90$9.101.20$250.90
$260.00$270.00Aug 21$3.50$3.50$6.500.54$263.50
$270.00$280.00Aug 21$3.05$3.05$6.950.44$273.05
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$290.00$260.00Aug 21$21.35$21.35$8.652.47$268.65
$260.00$250.00Aug 21$5.45$5.45$4.551.20$254.55
$250.00$240.00Aug 21$3.85$3.85$6.150.63$246.15
$240.00$200.00Aug 21$8.32$8.32$31.680.26$231.68

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. 4 found (cheapest 13.14% of stock, avg 17.07%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$260.00Aug 21$13.90$19.45$33.35$226.65$293.3513.14%
$240.00Aug 21$24.80$10.15$34.95$205.05$274.9513.77%
$290.00Aug 21$6.05$40.80$46.85$243.15$336.8518.46%
$200.00Aug 21$56.35$1.83$58.18$141.82$258.1822.92%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 15 found (cheapest 1.84% of stock, avg 6.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$310.00$200.00Aug 21$2.85$1.83$4.68$195.32$314.68
$290.00$200.00Aug 21$6.05$1.83$7.88$192.12$297.88
$280.00$200.00Aug 21$7.35$1.83$9.18$190.82$289.18
$270.00$200.00Aug 21$10.40$1.83$12.23$187.77$282.23
$310.00$240.00Aug 21$2.85$10.15$13.00$227.00$323.00
$260.00$200.00Aug 21$13.90$1.83$15.73$184.27$275.73
$290.00$240.00Aug 21$6.05$10.15$16.20$223.80$306.20
$310.00$250.00Aug 21$2.85$14.00$16.85$233.15$326.85
$280.00$240.00Aug 21$7.35$10.15$17.50$222.50$297.50
$290.00$250.00Aug 21$6.05$14.00$20.05$229.95$310.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 11 found (best R:R 5.67, avg credit $8.61)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
250/260270/280Aug 21$8.50$1.505.67$251.50$278.50
240/250260/270Aug 21$7.35$2.652.77$242.65$267.35
240/250270/280Aug 21$6.90$3.102.23$243.10$276.90
250/260280/290Aug 21$6.75$3.252.08$253.25$286.75
240/250280/290Aug 21$5.15$4.851.06$244.85$285.15
250/260290/310Aug 21$8.65$11.350.76$251.35$298.65
240/250290/310Aug 21$7.05$12.950.54$242.95$297.05
200/240260/270Aug 21$11.82$28.180.42$228.18$271.82
200/240270/280Aug 21$11.37$28.630.40$228.63$281.37
200/240290/310Aug 21$11.52$28.480.40$228.48$301.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 21.22, cheapest $0.45)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$260.00$270.00$280.00Aug 21$0.45$9.5521.22
$270.00$280.00$290.00Aug 21$1.75$8.254.71
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$240.00$250.00$260.00Aug 21$1.60$8.405.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 10 found (best net $-6.55, 7 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$200.00$230.001:2Aug 21-$6.55$23.45
$240.00$260.001:2Aug 21-$3.00$17.00
$270.00$280.001:2Aug 21-$4.30$5.70
$280.00$290.001:2Aug 21-$4.75$5.25
$260.00$270.001:2Aug 21-$6.90$3.10
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$250.00$240.001:2Aug 21-$6.30$3.70
$260.00$250.001:2Aug 21-$8.55$1.45
$240.00$200.001:2Aug 21$6.49$33.51
$290.00$260.001:2Aug 21$1.90$28.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 4.92%, avg 2.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$260.00Aug 21$12.500.482.4%4.92%7.36%2--
$270.00Aug 21$8.500.396.4%3.35%9.72%2--
$280.00Aug 21$5.600.3010.3%2.21%12.52%1122
$290.00Aug 21$4.700.2514.2%1.85%16.11%151.1K
$310.00Aug 21$1.000.1422.1%0.39%22.53%1--

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 222
Total Puts 945
Put/Call Ratio 4.26
Net Difference -723

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,584
Total Puts 1,006
Average Put/Call Ratio 1.18
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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