Tour v473
NTRA
NATERA INC
$269.66 +6.24%
7/30 19:15

Option Volume

Detail
Current (07/30) 420
Calls: 313 (75%)
Puts: 107 (25%)
Prior (07/29) 1,167
Calls: 222 (19%)
Puts: 945 (81%)
Current vs Prior -64.01%
Calls: +40.99% (Calls)
Puts: -88.68% (Puts)
Prior 7-Day Total 4,409
Calls: 2,729 (62%)
Puts: 1,680 (38%)
Prior 7-Day Average 629
Calls: 389 (62%)
Puts: 240 (38%)
Current vs Prior 7-Day Avg -33.32%
Calls: -19.71%
Puts: -55.42%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/30) $1.02M
Calls: $909.8K (89%)
Puts: $114.7K (11%)
Prior (07/29) $948.1K
Calls: $560.1K (59%)
Puts: $388.0K (41%)
Current vs Prior +8.05%
Calls: +62.42%
Puts: -70.43%
Prior 7-Day Total $10.01M
Calls: $8.58M (86%)
Puts: $1.43M (14%)
Prior 7-Day Average $1.43M
Calls: $1.23M (86%)
Puts: $204.5K (14%)
Current vs Prior 7-Day Avg -28.36%
Calls: -25.76%
Puts: -43.90%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30) 0.34
Prior (07/29) 4.26
Current vs Prior -91.97%
Prior 7-Day Average 1.29
Current vs Prior 7-Day Avg -73.42%
Sentiment BULLISH

Open Interest

Detail
Current (07/30) 9,714
Calls: 6,201 (64%)
Puts: 3,513 (36%)
Prior (07/29) 8,612
Calls: 2,344 (27%)
Puts: 6,268 (73%)
Current vs Prior +12.80%
Prior 7-Day Total 46,666
Calls: 31,226 (67%)
Puts: 15,440 (33%)
Prior 7-Day Average 6,666
Calls: 4,460 (67%)
Puts: 2,205 (33%)
Current vs Prior 7-Day Avg +45.71%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 14.78% | 18.82%
Prior 15.13% | 19.21%
Current vs Prior -2.32% | -2.01%
Prior 7-Day Avg 15.81% | 19.86%
Current vs 7-Day Avg -6.55% | -5.24%
Prior 7-Day Eod 15.13% | 19.21%
Current vs 7-Day Eod -2.32% | -2.01%
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 89% of dollar volume in calls ($909.8K) vs puts ($114.7K). Below-average activity with volume down 64% vs prior. Extreme bullish P/C ratio of 0.34 - heavy call buying (313 calls vs 107 puts). P/C ratio dropping 92% - sentiment shifting bullish.

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 BEARISH
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. 5 found (avg delta 0.66, highest 0.79)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 2134.8038.60$36.7010.4%80.79141
$250.00Aug 2127.6031.50$29.5513.2%10.71200
$260.00Aug 2121.3025.20$23.2516.8%50.63--
$270.00Aug 2116.3018.90$17.6014.8%130.542.7K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2127.0030.30$28.6511.5%10.6519

Most actively traded options today. High liquidity = easy entry/exit. 16 active (total vol 99, top 19)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 211.202.05$1.6352.1%190.0965
$270.00Aug 2116.3018.90$17.6014.8%130.542.7K
$240.00Aug 2134.8038.60$36.7010.4%80.79141
$290.00Aug 218.0010.60$9.3028.0%60.36--
$260.00Aug 2121.3025.20$23.2516.8%50.63--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Aug 2110.8013.90$12.3525.1%70.3751
$230.00Aug 213.605.30$4.4538.2%60.16160
$250.00Aug 217.6010.90$9.2535.7%60.2935
$210.00Aug 210.353.20$1.78160.1%50.07105
$220.00Aug 212.704.60$3.6552.1%50.1367

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. 13 found (best R:R 82.33, avg 9.07)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$330.00$340.00Aug 21$0.12$9.88$0.1282.33$330.12
$290.00$330.00Aug 21$7.55$32.45$7.554.30$297.55
$280.00$290.00Aug 21$3.65$6.35$3.651.74$283.65
$270.00$280.00Aug 21$4.65$5.35$4.651.15$274.65
$260.00$270.00Aug 21$5.65$4.35$5.650.77$265.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$230.00$220.00Aug 21$0.80$9.20$0.8011.50$229.20
$240.00$230.00Aug 21$1.75$8.25$1.754.71$238.25
$220.00$210.00Aug 21$1.87$8.13$1.874.35$218.13
$250.00$240.00Aug 21$3.05$6.95$3.052.28$246.95
$260.00$250.00Aug 21$3.10$6.90$3.102.23$256.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 2.51, avg 0.78)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$240.00$250.00Aug 21$7.15$7.15$2.852.51$247.15
$250.00$260.00Aug 21$6.30$6.30$3.701.70$256.30
$260.00$270.00Aug 21$5.65$5.65$4.351.30$265.65
$270.00$280.00Aug 21$4.65$4.65$5.350.87$274.65
$280.00$290.00Aug 21$3.65$3.65$6.350.57$283.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$290.00$270.00Aug 21$12.05$12.05$7.951.52$277.95
$270.00$260.00Aug 21$4.25$4.25$5.750.74$265.75
$260.00$250.00Aug 21$3.10$3.10$6.900.45$256.90
$250.00$240.00Aug 21$3.05$3.05$6.950.44$246.95
$220.00$210.00Aug 21$1.87$1.87$8.130.23$218.13

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. 5 found (cheapest 12.68% of stock, avg 14.05%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$270.00Aug 21$17.60$16.60$34.20$235.80$304.2012.68%
$260.00Aug 21$23.25$12.35$35.60$224.40$295.6013.20%
$290.00Aug 21$9.30$28.65$37.95$252.05$327.9514.07%
$250.00Aug 21$29.55$9.25$38.80$211.20$288.8014.39%
$240.00Aug 21$36.70$6.20$42.90$197.10$282.9015.91%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 2.25% of stock, avg 6.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$340.00$230.00Aug 21$1.63$4.45$6.08$223.92$346.08
$330.00$230.00Aug 21$1.75$4.45$6.20$223.80$336.20
$340.00$240.00Aug 21$1.63$6.20$7.83$232.17$347.83
$330.00$240.00Aug 21$1.75$6.20$7.95$232.05$337.95
$340.00$250.00Aug 21$1.63$9.25$10.88$239.12$350.88
$330.00$250.00Aug 21$1.75$9.25$11.00$239.00$341.00
$290.00$230.00Aug 21$9.30$4.45$13.75$216.25$303.75
$340.00$260.00Aug 21$1.63$12.35$13.98$246.02$353.98
$330.00$260.00Aug 21$1.75$12.35$14.10$245.90$344.10
$290.00$240.00Aug 21$9.30$6.20$15.50$224.50$305.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 33 found (best R:R 9.20, avg credit $6.93)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
210/220240/250Aug 21$9.02$0.989.20$210.98$249.02
240/250260/270Aug 21$8.70$1.306.69$241.30$268.70
210/220250/260Aug 21$8.17$1.834.46$211.83$258.17
230/240250/260Aug 21$8.05$1.954.13$231.95$258.05
220/230240/250Aug 21$7.95$2.053.88$222.05$247.95
260/270280/290Aug 21$7.90$2.103.76$262.10$287.90
250/260270/280Aug 21$7.75$2.253.44$252.25$277.75
240/250270/280Aug 21$7.70$2.303.35$242.30$277.70
210/220260/270Aug 21$7.52$2.483.03$212.48$267.52
230/240260/270Aug 21$7.40$2.602.85$232.60$267.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 199.00, cheapest $0.05)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$250.00$260.00$270.00Aug 21$0.65$9.3514.38
$240.00$250.00$260.00Aug 21$0.85$9.1510.76
$260.00$270.00$280.00Aug 21$1.00$9.009.00
$270.00$280.00$290.00Aug 21$1.00$9.009.00
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$240.00$250.00$260.00Aug 21$0.05$9.95199.00
$220.00$230.00$240.00Aug 21$0.95$9.059.53
$250.00$260.00$270.00Aug 21$1.15$8.857.70
$230.00$240.00$250.00Aug 21$1.30$8.706.69

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 11 found (best net $-4.55, 9 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$330.00$340.001:2Aug 21-$1.51$8.49
$280.00$290.001:2Aug 21-$5.65$4.35
$270.00$280.001:2Aug 21-$8.30$1.70
$290.00$330.001:2Aug 21$5.80$34.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$270.001:2Aug 21-$4.55$15.45
$240.00$230.001:2Aug 21-$2.70$7.30
$230.00$220.001:2Aug 21-$2.85$7.15
$250.00$240.001:2Aug 21-$3.15$6.85
$260.00$250.001:2Aug 21-$6.15$3.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 6.04%, avg 2.75%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$270.00Aug 21$16.300.540.1%6.04%6.17%132.7K
$280.00Aug 21$11.500.453.8%4.26%8.10%5--
$290.00Aug 21$8.000.367.5%2.97%10.51%6--
$340.00Aug 21$1.200.0926.1%0.45%26.53%1965
$330.00Aug 21$0.100.1022.4%0.04%22.41%3310

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 313
Total Puts 107
Put/Call Ratio 0.34
Net Difference 206

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,729
Total Puts 1,680
Average Put/Call Ratio 1.29
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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