Tour v477
NTRA
NATERA INC
$267.76 -0.70%
$270.00 (+0.84%)🌙
as of 07/31 06:56 PM
7/31 18:56

Option Volume

Detail
Current (07/31) 2,465
Calls: 1,873 (76%)
Puts: 592 (24%)
Prior (07/30) 420
Calls: 313 (75%)
Puts: 107 (25%)
Current vs Prior +486.90%
Calls: +498.40% (Calls)
Puts: +453.27% (Puts)
Prior 7-Day Total 3,779
Calls: 2,229 (59%)
Puts: 1,550 (41%)
Prior 7-Day Average 539
Calls: 318 (59%)
Puts: 221 (41%)
Current vs Prior 7-Day Avg +356.60%
Calls: +488.20%
Puts: +167.35%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $2.74M
Calls: $2.53M (92%)
Puts: $210.5K (8%)
Prior (07/30) $1.02M
Calls: $909.8K (89%)
Puts: $114.7K (11%)
Current vs Prior +167.24%
Calls: +177.80%
Puts: +83.46%
Prior 7-Day Total $7.56M
Calls: $6.38M (84%)
Puts: $1.18M (16%)
Prior 7-Day Average $1.08M
Calls: $912.0K (84%)
Puts: $168.0K (16%)
Current vs Prior 7-Day Avg +153.50%
Calls: +177.11%
Puts: +25.29%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 0.32
Prior (07/30) 0.34
Current vs Prior -7.54%
Prior 7-Day Average 1.29
Current vs Prior 7-Day Avg -75.56%
Sentiment BULLISH

Open Interest

Detail
Current (07/31) 11,446
Calls: 7,789 (68%)
Puts: 3,657 (32%)
Prior (07/30) 9,714
Calls: 6,201 (64%)
Puts: 3,513 (36%)
Current vs Prior +17.83%
Prior 7-Day Total 52,130
Calls: 34,011 (65%)
Puts: 18,119 (35%)
Prior 7-Day Average 7,447
Calls: 4,858 (65%)
Puts: 2,588 (35%)
Current vs Prior 7-Day Avg +53.70%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 14.34% | 18.62%
Prior 14.78% | 18.82%
Current vs Prior -2.95% | -1.08%
Prior 7-Day Avg 15.50% | 19.63%
Current vs 7-Day Avg -7.46% | -5.15%
Prior 7-Day Eod 14.78% | 18.82%
Current vs 7-Day Eod -2.95% | -1.08%
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 92% of dollar volume in calls ($2.53M) vs puts ($210.5K). Massive premium surge with dollar volume up 167% vs prior. Dollar volume significantly above 7-day average (153% higher). Unusually high activity with volume up 487% 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 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 3 of results (avg 7.5%, best 6.3%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Aug 2158.0061.80$59.906.3%20.91--
$230.00Aug 2140.0043.90$41.959.3%10.8557
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Aug 2161.5065.80$63.656.8%20.892

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 0.75, highest 0.91)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Aug 2158.0061.80$59.906.3%20.91--
$230.00Aug 2140.0043.90$41.959.3%10.8557
$260.00Aug 2119.5022.30$20.9013.4%220.60373
$270.00Aug 2114.0017.10$15.5519.9%1.0K0.512.7K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Aug 2161.5065.80$63.656.8%20.892

Most actively traded options today. High liquidity = easy entry/exit. 18 active (total vol 1.6K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 2114.0017.10$15.5519.9%1.0K0.512.7K
$330.00Aug 210.004.10$2.05200.0%3040.11307
$300.00Aug 214.007.40$5.7059.6%1880.251.7K
$260.00Aug 2119.5022.30$20.9013.4%220.60373
$290.00Aug 216.509.80$8.1540.5%90.331.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 217.0010.50$8.7540.0%120.3029
$240.00Aug 214.206.60$5.4044.4%40.2179
$200.00Aug 210.602.55$1.58123.4%30.06188
$260.00Aug 2111.0014.20$12.6025.4%20.4056
$330.00Aug 2161.5065.80$63.656.8%20.892

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 57.82, avg 11.40)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$330.00$340.00Aug 21$0.35$9.65$0.3527.57$330.35
$320.00$330.00Aug 21$0.58$9.42$0.5816.24$320.58
$310.00$320.00Aug 21$1.37$8.63$1.376.30$311.37
$300.00$310.00Aug 21$1.70$8.30$1.704.88$301.70
$290.00$300.00Aug 21$2.45$7.55$2.453.08$292.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$210.00$200.00Aug 21$0.17$9.83$0.1757.82$209.83
$220.00$210.00Aug 21$0.50$9.50$0.5019.00$219.50
$240.00$220.00Aug 21$3.15$16.85$3.155.35$236.85
$250.00$240.00Aug 21$3.35$6.65$3.351.99$246.65
$260.00$250.00Aug 21$3.85$6.15$3.851.60$256.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 8.76, avg 1.14)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$210.00$230.00Aug 21$17.95$17.95$2.058.76$227.95
$230.00$260.00Aug 21$21.05$21.05$8.952.35$251.05
$260.00$270.00Aug 21$5.35$5.35$4.651.15$265.35
$270.00$280.00Aug 21$4.10$4.10$5.900.69$274.10
$280.00$290.00Aug 21$3.30$3.30$6.700.49$283.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$330.00$260.00Aug 21$51.05$51.05$18.952.69$278.95
$260.00$250.00Aug 21$3.85$3.85$6.150.63$256.15
$250.00$240.00Aug 21$3.35$3.35$6.650.50$246.65
$240.00$220.00Aug 21$3.15$3.15$16.850.19$236.85
$220.00$210.00Aug 21$0.50$0.50$9.500.05$219.50

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 12.51% of stock, avg 20.02%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$260.00Aug 21$20.90$12.60$33.50$226.50$293.5012.51%
$210.00Aug 21$59.90$1.75$61.65$148.35$271.6523.02%
$330.00Aug 21$2.05$63.65$65.70$264.30$395.7024.54%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.64% of stock, avg 4.68%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$320.00$210.00Aug 21$2.63$1.75$4.38$205.62$324.38
$320.00$220.00Aug 21$2.63$2.25$4.88$215.12$324.88
$310.00$210.00Aug 21$4.00$1.75$5.75$204.25$315.75
$310.00$220.00Aug 21$4.00$2.25$6.25$213.75$316.25
$300.00$210.00Aug 21$5.70$1.75$7.45$202.55$307.45
$300.00$220.00Aug 21$5.70$2.25$7.95$212.05$307.95
$320.00$240.00Aug 21$2.63$5.40$8.03$231.97$328.03
$310.00$240.00Aug 21$4.00$5.40$9.40$230.60$319.40
$290.00$210.00Aug 21$8.15$1.75$9.90$200.10$299.90
$290.00$220.00Aug 21$8.15$2.25$10.40$209.60$300.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 41 found (best R:R 6.69, avg credit $5.31)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
240/250260/270Aug 21$8.70$1.306.69$241.30$268.70
250/260270/280Aug 21$7.95$2.053.88$252.05$277.95
240/250270/280Aug 21$7.45$2.552.92$242.55$277.45
210/220230/260Aug 21$21.55$8.452.55$198.45$251.55
250/260280/290Aug 21$7.15$2.852.51$252.85$287.15
200/210230/260Aug 21$21.22$8.782.42$188.78$251.22
240/250280/290Aug 21$6.65$3.351.99$243.35$286.65
250/260290/300Aug 21$6.30$3.701.70$253.70$296.30
210/220260/270Aug 21$5.85$4.151.41$214.15$265.85
240/250290/300Aug 21$5.80$4.201.38$244.20$295.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 42.48, cheapest $0.23)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$320.00$330.00$340.00Aug 21$0.23$9.7742.48
$300.00$310.00$320.00Aug 21$0.33$9.6729.30
$290.00$300.00$310.00Aug 21$0.75$9.2512.33
$310.00$320.00$330.00Aug 21$0.79$9.2111.66
$270.00$280.00$290.00Aug 21$0.80$9.2011.50
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$200.00$210.00$220.00Aug 21$0.33$9.6729.30
$240.00$250.00$260.00Aug 21$0.50$9.5019.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 14 found (best net $-1.25, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$320.001:2Aug 21-$1.26$8.74
$330.00$340.001:2Aug 21-$1.35$8.65
$320.00$330.001:2Aug 21-$1.47$8.53
$300.00$310.001:2Aug 21-$2.30$7.70
$290.00$300.001:2Aug 21-$3.25$6.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$210.001:2Aug 21-$1.25$8.75
$210.00$200.001:2Aug 21-$1.41$8.59
$250.00$240.001:2Aug 21-$2.05$7.95
$260.00$250.001:2Aug 21-$4.90$5.10
$330.00$260.001:2Aug 21$38.45$31.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 5.23%, avg 2.32%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$270.00Aug 21$14.000.510.8%5.23%6.07%1.0K2.7K
$280.00Aug 21$10.000.414.6%3.73%8.31%2127
$290.00Aug 21$6.500.338.3%2.43%10.73%91.2K
$300.00Aug 21$4.000.2512.0%1.49%13.53%1881.7K
$310.00Aug 21$2.200.1915.8%0.82%16.60%2155
$320.00Aug 21$0.550.1419.5%0.21%19.72%2217

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 1,873
Total Puts 592
Put/Call Ratio 0.32
Net Difference 1,281

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,229
Total Puts 1,550
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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