Tour v487
NTRA
NATERA INC
$270.36 +0.97%
$271.00 (+0.24%)🌙
as of 08/03 06:44 PM
8/3 18:44

Option Volume

Detail
Current (08/03) 675
Calls: 304 (45%)
Puts: 371 (55%)
Prior (07/31) 2,465
Calls: 1,873 (76%)
Puts: 592 (24%)
Current vs Prior -72.62%
Calls: -83.77% (Calls)
Puts: -37.33% (Puts)
Prior 7-Day Total 5,967
Calls: 3,905 (65%)
Puts: 2,062 (35%)
Prior 7-Day Average 852
Calls: 557 (65%)
Puts: 294 (35%)
Current vs Prior 7-Day Avg -20.81%
Calls: -45.51%
Puts: +25.95%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/03) $677.6K
Calls: $459.1K (68%)
Puts: $218.6K (32%)
Prior (07/31) $2.74M
Calls: $2.53M (92%)
Puts: $210.5K (8%)
Current vs Prior -75.25%
Calls: -81.84%
Puts: +3.86%
Prior 7-Day Total $9.97M
Calls: $8.65M (87%)
Puts: $1.32M (13%)
Prior 7-Day Average $1.42M
Calls: $1.24M (87%)
Puts: $189.2K (13%)
Current vs Prior 7-Day Avg -52.43%
Calls: -62.84%
Puts: +15.55%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03) 1.22
Prior (07/31) 0.32
Current vs Prior +286.11%
Prior 7-Day Average 1.28
Current vs Prior 7-Day Avg -4.69%
Sentiment BEARISH

Open Interest

Detail
Current (08/03) 11,069
Calls: 7,102 (64%)
Puts: 3,967 (36%)
Prior (07/31) 11,446
Calls: 7,789 (68%)
Puts: 3,657 (32%)
Current vs Prior -3.29%
Prior 7-Day Total 53,366
Calls: 34,934 (65%)
Puts: 18,432 (35%)
Prior 7-Day Average 7,623
Calls: 4,990 (65%)
Puts: 2,633 (35%)
Current vs Prior 7-Day Avg +45.19%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 14.43% | 18.46%
Prior 14.34% | 18.62%
Current vs Prior +0.59% | -0.86%
Prior 7-Day Avg 15.26% | 19.39%
Current vs 7-Day Avg -5.48% | -4.80%
Prior 7-Day Eod 14.34% | 18.62%
Current vs 7-Day Eod +0.59% | -0.86%
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

Moderately bullish flow with 68% call dollar volume ($459.1K). Light premium activity with dollar volume down 75% vs prior. Below-average activity with volume down 73% vs prior. Bearish P/C ratio of 1.22 indicates protective positioning.

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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 4 of results (avg 7.0%, best 5.0%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Aug 2170.2073.80$72.005.0%100.9515
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 2168.7072.50$70.605.4%10.89--
$310.00Aug 2141.9045.30$43.607.8%10.79--
$300.00Aug 2133.7037.20$35.459.9%10.7411

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. 6 found (avg delta 0.76, highest 0.95)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Aug 2170.2073.80$72.005.0%100.9515
$260.00Aug 2120.5024.30$22.4017.0%220.63373
$270.00Aug 2115.6018.90$17.2519.1%270.542.4K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 2168.7072.50$70.605.4%10.89--
$310.00Aug 2141.9045.30$43.607.8%10.79--
$300.00Aug 2133.7037.20$35.459.9%10.7411

Most actively traded options today. High liquidity = easy entry/exit. 14 active (total vol 257, top 178)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 214.506.60$5.5537.8%1780.261.9K
$270.00Aug 2115.6018.90$17.2519.1%270.542.4K
$260.00Aug 2120.5024.30$22.4017.0%220.63373
$200.00Aug 2170.2073.80$72.005.0%100.9515
$290.00Aug 217.0010.80$8.9042.7%20.351.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Aug 210.802.00$1.4085.7%60.06189
$220.00Aug 211.603.70$2.6579.2%30.11--
$240.00Aug 214.407.40$5.9050.8%20.21--
$270.00Aug 2114.2018.00$16.1023.6%20.46--
$230.00Aug 211.455.30$3.38113.9%10.14161

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 15.00, avg 5.05)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$300.00$310.00Aug 21$1.12$8.88$1.127.93$301.12
$290.00$300.00Aug 21$3.35$6.65$3.351.99$293.35
$270.00$290.00Aug 21$8.35$11.65$8.351.40$278.35
$260.00$270.00Aug 21$5.15$4.85$5.150.94$265.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$220.00$200.00Aug 21$1.25$18.75$1.2515.00$218.75
$230.00$220.00Aug 21$0.73$9.27$0.7312.70$229.27
$240.00$230.00Aug 21$2.52$7.48$2.522.97$237.48
$270.00$240.00Aug 21$10.20$19.80$10.201.94$259.80
$300.00$270.00Aug 21$19.35$10.65$19.350.55$280.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 9.00, avg 1.95)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$200.00$260.00Aug 21$49.60$49.60$10.404.77$249.60
$260.00$270.00Aug 21$5.15$5.15$4.851.06$265.15
$270.00$290.00Aug 21$8.35$8.35$11.650.72$278.35
$290.00$300.00Aug 21$3.35$3.35$6.650.50$293.35
$300.00$310.00Aug 21$1.12$1.12$8.880.13$301.12
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$340.00$310.00Aug 21$27.00$27.00$3.009.00$313.00
$310.00$300.00Aug 21$8.15$8.15$1.854.41$301.85
$300.00$270.00Aug 21$19.35$19.35$10.651.82$280.65
$270.00$240.00Aug 21$10.20$10.20$19.800.52$259.80
$240.00$230.00Aug 21$2.52$2.52$7.480.34$237.48

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 12.34% of stock, avg 18.11%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$270.00Aug 21$17.25$16.10$33.35$236.65$303.3512.34%
$300.00Aug 21$5.55$35.45$41.00$259.00$341.0015.16%
$310.00Aug 21$4.43$43.60$48.03$261.97$358.0317.77%
$200.00Aug 21$72.00$1.40$73.40$126.60$273.4027.15%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 15 found (cheapest 2.16% of stock, avg 4.50%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$310.00$200.00Aug 21$4.43$1.40$5.83$194.17$315.83
$300.00$200.00Aug 21$5.55$1.40$6.95$193.05$306.95
$310.00$220.00Aug 21$4.43$2.65$7.08$212.92$317.08
$310.00$230.00Aug 21$4.43$3.38$7.81$222.19$317.81
$300.00$220.00Aug 21$5.55$2.65$8.20$211.80$308.20
$300.00$230.00Aug 21$5.55$3.38$8.93$221.07$308.93
$290.00$200.00Aug 21$8.90$1.40$10.30$189.70$300.30
$310.00$240.00Aug 21$4.43$5.90$10.33$229.67$320.33
$300.00$240.00Aug 21$5.55$5.90$11.45$228.55$311.45
$290.00$220.00Aug 21$8.90$2.65$11.55$208.45$301.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 14 found (best R:R 3.29, avg credit $6.91)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
230/240260/270Aug 21$7.67$2.333.29$232.33$267.67
220/230260/270Aug 21$5.88$4.121.43$224.12$265.88
230/240290/300Aug 21$5.87$4.131.42$234.13$295.87
230/240270/290Aug 21$10.87$9.131.19$229.13$280.87
200/220270/290Aug 21$9.60$10.400.92$210.40$279.60
220/230270/290Aug 21$9.08$10.920.83$220.92$279.08
240/270290/300Aug 21$13.55$16.450.82$256.45$303.55
220/230290/300Aug 21$4.08$5.920.69$225.92$294.08
240/270300/310Aug 21$11.32$18.680.61$258.68$311.32
230/240300/310Aug 21$3.64$6.360.57$236.36$303.64

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 4.59, cheapest $1.79)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$290.00$300.00$310.00Aug 21$2.23$7.773.48
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$220.00$230.00$240.00Aug 21$1.79$8.214.59
$240.00$270.00$300.00Aug 21$9.15$20.852.28

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 $-0.15, 7 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$270.00$290.001:2Aug 21-$0.55$19.45
$290.00$300.001:2Aug 21-$2.20$7.80
$300.00$310.001:2Aug 21-$3.31$6.69
$200.00$260.001:2Aug 21$27.20$32.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$200.001:2Aug 21-$0.15$19.85
$340.00$310.001:2Aug 21-$16.60$13.40
$240.00$230.001:2Aug 21-$0.86$9.14
$230.00$220.001:2Aug 21-$1.92$8.08
$300.00$270.001:2Aug 21$3.25$26.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 2.59%, avg 1.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$290.00Aug 21$7.000.357.3%2.59%9.85%21.2K
$300.00Aug 21$4.500.2611.0%1.66%12.63%1781.9K
$310.00Aug 21$2.650.2114.7%0.98%15.64%1157

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 304
Total Puts 371
Put/Call Ratio 1.22
Net Difference -67

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,905
Total Puts 2,062
Average Put/Call Ratio 1.28
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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