Tour v490
NTRA
NATERA INC
$275.19 +1.79%
$278.00 (+1.02%)🌙
as of 08/04 07:00 PM
8/4 19:00

Option Volume

Detail
Current (08/04) 3,857
Calls: 1,473 (38%)
Puts: 2,384 (62%)
Prior (08/03) 675
Calls: 304 (45%)
Puts: 371 (55%)
Current vs Prior +471.41%
Calls: +384.54% (Calls)
Puts: +542.59% (Puts)
Prior 7-Day Total 6,540
Calls: 4,174 (64%)
Puts: 2,366 (36%)
Prior 7-Day Average 934
Calls: 596 (64%)
Puts: 338 (36%)
Current vs Prior 7-Day Avg +312.83%
Calls: +147.03%
Puts: +605.33%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/04) $2.98M
Calls: $1.47M (49%)
Puts: $1.51M (51%)
Prior (08/03) $677.6K
Calls: $459.1K (68%)
Puts: $218.6K (32%)
Current vs Prior +339.24%
Calls: +219.88%
Puts: +589.92%
Prior 7-Day Total $10.40M
Calls: $9.03M (87%)
Puts: $1.37M (13%)
Prior 7-Day Average $1.49M
Calls: $1.29M (87%)
Puts: $196.4K (13%)
Current vs Prior 7-Day Avg +100.29%
Calls: +13.86%
Puts: +667.73%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/04) 1.62
Prior (08/03) 1.22
Current vs Prior +32.62%
Prior 7-Day Average 1.18
Current vs Prior 7-Day Avg +37.00%
Sentiment BEARISH

Open Interest

Detail
Current (08/04) 12,596
Calls: 9,595 (76%)
Puts: 3,001 (24%)
Prior (08/03) 11,069
Calls: 7,102 (64%)
Puts: 3,967 (36%)
Current vs Prior +13.80%
Prior 7-Day Total 59,915
Calls: 38,402 (64%)
Puts: 21,513 (36%)
Prior 7-Day Average 8,559
Calls: 5,486 (64%)
Puts: 3,073 (36%)
Current vs Prior 7-Day Avg +47.16%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 13.83% | 18.24%
Prior 14.43% | 18.46%
Current vs Prior -4.15% | -1.16%
Prior 7-Day Avg 15.00% | 19.13%
Current vs 7-Day Avg -7.79% | -4.64%
Prior 7-Day Eod 14.43% | 18.46%
Current vs 7-Day Eod -4.15% | -1.16%
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

Massive premium surge with dollar volume up 339% vs prior. Dollar volume significantly above 7-day average (100% higher). Unusually high activity with volume up 471% vs prior - elevated interest. Volume explosion - 313% above 7-day average (3,857 vs avg 934).

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 1 of results (avg 8.4%, best 8.4%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2130.6033.30$31.958.5%50.7012

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 0.61, highest 0.70)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Aug 2124.0027.20$25.6012.5%20.68--
$270.00Aug 2118.0021.10$19.5515.9%180.582.4K
$270.00Sep 1824.1027.50$25.8013.2%20.5824
$280.00Sep 1819.2022.80$21.0017.1%60.5142
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2130.6033.30$31.958.5%50.7012

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 3.5K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 213.006.60$4.8075.0%1.1K0.23158
$270.00Aug 2118.0021.10$19.5515.9%180.582.4K
$300.00Aug 215.509.00$7.2548.3%170.302.1K
$330.00Aug 211.053.50$2.28107.5%160.12131
$320.00Aug 211.455.10$3.28111.3%130.17218
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Aug 210.654.40$2.53148.2%1.1K0.11161
$260.00Aug 218.2011.10$9.6530.1%1.1K0.3257
$270.00Aug 2112.5015.70$14.1022.7%110.4255
$240.00Aug 212.305.30$3.8078.9%50.1680
$300.00Aug 2130.6033.30$31.958.5%50.7012

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 18.9%, max 24.3%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$270.00Aug 21Sep 1871.5%57.5%24.3%202.5K
$330.00Aug 21Sep 1867.7%58.2%16.3%23281
$300.00Aug 21Sep 1867.7%59.4%14.0%252.1K
$310.00Aug 21Sep 1866.4%58.4%13.7%1.1K165
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Aug 21Sep 1873.1%59.4%23.2%539
$230.00Aug 21Sep 1873.7%60.4%22.0%1.1K172

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 16 found (best R:R 9.00, avg 2.92)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$320.00$330.00Aug 21$1.00$9.00$1.009.00$321.00
$310.00$320.00Aug 21$1.52$8.48$1.525.58$311.52
$310.00$330.00Sep 18$4.10$15.90$4.103.88$314.10
$300.00$310.00Aug 21$2.45$7.55$2.453.08$302.45
$300.00$310.00Sep 18$3.10$6.90$3.102.23$303.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$240.00$230.00Aug 21$1.27$8.73$1.276.87$238.73
$250.00$230.00Sep 18$5.55$14.45$5.552.60$244.45
$260.00$250.00Aug 21$2.90$7.10$2.902.45$257.10
$250.00$240.00Aug 21$2.95$7.05$2.952.39$247.05
$270.00$260.00Aug 21$4.45$5.55$4.451.25$265.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 1.53, avg 0.58)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$260.00$270.00Aug 21$6.05$6.05$3.951.53$266.05
$270.00$280.00Sep 18$4.80$4.80$5.200.92$274.80
$270.00$290.00Aug 21$9.05$9.05$10.950.83$279.05
$280.00$300.00Sep 18$7.50$7.50$12.500.60$287.50
$290.00$300.00Aug 21$3.25$3.25$6.750.48$293.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$300.00$270.00Aug 21$17.85$17.85$12.151.47$282.15
$270.00$260.00Aug 21$4.45$4.45$5.550.80$265.55
$250.00$240.00Aug 21$2.95$2.95$7.050.42$247.05
$260.00$250.00Aug 21$2.90$2.90$7.100.41$257.10
$250.00$230.00Sep 18$5.55$5.55$14.450.38$244.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $5.01, cheapest $3.32)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$330.00Aug 21Sep 18$4.0267.7%58.2%
$310.00Aug 21Sep 18$5.6066.4%58.4%
$270.00Aug 21Sep 18$6.2571.5%57.5%
$300.00Aug 21Sep 18$6.2567.7%59.4%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Aug 21Sep 18$3.3273.7%60.4%
$250.00Aug 21Sep 18$4.6573.1%59.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 12.23% of stock, avg 13.09%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$270.00Aug 21$19.55$14.10$33.65$236.35$303.6512.23%
$260.00Aug 21$25.60$9.65$35.25$224.75$295.2512.81%
$300.00Aug 21$7.25$31.95$39.20$260.80$339.2014.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 31 found (cheapest 1.75% of stock, avg 5.12%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$330.00$230.00Aug 21$2.28$2.53$4.81$225.19$334.81
$320.00$230.00Aug 21$3.28$2.53$5.81$224.19$325.81
$330.00$240.00Aug 21$2.28$3.80$6.08$233.92$336.08
$320.00$240.00Aug 21$3.28$3.80$7.08$232.92$327.08
$310.00$230.00Aug 21$4.80$2.53$7.33$222.67$317.33
$310.00$240.00Aug 21$4.80$3.80$8.60$231.40$318.60
$330.00$250.00Aug 21$2.28$6.75$9.03$240.97$339.03
$300.00$230.00Aug 21$7.25$2.53$9.78$220.22$309.78
$320.00$250.00Aug 21$3.28$6.75$10.03$239.97$330.03
$300.00$240.00Aug 21$7.25$3.80$11.05$228.95$311.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 27 found (best R:R 9.00, avg credit $7.77)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
240/250260/270Aug 21$9.00$1.009.00$241.00$269.00
260/270290/300Aug 21$7.70$2.303.35$262.30$297.70
230/240260/270Aug 21$7.32$2.682.73$232.68$267.32
260/270300/310Aug 21$6.90$3.102.23$263.10$306.90
230/250280/300Sep 18$13.05$6.951.88$236.95$293.05
270/300310/320Aug 21$19.37$10.631.82$280.63$329.37
270/300320/330Aug 21$18.85$11.151.69$281.15$338.85
240/250290/300Aug 21$6.20$3.801.63$243.80$296.20
250/260290/300Aug 21$6.15$3.851.60$253.85$296.15
240/250270/290Aug 21$12.00$8.001.50$238.00$282.00

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 18.23, cheapest $0.52)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$310.00$320.00$330.00Aug 21$0.52$9.4818.23
$290.00$300.00$310.00Aug 21$0.80$9.2011.50
$300.00$310.00$320.00Aug 21$0.93$9.079.75
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$250.00$260.00$270.00Aug 21$1.55$8.455.45
$230.00$240.00$250.00Aug 21$1.68$8.324.95

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 $-0.30, 13 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$290.001:2Aug 21-$1.45$18.55
$310.00$330.001:2Sep 18-$2.20$17.80
$280.00$300.001:2Sep 18-$6.00$14.00
$320.00$330.001:2Aug 21-$1.28$8.72
$310.00$320.001:2Aug 21-$1.76$8.24
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$230.001:2Sep 18-$0.30$19.70
$250.00$240.001:2Aug 21-$0.85$9.15
$240.00$230.001:2Aug 21-$1.26$8.74
$260.00$250.001:2Aug 21-$3.85$6.15
$270.00$260.001:2Aug 21-$5.20$4.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 6.98%, avg 2.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Sep 18$19.200.511.8%6.98%8.72%642
$300.00Sep 18$11.600.389.0%4.22%13.23%819
$290.00Aug 21$8.600.395.4%3.13%8.51%91.2K
$310.00Sep 18$8.600.3212.7%3.13%15.77%37
$300.00Aug 21$5.500.309.0%2.00%11.01%172.1K
$330.00Sep 18$4.400.2219.9%1.60%21.52%7150
$310.00Aug 21$3.000.2312.7%1.09%13.74%1.1K158
$320.00Aug 21$1.450.1716.3%0.53%16.81%13218
$330.00Aug 21$1.050.1219.9%0.38%20.30%16131

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 1,473
Total Puts 2,384
Put/Call Ratio 1.62
Net Difference -911

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,174
Total Puts 2,366
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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