Tour v492
NTRA
NATERA INC
$274.62 -0.21%
$269.32 (-1.93%)🌙
as of 08/05 06:10 PM
8/5 18:10

Option Volume

Detail
Current (08/05) 1,419
Calls: 658 (46%)
Puts: 761 (54%)
Prior (08/04) 3,857
Calls: 1,473 (38%)
Puts: 2,384 (62%)
Current vs Prior -63.21%
Calls: -55.33% (Calls)
Puts: -68.08% (Puts)
Prior 7-Day Total 10,142
Calls: 5,549 (55%)
Puts: 4,593 (45%)
Prior 7-Day Average 1,448
Calls: 792 (55%)
Puts: 656 (45%)
Current vs Prior 7-Day Avg -2.06%
Calls: -16.99%
Puts: +15.98%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/05) $2.26M
Calls: $1.44M (64%)
Puts: $820.1K (36%)
Prior (08/04) $2.98M
Calls: $1.47M (49%)
Puts: $1.51M (51%)
Current vs Prior -23.98%
Calls: -1.76%
Puts: -45.62%
Prior 7-Day Total $12.94M
Calls: $10.17M (79%)
Puts: $2.77M (21%)
Prior 7-Day Average $1.85M
Calls: $1.45M (79%)
Puts: $395.3K (21%)
Current vs Prior 7-Day Avg +22.39%
Calls: -0.75%
Puts: +107.46%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05) 1.16
Prior (08/04) 1.62
Current vs Prior -28.54%
Prior 7-Day Average 1.18
Current vs Prior 7-Day Avg -2.30%
Sentiment BEARISH

Open Interest

Detail
Current (08/05) 11,727
Calls: 6,619 (56%)
Puts: 5,108 (44%)
Prior (08/04) 12,596
Calls: 9,595 (76%)
Puts: 3,001 (24%)
Current vs Prior -6.90%
Prior 7-Day Total 65,814
Calls: 42,933 (65%)
Puts: 22,881 (35%)
Prior 7-Day Average 9,402
Calls: 6,133 (65%)
Puts: 3,268 (35%)
Current vs Prior 7-Day Avg +24.73%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 13.55% | 17.81%
Prior 13.83% | 18.24%
Current vs Prior -2.03% | -2.39%
Prior 7-Day Avg 14.74% | 18.86%
Current vs 7-Day Avg -8.07% | -5.61%
Prior 7-Day Eod 13.83% | 18.24%
Current vs 7-Day Eod -2.03% | -2.39%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 16.46% | 11.86%
Calls: 16.89% | 12.15%
Puts: 16.04% | 11.57%
Prior 15.07% | 13.89%
Calls: 18.18% | 14.15%
Puts: 11.97% | 13.64%
Current vs Prior +9.22% | -14.61%
Prior 7-Day Avg 15.07% | 13.89%
Calls: 18.18% | 14.15%
Puts: 11.97% | 13.64%
Current vs 7-Day Avg +9.22% | -14.61%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($1.44M). Below-average activity with volume down 63% vs prior. Slightly bearish P/C ratio of 1.16. P/C ratio dropping 29% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 2 of results (avg 6.4%, best 4.2%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Aug 2173.7076.90$75.304.2%11.00--
$250.00Sep 1834.7037.80$36.258.6%40.7144
PUTS (0)
No puts meet the criteria

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 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Aug 2173.7076.90$75.304.2%11.00--
$250.00Sep 1834.7037.80$36.258.6%40.7144
$260.00Aug 2122.6025.90$24.2513.6%1740.67--
$270.00Aug 2116.8020.20$18.5018.4%10.572.0K
$270.00Sep 1822.9026.50$24.7014.6%20.5726
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Sep 1835.0038.80$36.9010.3%20.63--

Most actively traded options today. High liquidity = easy entry/exit. 19 active (total vol 689, top 241)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 212.606.30$4.4583.1%2410.211.3K
$260.00Aug 2122.6025.90$24.2513.6%1740.67--
$250.00Sep 1834.7037.80$36.258.6%40.7144
$300.00Sep 1810.8014.70$12.7530.6%40.3723
$290.00Aug 217.9011.70$9.8038.8%30.38--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Aug 217.5010.90$9.2037.0%2400.33--
$250.00Aug 214.107.80$5.9562.2%50.2441
$230.00Aug 211.504.30$2.9096.6%30.121.1K
$240.00Aug 211.955.50$3.7395.2%20.16--
$300.00Sep 1835.0038.80$36.9010.3%20.63--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 18.2%, max 23.0%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$270.00Aug 21Sep 1869.2%56.2%23.0%32.0K
$290.00Aug 21Sep 1869.7%58.8%18.7%47
$300.00Aug 21Sep 1863.9%58.8%8.7%62.1K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Aug 21Sep 1869.6%56.7%22.6%641

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 14 found (best R:R 13.29, avg 3.40)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$300.00$310.00Aug 21$1.35$8.65$1.356.41$301.35
$290.00$300.00Sep 18$3.25$6.75$3.252.08$293.25
$280.00$290.00Aug 21$3.65$6.35$3.651.74$283.65
$290.00$300.00Aug 21$4.00$6.00$4.001.50$294.00
$270.00$290.00Sep 18$8.70$11.30$8.701.30$278.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$230.00$200.00Aug 21$2.10$27.90$2.1013.29$227.90
$240.00$230.00Aug 21$0.83$9.17$0.8311.05$239.17
$250.00$240.00Aug 21$2.22$7.78$2.223.50$247.78
$260.00$250.00Aug 21$3.25$6.75$3.252.08$256.75
$270.00$260.00Aug 21$4.30$5.70$4.301.33$265.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 5.70, avg 0.99)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$200.00$260.00Aug 21$51.05$51.05$8.955.70$251.05
$250.00$270.00Sep 18$11.55$11.55$8.451.37$261.55
$260.00$270.00Aug 21$5.75$5.75$4.251.35$265.75
$270.00$280.00Aug 21$5.05$5.05$4.951.02$275.05
$270.00$290.00Sep 18$8.70$8.70$11.300.77$278.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$300.00$250.00Sep 18$26.35$26.35$23.651.11$273.65
$270.00$260.00Aug 21$4.30$4.30$5.700.75$265.70
$260.00$250.00Aug 21$3.25$3.25$6.750.48$256.75
$250.00$240.00Aug 21$2.22$2.22$7.780.29$247.78
$240.00$230.00Aug 21$0.83$0.83$9.170.09$239.17

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $5.99, cheapest $4.60)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$270.00Aug 21Sep 18$6.2069.2%56.2%
$290.00Aug 21Sep 18$6.2069.7%58.8%
$300.00Aug 21Sep 18$6.9563.9%58.8%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Aug 21Sep 18$4.6069.6%56.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 11.65% of stock, avg 17.33%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$270.00Aug 21$18.50$13.50$32.00$238.00$302.0011.65%
$260.00Aug 21$24.25$9.20$33.45$226.55$293.4512.18%
$250.00Sep 18$36.25$10.55$46.80$203.20$296.8017.04%
$300.00Sep 18$12.75$36.90$49.65$250.35$349.6518.08%
$200.00Aug 21$75.30$0.80$76.10$123.90$276.1027.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 22 found (cheapest 2.68% of stock, avg 5.93%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$310.00$230.00Aug 21$4.45$2.90$7.35$222.65$317.35
$310.00$240.00Aug 21$4.45$3.73$8.18$231.82$318.18
$300.00$230.00Aug 21$5.80$2.90$8.70$221.30$308.70
$300.00$240.00Aug 21$5.80$3.73$9.53$230.47$309.53
$310.00$250.00Aug 21$4.45$5.95$10.40$239.60$320.40
$300.00$250.00Aug 21$5.80$5.95$11.75$238.25$311.75
$290.00$230.00Aug 21$9.80$2.90$12.70$217.30$302.70
$290.00$240.00Aug 21$9.80$3.73$13.53$226.47$303.53
$310.00$260.00Aug 21$4.45$9.20$13.65$246.35$323.65
$300.00$260.00Aug 21$5.80$9.20$15.00$245.00$315.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 22 found (best R:R 4.88, avg credit $6.10)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
250/260270/280Aug 21$8.30$1.704.88$251.70$278.30
260/270290/300Aug 21$8.30$1.704.88$261.70$298.30
240/250260/270Aug 21$7.97$2.033.93$242.03$267.97
260/270280/290Aug 21$7.95$2.053.88$262.05$287.95
240/250270/280Aug 21$7.27$2.732.66$242.73$277.27
250/260290/300Aug 21$7.25$2.752.64$252.75$297.25
250/260280/290Aug 21$6.90$3.102.23$253.10$286.90
230/240260/270Aug 21$6.58$3.421.92$233.42$266.58
240/250290/300Aug 21$6.22$3.781.65$243.78$296.22
230/240270/280Aug 21$5.88$4.121.43$234.12$275.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 13.29, cheapest $0.70)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$260.00$270.00$280.00Aug 21$0.70$9.3013.29
$270.00$280.00$290.00Aug 21$1.40$8.606.14
$250.00$270.00$290.00Sep 18$2.85$17.156.02
$290.00$300.00$310.00Aug 21$2.65$7.352.77
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$240.00$250.00$260.00Aug 21$1.03$8.978.71
$250.00$260.00$270.00Aug 21$1.05$8.958.52
$230.00$240.00$250.00Aug 21$1.39$8.616.19

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 $-7.30, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$290.001:2Sep 18-$7.30$12.70
$290.00$300.001:2Aug 21-$1.80$8.20
$300.00$310.001:2Aug 21-$3.10$6.90
$250.00$270.001:2Sep 18-$13.15$6.85
$280.00$290.001:2Aug 21-$6.15$3.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$240.001:2Aug 21-$1.51$8.49
$240.00$230.001:2Aug 21-$2.07$7.93
$260.00$250.001:2Aug 21-$2.70$7.30
$270.00$260.001:2Aug 21-$4.90$5.10
$300.00$250.001:2Sep 18$15.80$34.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 5.10%, avg 3.14%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$290.00Sep 18$14.000.435.6%5.10%10.70%17
$280.00Aug 21$11.800.472.0%4.30%6.26%1127
$300.00Sep 18$10.800.379.2%3.93%13.17%423
$290.00Aug 21$7.900.385.6%2.88%8.48%3--
$300.00Aug 21$4.600.289.2%1.68%10.92%22.1K
$310.00Aug 21$2.600.2112.9%0.95%13.83%2411.3K

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 658
Total Puts 761
Put/Call Ratio 1.16
Net Difference -103

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,549
Total Puts 4,593
Average Put/Call Ratio 1.18
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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