Tour v528
NTRA
NATERA INC
$350.78 +2.63%
$353.99 (+0.92%)🌙
as of 09/15 06:55 PM
9/15 18:55

Option Volume

Detail
Current (09/15) 607
Calls: 409 (67%)
Puts: 198 (33%)
Prior (09/14) 629
Calls: 237 (38%)
Puts: 392 (62%)
Current vs Prior -3.50%
Calls: +72.57% (Calls)
Puts: -49.49% (Puts)
Prior 7-Day Total 3,280
Calls: 948 (29%)
Puts: 2,332 (71%)
Prior 7-Day Average 468
Calls: 135 (29%)
Puts: 333 (71%)
Current vs Prior 7-Day Avg +29.54%
Calls: +202.00%
Puts: -40.57%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15) $947.6K
Calls: $767.6K (81%)
Puts: $179.9K (19%)
Prior (09/14) $1.15M
Calls: $791.6K (69%)
Puts: $358.8K (31%)
Current vs Prior -17.63%
Calls: -3.03%
Puts: -49.86%
Prior 7-Day Total $4.62M
Calls: $2.87M (62%)
Puts: $1.74M (38%)
Prior 7-Day Average $659.6K
Calls: $410.5K (62%)
Puts: $249.1K (38%)
Current vs Prior 7-Day Avg +43.66%
Calls: +87.02%
Puts: -27.78%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15) 0.48
Prior (09/14) 1.65
Current vs Prior -70.73%
Prior 7-Day Average 2.47
Current vs Prior 7-Day Avg -80.36%
Sentiment BULLISH

Open Interest

Detail
Current (09/15) 9,406
Calls: 4,215 (45%)
Puts: 5,191 (55%)
Prior (09/14) 8,539
Calls: 4,329 (51%)
Puts: 4,210 (49%)
Current vs Prior +10.15%
Prior 7-Day Total 42,502
Calls: 17,398 (41%)
Puts: 25,104 (59%)
Prior 7-Day Average 6,071
Calls: 2,485 (41%)
Puts: 3,586 (59%)
Current vs Prior 7-Day Avg +54.92%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current 5.19% | 11.56%5.19% | 11.56%
Prior 5.81% | 11.64%5.81% | 11.64%
Current vs Prior -10.66% | -0.73%-10.66% | -0.73%
Prior 7-Day Avg 7.49% | 12.48%7.49% | 12.48%
Current vs 7-Day Avg -30.74% | -7.34%-30.75% | -7.34%
Prior 7-Day Eod 5.81% | 11.64%5.81% | 11.64%
Current vs 7-Day Eod -10.66% | -0.73%-10.66% | -0.73%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 14.91% | 13.34%
Calls: 14.43% | 11.49%
Puts: 15.38% | 15.18%
Prior 14.91% | 13.34%
Calls: 14.43% | 11.49%
Puts: 15.38% | 15.18%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 14.91% | 13.34%
Calls: 14.43% | 11.49%
Puts: 15.38% | 15.18%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 81% of dollar volume in calls ($767.6K) vs puts ($179.9K). Extreme bullish P/C ratio of 0.48 - heavy call buying (409 calls vs 198 puts). P/C ratio dropping 71% - 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 BEARISH
Prior NEUTRAL
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 8.2%, best 8.1%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Oct 1636.9040.00$38.458.1%10.78--
$310.00Sep 1839.6043.00$41.308.2%10.9443
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. 9 found (avg delta 0.74, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Sep 1839.6043.00$41.308.2%10.9443
$320.00Sep 1829.8033.10$31.4510.5%60.91133
$330.00Sep 1820.2023.70$21.9515.9%100.86163
$320.00Oct 1636.9040.00$38.458.1%10.78--
$340.00Sep 1811.8015.50$13.6527.1%180.7780
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 26 active (total vol 391, top 106)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Sep 180.003.30$1.65200.0%1060.17307
$350.00Sep 184.808.90$6.8559.9%950.521.4K
$340.00Sep 1811.8015.50$13.6527.1%180.7780
$330.00Sep 1820.2023.70$21.9515.9%100.86163
$330.00Oct 1629.3032.50$30.9010.4%100.7130
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Sep 185.007.80$6.4043.7%400.4863
$330.00Sep 180.003.20$1.60200.0%210.15130
$320.00Oct 164.308.00$6.1560.2%200.221.1K
$340.00Sep 180.403.90$2.15162.8%110.2442
$310.00Oct 163.005.90$4.4565.2%90.17182

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 22.7%, max 40.3%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$370.00Sep 18Oct 1661.2%43.6%40.3%110336
$350.00Sep 18Oct 1652.6%41.7%26.2%1041.4K
$360.00Sep 18Oct 1655.4%44.0%26.0%6121
$340.00Sep 18Oct 1648.3%43.7%10.5%22141
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$340.00Sep 18Oct 1648.3%43.7%10.5%1363

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 15 found (best R:R 17.18, avg 6.11)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$360.00$370.00Sep 18$1.58$8.42$1.5830%5.33$361.58
$350.00$360.00Oct 16$4.60$5.40$4.6053%1.17$354.60
$360.00$370.00Oct 16$3.70$6.30$3.7045%1.70$363.70
$370.00$380.00Oct 16$2.85$7.15$2.8536%2.51$372.85
$340.00$350.00Oct 16$5.65$4.35$5.6562%0.77$345.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$340.00$330.00Sep 18$0.55$9.45$0.5524%17.18$339.45
$300.00$290.00Oct 16$0.44$9.56$0.4412%21.73$299.56
$330.00$310.00Sep 18$0.95$19.05$0.9515%20.05$329.05
$320.00$310.00Oct 16$1.70$8.30$1.7022%4.88$318.30
$330.00$320.00Oct 16$2.60$7.40$2.6029%2.85$327.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 0.74, avg 0.31)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$380.00$390.00Oct 16$2.45$2.45$7.5572%0.32$382.45
$370.00$380.00Oct 16$2.85$2.85$7.1564%0.40$372.85
$360.00$370.00Oct 16$3.70$3.70$6.3055%0.59$363.70
$360.00$370.00Sep 18$1.58$1.58$8.4270%0.19$361.58
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$350.00$340.00Sep 18$4.25$4.25$5.7552%0.74$345.75
$340.00$330.00Oct 16$3.85$3.85$6.1562%0.63$336.15
$310.00$300.00Oct 16$1.48$1.48$8.5284%0.17$308.52
$330.00$320.00Oct 16$2.60$2.60$7.4071%0.35$327.40
$320.00$310.00Oct 16$1.70$1.70$8.3078%0.20$318.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $11.21, cheapest $10.72)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Sep 18Oct 16$10.7255.4%44.0%
$350.00Sep 18Oct 16$11.7052.6%41.7%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 3.78% of stock, avg 8.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$350.00Sep 18$6.85$6.40$13.25$336.75$363.253.78%
$340.00Sep 18$13.65$2.15$15.80$324.20$355.804.50%
$330.00Sep 18$21.95$1.60$23.55$306.45$353.556.71%
$340.00Oct 16$24.20$12.60$36.80$303.20$376.8010.49%
$330.00Oct 16$30.90$8.75$39.65$290.35$369.6511.30%
$320.00Oct 16$38.45$6.15$44.60$275.40$364.6012.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 28 found (cheapest 0.66% of stock, avg 3.70%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$370.00$310.00Sep 18$1.65$0.65$2.30$307.70$372.30
$370.00$330.00Sep 18$1.65$1.60$3.25$326.75$373.25
$370.00$340.00Sep 18$1.65$2.15$3.80$336.20$373.80
$360.00$310.00Sep 18$3.23$0.65$3.88$306.12$363.88
$360.00$330.00Sep 18$3.23$1.60$4.83$325.17$364.83
$360.00$340.00Sep 18$3.23$2.15$5.38$334.62$365.38
$390.00$300.00Oct 16$4.95$2.97$7.92$292.08$397.92
$390.00$310.00Oct 16$4.95$4.45$9.40$300.60$399.40
$390.00$320.00Oct 16$4.95$6.15$11.10$308.90$401.10
$370.00$350.00Sep 18$1.65$6.40$8.05$341.95$378.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 0.65, avg credit $3.45)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
300/310380/390Oct 16$3.93$6.0755%0.65$306.07$383.93
320/330380/390Oct 16$5.05$4.9542%1.02$324.95$385.05
310/320380/390Oct 16$4.15$5.8550%0.71$315.85$384.15
290/300380/390Oct 16$2.89$7.1160%0.41$297.11$382.89
330/340360/370Sep 18$2.13$7.8746%0.27$337.87$362.13
310/330360/370Sep 18$2.53$17.4755%0.14$327.47$362.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 5.67, cheapest $0.22)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$330.00$340.00$350.00Sep 18$1.50$8.5034%5.67
$370.00$380.00$390.00Oct 16$0.40$9.6015%24.00
$310.00$320.00$330.00Sep 18$0.35$9.658%27.57
$350.00$360.00$370.00Sep 18$2.04$7.9635%3.90
$350.00$360.00$370.00Oct 16$0.90$9.1017%10.11
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$300.00$310.00$320.00Oct 16$0.22$9.7810%44.45
$290.00$310.00$330.00Sep 18$0.93$19.0711%20.51
$310.00$320.00$330.00Oct 16$0.90$9.1013%10.11
$320.00$330.00$340.00Oct 16$1.25$8.7516%7.00
$290.00$300.00$310.00Oct 16$1.04$8.967%8.62

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 17 found (best net $-0.05, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$350.001:2Sep 18-$0.05$9.95
$330.00$340.001:2Sep 18-$5.35$4.65
$360.00$370.001:2Sep 18-$0.07$9.93
$380.00$390.001:2Oct 16-$2.50$7.50
$370.00$380.001:2Oct 16-$4.55$5.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$330.001:2Sep 18-$1.05$8.95
$310.00$290.001:2Sep 18-$0.61$19.39
$310.00$300.001:2Oct 16-$1.49$8.51
$320.00$310.001:2Oct 16-$2.75$7.25
$330.00$320.001:2Oct 16-$3.55$6.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 3.39%, avg 1.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$360.00Oct 16$11.900.452.6%3.39%6.02%113
$370.00Oct 16$8.400.365.5%2.39%7.87%429
$380.00Oct 16$5.500.288.3%1.57%9.90%358
$390.00Oct 16$3.300.2111.2%0.94%12.12%322
$360.00Sep 18$1.450.302.6%0.41%3.04%5108

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 409
Total Puts 198
Put/Call Ratio 0.48
Net Difference 211

Prior's Put/Call Breakdown

Total Calls 237
Total Puts 392
Put/Call Ratio 1.65
Net Difference -155

Prior 7-Day Put/Call Summary

Total Calls 948
Total Puts 2,332
Average Put/Call Ratio 2.47
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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