Tour v528
NTRA
NATERA INC
$369.39 +0.84%
$368.00 (-0.38%)🌙
as of 09/18 06:49 PM
9/18 18:49

Option Volume

Detail
Current (09/18) 2,473
Calls: 2,063 (83%)
Puts: 410 (17%)
Prior (09/15) 607
Calls: 409 (67%)
Puts: 198 (33%)
Current vs Prior +307.41%
Calls: +404.40% (Calls)
Puts: +107.07% (Puts)
Prior 7-Day Total 3,493
Calls: 1,137 (33%)
Puts: 2,356 (67%)
Prior 7-Day Average 499
Calls: 162 (33%)
Puts: 336 (67%)
Current vs Prior 7-Day Avg +395.59%
Calls: +1170.10%
Puts: +21.82%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/18) $3.87M
Calls: $3.64M (94%)
Puts: $237.3K (6%)
Prior (09/15) $947.6K
Calls: $767.6K (81%)
Puts: $179.9K (19%)
Current vs Prior +308.94%
Calls: +373.88%
Puts: +31.86%
Prior 7-Day Total $4.50M
Calls: $2.78M (62%)
Puts: $1.72M (38%)
Prior 7-Day Average $642.8K
Calls: $397.6K (62%)
Puts: $245.2K (38%)
Current vs Prior 7-Day Avg +502.82%
Calls: +814.92%
Puts: -3.24%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/18) 0.20
Prior (09/15) 0.48
Current vs Prior -58.95%
Prior 7-Day Average 2.42
Current vs Prior 7-Day Avg -91.79%
Sentiment BULLISH

Open Interest

Detail
Current (09/18) 6,261
Calls: 2,631 (42%)
Puts: 3,630 (58%)
Prior (09/15) 9,406
Calls: 4,215 (45%)
Puts: 5,191 (55%)
Current vs Prior -33.44%
Prior 7-Day Total 47,294
Calls: 19,881 (42%)
Puts: 27,413 (58%)
Prior 7-Day Average 6,756
Calls: 2,840 (42%)
Puts: 3,916 (58%)
Current vs Prior 7-Day Avg -7.33%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current 2.80% | 10.08%2.80% | 10.08%
Prior 5.19% | 11.56%5.19% | 11.56%
Current vs Prior +94.36% | +53.98%-46.10% | -12.77%
Prior 7-Day Avg 7.00% | 12.25%7.00% | 12.25%
Current vs 7-Day Avg +44.12% | +45.27%-60.03% | -17.70%
Prior 7-Day Eod 5.19% | 11.56%5.19% | 11.56%
Current vs 7-Day Eod +94.36% | +53.98%-46.10% | -12.77%
Sentiment BEARISHBULLISH

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 94% of dollar volume in calls ($3.64M) vs puts ($237.3K). Massive premium surge with dollar volume up 309% vs prior. Dollar volume significantly above 7-day average (503% higher). Unusually high activity with volume up 307% 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 BEARISH
Prior BEARISH
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 10 of results (avg 6.8%, best 4.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Oct 1669.4072.20$70.804.0%20.94179
$310.00Oct 1659.9062.80$61.354.7%20.90--
$300.00Sep 1867.4070.80$69.104.9%40.94--
$320.00Oct 1650.7053.70$52.205.7%20.89--
$310.00Sep 1857.4060.80$59.105.8%40.9462
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. 18 found (avg delta 0.84, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Sep 1847.4050.60$49.006.5%10.96129
$300.00Oct 1669.4072.20$70.804.0%20.94179
$300.00Sep 1867.4070.80$69.104.9%40.94--
$310.00Sep 1857.4060.80$59.105.8%40.9462
$330.00Sep 1837.4040.70$39.058.5%140.93145
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Sep 189.8012.10$10.9521.0%30.922
$390.00Sep 1819.2022.00$20.6013.6%10.87--
$370.00Sep 180.053.10$1.58193.0%10.674

Most actively traded options today. High liquidity = easy entry/exit. 36 active (total vol 2.3K, top 815)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Sep 1817.7020.10$18.9012.7%8150.901.0K
$370.00Oct 1614.2017.20$15.7019.1%5270.5140
$370.00Sep 180.001.50$0.75200.0%2000.36--
$380.00Oct 169.6012.30$10.9524.7%1460.41398
$360.00Sep 187.4010.10$8.7530.9%1070.84128
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Oct 162.305.50$3.9082.1%1360.16--
$340.00Oct 163.307.50$5.4077.8%1340.2260
$300.00Oct 160.251.60$0.93145.2%120.0566
$370.00Oct 1614.5017.70$16.1019.9%120.491
$350.00Sep 180.002.15$1.08199.1%60.1250

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 623.0%, max 837.5%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Sep 18Oct 16361.3%38.5%837.5%123149
$370.00Sep 18Oct 16118.6%40.4%194.0%72740
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Sep 18Oct 16361.3%38.5%837.5%334

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 15 found (best R:R 19.00, avg 9.53)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$400.00$410.00Oct 16$0.65$9.35$0.6524%14.38$400.65
$370.00$380.00Sep 18$0.47$9.53$0.4736%20.28$370.47
$360.00$370.00Oct 16$5.45$4.55$5.4561%0.83$365.45
$380.00$390.00Oct 16$3.35$6.65$3.3541%1.99$383.35
$390.00$400.00Oct 16$2.50$7.50$2.5032%3.00$392.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$370.00$360.00Sep 18$0.50$9.50$0.5067%19.00$369.50
$320.00$310.00Oct 16$0.25$9.75$0.2512%39.00$319.75
$340.00$330.00Oct 16$1.50$8.50$1.5022%5.67$338.50
$330.00$320.00Oct 16$1.12$8.88$1.1216%7.93$328.88
$330.00$320.00Sep 18$0.51$9.49$0.518%18.61$329.49

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 0.19, avg 0.28)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$370.00$380.00Oct 16$4.75$4.75$5.2549%0.90$374.75
$390.00$400.00Oct 16$2.50$2.50$7.5068%0.33$392.50
$380.00$390.00Oct 16$3.35$3.35$6.6559%0.50$383.35
$370.00$380.00Sep 18$0.47$0.47$9.5364%0.05$370.47
$400.00$410.00Oct 16$0.65$0.65$9.3576%0.07$400.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$310.00$300.00Oct 16$1.60$1.60$8.4090%0.19$308.40
$360.00$350.00Oct 16$3.65$3.65$6.3561%0.57$356.35
$350.00$340.00Oct 16$2.55$2.55$7.4570%0.34$347.45
$330.00$320.00Sep 18$0.51$0.51$9.4992%0.05$329.49
$330.00$320.00Oct 16$1.12$1.12$8.8884%0.13$328.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $14.73, cheapest $14.52)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$370.00Sep 18Oct 16$14.95118.6%40.4%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$370.00Sep 18Oct 16$14.52118.6%40.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 0.63% of stock, avg 6.24%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$370.00Sep 18$0.75$1.58$2.33$367.67$372.330.63%
$360.00Sep 18$8.75$1.08$9.83$350.17$369.832.66%
$380.00Sep 18$0.28$10.95$11.23$368.77$391.233.04%
$350.00Sep 18$18.90$1.08$19.98$330.02$369.985.41%
$370.00Oct 16$15.70$16.10$31.80$338.20$401.808.61%
$360.00Oct 16$21.15$11.60$32.75$327.25$392.758.87%
$350.00Oct 16$27.85$7.95$35.80$314.20$385.809.69%
$340.00Oct 16$35.25$5.40$40.65$299.35$380.6511.00%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 26 found (cheapest 0.37% of stock, avg 3.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$380.00$330.00Sep 18$0.28$1.08$1.36$328.64$381.36
$380.00$350.00Sep 18$0.28$1.08$1.36$348.64$381.36
$380.00$360.00Sep 18$0.28$1.08$1.36$358.64$381.36
$370.00$360.00Sep 18$0.75$1.08$1.83$358.17$371.83
$370.00$350.00Sep 18$0.75$1.08$1.83$348.17$371.83
$370.00$330.00Sep 18$0.75$1.08$1.83$328.17$371.83
$410.00$330.00Oct 16$4.45$3.90$8.35$321.65$418.35
$400.00$330.00Oct 16$5.10$3.90$9.00$321.00$409.00
$410.00$340.00Oct 16$4.45$5.40$9.85$330.15$419.85
$400.00$340.00Oct 16$5.10$5.40$10.50$329.50$410.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 10 found (best R:R 0.69, avg credit $2.98)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
300/310390/400Oct 16$4.10$5.9059%0.69$305.90$394.10
300/310400/410Oct 16$2.25$7.7567%0.29$307.75$402.25
340/350390/400Oct 16$5.05$4.9539%1.02$344.95$395.05
320/330390/400Oct 16$3.62$6.3852%0.57$326.38$393.62
330/340390/400Oct 16$4.00$6.0047%0.67$336.00$394.00
310/320390/400Oct 16$2.75$7.2557%0.38$317.25$392.75
340/350400/410Oct 16$3.20$6.8047%0.47$346.80$403.20
320/330400/410Oct 16$1.77$8.2360%0.22$328.23$401.77
330/340400/410Oct 16$2.15$7.8555%0.27$337.85$402.15
310/320400/410Oct 16$0.90$9.1065%0.10$319.10$400.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 19.00, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$350.00$360.00$370.00Sep 18$2.15$7.8554%3.65
$360.00$370.00$380.00Oct 16$0.70$9.3020%13.29
$320.00$330.00$340.00Oct 16$0.25$9.7510%39.00
$340.00$350.00$360.00Oct 16$0.70$9.3018%13.29
$380.00$390.00$400.00Oct 16$0.85$9.1517%10.76
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$350.00$360.00$370.00Sep 18$0.50$9.5054%19.00
$370.00$380.00$390.00Sep 18$0.28$9.7220%34.71
$350.00$360.00$370.00Oct 16$0.85$9.1519%10.76
$320.00$330.00$340.00Oct 16$0.38$9.6210%25.32
$340.00$350.00$360.00Oct 16$1.10$8.9018%8.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 21 found (best net $-1.30, 16 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$350.001:2Sep 18-$9.05$0.95
$390.00$400.001:2Oct 16-$2.60$7.40
$380.00$390.001:2Oct 16-$4.25$5.75
$370.00$380.001:2Oct 16-$6.20$3.80
$400.00$410.001:2Oct 16-$3.80$6.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$390.00$380.001:2Sep 18-$1.30$8.70
$370.00$360.001:2Sep 18-$0.58$9.42
$350.00$330.001:2Sep 18-$1.08$18.92
$330.00$320.001:2Sep 18-$0.06$9.94
$360.00$350.001:2Sep 18-$1.08$8.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 3.84%, avg 2.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$370.00Oct 16$14.200.510.2%3.84%4.01%52740
$380.00Oct 16$9.600.412.9%2.60%5.47%146398
$390.00Oct 16$6.400.325.6%1.73%7.31%3327
$410.00Oct 16$3.200.2011.0%0.87%11.86%5210
$400.00Oct 16$3.500.238.3%0.95%9.23%1322

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 2,063
Total Puts 410
Put/Call Ratio 0.20
Net Difference 1,653

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,137
Total Puts 2,356
Average Put/Call Ratio 2.42
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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