Tour v531
NTRA
NATERA INC
$413.38 +1.84%
$415.87 (+0.60%)🌙
as of 10/21 06:37 PM
◀ 10/21 18:37 ▶

Option Volume

Detail
ℹ
Current (10/21) 524
Calls: 338 (65%)
Puts: 186 (35%)
Prior (10/20) 348
Calls: 241 (69%)
Puts: 107 (31%)
Current vs Prior +50.57%
Calls: +40.25% (Calls)
Puts: +73.83% (Puts)
Prior 7-Day Total 8,183
Calls: 3,601 (44%)
Puts: 4,582 (56%)
Prior 7-Day Average 1,169
Calls: 514 (44%)
Puts: 654 (56%)
Current vs Prior 7-Day Avg -55.18%
Calls: -34.30%
Puts: -71.58%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/21) $1.28M
Calls: $1.01M (79%)
Puts: $274.6K (21%)
Prior (10/20) $868.7K
Calls: $601.9K (69%)
Puts: $266.8K (31%)
Current vs Prior +47.53%
Calls: +67.30%
Puts: +2.92%
Prior 7-Day Total $20.74M
Calls: $11.62M (56%)
Puts: $9.12M (44%)
Prior 7-Day Average $2.96M
Calls: $1.66M (56%)
Puts: $1.30M (44%)
Current vs Prior 7-Day Avg -56.74%
Calls: -39.34%
Puts: -78.92%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/21) 0.55
Prior (10/20) 0.44
Current vs Prior +23.95%
Prior 7-Day Average 1.43
Current vs Prior 7-Day Avg -61.58%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/21) 7,521
Calls: 5,944 (79%)
Puts: 1,577 (21%)
Prior (10/20) 9,450
Calls: 6,510 (69%)
Puts: 2,940 (31%)
Current vs Prior -20.41%
Prior 7-Day Total 78,025
Calls: 46,843 (60%)
Puts: 31,182 (40%)
Prior 7-Day Average 11,146
Calls: 6,691 (60%)
Puts: 4,454 (40%)
Current vs Prior 7-Day Avg -32.53%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 15.86% | 18.91%
Prior 16.32% | 19.28%
Current vs Prior -2.84% | -1.93%
Prior 7-Day Avg 10.40% | 18.02%
Current vs 7-Day Avg +52.49% | +4.92%
Prior 7-Day Eod 16.32% | 19.28%
Current vs 7-Day Eod -2.84% | -1.93%
Sentiment BULLISH

Relative Spread

Detail
ℹ
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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 79% of dollar volume in calls ($1.01M) vs puts ($274.6K). Above-average activity with volume up 51% vs prior. Bullish P/C ratio of 0.55. Call-heavy open interest (5,944 calls vs 1,577 puts) suggests bullish positioning.

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 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 6.8%, best 4.1%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Nov 2041.7045.50$43.608.7%50.66--
$400.00Nov 2036.1039.80$37.959.7%30.6187
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Nov 2089.0092.70$90.854.1%10.83--
$480.00Nov 2072.2075.80$74.004.9%10.77--

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 0.66, highest 0.83)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Nov 2041.7045.50$43.608.7%50.66--
$400.00Nov 2036.1039.80$37.959.7%30.6187
$410.00Nov 2031.0034.60$32.8011.0%20.56165
$420.00Nov 2026.0029.80$27.9013.6%290.50179
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Nov 2089.0092.70$90.854.1%10.83--
$480.00Nov 2072.2075.80$74.004.9%10.77--

Most actively traded options today. High liquidity = easy entry/exit. 25 active (total vol 260, top 43)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Nov 204.007.70$5.8563.2%320.161.5K
$420.00Nov 2026.0029.80$27.9013.6%290.50179
$430.00Nov 2022.0025.50$23.7514.7%270.45227
$490.00Nov 205.509.00$7.2548.3%200.19134
$450.00Nov 2014.5018.30$16.4023.2%160.35273
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Nov 206.008.20$7.1031.0%430.16265
$340.00Nov 202.907.00$4.9582.8%250.12302
$330.00Nov 203.004.80$3.9046.2%170.10--
$310.00Nov 200.703.60$2.15134.9%100.0635
$370.00Nov 209.6013.60$11.6034.5%40.24--

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. 21 found (best R:R 0.77, avg 4.19)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$390.00$400.00Nov 20$5.65$4.35$5.6566%0.77$395.65
$400.00$410.00Nov 20$5.15$4.85$5.1561%0.94$405.15
$420.00$430.00Nov 20$4.15$5.85$4.1550%1.41$424.15
$410.00$420.00Nov 20$4.90$5.10$4.9056%1.04$414.90
$430.00$440.00Nov 20$3.90$6.10$3.9045%1.56$433.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$360.00$350.00Nov 20$1.55$8.45$1.5519%5.45$358.45
$310.00$300.00Nov 20$0.48$9.52$0.486%19.83$309.52
$340.00$330.00Nov 20$1.05$8.95$1.0512%8.52$338.95
$380.00$370.00Nov 20$2.95$7.05$2.9528%2.39$377.05
$420.00$410.00Nov 20$5.20$4.80$5.2049%0.92$414.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 0.67, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$440.00$450.00Nov 20$3.45$3.45$6.5560%0.53$443.45
$460.00$490.00Nov 20$6.25$6.25$23.7569%0.26$466.25
$490.00$500.00Nov 20$1.40$1.40$8.6081%0.16$491.40
$450.00$460.00Nov 20$2.90$2.90$7.1065%0.41$452.90
$430.00$440.00Nov 20$3.90$3.90$6.1055%0.64$433.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$390.00$380.00Nov 20$4.00$4.00$6.0066%0.67$386.00
$370.00$360.00Nov 20$2.95$2.95$7.0576%0.42$367.05
$350.00$340.00Nov 20$2.15$2.15$7.8584%0.27$347.85
$400.00$390.00Nov 20$4.25$4.25$5.7561%0.74$395.75
$410.00$400.00Nov 20$4.75$4.75$5.2556%0.90$405.25

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 14.60% of stock, avg 14.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$410.00Nov 20$32.80$27.55$60.35$349.65$470.3514.60%
$420.00Nov 20$27.90$32.75$60.65$359.35$480.6514.67%
$400.00Nov 20$37.95$22.80$60.75$339.25$460.7514.70%
$390.00Nov 20$43.60$18.55$62.15$327.85$452.1515.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 5.27% of stock, avg 9.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$490.00$380.00Nov 20$7.25$14.55$21.80$358.20$511.80
$460.00$380.00Nov 20$13.50$14.55$28.05$351.95$488.05
$490.00$390.00Nov 20$7.25$18.55$25.80$364.20$515.80
$460.00$390.00Nov 20$13.50$18.55$32.05$357.95$492.05
$450.00$380.00Nov 20$16.40$14.55$30.95$349.05$480.95
$450.00$390.00Nov 20$16.40$18.55$34.95$355.05$484.95
$490.00$400.00Nov 20$7.25$22.80$30.05$369.95$520.05
$440.00$380.00Nov 20$19.85$14.55$34.40$345.60$474.40
$460.00$400.00Nov 20$13.50$22.80$36.30$363.70$496.30
$450.00$400.00Nov 20$16.40$22.80$39.20$360.80$489.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 1.17, avg credit $5.80)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
380/390490/500Nov 20$5.40$4.6047%1.17$384.60$495.40
360/370490/500Nov 20$4.35$5.6557%0.77$365.65$494.35
340/350490/500Nov 20$3.55$6.4565%0.55$346.45$493.55
290/300490/500Nov 20$2.27$7.7376%0.29$297.73$492.27
370/380490/500Nov 20$4.35$5.6552%0.77$375.65$494.35
300/310490/500Nov 20$1.88$8.1275%0.23$308.12$491.88
330/340490/500Nov 20$2.45$7.5569%0.32$337.55$492.45
350/360490/500Nov 20$2.95$7.0562%0.42$357.05$492.95
310/330490/500Nov 20$3.15$16.8571%0.19$326.85$493.15
290/300460/490Nov 20$7.12$22.8865%0.31$292.88$467.12

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 39.00, cheapest $0.25)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$400.00$410.00$420.00Nov 20$0.25$9.7511%39.00
$420.00$430.00$440.00Nov 20$0.25$9.7510%39.00
$430.00$440.00$450.00Nov 20$0.45$9.5510%21.22
$390.00$400.00$410.00Nov 20$0.50$9.5011%19.00
$440.00$450.00$460.00Nov 20$0.55$9.4510%17.18
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$380.00$390.00$400.00Nov 20$0.25$9.7510%39.00
$400.00$410.00$420.00Nov 20$0.45$9.5510%21.22
$390.00$400.00$410.00Nov 20$0.50$9.5011%19.00
$370.00$380.00$390.00Nov 20$1.05$8.9510%8.52
$330.00$340.00$350.00Nov 20$1.10$8.906%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. 11 found (best net $-1.00, 9 credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$460.00$490.001:2Nov 20-$1.00$29.00
$490.00$500.001:2Nov 20-$4.45$5.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$310.001:2Nov 20-$0.40$19.60
$310.00$300.001:2Nov 20-$1.19$8.81
$350.00$340.001:2Nov 20-$2.80$7.20
$340.00$330.001:2Nov 20-$2.85$7.15
$370.00$360.001:2Nov 20-$5.70$4.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 5.32%, avg 3.51%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$430.00Nov 20$22.000.454.0%5.32%9.34%27227
$420.00Nov 20$26.000.501.6%6.29%7.89%29179
$440.00Nov 20$18.000.406.4%4.35%10.79%968
$450.00Nov 20$14.500.358.9%3.51%12.37%16273
$460.00Nov 20$11.500.3111.3%2.78%14.06%3250
$490.00Nov 20$5.500.1918.5%1.33%19.87%20134
$500.00Nov 20$4.000.1620.9%0.97%21.92%321.5K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 338
Total Puts 186
Put/Call Ratio 0.55
Net Difference 152

Prior's Put/Call Breakdown

Total Calls 241
Total Puts 107
Put/Call Ratio 0.44
Net Difference 134

Prior 7-Day Put/Call Summary

Total Calls 3,601
Total Puts 4,582
Average Put/Call Ratio 1.43
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All