Tour v531
NTRA
NATERA INC
$401.37 -2.91%
$401.83 (+0.11%)🌙
as of 10/22 06:44 PM
◀ 10/22 18:44 ▶

Option Volume

Detail
ℹ
Current (10/22) 2,060
Calls: 1,656 (80%)
Puts: 404 (20%)
Prior (10/21) 524
Calls: 338 (65%)
Puts: 186 (35%)
Current vs Prior +293.13%
Calls: +389.94% (Calls)
Puts: +117.20% (Puts)
Prior 7-Day Total 6,337
Calls: 2,925 (46%)
Puts: 3,412 (54%)
Prior 7-Day Average 905
Calls: 417 (46%)
Puts: 487 (54%)
Current vs Prior 7-Day Avg +127.55%
Calls: +296.31%
Puts: -17.12%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/22) $6.17M
Calls: $5.29M (86%)
Puts: $885.7K (14%)
Prior (10/21) $1.28M
Calls: $1.01M (79%)
Puts: $274.6K (21%)
Current vs Prior +381.67%
Calls: +425.04%
Puts: +222.60%
Prior 7-Day Total $16.77M
Calls: $8.91M (53%)
Puts: $7.86M (47%)
Prior 7-Day Average $2.40M
Calls: $1.27M (53%)
Puts: $1.12M (47%)
Current vs Prior 7-Day Avg +157.61%
Calls: +315.29%
Puts: -21.13%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/22) 0.24
Prior (10/21) 0.55
Current vs Prior -55.67%
Prior 7-Day Average 1.32
Current vs Prior 7-Day Avg -81.51%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/22) 11,717
Calls: 8,825 (75%)
Puts: 2,892 (25%)
Prior (10/21) 7,521
Calls: 5,944 (79%)
Puts: 1,577 (21%)
Current vs Prior +55.79%
Prior 7-Day Total 76,829
Calls: 47,344 (62%)
Puts: 29,485 (38%)
Prior 7-Day Average 10,975
Calls: 6,763 (62%)
Puts: 4,212 (38%)
Current vs Prior 7-Day Avg +6.76%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 15.73% | 18.91%
Prior 15.86% | 18.91%
Current vs Prior -0.78% | +0.03%
Prior 7-Day Avg 11.65% | 18.19%
Current vs 7-Day Avg +35.03% | +3.97%
Prior 7-Day Eod 15.86% | 18.91%
Current vs 7-Day Eod -0.78% | +0.03%
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
+
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($5.29M) vs puts ($885.7K). Massive premium surge with dollar volume up 382% vs prior. Dollar volume significantly above 7-day average (158% higher). Unusually high activity with volume up 293% 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 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 6 of results (avg 6.8%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Nov 2059.6062.50$61.054.8%30.801.1K
$360.00Nov 2052.3055.50$53.905.9%20.75100
$370.00Nov 2045.5048.80$47.157.0%30.70--
$400.00Nov 2028.6030.80$29.707.4%290.5486
$390.00Nov 2034.0037.20$35.609.0%140.5946
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Nov 2038.0040.70$39.356.9%100.56--

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 0.80)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Nov 2059.6062.50$61.054.8%30.801.1K
$360.00Nov 2052.3055.50$53.905.9%20.75100
$370.00Nov 2045.5048.80$47.157.0%30.70--
$390.00Nov 2034.0037.20$35.609.0%140.5946
$400.00Nov 2028.6030.80$29.707.4%290.5486
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Nov 2038.0040.70$39.356.9%100.56--

Most actively traded options today. High liquidity = easy entry/exit. 21 active (total vol 422, top 213)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Nov 2028.6030.80$29.707.4%290.5486
$420.00Nov 2020.0022.90$21.4513.5%180.43192
$390.00Nov 2034.0037.20$35.609.0%140.5946
$430.00Nov 2016.0018.90$17.4516.6%140.38--
$440.00Nov 2013.0016.00$14.5020.7%80.3377
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Nov 2021.5024.60$23.0513.4%2130.41143
$400.00Nov 2026.5029.50$28.0010.7%250.461.1K
$360.00Nov 2010.4013.20$11.8023.7%220.2540
$380.00Nov 2017.0020.30$18.6517.7%140.35845
$370.00Nov 2012.8016.60$14.7025.9%130.3073

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. 17 found (best R:R 0.73, avg 2.29)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$370.00$390.00Nov 20$11.55$8.45$11.5570%0.73$381.55
$400.00$410.00Nov 20$4.25$5.75$4.2554%1.35$404.25
$410.00$420.00Nov 20$4.00$6.00$4.0049%1.50$414.00
$430.00$440.00Nov 20$2.95$7.05$2.9538%2.39$432.95
$440.00$450.00Nov 20$2.70$7.30$2.7033%2.70$442.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$340.00$330.00Nov 20$1.10$8.90$1.1016%8.09$338.90
$370.00$360.00Nov 20$2.90$7.10$2.9030%2.45$367.10
$350.00$340.00Nov 20$2.25$7.75$2.2520%3.44$347.75
$400.00$390.00Nov 20$4.95$5.05$4.9546%1.02$395.05
$390.00$380.00Nov 20$4.40$5.60$4.4040%1.27$385.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 0.46, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$420.00$430.00Nov 20$4.00$4.00$6.0057%0.67$424.00
$450.00$460.00Nov 20$2.40$2.40$7.6071%0.32$452.40
$460.00$470.00Nov 20$1.95$1.95$8.0576%0.24$461.95
$440.00$450.00Nov 20$2.70$2.70$7.3067%0.37$442.70
$430.00$440.00Nov 20$2.95$2.95$7.0562%0.42$432.95
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$360.00$350.00Nov 20$3.15$3.15$6.8575%0.46$356.85
$380.00$370.00Nov 20$3.95$3.95$6.0565%0.65$376.05
$390.00$380.00Nov 20$4.40$4.40$5.6060%0.79$385.60
$400.00$390.00Nov 20$4.95$4.95$5.0554%0.98$395.05
$350.00$340.00Nov 20$2.25$2.25$7.7580%0.29$347.75

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 14.38% of stock, avg 14.89%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$400.00Nov 20$29.70$28.00$57.70$342.30$457.7014.38%
$390.00Nov 20$35.60$23.05$58.65$331.35$448.6514.61%
$420.00Nov 20$21.45$39.35$60.80$359.20$480.8015.15%
$370.00Nov 20$47.15$14.70$61.85$308.15$431.8515.41%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 5.88% of stock, avg 9.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$450.00$360.00Nov 20$11.80$11.80$23.60$336.40$473.60
$450.00$370.00Nov 20$11.80$14.70$26.50$343.50$476.50
$440.00$360.00Nov 20$14.50$11.80$26.30$333.70$466.30
$440.00$370.00Nov 20$14.50$14.70$29.20$340.80$469.20
$450.00$380.00Nov 20$11.80$18.65$30.45$349.55$480.45
$430.00$360.00Nov 20$17.45$11.80$29.25$330.75$459.25
$440.00$380.00Nov 20$14.50$18.65$33.15$346.85$473.15
$430.00$370.00Nov 20$17.45$14.70$32.15$337.85$462.15
$430.00$380.00Nov 20$17.45$18.65$36.10$343.90$466.10
$450.00$390.00Nov 20$11.80$23.05$34.85$355.15$484.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 15 found (best R:R 1.25, avg credit $5.02)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
350/360450/460Nov 20$5.55$4.4546%1.25$354.45$455.55
350/360460/470Nov 20$5.10$4.9051%1.04$354.90$465.10
350/360440/450Nov 20$5.85$4.1542%1.41$354.15$445.85
370/380450/460Nov 20$6.35$3.6536%1.74$373.65$456.35
370/380460/470Nov 20$5.90$4.1041%1.44$374.10$465.90
370/380440/450Nov 20$6.65$3.3532%1.99$373.35$446.65
340/350450/460Nov 20$4.65$5.3552%0.87$345.35$454.65
340/350460/470Nov 20$4.20$5.8056%0.72$345.80$464.20
340/350440/450Nov 20$4.95$5.0547%0.98$345.05$444.95
360/370450/460Nov 20$5.30$4.7042%1.13$364.70$455.30

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$9.7510%39.00
$430.00$440.00$450.00Nov 20$0.25$9.759%39.00
$440.00$450.00$460.00Nov 20$0.30$9.709%32.33
$350.00$360.00$370.00Nov 20$0.40$9.6010%24.00
$450.00$460.00$470.00Nov 20$0.45$9.558%21.22
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$370.00$380.00$390.00Nov 20$0.45$9.5511%21.22
$380.00$390.00$400.00Nov 20$0.55$9.4511%17.18
$340.00$350.00$360.00Nov 20$0.90$9.109%10.11
$360.00$370.00$380.00Nov 20$1.05$8.9510%8.52
$330.00$340.00$350.00Nov 20$1.15$8.857%7.70

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 8 found (best net $-4.15, 8 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$460.00$470.001:2Nov 20-$5.50$4.50
$450.00$460.001:2Nov 20-$7.00$3.00
$440.00$450.001:2Nov 20-$9.10$0.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$340.001:2Nov 20-$4.15$5.85
$340.00$330.001:2Nov 20-$4.20$5.80
$360.00$350.001:2Nov 20-$5.50$4.50
$420.00$400.001:2Nov 20-$16.65$3.35
$370.00$360.001:2Nov 20-$8.90$1.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 5.98%, avg 3.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$410.00Nov 20$24.000.492.1%5.98%8.13%5166
$420.00Nov 20$20.000.434.6%4.98%9.62%18192
$430.00Nov 20$16.000.387.1%3.99%11.12%14--
$440.00Nov 20$13.000.339.6%3.24%12.86%877
$450.00Nov 20$10.500.2912.1%2.62%14.73%1287
$460.00Nov 20$8.000.2414.6%1.99%16.60%2--
$470.00Nov 20$6.000.2017.1%1.49%18.59%3--

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 1,656
Total Puts 404
Put/Call Ratio 0.24
Net Difference 1,252

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,925
Total Puts 3,412
Average Put/Call Ratio 1.32
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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