Tour v531
NTRA
NATERA INC
$403.95 +0.64%
$403.10 (-0.21%)🌙
as of 10/23 06:41 PM
◀ 10/23 18:41 ▶

Option Volume

Detail
ℹ
Current (10/23) 669
Calls: 381 (57%)
Puts: 288 (43%)
Prior (10/22) 2,060
Calls: 1,656 (80%)
Puts: 404 (20%)
Current vs Prior -67.52%
Calls: -76.99% (Calls)
Puts: -28.71% (Puts)
Prior 7-Day Total 7,926
Calls: 4,387 (55%)
Puts: 3,539 (45%)
Prior 7-Day Average 1,132
Calls: 626 (55%)
Puts: 505 (45%)
Current vs Prior 7-Day Avg -40.92%
Calls: -39.21%
Puts: -43.03%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/23) $2.28M
Calls: $1.57M (69%)
Puts: $703.0K (31%)
Prior (10/22) $6.17M
Calls: $5.29M (86%)
Puts: $885.7K (14%)
Current vs Prior -63.11%
Calls: -70.23%
Puts: -20.63%
Prior 7-Day Total $22.06M
Calls: $13.65M (62%)
Puts: $8.41M (38%)
Prior 7-Day Average $3.15M
Calls: $1.95M (62%)
Puts: $1.20M (38%)
Current vs Prior 7-Day Avg -27.74%
Calls: -19.28%
Puts: -41.47%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/23) 0.76
Prior (10/22) 0.24
Current vs Prior +209.85%
Prior 7-Day Average 1.15
Current vs Prior 7-Day Avg -34.31%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/23) 3,818
Calls: 1,771 (46%)
Puts: 2,047 (54%)
Prior (10/22) 11,717
Calls: 8,825 (75%)
Puts: 2,892 (25%)
Current vs Prior -67.41%
Prior 7-Day Total 76,503
Calls: 48,817 (64%)
Puts: 27,686 (36%)
Prior 7-Day Average 10,929
Calls: 6,973 (64%)
Puts: 3,955 (36%)
Current vs Prior 7-Day Avg -65.07%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 15.36% | 18.73%
Prior 15.73% | 18.91%
Current vs Prior -2.37% | -0.97%
Prior 7-Day Avg 13.07% | 18.50%
Current vs 7-Day Avg +17.53% | +1.22%
Prior 7-Day Eod 15.73% | 18.91%
Current vs 7-Day Eod -2.37% | -0.97%
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

Moderately bullish flow with 69% call dollar volume ($1.57M). Light premium activity with dollar volume down 63% vs prior. Below-average activity with volume down 68% vs prior. P/C ratio rising 210% - increased hedging/bearish 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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 5 of results (avg 6.9%, best 3.0%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Nov 20104.60107.80$106.203.0%10.95--
$350.00Nov 2060.8064.10$62.455.3%30.81--
$370.00Nov 2046.4050.10$48.257.7%40.7275
$400.00Nov 2029.5032.40$30.959.4%20.5687
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Nov 2035.1038.40$36.759.0%560.55246

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 0.68, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Nov 20104.60107.80$106.203.0%10.95--
$350.00Nov 2060.8064.10$62.455.3%30.81--
$370.00Nov 2046.4050.10$48.257.7%40.7275
$400.00Nov 2029.5032.40$30.959.4%20.5687
$410.00Nov 2024.5027.70$26.1012.3%20.50--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Nov 2035.1038.40$36.759.0%560.55246

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 389, top 191)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Nov 2010.5013.80$12.1527.2%1910.30288
$420.00Nov 2020.0023.40$21.7015.7%110.45182
$370.00Nov 2046.4050.10$48.257.7%40.7275
$350.00Nov 2060.8064.10$62.455.3%30.81--
$460.00Nov 208.0011.70$9.8537.6%30.26251
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Nov 2035.1038.40$36.759.0%560.55246
$380.00Nov 2015.7018.70$17.2017.4%450.33857
$350.00Nov 207.309.50$8.4026.2%360.19245
$330.00Nov 203.006.10$4.5568.1%140.12--
$370.00Nov 2011.5015.10$13.3027.1%110.2885

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. 16 found (best R:R 0.73, avg 3.82)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$370.00$400.00Nov 20$17.30$12.70$17.3072%0.73$387.30
$490.00$510.00Nov 20$1.40$18.60$1.4014%13.29$491.40
$420.00$430.00Nov 20$3.55$6.45$3.5545%1.82$423.55
$430.00$450.00Nov 20$6.00$14.00$6.0040%2.33$436.00
$400.00$410.00Nov 20$4.85$5.15$4.8556%1.06$404.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$360.00$350.00Nov 20$1.75$8.25$1.7523%4.71$358.25
$390.00$380.00Nov 20$3.95$6.05$3.9539%1.53$386.05
$370.00$360.00Nov 20$3.15$6.85$3.1528%2.17$366.85
$380.00$370.00Nov 20$3.90$6.10$3.9033%1.56$376.10
$350.00$330.00Nov 20$3.85$16.15$3.8519%4.19$346.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 0.24, avg 0.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$470.00$490.00Nov 20$3.15$3.15$16.8578%0.19$473.15
$510.00$520.00Nov 20$0.72$0.72$9.2889%0.08$510.72
$460.00$470.00Nov 20$2.00$2.00$8.0074%0.25$462.00
$410.00$420.00Nov 20$4.40$4.40$5.6050%0.79$414.40
$450.00$460.00Nov 20$2.30$2.30$7.7070%0.30$452.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$350.00$330.00Nov 20$3.85$3.85$16.1581%0.24$346.15
$380.00$370.00Nov 20$3.90$3.90$6.1067%0.64$376.10
$370.00$360.00Nov 20$3.15$3.15$6.8572%0.46$366.85
$390.00$380.00Nov 20$3.95$3.95$6.0561%0.65$386.05
$360.00$350.00Nov 20$1.75$1.75$8.2577%0.21$358.25

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. 2 found (cheapest 14.47% of stock, avg 14.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$420.00Nov 20$21.70$36.75$58.45$361.55$478.4514.47%
$370.00Nov 20$48.25$13.30$61.55$308.45$431.5515.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 4.02% of stock, avg 6.93%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$470.00$350.00Nov 20$7.85$8.40$16.25$333.75$486.25
$470.00$360.00Nov 20$7.85$10.15$18.00$342.00$488.00
$460.00$350.00Nov 20$9.85$8.40$18.25$331.75$478.25
$460.00$360.00Nov 20$9.85$10.15$20.00$340.00$480.00
$470.00$370.00Nov 20$7.85$13.30$21.15$348.85$491.15
$450.00$350.00Nov 20$12.15$8.40$20.55$329.45$470.55
$460.00$370.00Nov 20$9.85$13.30$23.15$346.85$483.15
$450.00$360.00Nov 20$12.15$10.15$22.30$337.70$472.30
$450.00$370.00Nov 20$12.15$13.30$25.45$344.55$475.45
$470.00$380.00Nov 20$7.85$17.20$25.05$354.95$495.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 20 found (best R:R 0.86, avg credit $5.08)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
370/380510/520Nov 20$4.62$5.3856%0.86$375.38$514.62
360/370510/520Nov 20$3.87$6.1362%0.63$366.13$513.87
370/380460/470Nov 20$5.90$4.1041%1.44$374.10$465.90
370/380450/460Nov 20$6.20$3.8037%1.63$373.80$456.20
360/370460/470Nov 20$5.15$4.8547%1.06$364.85$465.15
360/370450/460Nov 20$5.45$4.5542%1.20$364.55$455.45
350/360510/520Nov 20$2.47$7.5367%0.33$357.53$512.47
350/360460/470Nov 20$3.75$6.2552%0.60$356.25$463.75
330/350470/490Nov 20$7.00$13.0060%0.54$343.00$477.00
350/360450/460Nov 20$4.05$5.9547%0.68$355.95$454.05

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 199.00, cheapest $0.05)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$450.00$460.00$470.00Nov 20$0.30$9.708%32.33
$400.00$410.00$420.00Nov 20$0.45$9.5511%21.22
$410.00$420.00$430.00Nov 20$0.85$9.1511%10.76
$470.00$490.00$510.00Nov 20$1.75$18.2511%10.43
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$370.00$380.00$390.00Nov 20$0.05$9.9511%199.00
$360.00$370.00$380.00Nov 20$0.75$9.2510%12.33
$350.00$360.00$370.00Nov 20$1.40$8.609%6.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 13 found (best net $-18.70, 13 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$350.001:2Nov 20-$18.70$31.30
$370.00$400.001:2Nov 20-$13.65$16.35
$470.00$490.001:2Nov 20-$1.55$18.45
$430.00$450.001:2Nov 20-$6.15$13.85
$490.00$510.001:2Nov 20-$1.90$18.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$420.00$390.001:2Nov 20-$5.55$24.45
$350.00$330.001:2Nov 20-$0.70$19.30
$370.00$360.001:2Nov 20-$7.00$3.00
$360.00$350.001:2Nov 20-$6.65$3.35
$380.00$370.001:2Nov 20-$9.40$0.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 6.07%, avg 2.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$410.00Nov 20$24.500.501.5%6.07%7.56%2--
$420.00Nov 20$20.000.454.0%4.95%8.92%11182
$430.00Nov 20$16.500.406.5%4.08%10.53%2--
$450.00Nov 20$10.500.3011.4%2.60%14.00%191288
$460.00Nov 20$8.000.2613.9%1.98%15.86%3251
$470.00Nov 20$6.100.2116.4%1.51%17.86%1113
$490.00Nov 20$3.100.1421.3%0.77%22.07%1156
$510.00Nov 20$1.600.1126.2%0.40%26.65%1--
$520.00Nov 20$0.550.0928.7%0.14%28.86%2--

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 381
Total Puts 288
Put/Call Ratio 0.76
Net Difference 93

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,387
Total Puts 3,539
Average Put/Call Ratio 1.15
Ratio Trend Rising

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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