Tour v531
NTRA
NATERA INC
$404.90 +0.24%
$404.19 (-0.18%)🌙
as of 10/26 06:43 PM
◀ 10/26 18:43 ▶

Option Volume

Detail
ℹ
Current (10/26) 396
Calls: 144 (36%)
Puts: 252 (64%)
Prior (10/23) 669
Calls: 381 (57%)
Puts: 288 (43%)
Current vs Prior -40.81%
Calls: -62.20% (Calls)
Puts: -12.50% (Puts)
Prior 7-Day Total 7,309
Calls: 4,177 (57%)
Puts: 3,132 (43%)
Prior 7-Day Average 1,044
Calls: 596 (57%)
Puts: 447 (43%)
Current vs Prior 7-Day Avg -62.07%
Calls: -75.87%
Puts: -43.68%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/26) $547.3K
Calls: $337.5K (62%)
Puts: $209.8K (38%)
Prior (10/23) $2.28M
Calls: $1.57M (69%)
Puts: $703.0K (31%)
Current vs Prior -75.96%
Calls: -78.55%
Puts: -70.16%
Prior 7-Day Total $19.65M
Calls: $12.97M (66%)
Puts: $6.67M (34%)
Prior 7-Day Average $2.81M
Calls: $1.85M (66%)
Puts: $953.3K (34%)
Current vs Prior 7-Day Avg -80.50%
Calls: -81.79%
Puts: -77.99%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/26) 1.75
Prior (10/23) 0.76
Current vs Prior +131.51%
Prior 7-Day Average 1.09
Current vs Prior 7-Day Avg +60.44%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/26) 4,928
Calls: 3,617 (73%)
Puts: 1,311 (27%)
Prior (10/23) 3,818
Calls: 1,771 (46%)
Puts: 2,047 (54%)
Current vs Prior +29.07%
Prior 7-Day Total 66,753
Calls: 43,550 (65%)
Puts: 23,203 (35%)
Prior 7-Day Average 9,536
Calls: 6,221 (65%)
Puts: 3,314 (35%)
Current vs Prior 7-Day Avg -48.32%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 15.19% | 17.98%
Prior 15.36% | 18.73%
Current vs Prior -1.12% | -3.99%
Prior 7-Day Avg 14.50% | 18.80%
Current vs 7-Day Avg +4.76% | -4.36%
Prior 7-Day Eod 15.36% | 18.73%
Current vs 7-Day Eod -1.12% | -3.99%
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 62% call dollar volume ($337.5K). Light premium activity with dollar volume down 76% vs prior. Below-average activity with volume down 41% vs prior. Extreme bearish P/C ratio of 1.75 - heavy put buying.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 8.7%, best 8.6%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Nov 2034.4037.50$35.958.6%10.61--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Nov 2034.8038.00$36.408.8%100.55237

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. 4 found (avg delta 0.56, highest 0.61)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Nov 2034.4037.50$35.958.6%10.61--
$400.00Nov 2029.1032.40$30.7510.7%60.5686
$410.00Nov 2024.3027.80$26.0513.4%10.50--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Nov 2034.8038.00$36.408.8%100.55237

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 253, top 57)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Nov 209.7012.80$11.2527.6%570.29419
$500.00Nov 201.505.00$3.25107.7%90.111.6K
$460.00Nov 207.3010.30$8.8034.1%70.24251
$400.00Nov 2029.1032.40$30.7510.7%60.5686
$420.00Nov 2019.9023.40$21.6516.2%50.45181
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Nov 206.008.80$7.4037.8%560.18281
$330.00Nov 202.505.10$3.8068.4%330.1087
$340.00Nov 203.907.50$5.7063.2%260.14311
$310.00Nov 201.302.40$1.8559.5%200.0645
$420.00Nov 2034.8038.00$36.408.8%100.55237

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. 18 found (best R:R 49.00, avg 6.84)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$390.00$400.00Nov 20$5.20$4.80$5.2061%0.92$395.20
$490.00$500.00Nov 20$0.45$9.55$0.4512%21.22$490.45
$400.00$410.00Nov 20$4.70$5.30$4.7056%1.13$404.70
$460.00$470.00Nov 20$1.65$8.35$1.6524%5.06$461.65
$410.00$420.00Nov 20$4.40$5.60$4.4050%1.27$414.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$330.00$320.00Nov 20$0.20$9.80$0.2010%49.00$329.80
$350.00$340.00Nov 20$1.70$8.30$1.7018%4.88$348.30
$370.00$360.00Nov 20$3.05$6.95$3.0528%2.28$366.95
$340.00$330.00Nov 20$1.90$8.10$1.9014%4.26$338.10
$360.00$350.00Nov 20$2.75$7.25$2.7523%2.64$357.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 0.21, avg 0.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$470.00$490.00Nov 20$3.45$3.45$16.5580%0.21$473.45
$500.00$520.00Nov 20$1.67$1.67$18.3389%0.09$501.67
$440.00$450.00Nov 20$3.00$3.00$7.0066%0.43$443.00
$450.00$460.00Nov 20$2.45$2.45$7.5571%0.32$452.45
$430.00$440.00Nov 20$3.45$3.45$6.5561%0.53$433.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$320.00$310.00Nov 20$1.75$1.75$8.2591%0.21$318.25
$360.00$350.00Nov 20$2.75$2.75$7.2577%0.38$357.25
$340.00$330.00Nov 20$1.90$1.90$8.1086%0.23$338.10
$370.00$360.00Nov 20$3.05$3.05$6.9572%0.44$366.95
$350.00$340.00Nov 20$1.70$1.70$8.3082%0.20$348.30

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. 1 found (cheapest 14.34% of stock, avg 14.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$420.00Nov 20$21.65$36.40$58.05$361.95$478.0514.34%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 3.11% of stock, avg 5.63%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$460.00$330.00Nov 20$8.80$3.80$12.60$317.40$472.60
$460.00$340.00Nov 20$8.80$5.70$14.50$325.50$474.50
$460.00$350.00Nov 20$8.80$7.40$16.20$333.80$476.20
$450.00$330.00Nov 20$11.25$3.80$15.05$314.95$465.05
$460.00$360.00Nov 20$8.80$10.15$18.95$341.05$478.95
$450.00$340.00Nov 20$11.25$5.70$16.95$323.05$466.95
$450.00$350.00Nov 20$11.25$7.40$18.65$331.35$468.65
$450.00$360.00Nov 20$11.25$10.15$21.40$338.60$471.40
$460.00$370.00Nov 20$8.80$13.20$22.00$348.00$482.00
$440.00$330.00Nov 20$14.25$3.80$18.05$311.95$458.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 36 found (best R:R 0.90, avg credit $4.00)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
310/320440/450Nov 20$4.75$5.2557%0.90$315.25$444.75
310/320450/460Nov 20$4.20$5.8062%0.72$315.80$454.20
350/360440/450Nov 20$5.75$4.2543%1.35$354.25$445.75
330/340440/450Nov 20$4.90$5.1052%0.96$335.10$444.90
310/320460/470Nov 20$3.40$6.6067%0.52$316.60$463.40
350/360450/460Nov 20$5.20$4.8048%1.08$354.80$455.20
330/340450/460Nov 20$4.35$5.6557%0.77$335.65$454.35
310/320490/500Nov 20$2.20$7.8078%0.28$317.80$492.20
360/370440/450Nov 20$6.05$3.9538%1.53$363.95$446.05
360/370450/460Nov 20$5.50$4.5044%1.22$364.50$455.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 32.33, cheapest $0.30)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$400.00$410.00$420.00Nov 20$0.30$9.7011%32.33
$410.00$420.00$430.00Nov 20$0.45$9.5511%21.22
$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
$420.00$430.00$440.00Nov 20$0.50$9.5011%19.00
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$350.00$360.00$370.00Nov 20$0.30$9.7010%32.33
$340.00$350.00$360.00Nov 20$1.05$8.958%8.52
$320.00$330.00$340.00Nov 20$1.70$8.305%4.88

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 $-0.25, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$470.00$490.001:2Nov 20-$0.25$19.75
$490.00$500.001:2Nov 20-$2.80$7.20
$460.00$470.001:2Nov 20-$5.50$4.50
$450.00$460.001:2Nov 20-$6.35$3.65
$440.00$450.001:2Nov 20-$8.25$1.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$310.001:2Nov 20-$0.10$9.90
$340.00$330.001:2Nov 20-$1.90$8.10
$350.00$340.001:2Nov 20-$4.00$6.00
$330.00$320.001:2Nov 20-$3.40$6.60
$360.00$350.001:2Nov 20-$4.65$5.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 6.00%, avg 2.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$410.00Nov 20$24.300.501.3%6.00%7.26%1--
$420.00Nov 20$19.900.453.7%4.91%8.64%5181
$430.00Nov 20$16.100.396.2%3.98%10.18%2--
$440.00Nov 20$12.600.348.7%3.11%11.78%274
$450.00Nov 20$9.700.2911.1%2.40%13.53%57419
$460.00Nov 20$7.300.2413.6%1.80%15.41%7251
$470.00Nov 20$5.300.2016.1%1.31%17.39%1113
$490.00Nov 20$2.500.1221.0%0.62%21.63%3--
$500.00Nov 20$1.500.1123.5%0.37%23.86%91.6K
$520.00Nov 20$0.250.0628.4%0.06%28.49%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 144
Total Puts 252
Put/Call Ratio 1.75
Net Difference -108

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,177
Total Puts 3,132
Average Put/Call Ratio 1.09
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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