Tour v531
NTRA
NATERA INC
$410.82 +1.46%
$412.42 (+0.39%)🌙
as of 10/27 06:42 PM
◀ 10/27 18:42 ▶

Option Volume

Detail
ℹ
Current (10/27) 1,210
Calls: 907 (75%)
Puts: 303 (25%)
Prior (10/26) 396
Calls: 144 (36%)
Puts: 252 (64%)
Current vs Prior +205.56%
Calls: +529.86% (Calls)
Puts: +20.24% (Puts)
Prior 7-Day Total 6,932
Calls: 4,099 (59%)
Puts: 2,833 (41%)
Prior 7-Day Average 990
Calls: 585 (59%)
Puts: 404 (41%)
Current vs Prior 7-Day Avg +22.19%
Calls: +54.89%
Puts: -25.13%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/27) $3.68M
Calls: $3.03M (82%)
Puts: $652.5K (18%)
Prior (10/26) $547.3K
Calls: $337.5K (62%)
Puts: $209.8K (38%)
Current vs Prior +572.80%
Calls: +797.70%
Puts: +210.98%
Prior 7-Day Total $17.92M
Calls: $12.29M (69%)
Puts: $5.63M (31%)
Prior 7-Day Average $2.56M
Calls: $1.76M (69%)
Puts: $804.1K (31%)
Current vs Prior 7-Day Avg +43.83%
Calls: +72.53%
Puts: -18.86%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/27) 0.33
Prior (10/26) 1.75
Current vs Prior -80.91%
Prior 7-Day Average 0.99
Current vs Prior 7-Day Avg -66.12%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/27) 14,306
Calls: 9,609 (67%)
Puts: 4,697 (33%)
Prior (10/26) 4,928
Calls: 3,617 (73%)
Puts: 1,311 (27%)
Current vs Prior +190.30%
Prior 7-Day Total 59,803
Calls: 40,881 (68%)
Puts: 18,922 (32%)
Prior 7-Day Average 8,543
Calls: 5,840 (68%)
Puts: 2,703 (32%)
Current vs Prior 7-Day Avg +67.45%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 14.47% | 17.39%
Prior 15.19% | 17.98%
Current vs Prior -4.73% | -3.27%
Prior 7-Day Avg 15.96% | 19.02%
Current vs 7-Day Avg -9.31% | -8.54%
Prior 7-Day Eod 15.19% | 17.98%
Current vs 7-Day Eod -4.73% | -3.27%
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 82% of dollar volume in calls ($3.03M) vs puts ($652.5K). Massive premium surge with dollar volume up 573% vs prior. Unusually high activity with volume up 206% vs prior - elevated interest. Extreme bullish P/C ratio of 0.33 - heavy call buying (907 calls vs 303 puts).

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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 7.0%, best 5.5%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Nov 2065.6069.30$67.455.5%100.84--
$360.00Nov 2057.8061.40$59.606.0%120.81100
$370.00Nov 2050.3053.90$52.106.9%40.7675
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Nov 2020.6022.70$21.659.7%180.401.1K

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 0.84)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Nov 2065.6069.30$67.455.5%100.84--
$360.00Nov 2057.8061.40$59.606.0%120.81100
$370.00Nov 2050.3053.90$52.106.9%40.7675
$400.00Nov 2031.5035.00$33.2510.5%150.6086
$410.00Nov 2026.1029.80$27.9513.2%190.54164
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Nov 2029.7033.30$31.5011.4%590.52237

Most actively traded options today. High liquidity = easy entry/exit. 21 active (total vol 244, top 59)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Nov 2026.1029.80$27.9513.2%190.54164
$400.00Nov 2031.5035.00$33.2510.5%150.6086
$460.00Nov 208.1012.00$10.0538.8%140.27258
$360.00Nov 2057.8061.40$59.606.0%120.81100
$470.00Nov 206.009.60$7.8046.2%110.22113
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Nov 2029.7033.30$31.5011.4%590.52237
$380.00Nov 2012.5015.20$13.8519.5%190.29879
$400.00Nov 2020.6022.70$21.659.7%180.401.1K
$360.00Nov 206.009.30$7.6543.1%130.1950
$370.00Nov 209.1012.00$10.5527.5%110.2485

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 0.59, avg 2.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$370.00$400.00Nov 20$18.85$11.15$18.8576%0.59$388.85
$410.00$420.00Nov 20$4.55$5.45$4.5554%1.20$414.55
$470.00$480.00Nov 20$1.50$8.50$1.5022%5.67$471.50
$400.00$410.00Nov 20$5.30$4.70$5.3060%0.89$405.30
$450.00$460.00Nov 20$2.45$7.55$2.4531%3.08$452.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$360.00$350.00Nov 20$1.15$8.85$1.1519%7.70$358.85
$390.00$380.00Nov 20$3.15$6.85$3.1534%2.17$386.85
$410.00$400.00Nov 20$4.60$5.40$4.6046%1.17$405.40
$420.00$410.00Nov 20$5.25$4.75$5.2552%0.90$414.75
$380.00$370.00Nov 20$3.30$6.70$3.3029%2.03$376.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 0.87, avg 0.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$480.00$490.00Nov 20$1.75$1.75$8.2581%0.21$481.75
$460.00$470.00Nov 20$2.25$2.25$7.7573%0.29$462.25
$440.00$450.00Nov 20$3.15$3.15$6.8563%0.46$443.15
$430.00$440.00Nov 20$3.60$3.60$6.4058%0.56$433.60
$420.00$430.00Nov 20$4.15$4.15$5.8552%0.71$424.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$400.00$390.00Nov 20$4.65$4.65$5.3560%0.87$395.35
$370.00$360.00Nov 20$2.90$2.90$7.1076%0.41$367.10
$380.00$370.00Nov 20$3.30$3.30$6.7071%0.49$376.70
$410.00$400.00Nov 20$4.60$4.60$5.4054%0.85$405.40
$390.00$380.00Nov 20$3.15$3.15$6.8566%0.46$386.85

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 13.19% of stock, avg 13.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$410.00Nov 20$27.95$26.25$54.20$355.80$464.2013.19%
$400.00Nov 20$33.25$21.65$54.90$345.10$454.9013.36%
$420.00Nov 20$23.40$31.50$54.90$365.10$474.9013.36%
$370.00Nov 20$52.10$10.55$62.65$307.35$432.6515.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 5.01% of stock, avg 8.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$460.00$370.00Nov 20$10.05$10.55$20.60$349.40$480.60
$460.00$380.00Nov 20$10.05$13.85$23.90$356.10$483.90
$450.00$370.00Nov 20$12.50$10.55$23.05$346.95$473.05
$450.00$380.00Nov 20$12.50$13.85$26.35$353.65$476.35
$460.00$390.00Nov 20$10.05$17.00$27.05$362.95$487.05
$440.00$370.00Nov 20$15.65$10.55$26.20$343.80$466.20
$450.00$390.00Nov 20$12.50$17.00$29.50$360.50$479.50
$440.00$380.00Nov 20$15.65$13.85$29.50$350.50$469.50
$440.00$390.00Nov 20$15.65$17.00$32.65$357.35$472.65
$430.00$370.00Nov 20$19.25$10.55$29.80$340.20$459.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 16 found (best R:R 0.87, avg credit $4.61)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
360/370480/490Nov 20$4.65$5.3558%0.87$365.35$484.65
370/380480/490Nov 20$5.05$4.9552%1.02$374.95$485.05
360/370460/470Nov 20$5.15$4.8549%1.06$364.85$465.15
370/380460/470Nov 20$5.55$4.4544%1.25$374.45$465.55
360/370450/460Nov 20$5.35$4.6545%1.15$364.65$455.35
360/370470/480Nov 20$4.40$5.6054%0.79$365.60$474.40
370/380450/460Nov 20$5.75$4.2540%1.35$374.25$455.75
370/380470/480Nov 20$4.80$5.2049%0.92$375.20$474.80
380/390480/490Nov 20$4.90$5.1047%0.96$385.10$484.90
380/390460/470Nov 20$5.40$4.6039%1.17$384.60$465.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 49.00, cheapest $0.20)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$450.00$460.00$470.00Nov 20$0.20$9.809%49.00
$410.00$420.00$430.00Nov 20$0.40$9.6011%24.00
$430.00$440.00$450.00Nov 20$0.45$9.5511%21.22
$350.00$360.00$370.00Nov 20$0.35$9.658%27.57
$420.00$430.00$440.00Nov 20$0.55$9.4511%17.18
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$360.00$370.00$380.00Nov 20$0.40$9.6010%24.00
$400.00$410.00$420.00Nov 20$0.65$9.3512%14.38
$380.00$390.00$400.00Nov 20$1.50$8.5011%5.67
$350.00$360.00$370.00Nov 20$1.75$8.258%4.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 9 found (best net $-14.40, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$370.00$400.001:2Nov 20-$14.40$15.60
$480.00$490.001:2Nov 20-$2.80$7.20
$470.00$480.001:2Nov 20-$4.80$5.20
$460.00$470.001:2Nov 20-$5.55$4.45
$450.00$460.001:2Nov 20-$7.60$2.40
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$370.00$360.001:2Nov 20-$4.75$5.25
$360.00$350.001:2Nov 20-$5.35$4.65
$380.00$370.001:2Nov 20-$7.25$2.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 5.23%, avg 2.58%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$420.00Nov 20$21.500.482.2%5.23%7.47%8181
$430.00Nov 20$17.500.424.7%4.26%8.93%2231
$440.00Nov 20$13.800.377.1%3.36%10.46%274
$450.00Nov 20$10.800.319.5%2.63%12.17%7387
$460.00Nov 20$8.100.2712.0%1.97%13.94%14258
$470.00Nov 20$6.000.2214.4%1.46%15.87%11113
$480.00Nov 20$4.200.1916.8%1.02%17.86%1--
$490.00Nov 20$2.900.1519.3%0.71%19.98%3159

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 907
Total Puts 303
Put/Call Ratio 0.33
Net Difference 604

Prior's Put/Call Breakdown

Total Calls 144
Total Puts 252
Put/Call Ratio 1.75
Net Difference -108

Prior 7-Day Put/Call Summary

Total Calls 4,099
Total Puts 2,833
Average Put/Call Ratio 0.99
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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