Tour v531
NTRA
NATERA INC
$424.42 +3.31%
$422.85 (-0.37%)🌙
as of 10/28 06:43 PM
◀ 10/28 18:43 ▶

Option Volume

Detail
ℹ
Current (10/28) 1,965
Calls: 1,294 (66%)
Puts: 671 (34%)
Prior (10/27) 1,210
Calls: 907 (75%)
Puts: 303 (25%)
Current vs Prior +62.40%
Calls: +42.67% (Calls)
Puts: +121.45% (Puts)
Prior 7-Day Total 5,780
Calls: 3,851 (67%)
Puts: 1,929 (33%)
Prior 7-Day Average 825
Calls: 550 (67%)
Puts: 275 (33%)
Current vs Prior 7-Day Avg +137.98%
Calls: +135.21%
Puts: +143.49%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/28) $4.91M
Calls: $3.87M (79%)
Puts: $1.04M (21%)
Prior (10/27) $3.68M
Calls: $3.03M (82%)
Puts: $652.5K (18%)
Current vs Prior +33.31%
Calls: +27.70%
Puts: +59.35%
Prior 7-Day Total $15.99M
Calls: $12.27M (77%)
Puts: $3.72M (23%)
Prior 7-Day Average $2.28M
Calls: $1.75M (77%)
Puts: $532.1K (23%)
Current vs Prior 7-Day Avg +114.88%
Calls: +120.80%
Puts: +95.37%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/28) 0.52
Prior (10/27) 0.33
Current vs Prior +55.22%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -41.39%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/28) 12,635
Calls: 8,821 (70%)
Puts: 3,814 (30%)
Prior (10/27) 14,306
Calls: 9,609 (67%)
Puts: 4,697 (33%)
Current vs Prior -11.68%
Prior 7-Day Total 61,336
Calls: 41,799 (68%)
Puts: 19,537 (32%)
Prior 7-Day Average 8,762
Calls: 5,971 (68%)
Puts: 2,791 (32%)
Current vs Prior 7-Day Avg +44.20%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 14.31% | 16.82%
Prior 14.47% | 17.39%
Current vs Prior -1.09% | -3.27%
Prior 7-Day Avg 15.60% | 18.65%
Current vs 7-Day Avg -8.24% | -9.80%
Prior 7-Day Eod 14.47% | 17.39%
Current vs 7-Day Eod -1.09% | -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 79% of dollar volume in calls ($3.87M) vs puts ($1.04M). Dollar volume significantly above 7-day average (115% higher). Above-average activity with volume up 62% vs prior. Volume explosion - 138% above 7-day average (1,965 vs avg 825).

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 7 of results (avg 6.3%, best 3.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Nov 2078.1080.90$79.503.5%10.89--
$360.00Nov 2069.5072.50$71.004.2%50.87104
$370.00Nov 2061.6064.40$63.004.4%30.8377
$390.00Nov 2046.9049.90$48.406.2%160.7359
$400.00Nov 2040.4043.50$41.957.4%140.6888
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Nov 2034.1037.50$35.809.5%90.562

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. 9 found (avg delta 0.69, highest 0.89)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Nov 2078.1080.90$79.503.5%10.89--
$360.00Nov 2069.5072.50$71.004.2%50.87104
$370.00Nov 2061.6064.40$63.004.4%30.8377
$390.00Nov 2046.9049.90$48.406.2%160.7359
$400.00Nov 2040.4043.50$41.957.4%140.6888
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Nov 2034.1037.50$35.809.5%90.562

Most actively traded options today. High liquidity = easy entry/exit. 26 active (total vol 623, top 70)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Nov 204.006.40$5.2046.2%700.161.6K
$430.00Nov 2024.2026.80$25.5010.2%530.51230
$470.00Nov 209.8013.20$11.5029.6%480.29113
$480.00Nov 207.4010.60$9.0035.6%450.2532
$490.00Nov 205.309.20$7.2553.8%390.21160
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Nov 203.305.00$4.1541.0%520.11334
$370.00Nov 205.209.20$7.2055.6%440.1875
$380.00Nov 207.6011.50$9.5540.8%360.22896
$400.00Nov 2014.5018.00$16.2521.5%350.331.1K
$430.00Nov 2028.4031.70$30.0511.0%210.507

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 1.53, avg 2.46)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$430.00$440.00Nov 20$3.95$6.05$3.9551%1.53$433.95
$400.00$410.00Nov 20$5.85$4.15$5.8568%0.71$405.85
$390.00$400.00Nov 20$6.45$3.55$6.4573%0.55$396.45
$410.00$420.00Nov 20$5.40$4.60$5.4062%0.85$415.40
$480.00$490.00Nov 20$1.75$8.25$1.7525%4.71$481.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$360.00$350.00Nov 20$0.85$9.15$0.8514%10.76$359.15
$420.00$410.00Nov 20$4.45$5.55$4.4544%1.25$415.55
$440.00$430.00Nov 20$5.75$4.25$5.7556%0.74$434.25
$410.00$400.00Nov 20$3.95$6.05$3.9538%1.53$406.05
$380.00$370.00Nov 20$2.35$7.65$2.3522%3.26$377.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 0.29, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$490.00$500.00Nov 20$2.05$2.05$7.9579%0.26$492.05
$470.00$480.00Nov 20$2.50$2.50$7.5071%0.33$472.50
$440.00$450.00Nov 20$4.00$4.00$6.0055%0.67$444.00
$460.00$470.00Nov 20$2.80$2.80$7.2066%0.39$462.80
$450.00$460.00Nov 20$3.25$3.25$6.7560%0.48$453.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$350.00$340.00Nov 20$2.27$2.27$7.7389%0.29$347.73
$400.00$390.00Nov 20$3.70$3.70$6.3067%0.59$396.30
$370.00$360.00Nov 20$2.20$2.20$7.8082%0.28$367.80
$390.00$380.00Nov 20$3.00$3.00$7.0073%0.43$387.00
$380.00$370.00Nov 20$2.35$2.35$7.6578%0.31$377.65

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. 6 found (cheapest 13.04% of stock, avg 13.50%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$420.00Nov 20$30.70$24.65$55.35$364.65$475.3513.04%
$430.00Nov 20$25.50$30.05$55.55$374.45$485.5513.09%
$410.00Nov 20$36.10$20.20$56.30$353.70$466.3013.27%
$440.00Nov 20$21.55$35.80$57.35$382.65$497.3513.51%
$400.00Nov 20$41.95$16.25$58.20$341.80$458.2013.71%
$390.00Nov 20$48.40$12.55$60.95$329.05$450.9514.36%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 4.37% of stock, avg 7.40%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$480.00$380.00Nov 20$9.00$9.55$18.55$361.45$498.55
$480.00$390.00Nov 20$9.00$12.55$21.55$368.45$501.55
$470.00$380.00Nov 20$11.50$9.55$21.05$358.95$491.05
$470.00$390.00Nov 20$11.50$12.55$24.05$365.95$494.05
$460.00$380.00Nov 20$14.30$9.55$23.85$356.15$483.85
$480.00$400.00Nov 20$9.00$16.25$25.25$374.75$505.25
$470.00$400.00Nov 20$11.50$16.25$27.75$372.25$497.75
$460.00$390.00Nov 20$14.30$12.55$26.85$363.15$486.85
$460.00$400.00Nov 20$14.30$16.25$30.55$369.45$490.55
$450.00$380.00Nov 20$17.55$9.55$27.10$352.90$477.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 24 found (best R:R 0.76, avg credit $4.67)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
340/350490/500Nov 20$4.32$5.6868%0.76$345.68$494.32
340/350470/480Nov 20$4.77$5.2360%0.91$345.23$474.77
340/350460/470Nov 20$5.07$4.9355%1.03$344.93$465.07
340/350480/490Nov 20$4.02$5.9864%0.67$345.98$484.02
360/370490/500Nov 20$4.25$5.7562%0.74$365.75$494.25
390/400490/500Nov 20$5.75$4.2546%1.35$394.25$495.75
380/390490/500Nov 20$5.05$4.9552%1.02$384.95$495.05
370/380490/500Nov 20$4.40$5.6057%0.79$375.60$494.40
360/370470/480Nov 20$4.70$5.3053%0.89$365.30$474.70
390/400470/480Nov 20$6.20$3.8038%1.63$393.80$476.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 49.00, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$410.00$420.00$430.00Nov 20$0.20$9.8012%49.00
$460.00$470.00$480.00Nov 20$0.30$9.7010%32.33
$400.00$410.00$420.00Nov 20$0.45$9.5511%21.22
$450.00$460.00$470.00Nov 20$0.45$9.5510%21.22
$390.00$400.00$410.00Nov 20$0.60$9.4011%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$390.00$400.00$410.00Nov 20$0.25$9.7511%39.00
$360.00$370.00$380.00Nov 20$0.15$9.859%65.67
$420.00$430.00$440.00Nov 20$0.35$9.6511%27.57
$400.00$410.00$420.00Nov 20$0.50$9.5011%19.00
$380.00$390.00$400.00Nov 20$0.70$9.3011%13.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 10 found (best net $-2.80, 9 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$490.00$500.001:2Nov 20-$3.15$6.85
$480.00$490.001:2Nov 20-$5.50$4.50
$470.00$480.001:2Nov 20-$6.50$3.50
$460.00$470.001:2Nov 20-$8.70$1.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$370.00$360.001:2Nov 20-$2.80$7.20
$360.00$350.001:2Nov 20-$3.30$6.70
$380.00$370.001:2Nov 20-$4.85$5.15
$390.00$380.001:2Nov 20-$6.55$3.45
$400.00$390.001:2Nov 20-$8.85$1.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 5.70%, avg 2.93%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$430.00Nov 20$24.200.511.3%5.70%7.02%53230
$440.00Nov 20$19.900.453.7%4.69%8.36%2675
$450.00Nov 20$16.000.406.0%3.77%9.80%23390
$460.00Nov 20$12.900.348.4%3.04%11.42%9269
$470.00Nov 20$9.800.2910.7%2.31%13.05%48113
$480.00Nov 20$7.400.2513.1%1.74%14.84%4532
$490.00Nov 20$5.300.2115.4%1.25%16.70%39160
$500.00Nov 20$4.000.1617.8%0.94%18.75%701.6K

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 1,294
Total Puts 671
Put/Call Ratio 0.52
Net Difference 623

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,851
Total Puts 1,929
Average Put/Call Ratio 0.88
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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