Tour v531
NTRA
NATERA INC
$436.00 +2.73%
$431.41 (-1.05%)🌙
as of 10/29 06:43 PM
◀ 10/29 18:43 ▶

Option Volume

Detail
ℹ
Current (10/29) 562
Calls: 378 (67%)
Puts: 184 (33%)
Prior (10/28) 1,965
Calls: 1,294 (66%)
Puts: 671 (34%)
Current vs Prior -71.40%
Calls: -70.79% (Calls)
Puts: -72.58% (Puts)
Prior 7-Day Total 7,172
Calls: 4,961 (69%)
Puts: 2,211 (31%)
Prior 7-Day Average 1,024
Calls: 708 (69%)
Puts: 315 (31%)
Current vs Prior 7-Day Avg -45.15%
Calls: -46.66%
Puts: -41.75%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/29) $2.13M
Calls: $1.64M (77%)
Puts: $487.9K (23%)
Prior (10/28) $4.91M
Calls: $3.87M (79%)
Puts: $1.04M (21%)
Current vs Prior -56.61%
Calls: -57.56%
Puts: -53.07%
Prior 7-Day Total $19.74M
Calls: $15.71M (80%)
Puts: $4.03M (20%)
Prior 7-Day Average $2.82M
Calls: $2.24M (80%)
Puts: $576.0K (20%)
Current vs Prior 7-Day Avg -24.46%
Calls: -26.81%
Puts: -15.30%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/29) 0.49
Prior (10/28) 0.52
Current vs Prior -6.13%
Prior 7-Day Average 0.66
Current vs Prior 7-Day Avg -25.87%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/29) 9,464
Calls: 6,059 (64%)
Puts: 3,405 (36%)
Prior (10/28) 12,635
Calls: 8,821 (70%)
Puts: 3,814 (30%)
Current vs Prior -25.10%
Prior 7-Day Total 64,375
Calls: 45,097 (70%)
Puts: 19,278 (30%)
Prior 7-Day Average 9,196
Calls: 6,442 (70%)
Puts: 2,754 (30%)
Current vs Prior 7-Day Avg +2.91%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 14.17% | 17.06%
Prior 14.31% | 16.82%
Current vs Prior -0.97% | +1.43%
Prior 7-Day Avg 15.32% | 18.29%
Current vs 7-Day Avg -7.48% | -6.69%
Prior 7-Day Eod 14.31% | 16.82%
Current vs 7-Day Eod -0.97% | +1.43%
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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 77% of dollar volume in calls ($1.64M) vs puts ($487.9K). Light premium activity with dollar volume down 57% vs prior. Below-average activity with volume down 71% vs prior. Extreme bullish P/C ratio of 0.49 - heavy call buying (378 calls vs 184 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 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 6.2%, best 4.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 2062.4065.40$63.904.7%30.82--
$370.00Nov 2070.5074.00$72.254.8%30.86--
$390.00Nov 2054.7057.50$56.105.0%10.78--
$400.00Nov 2047.7050.50$49.105.7%30.73--
$410.00Nov 2041.4044.30$42.856.8%60.68170
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Nov 2029.4032.00$30.708.5%50.5010

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. 8 found (avg delta 0.68, highest 0.86)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Nov 2070.5074.00$72.254.8%30.86--
$380.00Nov 2062.4065.40$63.904.7%30.82--
$390.00Nov 2054.7057.50$56.105.0%10.78--
$400.00Nov 2047.7050.50$49.105.7%30.73--
$410.00Nov 2041.4044.30$42.856.8%60.68170
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Nov 2029.4032.00$30.708.5%50.5010

Most actively traded options today. High liquidity = easy entry/exit. 22 active (total vol 272, top 93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Nov 2013.4016.50$14.9520.7%930.35120
$500.00Nov 206.109.20$7.6540.5%550.211.6K
$430.00Nov 2029.9032.30$31.107.7%100.56247
$450.00Nov 2020.7023.50$22.1012.7%100.45399
$480.00Nov 2010.6013.80$12.2026.2%100.30--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Nov 201.205.00$3.10122.6%130.09336
$400.00Nov 2011.9014.70$13.3021.1%120.281.1K
$380.00Nov 206.409.20$7.8035.9%90.19903
$360.00Nov 202.506.00$4.2582.4%50.1152
$440.00Nov 2029.4032.00$30.708.5%50.5010

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 0.60, avg 2.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$400.00$410.00Nov 20$6.25$3.75$6.2573%0.60$406.25
$410.00$430.00Nov 20$11.75$8.25$11.7568%0.70$421.75
$440.00$450.00Nov 20$4.20$5.80$4.2051%1.38$444.20
$430.00$440.00Nov 20$4.80$5.20$4.8056%1.08$434.80
$450.00$460.00Nov 20$3.80$6.20$3.8045%1.63$453.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$360.00$350.00Nov 20$1.15$8.85$1.1511%7.70$358.85
$380.00$370.00Nov 20$1.95$8.05$1.9519%4.13$378.05
$370.00$360.00Nov 20$1.60$8.40$1.6015%5.25$368.40
$420.00$410.00Nov 20$4.10$5.90$4.1039%1.44$415.90
$410.00$400.00Nov 20$3.55$6.45$3.5533%1.82$406.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 0.38, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$500.00$510.00Nov 20$2.00$2.00$8.0079%0.25$502.00
$480.00$490.00Nov 20$2.60$2.60$7.4070%0.35$482.60
$490.00$500.00Nov 20$1.95$1.95$8.0575%0.24$491.95
$460.00$470.00Nov 20$3.35$3.35$6.6560%0.50$463.35
$470.00$480.00Nov 20$2.75$2.75$7.2565%0.38$472.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$400.00$380.00Nov 20$5.50$5.50$14.5072%0.38$394.50
$410.00$400.00Nov 20$3.55$3.55$6.4567%0.55$406.45
$420.00$410.00Nov 20$4.10$4.10$5.9061%0.69$415.90
$370.00$360.00Nov 20$1.60$1.60$8.4085%0.19$368.40
$380.00$370.00Nov 20$1.95$1.95$8.0581%0.24$378.05

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. 3 found (cheapest 13.07% of stock, avg 13.69%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$440.00Nov 20$26.30$30.70$57.00$383.00$497.0013.07%
$410.00Nov 20$42.85$16.85$59.70$350.30$469.7013.69%
$400.00Nov 20$49.10$13.30$62.40$337.60$462.4014.31%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 3.54% of stock, avg 6.51%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$490.00$370.00Nov 20$9.60$5.85$15.45$354.55$505.45
$490.00$380.00Nov 20$9.60$7.80$17.40$362.60$507.40
$480.00$370.00Nov 20$12.20$5.85$18.05$351.95$498.05
$480.00$380.00Nov 20$12.20$7.80$20.00$360.00$500.00
$490.00$400.00Nov 20$9.60$13.30$22.90$377.10$512.90
$480.00$400.00Nov 20$12.20$13.30$25.50$374.50$505.50
$470.00$370.00Nov 20$14.95$5.85$20.80$349.20$490.80
$470.00$380.00Nov 20$14.95$7.80$22.75$357.25$492.75
$490.00$410.00Nov 20$9.60$16.85$26.45$383.55$516.45
$480.00$410.00Nov 20$12.20$16.85$29.05$380.95$509.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 20 found (best R:R 1.25, avg credit $5.08)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
400/410500/510Nov 20$5.55$4.4545%1.25$404.45$505.55
360/370500/510Nov 20$3.60$6.4064%0.56$366.40$503.60
370/380500/510Nov 20$3.95$6.0560%0.65$376.05$503.95
350/360500/510Nov 20$3.15$6.8568%0.46$356.85$503.15
400/410480/490Nov 20$6.15$3.8537%1.60$403.85$486.15
360/370480/490Nov 20$4.20$5.8055%0.72$365.80$484.20
370/380480/490Nov 20$4.55$5.4552%0.83$375.45$484.55
400/410490/500Nov 20$5.50$4.5041%1.22$404.50$495.50
350/360480/490Nov 20$3.75$6.2559%0.60$356.25$483.75
360/370490/500Nov 20$3.55$6.4560%0.55$366.45$493.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 65.67, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$470.00$480.00$490.00Nov 20$0.15$9.8510%65.67
$440.00$450.00$460.00Nov 20$0.40$9.6011%24.00
$450.00$460.00$470.00Nov 20$0.45$9.5510%21.22
$430.00$440.00$450.00Nov 20$0.60$9.4011%15.67
$460.00$470.00$480.00Nov 20$0.60$9.4010%15.67
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$360.00$370.00$380.00Nov 20$0.35$9.657%27.57
$400.00$410.00$420.00Nov 20$0.55$9.4511%17.18
$350.00$360.00$370.00Nov 20$0.45$9.556%21.22

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 11 found (best net $-2.30, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$500.00$510.001:2Nov 20-$3.65$6.35
$490.00$500.001:2Nov 20-$5.70$4.30
$480.00$490.001:2Nov 20-$7.00$3.00
$410.00$430.001:2Nov 20-$19.35$0.65
$470.00$480.001:2Nov 20-$9.45$0.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$400.00$380.001:2Nov 20-$2.30$17.70
$360.00$350.001:2Nov 20-$1.95$8.05
$370.00$360.001:2Nov 20-$2.65$7.35
$440.00$420.001:2Nov 20-$11.20$8.80
$380.00$370.001:2Nov 20-$3.90$6.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 4.75%, avg 3.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$450.00Nov 20$20.700.453.2%4.75%7.96%10399
$440.00Nov 20$24.900.510.9%5.71%6.63%589
$460.00Nov 20$16.800.405.5%3.85%9.36%8274
$470.00Nov 20$13.400.357.8%3.07%10.87%93120
$480.00Nov 20$10.600.3010.1%2.43%12.52%10--
$490.00Nov 20$8.100.2512.4%1.86%14.24%2193
$500.00Nov 20$6.100.2114.7%1.40%16.08%551.6K
$510.00Nov 20$4.200.1717.0%0.96%17.94%10--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 378
Total Puts 184
Put/Call Ratio 0.49
Net Difference 194

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,961
Total Puts 2,211
Average Put/Call Ratio 0.66
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All