Tour v531
NTRA
NATERA INC
$414.30 -4.98%
$411.79 (-0.61%)🌙
as of 10/30 06:43 PM
◀ 10/30 18:43 ▶

Option Volume

Detail
ℹ
Current (10/30) 909
Calls: 252 (28%)
Puts: 657 (72%)
Prior (10/29) 562
Calls: 378 (67%)
Puts: 184 (33%)
Current vs Prior +61.74%
Calls: -33.33% (Calls)
Puts: +257.07% (Puts)
Prior 7-Day Total 7,386
Calls: 5,098 (69%)
Puts: 2,288 (31%)
Prior 7-Day Average 1,055
Calls: 728 (69%)
Puts: 326 (31%)
Current vs Prior 7-Day Avg -13.85%
Calls: -65.40%
Puts: +101.01%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/30) $2.77M
Calls: $987.5K (36%)
Puts: $1.79M (64%)
Prior (10/29) $2.13M
Calls: $1.64M (77%)
Puts: $487.9K (23%)
Current vs Prior +30.26%
Calls: -39.86%
Puts: +266.28%
Prior 7-Day Total $21.00M
Calls: $16.75M (80%)
Puts: $4.25M (20%)
Prior 7-Day Average $3.00M
Calls: $2.39M (80%)
Puts: $607.6K (20%)
Current vs Prior 7-Day Avg -7.52%
Calls: -58.72%
Puts: +194.12%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/30) 2.61
Prior (10/29) 0.49
Current vs Prior +435.60%
Prior 7-Day Average 0.66
Current vs Prior 7-Day Avg +293.35%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/30) 13,779
Calls: 8,019 (58%)
Puts: 5,760 (42%)
Prior (10/29) 9,464
Calls: 6,059 (64%)
Puts: 3,405 (36%)
Current vs Prior +45.59%
Prior 7-Day Total 64,389
Calls: 44,646 (69%)
Puts: 19,743 (31%)
Prior 7-Day Average 9,198
Calls: 6,378 (69%)
Puts: 2,820 (31%)
Current vs Prior 7-Day Avg +49.80%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 14.62% | 17.60%
Prior 14.17% | 17.06%
Current vs Prior +3.11% | +3.12%
Prior 7-Day Avg 15.01% | 17.97%
Current vs 7-Day Avg -2.66% | -2.09%
Prior 7-Day Eod 14.17% | 17.06%
Current vs 7-Day Eod +3.11% | +3.12%
Sentiment BEARISH

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 bearish flow with 64% put dollar volume ($1.79M). Above-average activity with volume up 62% vs prior. Extreme bearish P/C ratio of 2.61 - heavy put buying. P/C ratio rising 436% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 4 of results (avg 7.5%, best 3.7%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Nov 2085.8089.00$87.403.7%10.92--
$400.00Nov 2034.3037.20$35.758.1%20.6287
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Nov 2034.7037.70$36.208.3%50.5626
$420.00Nov 2028.9031.90$30.409.9%70.50--

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 0.61, highest 0.92)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Nov 2085.8089.00$87.403.7%10.92--
$400.00Nov 2034.3037.20$35.758.1%20.6287
$410.00Nov 2028.3032.00$30.1512.3%120.56170
$420.00Nov 2024.0027.20$25.6012.5%160.50194
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Nov 2034.7037.70$36.208.3%50.5626
$420.00Nov 2028.9031.90$30.409.9%70.50--

Most actively traded options today. High liquidity = easy entry/exit. 26 active (total vol 443, top 161)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Nov 202.756.50$4.6381.0%290.141.6K
$450.00Nov 2012.6016.20$14.4025.0%250.34399
$420.00Nov 2024.0027.20$25.6012.5%160.50194
$410.00Nov 2028.3032.00$30.1512.3%120.56170
$430.00Nov 2019.7022.90$21.3015.0%90.45245
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Nov 2018.9022.30$20.6016.5%1610.391.1K
$330.00Nov 200.854.80$2.83139.6%500.08270
$370.00Nov 208.0010.90$9.4530.7%380.2289
$380.00Nov 2011.9014.70$13.3021.1%220.28905
$310.00Nov 200.002.05$1.02201.0%150.0467

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. 23 found (best R:R 1.20, avg 6.17)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$410.00$420.00Nov 20$4.55$5.45$4.5556%1.20$414.55
$450.00$460.00Nov 20$2.60$7.40$2.6034%2.85$452.60
$430.00$440.00Nov 20$3.70$6.30$3.7045%1.70$433.70
$420.00$430.00Nov 20$4.30$5.70$4.3050%1.33$424.30
$440.00$450.00Nov 20$3.20$6.80$3.2039%2.12$443.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$320.00$310.00Nov 20$0.16$9.84$0.164%61.50$319.84
$340.00$330.00Nov 20$1.05$8.95$1.0511%8.52$338.95
$370.00$360.00Nov 20$2.20$7.80$2.2022%3.55$367.80
$360.00$350.00Nov 20$1.80$8.20$1.8018%4.56$358.20
$390.00$380.00Nov 20$3.30$6.70$3.3033%2.03$386.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 19 found (best R:R 0.63, avg 0.35)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$460.00$470.00Nov 20$2.45$2.45$7.5570%0.32$462.45
$480.00$500.00Nov 20$2.92$2.92$17.0879%0.17$482.92
$510.00$520.00Nov 20$0.75$0.75$9.2588%0.08$510.75
$500.00$510.00Nov 20$0.95$0.95$9.0586%0.10$500.95
$470.00$480.00Nov 20$1.80$1.80$8.2075%0.22$471.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$380.00$370.00Nov 20$3.85$3.85$6.1572%0.63$376.15
$330.00$320.00Nov 20$1.65$1.65$8.3592%0.20$328.35
$400.00$390.00Nov 20$4.00$4.00$6.0061%0.67$396.00
$350.00$340.00Nov 20$1.57$1.57$8.4386%0.19$348.43
$410.00$400.00Nov 20$4.60$4.60$5.4055%0.85$405.40

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 13.36% of stock, avg 13.59%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$410.00Nov 20$30.15$25.20$55.35$354.65$465.3513.36%
$420.00Nov 20$25.60$30.40$56.00$364.00$476.0013.52%
$400.00Nov 20$35.75$20.60$56.35$343.65$456.3513.60%
$430.00Nov 20$21.30$36.20$57.50$372.50$487.5013.88%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 4.54% of stock, avg 7.70%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$470.00$370.00Nov 20$9.35$9.45$18.80$351.20$488.80
$460.00$370.00Nov 20$11.80$9.45$21.25$348.75$481.25
$470.00$380.00Nov 20$9.35$13.30$22.65$357.35$492.65
$460.00$380.00Nov 20$11.80$13.30$25.10$354.90$485.10
$450.00$370.00Nov 20$14.40$9.45$23.85$346.15$473.85
$470.00$390.00Nov 20$9.35$16.60$25.95$364.05$495.95
$460.00$390.00Nov 20$11.80$16.60$28.40$361.60$488.40
$450.00$380.00Nov 20$14.40$13.30$27.70$352.30$477.70
$450.00$390.00Nov 20$14.40$16.60$31.00$359.00$481.00
$440.00$370.00Nov 20$17.60$9.45$27.05$342.95$467.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 48 found (best R:R 0.85, avg credit $3.86)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
370/380510/520Nov 20$4.60$5.4060%0.85$375.40$514.60
370/380500/510Nov 20$4.80$5.2058%0.92$375.20$504.80
370/380460/470Nov 20$6.30$3.7042%1.70$373.70$466.30
320/330510/520Nov 20$2.40$7.6080%0.32$327.60$512.40
370/380470/480Nov 20$5.65$4.3547%1.30$374.35$475.65
320/330500/510Nov 20$2.60$7.4078%0.35$327.40$502.60
320/330460/470Nov 20$4.10$5.9062%0.69$325.90$464.10
370/380450/460Nov 20$6.45$3.5538%1.82$373.55$456.45
320/330470/480Nov 20$3.45$6.5567%0.53$326.55$473.45
320/330450/460Nov 20$4.25$5.7558%0.74$325.75$454.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 65.67, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$450.00$460.00$470.00Nov 20$0.15$9.859%65.67
$410.00$420.00$430.00Nov 20$0.25$9.7511%39.00
$430.00$440.00$450.00Nov 20$0.50$9.5011%19.00
$500.00$510.00$520.00Nov 20$0.20$9.805%49.00
$420.00$430.00$440.00Nov 20$0.60$9.4011%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$340.00$350.00$360.00Nov 20$0.23$9.777%42.48
$350.00$360.00$370.00Nov 20$0.40$9.608%24.00
$390.00$400.00$410.00Nov 20$0.60$9.4012%15.67
$400.00$410.00$420.00Nov 20$0.60$9.4012%15.67
$410.00$420.00$430.00Nov 20$0.60$9.4011%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 14 found (best net $-1.71, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$480.00$500.001:2Nov 20-$1.71$18.29
$510.00$520.001:2Nov 20-$2.18$7.82
$500.00$510.001:2Nov 20-$2.73$7.27
$470.00$480.001:2Nov 20-$5.75$4.25
$460.00$470.001:2Nov 20-$6.90$3.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$310.001:2Nov 20-$0.86$9.14
$340.00$330.001:2Nov 20-$1.78$8.22
$350.00$340.001:2Nov 20-$2.31$7.69
$360.00$350.001:2Nov 20-$3.65$6.35
$370.00$360.001:2Nov 20-$5.05$4.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 5.79%, avg 2.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$420.00Nov 20$24.000.501.4%5.79%7.17%16194
$430.00Nov 20$19.700.453.8%4.76%8.54%9245
$440.00Nov 20$15.900.396.2%3.84%10.04%394
$450.00Nov 20$12.600.348.6%3.04%11.66%25399
$460.00Nov 20$10.100.2911.0%2.44%13.47%2274
$470.00Nov 20$7.500.2513.4%1.81%15.25%4189
$480.00Nov 20$5.700.2115.9%1.38%17.23%258
$500.00Nov 20$2.750.1420.7%0.66%21.35%291.6K
$510.00Nov 20$1.750.1223.1%0.42%23.52%124
$520.00Nov 20$0.950.1025.5%0.23%25.74%222

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 252
Total Puts 657
Put/Call Ratio 2.61
Net Difference -405

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,098
Total Puts 2,288
Average Put/Call Ratio 0.66
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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