Tour v533
NTRA
NATERA INC
$378.92 -8.54%
$377.32 (-0.42%)🌙
as of 11/02 06:40 PM
◀ 11/2 18:40 ▶

Option Volume

Detail
ℹ
Current (11/02) 1,811
Calls: 655 (36%)
Puts: 1,156 (64%)
Prior (10/30) 909
Calls: 252 (28%)
Puts: 657 (72%)
Current vs Prior +99.23%
Calls: +159.92% (Calls)
Puts: +75.95% (Puts)
Prior 7-Day Total 7,771
Calls: 5,012 (64%)
Puts: 2,759 (36%)
Prior 7-Day Average 1,110
Calls: 716 (64%)
Puts: 394 (36%)
Current vs Prior 7-Day Avg +63.13%
Calls: -8.52%
Puts: +193.29%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/02) $4.73M
Calls: $1.95M (41%)
Puts: $2.77M (59%)
Prior (10/30) $2.77M
Calls: $987.5K (36%)
Puts: $1.79M (64%)
Current vs Prior +70.42%
Calls: +97.95%
Puts: +55.20%
Prior 7-Day Total $22.49M
Calls: $16.73M (74%)
Puts: $5.77M (26%)
Prior 7-Day Average $3.21M
Calls: $2.39M (74%)
Puts: $823.7K (26%)
Current vs Prior 7-Day Avg +47.15%
Calls: -18.19%
Puts: +236.72%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/02) 1.76
Prior (10/30) 2.61
Current vs Prior -32.31%
Prior 7-Day Average 0.96
Current vs Prior 7-Day Avg +84.49%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/02) 19,548
Calls: 11,634 (60%)
Puts: 7,914 (40%)
Prior (10/30) 13,779
Calls: 8,019 (58%)
Puts: 5,760 (42%)
Current vs Prior +41.87%
Prior 7-Day Total 70,647
Calls: 46,721 (66%)
Puts: 23,926 (34%)
Prior 7-Day Average 10,092
Calls: 6,674 (66%)
Puts: 3,418 (34%)
Current vs Prior 7-Day Avg +93.69%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 15.39% | 18.43%
Prior 14.62% | 17.60%
Current vs Prior +5.27% | +4.76%
Prior 7-Day Avg 14.84% | 17.78%
Current vs 7-Day Avg +3.70% | +3.65%
Prior 7-Day Eod 14.62% | 17.60%
Current vs 7-Day Eod +5.27% | +4.76%
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

Elevated premium activity with dollar volume up 70% vs prior. Above-average activity with volume up 99% vs prior. Extreme bearish P/C ratio of 1.76 - heavy put buying. P/C ratio dropping 32% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 10 of results (avg 6.7%, best 4.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Nov 2064.2067.20$65.704.6%30.86--
$330.00Nov 2056.3059.40$57.855.4%80.8147
$340.00Nov 2048.9052.00$50.456.1%100.77226
$360.00Nov 2036.1038.90$37.507.5%100.65105
$350.00Nov 2041.8045.10$43.457.6%10.71--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Nov 2058.3061.40$59.855.2%10.74--
$420.00Nov 2050.6053.30$51.955.2%120.70229
$410.00Nov 2043.4046.70$45.057.3%1720.65702
$390.00Nov 2030.5033.40$31.959.1%200.53209
$400.00Nov 2036.6040.10$38.359.1%1500.591.3K

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. 11 found (avg delta 0.69, highest 0.86)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Nov 2064.2067.20$65.704.6%30.86--
$330.00Nov 2056.3059.40$57.855.4%80.8147
$340.00Nov 2048.9052.00$50.456.1%100.77226
$350.00Nov 2041.8045.10$43.457.6%10.71--
$360.00Nov 2036.1038.90$37.507.5%100.65105
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Nov 2058.3061.40$59.855.2%10.74--
$420.00Nov 2050.6053.30$51.955.2%120.70229
$410.00Nov 2043.4046.70$45.057.3%1720.65702
$400.00Nov 2036.6040.10$38.359.1%1500.591.3K
$390.00Nov 2030.5033.40$31.959.1%200.53209

Most actively traded options today. High liquidity = easy entry/exit. 25 active (total vol 962, top 226)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 2025.2028.20$26.7011.2%480.5364
$420.00Nov 2010.2013.80$12.0030.0%260.31189
$450.00Nov 204.207.50$5.8556.4%220.18407
$440.00Nov 205.809.50$7.6548.4%210.2294
$410.00Nov 2013.4016.70$15.0521.9%170.36177
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 2025.0028.10$26.5511.7%2260.47914
$410.00Nov 2043.4046.70$45.057.3%1720.65702
$400.00Nov 2036.6040.10$38.359.1%1500.591.3K
$340.00Nov 208.6012.20$10.4034.6%1210.24315
$390.00Nov 2030.5033.40$31.959.1%200.53209

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 0.85, avg 2.00)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$360.00$380.00Nov 20$10.80$9.20$10.8065%0.85$370.80
$420.00$430.00Nov 20$1.65$8.35$1.6531%5.06$421.65
$350.00$360.00Nov 20$5.95$4.05$5.9571%0.68$355.95
$390.00$400.00Nov 20$3.70$6.30$3.7048%1.70$393.70
$380.00$390.00Nov 20$4.50$5.50$4.5053%1.22$384.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$390.00$380.00Nov 20$5.40$4.60$5.4053%0.85$384.60
$380.00$370.00Nov 20$4.80$5.20$4.8047%1.08$375.20
$340.00$330.00Nov 20$2.50$7.50$2.5024%3.00$337.50
$350.00$340.00Nov 20$3.15$6.85$3.1530%2.17$346.85
$370.00$360.00Nov 20$4.40$5.60$4.4041%1.27$365.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 0.39, avg 0.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$430.00$440.00Nov 20$2.70$2.70$7.3073%0.37$432.70
$440.00$450.00Nov 20$1.80$1.80$8.2078%0.22$441.80
$410.00$420.00Nov 20$3.05$3.05$6.9564%0.44$413.05
$400.00$410.00Nov 20$3.45$3.45$6.5558%0.53$403.45
$380.00$390.00Nov 20$4.50$4.50$5.5047%0.82$384.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$330.00$320.00Nov 20$2.80$2.80$7.2081%0.39$327.20
$360.00$350.00Nov 20$3.80$3.80$6.2065%0.61$356.20
$370.00$360.00Nov 20$4.40$4.40$5.6059%0.79$365.60
$350.00$340.00Nov 20$3.15$3.15$6.8570%0.46$346.85
$340.00$330.00Nov 20$2.50$2.50$7.5076%0.33$337.50

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 14.05% of stock, avg 14.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$380.00Nov 20$26.70$26.55$53.25$326.75$433.2514.05%
$390.00Nov 20$22.20$31.95$54.15$335.85$444.1514.29%
$360.00Nov 20$37.50$17.35$54.85$305.15$414.8514.48%
$400.00Nov 20$18.50$38.35$56.85$343.15$456.8515.00%
$350.00Nov 20$43.45$13.55$57.00$293.00$407.0015.04%
$410.00Nov 20$15.05$45.05$60.10$349.90$470.1015.86%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 5.48% of stock, avg 8.85%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$430.00$340.00Nov 20$10.35$10.40$20.75$319.25$450.75
$420.00$340.00Nov 20$12.00$10.40$22.40$317.60$442.40
$430.00$350.00Nov 20$10.35$13.55$23.90$326.10$453.90
$420.00$350.00Nov 20$12.00$13.55$25.55$324.45$445.55
$410.00$340.00Nov 20$15.05$10.40$25.45$314.55$435.45
$430.00$360.00Nov 20$10.35$17.35$27.70$332.30$457.70
$420.00$360.00Nov 20$12.00$17.35$29.35$330.65$449.35
$410.00$350.00Nov 20$15.05$13.55$28.60$321.40$438.60
$410.00$360.00Nov 20$15.05$17.35$32.40$327.60$442.40
$400.00$340.00Nov 20$18.50$10.40$28.90$311.10$428.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 1.22, avg credit $4.87)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
320/330430/440Nov 20$5.50$4.5053%1.22$324.50$435.50
320/330440/450Nov 20$4.60$5.4058%0.85$325.40$444.60
340/350430/440Nov 20$5.85$4.1543%1.41$344.15$435.85
330/340430/440Nov 20$5.20$4.8049%1.08$334.80$435.20
340/350440/450Nov 20$4.95$5.0548%0.98$345.05$444.95
330/340440/450Nov 20$4.30$5.7054%0.75$335.70$444.30
320/330420/430Nov 20$4.45$5.5550%0.80$325.55$424.45
340/350420/430Nov 20$4.80$5.2039%0.92$345.20$424.80
330/340420/430Nov 20$4.15$5.8545%0.71$335.85$424.15

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 $0.20)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$390.00$400.00$410.00Nov 20$0.25$9.7511%39.00
$400.00$410.00$420.00Nov 20$0.40$9.6011%24.00
$330.00$340.00$350.00Nov 20$0.40$9.6010%24.00
$320.00$330.00$340.00Nov 20$0.45$9.5510%21.22
$380.00$390.00$400.00Nov 20$0.80$9.2011%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$400.00$410.00$420.00Nov 20$0.20$9.8011%49.00
$390.00$400.00$410.00Nov 20$0.30$9.7011%32.33
$360.00$370.00$380.00Nov 20$0.40$9.6012%24.00
$370.00$380.00$390.00Nov 20$0.60$9.4012%15.67
$350.00$360.00$370.00Nov 20$0.60$9.4012%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. 9 found (best net $-2.30, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$440.00$450.001:2Nov 20-$4.05$5.95
$430.00$440.001:2Nov 20-$4.95$5.05
$360.00$380.001:2Nov 20-$15.90$4.10
$410.00$420.001:2Nov 20-$8.95$1.05
$420.00$430.001:2Nov 20-$8.70$1.30
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$330.00$320.001:2Nov 20-$2.30$7.70
$340.00$330.001:2Nov 20-$5.40$4.60
$350.00$340.001:2Nov 20-$7.25$2.75
$360.00$350.001:2Nov 20-$9.75$0.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 5.44%, avg 3.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$390.00Nov 20$20.600.482.9%5.44%8.36%657
$400.00Nov 20$17.000.425.6%4.49%10.05%1588
$380.00Nov 20$25.200.530.3%6.65%6.94%4864
$410.00Nov 20$13.400.368.2%3.54%11.74%17177
$430.00Nov 20$9.400.2713.5%2.48%15.96%14241
$420.00Nov 20$10.200.3110.8%2.69%13.53%26189
$440.00Nov 20$5.800.2216.1%1.53%17.65%2194
$450.00Nov 20$4.200.1818.8%1.11%19.87%22407

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 655
Total Puts 1,156
Put/Call Ratio 1.76
Net Difference -501

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,012
Total Puts 2,759
Average Put/Call Ratio 0.96
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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