Tour v533
NTRA
NATERA INC
$388.63 +2.56%
$390.90 (+0.58%)🌙
as of 11/03 06:44 PM
◀ 11/3 18:44

Option Volume

Detail
ℹ
Current (11/03) 746
Calls: 275 (37%)
Puts: 471 (63%)
Prior (11/02) 1,811
Calls: 655 (36%)
Puts: 1,156 (64%)
Current vs Prior -58.81%
Calls: -58.02% (Calls)
Puts: -59.26% (Puts)
Prior 7-Day Total 7,522
Calls: 4,011 (53%)
Puts: 3,511 (47%)
Prior 7-Day Average 1,074
Calls: 573 (53%)
Puts: 501 (47%)
Current vs Prior 7-Day Avg -30.58%
Calls: -52.01%
Puts: -6.10%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/03) $1.85M
Calls: $442.4K (24%)
Puts: $1.41M (76%)
Prior (11/02) $4.73M
Calls: $1.95M (41%)
Puts: $2.77M (59%)
Current vs Prior -60.82%
Calls: -77.37%
Puts: -49.15%
Prior 7-Day Total $21.05M
Calls: $13.40M (64%)
Puts: $7.65M (36%)
Prior 7-Day Average $3.01M
Calls: $1.91M (64%)
Puts: $1.09M (36%)
Current vs Prior 7-Day Avg -38.39%
Calls: -76.88%
Puts: +28.99%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 1.71
Prior (11/02) 1.76
Current vs Prior -2.96%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg +45.90%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/03) 12,996
Calls: 8,691 (67%)
Puts: 4,305 (33%)
Prior (11/02) 19,548
Calls: 11,634 (60%)
Puts: 7,914 (40%)
Current vs Prior -33.52%
Prior 7-Day Total 78,478
Calls: 49,530 (63%)
Puts: 28,948 (37%)
Prior 7-Day Average 11,211
Calls: 7,075 (63%)
Puts: 4,135 (37%)
Current vs Prior 7-Day Avg +15.92%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 15.26% | 18.17%
Prior 15.39% | 18.43%
Current vs Prior -0.83% | -1.45%
Prior 7-Day Avg 14.79% | 17.72%
Current vs 7-Day Avg +3.19% | +2.54%
Prior 7-Day Eod 15.39% | 18.43%
Current vs 7-Day Eod -0.83% | -1.45%
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 bearish conviction with 76% of dollar volume in puts ($1.41M) vs calls ($442.4K). Light premium activity with dollar volume down 61% vs prior. Below-average activity with volume down 59% vs prior. Extreme bearish P/C ratio of 1.71 - heavy put buying.

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 5 of results (avg 7.3%, best 5.6%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Dec 1841.4044.80$43.107.9%10.63--
$370.00Nov 2035.3038.60$36.958.9%10.64--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Nov 2045.4048.00$46.705.6%1110.63228
$430.00Nov 2052.0055.00$53.505.6%20.68--
$410.00Nov 2038.1041.50$39.808.5%10.59559

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 0.60, highest 0.68)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Nov 2035.3038.60$36.958.9%10.64--
$370.00Dec 1841.4044.80$43.107.9%10.63--
$380.00Nov 2029.6033.20$31.4011.5%50.58--
$390.00Nov 2024.6028.30$26.4514.0%90.5260
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Nov 2052.0055.00$53.505.6%20.68--
$420.00Nov 2045.4048.00$46.705.6%1110.63228
$410.00Nov 2038.1041.50$39.808.5%10.59559
$400.00Nov 2031.9035.30$33.6010.1%640.531.4K

Most actively traded options today. High liquidity = easy entry/exit. 34 active (total vol 504, top 111)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Nov 207.9011.50$9.7037.1%430.26112
$410.00Nov 2016.5019.70$18.1017.7%240.41178
$390.00Nov 2024.6028.30$26.4514.0%90.5260
$430.00Nov 2011.6014.00$12.8018.8%90.31--
$380.00Nov 2029.6033.20$31.4011.5%50.58--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Nov 2045.4048.00$46.705.6%1110.63228
$400.00Nov 2031.9035.30$33.6010.1%640.531.4K
$380.00Nov 2021.0024.70$22.8516.2%510.42--
$390.00Nov 2026.1029.70$27.9012.9%480.47213
$340.00Nov 206.6010.50$8.5545.6%470.20389

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 34.2%, max 37.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$420.00Nov 20Dec 1883.7%60.7%37.9%32.7K
$440.00Nov 20Dec 1880.4%59.8%34.6%45643
$450.00Nov 20Dec 1880.8%60.2%34.3%6409
$400.00Nov 20Dec 1882.2%61.6%33.3%6442
$460.00Nov 20Dec 1876.6%59.3%29.0%4837
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$340.00Nov 20Dec 1882.5%60.5%36.3%50485
$360.00Nov 20Dec 1881.6%60.0%36.1%255
$350.00Nov 20Dec 1879.7%59.7%33.6%10404
$390.00Nov 20Dec 1882.2%62.0%32.7%53249

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 28 found (best R:R 1.01, avg 2.14)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$370.00$400.00Dec 18$14.90$15.10$14.9063%1.01$384.90
$410.00$420.00Nov 20$2.40$7.60$2.4041%3.17$412.40
$400.00$420.00Dec 18$7.70$12.30$7.7048%1.60$407.70
$440.00$450.00Dec 18$2.05$7.95$2.0531%3.88$442.05
$420.00$440.00Dec 18$6.00$14.00$6.0039%2.33$426.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$340.00Nov 20$2.10$7.90$2.1024%3.76$347.90
$340.00$330.00Nov 20$2.10$7.90$2.1020%3.76$337.90
$350.00$340.00Dec 18$2.90$7.10$2.9027%2.45$347.10
$410.00$400.00Nov 20$6.20$3.80$6.2059%0.61$403.80
$370.00$360.00Nov 20$3.80$6.20$3.8036%1.63$366.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 0.33, avg 0.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$450.00$460.00Nov 20$2.50$2.50$7.5078%0.33$452.50
$430.00$440.00Nov 20$3.10$3.10$6.9069%0.45$433.10
$450.00$460.00Dec 18$2.30$2.30$7.7073%0.30$452.30
$400.00$410.00Nov 20$4.05$4.05$5.9554%0.68$404.05
$420.00$430.00Nov 20$2.90$2.90$7.1064%0.41$422.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$340.00$320.00Dec 18$5.00$5.00$15.0077%0.33$335.00
$360.00$350.00Nov 20$3.90$3.90$6.1070%0.64$356.10
$360.00$350.00Dec 18$3.90$3.90$6.1068%0.64$356.10
$330.00$320.00Nov 20$2.05$2.05$7.9584%0.26$327.95
$380.00$370.00Nov 20$4.50$4.50$5.5058%0.82$375.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $5.33, cheapest $4.80)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$420.00Nov 20Dec 18$4.8083.7%60.7%
$370.00Nov 20Dec 18$6.1581.0%59.5%
$400.00Nov 20Dec 18$6.0582.2%61.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Nov 20Dec 18$4.8081.6%60.0%
$370.00Nov 20Dec 18$5.0581.0%59.5%
$390.00Nov 20Dec 18$5.1082.2%62.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 13.96% of stock, avg 14.94%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$380.00Nov 20$31.40$22.85$54.25$325.75$434.2513.96%
$390.00Nov 20$26.45$27.90$54.35$335.65$444.3513.99%
$370.00Nov 20$36.95$18.35$55.30$314.70$425.3014.23%
$400.00Nov 20$22.15$33.60$55.75$344.25$455.7514.35%
$410.00Nov 20$18.10$39.80$57.90$352.10$467.9014.90%
$420.00Nov 20$15.70$46.70$62.40$357.60$482.4016.06%
$370.00Dec 18$43.10$23.40$66.50$303.50$436.5017.11%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 5.24% of stock, avg 9.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$440.00$350.00Nov 20$9.70$10.65$20.35$329.65$460.35
$460.00$340.00Dec 18$10.15$12.55$22.70$317.30$482.70
$430.00$350.00Nov 20$12.80$10.65$23.45$326.55$453.45
$440.00$360.00Nov 20$9.70$14.55$24.25$335.75$464.25
$450.00$340.00Dec 18$12.45$12.55$25.00$315.00$475.00
$460.00$350.00Dec 18$10.15$15.45$25.60$324.40$485.60
$430.00$360.00Nov 20$12.80$14.55$27.35$332.65$457.35
$450.00$350.00Dec 18$12.45$15.45$27.90$322.10$477.90
$440.00$340.00Dec 18$14.50$12.55$27.05$312.95$467.05
$420.00$350.00Nov 20$15.70$10.65$26.35$323.65$446.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 1.78, avg credit $5.37)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
350/360450/460Nov 20$6.40$3.6048%1.78$353.60$456.40
350/360430/440Nov 20$7.00$3.0039%2.33$353.00$437.00
320/330450/460Nov 20$4.55$5.4562%0.83$325.45$454.55
320/330430/440Nov 20$5.15$4.8553%1.06$324.85$435.15
330/340450/460Nov 20$4.60$5.4058%0.85$335.40$454.60
350/360450/460Dec 18$6.20$3.8041%1.63$353.80$456.20
350/360440/450Nov 20$5.70$4.3044%1.33$354.30$445.70
330/340430/440Nov 20$5.20$4.8049%1.08$334.80$435.20
340/350450/460Nov 20$4.60$5.4054%0.85$345.40$454.60
340/350450/460Dec 18$5.20$4.8045%1.08$344.80$455.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$390.00$400.00$410.00Nov 20$0.25$9.7512%39.00
$400.00$420.00$440.00Dec 18$1.70$18.3018%10.76
$370.00$380.00$390.00Nov 20$0.60$9.4012%15.67
$380.00$390.00$400.00Nov 20$0.65$9.3512%14.38
$430.00$440.00$450.00Nov 20$1.30$8.709%6.69
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$320.00$330.00$340.00Nov 20$0.05$9.958%199.00
$350.00$360.00$370.00Dec 18$0.15$9.859%65.67
$390.00$400.00$410.00Nov 20$0.50$9.5011%19.00
$370.00$380.00$390.00Nov 20$0.55$9.4512%17.18
$380.00$390.00$400.00Nov 20$0.65$9.3511%14.38

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 15 found (best net $-13.30, 15 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$370.00$400.001:2Dec 18-$13.30$16.70
$450.00$460.001:2Nov 20-$2.90$7.10
$420.00$440.001:2Dec 18-$8.50$11.50
$430.00$440.001:2Nov 20-$6.60$3.40
$440.00$450.001:2Nov 20-$6.10$3.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$320.001:2Dec 18-$2.55$17.45
$330.00$320.001:2Nov 20-$2.35$7.65
$340.00$330.001:2Nov 20-$4.35$5.65
$360.00$350.001:2Nov 20-$6.75$3.25
$350.00$340.001:2Nov 20-$6.45$3.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 6.77%, avg 3.63%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$400.00Dec 18$26.300.482.9%6.77%9.69%1347
$420.00Dec 18$18.700.398.1%4.81%12.88%22.7K
$440.00Dec 18$13.000.3113.2%3.35%16.56%2531
$450.00Dec 18$10.700.2715.8%2.75%18.54%1--
$420.00Nov 20$14.400.368.1%3.71%11.78%1--
$400.00Nov 20$20.300.472.9%5.22%8.15%595
$390.00Nov 20$24.600.520.3%6.33%6.68%960
$410.00Nov 20$16.500.415.5%4.25%9.74%24178
$460.00Dec 18$8.700.2318.4%2.24%20.60%1567
$430.00Nov 20$11.600.3110.7%2.98%13.63%9--

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 275
Total Puts 471
Put/Call Ratio 1.71
Net Difference -196

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,011
Total Puts 3,511
Average Put/Call Ratio 1.17
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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