Tour v536
NTRA
NATERA INC
$391.03 +0.62%
$392.46 (+0.37%)🌙
as of 11/04 06:07 PM
◀ 11/4 18:07 ▶

Option Volume

Detail
ℹ
Current (11/04) 1,282
Calls: 277 (22%)
Puts: 1,005 (78%)
Prior (11/03) 746
Calls: 275 (37%)
Puts: 471 (63%)
Current vs Prior +71.85%
Calls: +0.73% (Calls)
Puts: +113.38% (Puts)
Prior 7-Day Total 7,599
Calls: 3,905 (51%)
Puts: 3,694 (49%)
Prior 7-Day Average 1,085
Calls: 557 (51%)
Puts: 527 (49%)
Current vs Prior 7-Day Avg +18.09%
Calls: -50.35%
Puts: +90.44%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04) $4.71M
Calls: $1.79M (38%)
Puts: $2.93M (62%)
Prior (11/03) $1.85M
Calls: $442.4K (24%)
Puts: $1.41M (76%)
Current vs Prior +154.38%
Calls: +303.55%
Puts: +107.59%
Prior 7-Day Total $20.62M
Calls: $12.26M (59%)
Puts: $8.36M (41%)
Prior 7-Day Average $2.95M
Calls: $1.75M (59%)
Puts: $1.19M (41%)
Current vs Prior 7-Day Avg +59.95%
Calls: +1.89%
Puts: +145.11%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 3.63
Prior (11/03) 1.71
Current vs Prior +111.84%
Prior 7-Day Average 1.31
Current vs Prior 7-Day Avg +176.84%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04) 41,364
Calls: 22,749 (55%)
Puts: 18,615 (45%)
Prior (11/03) 12,996
Calls: 8,691 (67%)
Puts: 4,305 (33%)
Current vs Prior +218.28%
Prior 7-Day Total 87,656
Calls: 56,450 (64%)
Puts: 31,206 (36%)
Prior 7-Day Average 12,522
Calls: 8,064 (64%)
Puts: 4,458 (36%)
Current vs Prior 7-Day Avg +230.32%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 15.14% | 17.98%
Prior 15.26% | 18.17%
Current vs Prior -0.78% | -1.04%
Prior 7-Day Avg 14.77% | 17.64%
Current vs 7-Day Avg +2.48% | +1.94%
Prior 7-Day Eod 15.26% | 18.17%
Current vs 7-Day Eod -0.78% | -1.04%
Sentiment BULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 9.26% | 4.89%
Calls: 7.59% | 3.63%
Puts: 10.93% | 6.15%
Prior 14.91% | 13.34%
Calls: 14.43% | 11.49%
Puts: 15.38% | 15.18%
Current vs Prior -37.89% | -63.34%
Prior 7-Day Avg 14.91% | 13.34%
Calls: 14.43% | 11.49%
Puts: 15.38% | 15.18%
Current vs 7-Day Avg -37.89% | -63.34%
Liquidity Acceptable
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🤖 AI Insights

Moderately bearish flow with 62% put dollar volume ($2.93M). Massive premium surge with dollar volume up 154% vs prior. Dollar volume significantly above 7-day average (60% higher). Above-average activity with volume up 72% vs prior.

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 NEUTRAL
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 26 of results (avg 5.9%, best 3.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Nov 2073.8076.40$75.103.5%10.8955
$330.00Nov 2065.4067.90$66.653.8%20.8647
$350.00Dec 1855.4057.80$56.604.2%--0.7334
$320.00Dec 1877.7081.20$79.454.4%--0.8518
$330.00Dec 1869.9073.20$71.554.6%--0.8213
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Nov 2025.6026.70$26.154.2%10.46253
$430.00Dec 1855.1057.50$56.304.3%--0.6463
$440.00Nov 2057.7060.30$59.004.4%70.748
$440.00Dec 1861.6064.70$63.154.9%--0.6877
$410.00Dec 1842.1044.40$43.255.3%--0.5587

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. 24 found (avg delta 0.67, highest 0.89)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Nov 2073.8076.40$75.103.5%10.8955
$330.00Nov 2065.4067.90$66.653.8%20.8647
$320.00Dec 1877.7081.20$79.454.4%--0.8518
$330.00Dec 1869.9073.20$71.554.6%--0.8213
$340.00Nov 2057.4060.90$59.155.9%--0.82226
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Nov 2057.7060.30$59.004.4%70.748
$430.00Nov 2049.8052.90$51.356.0%--0.6823
$440.00Dec 1861.6064.70$63.154.9%--0.6877
$430.00Dec 1855.1057.50$56.304.3%--0.6463
$420.00Nov 2043.0045.90$44.456.5%10.63117

Most actively traded options today. High liquidity = easy entry/exit. 37 active (total vol 867, top 280)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Nov 2011.6013.00$12.3011.4%150.31238
$420.00Dec 1819.2022.20$20.7014.5%120.402.7K
$450.00Nov 205.508.40$6.9541.7%100.21407
$430.00Dec 1815.9018.50$17.2015.1%100.3597
$410.00Nov 2016.9019.80$18.3515.8%70.42163
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Nov 2030.9033.40$32.157.8%2800.521.4K
$380.00Nov 2020.2023.20$21.7013.8%2120.401.1K
$410.00Nov 2036.6039.40$38.007.4%1650.58560
$360.00Dec 1817.5020.10$18.8013.8%310.3165
$320.00Dec 185.509.30$7.4051.4%250.1519

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 35.9%, max 43.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$380.00Nov 20Dec 1882.7%57.8%43.1%2166
$370.00Nov 20Dec 1884.5%60.0%40.8%--101
$390.00Nov 20Dec 1880.9%58.7%37.9%3126
$350.00Nov 20Dec 1882.8%60.3%37.2%--1.1K
$430.00Nov 20Dec 1881.4%59.6%36.6%25335
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$380.00Nov 20Dec 1882.7%57.8%43.1%2121.1K
$370.00Nov 20Dec 1884.5%60.0%40.8%12207
$360.00Nov 20Dec 1884.0%60.5%38.8%34120
$390.00Nov 20Dec 1880.9%58.7%37.9%3289
$350.00Nov 20Dec 1882.8%60.3%37.2%11409

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 40 found (best R:R 0.57, avg 1.97)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$370.00Dec 18$12.75$7.25$12.7573%0.57$362.75
$360.00$370.00Nov 20$6.05$3.95$6.0571%0.65$366.05
$370.00$380.00Dec 18$5.50$4.50$5.5064%0.82$375.50
$400.00$410.00Dec 18$4.10$5.90$4.1049%1.44$404.10
$390.00$400.00Dec 18$4.60$5.40$4.6054%1.17$394.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$380.00$370.00Dec 18$3.55$6.45$3.5541%1.82$376.45
$330.00$320.00Nov 20$1.02$8.98$1.0214%8.80$328.98
$420.00$410.00Dec 18$5.80$4.20$5.8060%0.72$414.20
$390.00$380.00Nov 20$4.45$5.55$4.4546%1.25$385.55
$380.00$370.00Nov 20$3.90$6.10$3.9040%1.56$376.10

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 26 found (best R:R 1.30, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$430.00$440.00Nov 20$3.35$3.35$6.6569%0.50$433.35
$450.00$460.00Nov 20$1.80$1.80$8.2079%0.22$451.80
$420.00$430.00Dec 18$3.50$3.50$6.5060%0.54$423.50
$440.00$450.00Nov 20$2.00$2.00$8.0075%0.25$442.00
$400.00$410.00Nov 20$4.15$4.15$5.8552%0.71$404.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$390.00$380.00Dec 18$5.65$5.65$4.3554%1.30$384.35
$360.00$350.00Nov 20$3.55$3.55$6.4571%0.55$356.45
$360.00$350.00Dec 18$3.75$3.75$6.2569%0.60$356.25
$370.00$360.00Nov 20$4.00$4.00$6.0065%0.67$366.00
$340.00$330.00Dec 18$2.70$2.70$7.3077%0.37$337.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $5.38, cheapest $4.60)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$380.00Nov 20Dec 18$5.9082.7%57.8%
$370.00Nov 20Dec 18$5.6084.5%60.0%
$390.00Nov 20Dec 18$6.0080.9%58.7%
$430.00Nov 20Dec 18$4.9081.4%59.6%
$400.00Nov 20Dec 18$5.9582.3%61.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$380.00Nov 20Dec 18$4.6082.7%57.8%
$370.00Nov 20Dec 18$4.9584.5%60.0%
$390.00Nov 20Dec 18$5.8080.9%58.7%
$430.00Nov 20Dec 18$4.9581.4%59.6%
$400.00Nov 20Dec 18$5.1082.3%61.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 13.61% of stock, avg 15.83%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$390.00Nov 20$27.05$26.15$53.20$336.80$443.2013.61%
$380.00Nov 20$32.45$21.70$54.15$325.85$434.1513.85%
$400.00Nov 20$22.50$32.15$54.65$345.35$454.6513.98%
$370.00Nov 20$38.25$17.80$56.05$313.95$426.0514.33%
$410.00Nov 20$18.35$38.00$56.35$353.65$466.3514.41%
$360.00Nov 20$44.30$13.80$58.10$301.90$418.1014.86%
$420.00Nov 20$15.05$44.45$59.50$360.50$479.5015.22%
$430.00Nov 20$12.30$51.35$63.65$366.35$493.6516.28%
$380.00Dec 18$38.35$26.30$64.65$315.35$444.6516.53%
$390.00Dec 18$33.05$31.95$65.00$325.00$455.0016.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 4.91% of stock, avg 9.89%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$440.00$350.00Nov 20$8.95$10.25$19.20$330.80$459.20
$440.00$360.00Nov 20$8.95$13.80$22.75$337.25$462.75
$430.00$350.00Nov 20$12.30$10.25$22.55$327.45$452.55
$430.00$360.00Nov 20$12.30$13.80$26.10$333.90$456.10
$420.00$350.00Nov 20$15.05$10.25$25.30$324.70$445.30
$440.00$370.00Nov 20$8.95$17.80$26.75$343.25$466.75
$440.00$350.00Dec 18$14.50$15.05$29.55$320.45$469.55
$420.00$360.00Nov 20$15.05$13.80$28.85$331.15$448.85
$430.00$370.00Nov 20$12.30$17.80$30.10$339.90$460.10
$420.00$370.00Nov 20$15.05$17.80$32.85$337.15$452.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 23 found (best R:R 2.23, avg credit $5.06)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
350/360430/440Nov 20$6.90$3.1040%2.23$353.10$436.90
360/370430/440Nov 20$7.35$2.6534%2.77$362.65$437.35
330/340430/440Nov 20$5.55$4.4550%1.25$334.45$435.55
340/350430/440Nov 20$5.95$4.0545%1.47$344.05$435.95
350/360450/460Nov 20$5.35$4.6550%1.15$354.65$455.35
360/370450/460Nov 20$5.80$4.2044%1.38$364.20$455.80
350/360440/450Nov 20$5.55$4.4546%1.25$354.45$445.55
330/340450/460Nov 20$4.00$6.0060%0.67$336.00$454.00
360/370440/450Nov 20$6.00$4.0040%1.50$364.00$446.00
350/360450/460Dec 18$5.85$4.1541%1.41$354.15$455.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 36 found (best R:R 65.67, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$340.00$350.00$360.00Nov 20$0.15$9.8511%65.67
$360.00$370.00$380.00Nov 20$0.25$9.7512%39.00
$410.00$420.00$430.00Dec 18$0.15$9.859%65.67
$370.00$380.00$390.00Dec 18$0.20$9.8010%49.00
$440.00$450.00$460.00Nov 20$0.20$9.809%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$350.00$360.00$370.00Dec 18$0.20$9.809%49.00
$330.00$340.00$350.00Dec 18$0.20$9.808%49.00
$350.00$360.00$370.00Nov 20$0.45$9.5511%21.22
$410.00$420.00$430.00Nov 20$0.45$9.5510%21.22
$330.00$340.00$350.00Nov 20$0.40$9.609%24.00

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 $-3.35, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$450.00$460.001:2Nov 20-$3.35$6.65
$440.00$450.001:2Nov 20-$4.95$5.05
$430.00$440.001:2Nov 20-$5.60$4.40
$450.00$460.001:2Dec 18-$7.95$2.05
$420.00$430.001:2Nov 20-$9.55$0.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$330.001:2Nov 20-$3.25$6.75
$330.00$320.001:2Nov 20-$3.41$6.59
$350.00$340.001:2Nov 20-$5.05$4.95
$330.00$320.001:2Dec 18-$5.35$4.65
$360.00$350.001:2Nov 20-$6.70$3.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 14 found (best yield 6.96%, avg 3.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$400.00Dec 18$27.200.492.3%6.96%9.25%--347
$410.00Dec 18$23.000.444.8%5.88%10.73%2443
$420.00Dec 18$19.200.407.4%4.91%12.32%122.7K
$430.00Dec 18$15.900.3510.0%4.07%14.03%1097
$440.00Dec 18$13.000.3112.5%3.32%15.85%--531
$450.00Dec 18$10.500.2715.1%2.69%17.77%3790
$400.00Nov 20$21.000.482.3%5.37%7.66%492
$410.00Nov 20$16.900.424.8%4.32%9.17%7163
$460.00Dec 18$8.300.2417.6%2.12%19.76%7568
$420.00Nov 20$13.900.367.4%3.55%10.96%7209

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 277
Total Puts 1,005
Put/Call Ratio 3.63
Net Difference -728

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,905
Total Puts 3,694
Average Put/Call Ratio 1.31
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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