Tour v536
NTRA
NATERA INC
$363.76 -6.97%
$298.01 (-18.08%)🌙
as of 11/05 06:05 PM
◀ 11/5 18:05 ▶

Option Volume

Detail
ℹ
Current (11/05) 9,238
Calls: 2,770 (30%)
Puts: 6,468 (70%)
Prior (11/04) 1,282
Calls: 277 (22%)
Puts: 1,005 (78%)
Current vs Prior +620.59%
Calls: +900.00% (Calls)
Puts: +543.58% (Puts)
Prior 7-Day Total 8,485
Calls: 4,038 (48%)
Puts: 4,447 (52%)
Prior 7-Day Average 1,212
Calls: 576 (48%)
Puts: 635 (52%)
Current vs Prior 7-Day Avg +662.12%
Calls: +380.19%
Puts: +918.12%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/05) $22.80M
Calls: $6.14M (27%)
Puts: $16.66M (73%)
Prior (11/04) $4.71M
Calls: $1.79M (38%)
Puts: $2.93M (62%)
Current vs Prior +383.87%
Calls: +243.88%
Puts: +469.22%
Prior 7-Day Total $24.79M
Calls: $13.71M (55%)
Puts: $11.08M (45%)
Prior 7-Day Average $3.54M
Calls: $1.96M (55%)
Puts: $1.58M (45%)
Current vs Prior 7-Day Avg +543.89%
Calls: +213.39%
Puts: +952.96%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05) 2.33
Prior (11/04) 3.63
Current vs Prior -35.64%
Prior 7-Day Average 1.58
Current vs Prior 7-Day Avg +47.89%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/05) 41,674
Calls: 22,853 (55%)
Puts: 18,821 (45%)
Prior (11/04) 41,364
Calls: 22,749 (55%)
Puts: 18,615 (45%)
Current vs Prior +0.75%
Prior 7-Day Total 124,092
Calls: 75,582 (61%)
Puts: 48,510 (39%)
Prior 7-Day Average 17,727
Calls: 10,797 (61%)
Puts: 6,930 (39%)
Current vs Prior 7-Day Avg +135.08%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 15.34% | 18.79%
Prior 15.14% | 17.98%
Current vs Prior +1.32% | +4.51%
Prior 7-Day Avg 14.77% | 17.64%
Current vs 7-Day Avg +3.89% | +6.54%
Prior 7-Day Eod 15.14% | 17.98%
Current vs 7-Day Eod +1.32% | +4.51%
Sentiment BEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 11.80% | 9.46%
Calls: 10.42% | 9.21%
Puts: 13.19% | 9.70%
Prior 9.26% | 4.89%
Calls: 7.59% | 3.63%
Puts: 10.93% | 6.15%
Current vs Prior +27.43% | +93.46%
Prior 7-Day Avg 14.10% | 12.13%
Calls: 13.45% | 10.37%
Puts: 14.74% | 13.89%
Current vs 7-Day Avg -16.33% | -22.03%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bearish flow with 73% put dollar volume ($16.66M). Massive premium surge with dollar volume up 384% vs prior. Dollar volume significantly above 7-day average (544% higher). Unusually high activity with volume up 621% vs prior - elevated interest.

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 NEUTRAL
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 21 of results (avg 7.3%, best 5.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Dec 1871.5075.50$73.505.4%--1.0912
$300.00Nov 2067.5071.50$69.505.8%--1.1585
$310.00Dec 1863.9068.00$65.956.2%11.006
$310.00Nov 2059.5063.50$61.506.5%--1.00103
$320.00Dec 1856.7061.00$58.857.3%--1.0018
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Nov 2068.0072.00$70.005.7%21.0023
$420.00Nov 2060.0063.60$61.805.8%21.00117
$430.00Dec 1872.0076.40$74.205.9%--1.0063
$420.00Dec 1864.4068.50$66.456.2%171.00135
$390.00Nov 2038.1041.00$39.557.3%1241.00253

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. 44 found (avg delta 0.96, highest 1.15)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Nov 2067.5071.50$69.505.8%--1.1585
$300.00Dec 1871.5075.50$73.505.4%--1.0912
$310.00Nov 2059.5063.50$61.506.5%--1.00103
$320.00Nov 2052.0056.00$54.007.4%--1.0054
$330.00Nov 2044.5048.50$46.508.6%--1.0046
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Nov 205.408.60$7.0045.7%531.0083
$320.00Nov 207.3011.00$9.1540.4%1.3K1.00115
$330.00Nov 2010.0013.40$11.7029.1%771.00278
$340.00Nov 2013.0016.40$14.7023.1%1551.00434
$350.00Nov 2016.9019.70$18.3015.3%8711.00360

Most actively traded options today. High liquidity = easy entry/exit. 41 active (total vol 7.0K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Nov 2021.0024.50$22.7515.4%2080.6175
$400.00Nov 209.5012.00$10.7523.3%1900.3891
$430.00Dec 188.9011.50$10.2025.5%1610.30107
$410.00Dec 1813.2016.30$14.7521.0%1360.40443
$420.00Dec 1810.1013.50$11.8028.8%1090.342.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Nov 207.3011.00$9.1540.4%1.3K1.00115
$400.00Nov 2044.5048.40$46.458.4%1.3K1.001.7K
$360.00Nov 2021.2025.00$23.1016.5%8931.0055
$350.00Nov 2016.9019.70$18.3015.3%8711.00360
$380.00Nov 2031.5034.00$32.757.6%5131.001.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 30.0%, max 34.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$380.00Nov 20Dec 1885.3%63.4%34.7%65166
$370.00Nov 20Dec 1887.1%64.8%34.5%208101
$390.00Nov 20Dec 1884.0%62.9%33.6%13125
$400.00Nov 20Dec 1880.6%62.5%28.8%294438
$410.00Nov 20Dec 1879.3%62.0%27.8%159611
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Nov 20Dec 1863.9%48.5%31.8%102340

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 36 found (best R:R 0.67, avg 1.91)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$330.00$350.00Dec 18$12.00$8.00$12.00100%0.67$342.00
$350.00$360.00Dec 18$5.45$4.55$5.45100%0.83$355.45
$350.00$360.00Nov 20$5.65$4.35$5.65100%0.77$355.65
$340.00$350.00Nov 20$6.30$3.70$6.30100%0.59$346.30
$360.00$370.00Dec 18$5.00$5.00$5.00100%1.00$365.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$320.00$310.00Nov 20$2.15$7.85$2.15100%3.65$317.85
$330.00$320.00Nov 20$2.55$7.45$2.55100%2.92$327.45
$330.00$320.00Dec 18$2.85$7.15$2.85100%2.51$327.15
$320.00$310.00Dec 18$2.95$7.05$2.95100%2.39$317.05
$340.00$330.00Nov 20$3.00$7.00$3.00100%2.33$337.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 24 found (best R:R 0.23, avg 0.50)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$420.00$430.00Nov 20$1.85$1.85$8.1576%0.23$421.85
$390.00$400.00Nov 20$3.75$3.75$6.2554%0.60$393.75
$410.00$420.00Nov 20$2.25$2.25$7.7569%0.29$412.25
$410.00$420.00Dec 18$2.95$2.95$7.0560%0.42$412.95
$400.00$410.00Nov 20$2.60$2.60$7.4062%0.35$402.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$310.00$300.00Dec 18$2.25$2.25$7.750%0.29$307.75
$310.00$300.00Nov 20$1.80$1.80$8.200%0.22$308.20
$360.00$350.00Nov 20$4.80$4.80$5.200%0.92$355.20
$350.00$340.00Dec 18$4.50$4.50$5.500%0.82$345.50
$360.00$350.00Dec 18$4.45$4.45$5.550%0.80$355.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $6.04, cheapest $6.80)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$370.00Nov 20Dec 18$6.8087.1%64.8%
$380.00Nov 20Dec 18$6.5585.3%63.4%
$390.00Nov 20Dec 18$6.5084.0%62.9%
$400.00Nov 20Dec 18$6.9580.6%62.5%
$410.00Nov 20Dec 18$6.6079.3%62.0%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Nov 20Dec 18$2.8563.9%48.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 13.95% of stock, avg 16.27%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$370.00Nov 20$22.75$28.00$50.75$319.25$420.7513.95%
$360.00Nov 20$27.80$23.10$50.90$309.10$410.9013.99%
$380.00Nov 20$18.25$32.75$51.00$329.00$431.0014.02%
$350.00Nov 20$33.45$18.30$51.75$298.25$401.7514.23%
$390.00Nov 20$14.50$39.55$54.05$335.95$444.0514.86%
$340.00Nov 20$39.75$14.70$54.45$285.55$394.4514.97%
$400.00Nov 20$10.75$46.45$57.20$342.80$457.2015.72%
$330.00Nov 20$46.50$11.70$58.20$271.80$388.2016.00%
$360.00Dec 18$34.55$28.65$63.20$296.80$423.2017.37%
$370.00Dec 18$29.55$33.80$63.35$306.65$433.3517.42%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 9 found (cheapest 2.54% of stock, avg 4.77%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$430.00$300.00Nov 20$4.05$5.20$9.25$290.75$439.25
$420.00$300.00Nov 20$5.90$5.20$11.10$288.90$431.10
$410.00$300.00Nov 20$8.15$5.20$13.35$286.65$423.35
$400.00$300.00Nov 20$10.75$5.20$15.95$284.05$415.95
$430.00$300.00Dec 18$10.20$8.05$18.25$281.75$448.25
$390.00$300.00Nov 20$14.50$5.20$19.70$280.30$409.70
$420.00$300.00Dec 18$11.80$8.05$19.85$280.15$439.85
$410.00$300.00Dec 18$14.75$8.05$22.80$277.20$432.80
$400.00$300.00Dec 18$17.70$8.05$25.75$274.25$425.75

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

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 37 found (best R:R 27.57, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$360.00$370.00$380.00Dec 18$0.25$9.7543%39.00
$360.00$370.00$380.00Nov 20$0.55$9.4547%17.18
$350.00$360.00$370.00Nov 20$0.60$9.4039%15.67
$350.00$360.00$370.00Dec 18$0.45$9.5537%21.22
$400.00$410.00$420.00Nov 20$0.35$9.6513%27.57
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$300.00$310.00$320.00Nov 20$0.35$9.6559%27.57
$300.00$310.00$320.00Dec 18$0.70$9.3060%13.29
$350.00$360.00$370.00Nov 20$0.10$9.900%99.00
$380.00$390.00$400.00Nov 20$0.10$9.900%99.00
$400.00$410.00$420.00Nov 20$0.25$9.750%39.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 12 found (best net $-4.85, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$420.00$430.001:2Nov 20-$2.20$7.80
$410.00$420.001:2Nov 20-$3.65$6.35
$400.00$410.001:2Nov 20-$5.55$4.45
$390.00$400.001:2Nov 20-$7.00$3.00
$410.00$420.001:2Dec 18-$8.85$1.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$310.001:2Nov 20-$4.85$5.15
$330.00$320.001:2Nov 20-$6.60$3.40
$310.00$300.001:2Nov 20-$3.40$6.60
$320.00$310.001:2Dec 18-$7.35$2.65
$310.00$300.001:2Dec 18-$5.80$4.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 5.22%, avg 3.30%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$390.00Dec 18$19.000.517.2%5.22%12.44%160
$400.00Dec 18$16.000.4510.0%4.40%14.36%104347
$380.00Dec 18$23.000.574.5%6.32%10.79%150
$410.00Dec 18$13.200.4012.7%3.63%16.34%136443
$420.00Dec 18$10.100.3415.5%2.78%18.24%1092.7K
$430.00Dec 18$8.900.3018.2%2.45%20.66%161107
$380.00Nov 20$16.500.534.5%4.54%9.00%64116
$390.00Nov 20$13.000.467.2%3.57%10.79%1265
$400.00Nov 20$9.500.3810.0%2.61%12.57%19091
$410.00Nov 20$7.200.3112.7%1.98%14.69%23168

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 2,770
Total Puts 6,468
Put/Call Ratio 2.33
Net Difference -3,698

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,038
Total Puts 4,447
Average Put/Call Ratio 1.58
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