Tour v536
NTRA
NATERA INC
$310.67 -14.59%
$312.00 (+0.43%)🌙
as of 11/06 06:41 PM
◀ 11/6 18:41

Option Volume

Detail
ℹ
Current (11/06) 3,988
Calls: 1,674 (42%)
Puts: 2,314 (58%)
Prior (11/05) 9,238
Calls: 2,770 (30%)
Puts: 6,468 (70%)
Current vs Prior -56.83%
Calls: -39.57% (Calls)
Puts: -64.22% (Puts)
Prior 7-Day Total 16,513
Calls: 5,901 (36%)
Puts: 10,612 (64%)
Prior 7-Day Average 2,359
Calls: 843 (36%)
Puts: 1,516 (64%)
Current vs Prior 7-Day Avg +69.05%
Calls: +98.58%
Puts: +52.64%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06) $11.45M
Calls: $2.98M (26%)
Puts: $8.47M (74%)
Prior (11/05) $22.80M
Calls: $6.14M (27%)
Puts: $16.66M (73%)
Current vs Prior -49.78%
Calls: -51.45%
Puts: -49.16%
Prior 7-Day Total $43.91M
Calls: $16.82M (38%)
Puts: $27.09M (62%)
Prior 7-Day Average $6.27M
Calls: $2.40M (38%)
Puts: $3.87M (62%)
Current vs Prior 7-Day Avg +82.57%
Calls: +24.02%
Puts: +118.92%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 1.38
Prior (11/05) 2.33
Current vs Prior -40.80%
Prior 7-Day Average 1.86
Current vs Prior 7-Day Avg -25.87%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06) 23,804
Calls: 13,101 (55%)
Puts: 10,703 (45%)
Prior (11/05) 41,674
Calls: 22,853 (55%)
Puts: 18,821 (45%)
Current vs Prior -42.88%
Prior 7-Day Total 151,460
Calls: 88,826 (59%)
Puts: 62,634 (41%)
Prior 7-Day Average 21,637
Calls: 12,689 (59%)
Puts: 8,947 (41%)
Current vs Prior 7-Day Avg +10.01%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)Expiry (11/20) | Next (12/18)
Current 10.99% | 16.53%10.99% | 16.53%
Prior 15.34% | 18.79%15.34% | 18.79%
Current vs Prior -28.34% | -12.03%-28.34% | -12.03%
Prior 7-Day Avg 14.89% | 17.84%14.89% | 17.84%
Current vs 7-Day Avg -26.17% | -7.33%-26.17% | -7.33%
Prior 7-Day Eod 15.34% | 18.79%15.34% | 18.79%
Current vs 7-Day Eod -28.34% | -12.03%-28.34% | -12.03%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 17.05% | 8.40%
Calls: 20.00% | 8.77%
Puts: 14.10% | 8.03%
Prior 11.80% | 9.46%
Calls: 10.42% | 9.21%
Puts: 13.19% | 9.70%
Current vs Prior +44.49% | -11.21%
Prior 7-Day Avg 13.66% | 11.58%
Calls: 12.88% | 10.04%
Puts: 14.43% | 13.11%
Current vs 7-Day Avg +24.83% | -27.45%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 74% put dollar volume ($8.47M). Dollar volume significantly above 7-day average (83% higher). Below-average activity with volume down 57% vs prior. Bearish P/C ratio of 1.38 indicates protective positioning.

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 BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 17 of results (avg 7.0%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Dec 1863.6067.00$65.305.2%10.895
$290.00Dec 1834.5036.50$35.505.6%350.685
$260.00Dec 1855.2058.50$56.855.8%30.85--
$260.00Nov 2050.6053.90$52.256.3%10.93--
$270.00Dec 1847.4050.50$48.956.3%20.807
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Dec 1861.4065.00$63.205.7%50.81--
$370.00Nov 2058.4062.00$60.206.0%320.9351
$360.00Dec 1853.0056.50$54.756.4%10.76--
$340.00Dec 1838.9041.50$40.206.5%150.6599
$330.00Dec 1832.1034.50$33.307.2%130.5918

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. 23 found (avg delta 0.74, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Nov 2050.6053.90$52.256.3%10.93--
$270.00Nov 2041.5045.00$43.258.1%30.90--
$250.00Dec 1863.6067.00$65.305.2%10.895
$260.00Dec 1855.2058.50$56.855.8%30.85--
$280.00Nov 2033.1036.50$34.809.8%20.8459
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Nov 2058.4062.00$60.206.0%320.9351
$360.00Nov 2048.4052.30$50.357.7%1070.88936
$350.00Nov 2039.9043.30$41.608.2%110.84820
$370.00Dec 1861.4065.00$63.205.7%50.81--
$360.00Dec 1853.0056.50$54.756.4%10.76--

Most actively traded options today. High liquidity = easy entry/exit. 47 active (total vol 1.1K, top 107)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Nov 208.5012.00$10.2534.1%600.4254
$340.00Dec 1811.0013.50$12.2520.4%420.359
$350.00Dec 187.7010.50$9.1030.8%370.2834
$290.00Dec 1834.5036.50$35.505.6%350.685
$330.00Dec 1814.3016.50$15.4014.3%280.4113
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Nov 2048.4052.30$50.357.7%1070.88936
$300.00Nov 208.5010.40$9.4520.1%760.36340
$310.00Nov 2012.4015.50$13.9522.2%740.47131
$330.00Nov 2024.1027.00$25.5511.4%710.68272
$320.00Nov 2017.8020.50$19.1514.1%500.58989

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 7.8%, max 11.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Nov 20Dec 1859.5%54.0%10.2%1112
$350.00Nov 20Dec 1858.1%53.7%8.2%641.1K
$340.00Nov 20Dec 1859.5%55.3%7.6%69209
$330.00Nov 20Dec 1859.0%55.5%6.5%3659
$320.00Nov 20Dec 1858.9%56.2%4.8%8472
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$280.00Nov 20Dec 1860.0%54.0%11.1%3438
$300.00Nov 20Dec 1859.5%54.0%10.2%83379
$310.00Nov 20Dec 1859.0%53.5%10.2%112164
$340.00Nov 20Dec 1859.5%55.3%7.6%34594
$330.00Nov 20Dec 1859.0%55.5%6.5%84290

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 29 found (best R:R 2.17, avg 3.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$330.00$340.00Dec 18$3.15$6.85$3.1541%2.17$333.15
$310.00$320.00Dec 18$4.55$5.45$4.5554%1.20$314.55
$300.00$310.00Nov 20$5.45$4.55$5.4564%0.83$305.45
$290.00$300.00Dec 18$6.10$3.90$6.1068%0.64$296.10
$360.00$370.00Dec 18$1.60$8.40$1.6023%5.25$361.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$270.00$260.00Nov 20$0.58$9.42$0.5811%16.24$269.42
$320.00$310.00Nov 20$5.20$4.80$5.2058%0.92$314.80
$330.00$320.00Nov 20$6.40$3.60$6.4068%0.56$323.60
$280.00$270.00Nov 20$1.32$8.68$1.3217%6.58$278.68
$300.00$290.00Dec 18$3.65$6.35$3.6539%1.74$296.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 0.71, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$340.00$350.00Nov 20$1.90$1.90$8.1076%0.23$341.90
$360.00$370.00Nov 20$0.90$0.90$9.1088%0.10$360.90
$340.00$350.00Dec 18$3.15$3.15$6.8565%0.46$343.15
$330.00$340.00Nov 20$2.30$2.30$7.7068%0.30$332.30
$320.00$330.00Nov 20$3.25$3.25$6.7558%0.48$323.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$290.00$280.00Dec 18$4.15$4.15$5.8568%0.71$285.85
$280.00$260.00Dec 18$4.40$4.40$15.6074%0.28$275.60
$300.00$290.00Nov 20$3.60$3.60$6.4064%0.56$296.40
$260.00$250.00Dec 18$1.82$1.82$8.1885%0.22$258.18
$310.00$300.00Dec 18$4.80$4.80$5.2054%0.92$305.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $8.47, cheapest $8.00)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Nov 20Dec 18$8.9559.5%54.0%
$310.00Nov 20Dec 18$8.9559.0%53.5%
$330.00Nov 20Dec 18$8.4059.0%55.5%
$320.00Nov 20Dec 18$9.1558.9%56.2%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Nov 20Dec 18$8.0059.5%54.0%
$310.00Nov 20Dec 18$8.3059.0%53.5%
$330.00Nov 20Dec 18$7.7559.0%55.5%
$320.00Nov 20Dec 18$8.2558.9%56.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 9.32% of stock, avg 12.89%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$310.00Nov 20$15.00$13.95$28.95$281.05$338.959.32%
$320.00Nov 20$10.25$19.15$29.40$290.60$349.409.46%
$300.00Nov 20$20.45$9.45$29.90$270.10$329.909.62%
$330.00Nov 20$7.00$25.55$32.55$297.45$362.5510.48%
$290.00Nov 20$27.30$5.85$33.15$256.85$323.1510.67%
$340.00Nov 20$4.70$33.25$37.95$302.05$377.9512.22%
$280.00Nov 20$34.80$3.55$38.35$241.65$318.3512.34%
$310.00Dec 18$23.95$22.25$46.20$263.80$356.2014.87%
$320.00Dec 18$19.40$27.40$46.80$273.20$366.8015.06%
$300.00Dec 18$29.40$17.45$46.85$253.15$346.8515.08%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.35% of stock, avg 6.22%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$270.00Nov 20$1.95$2.23$4.18$265.82$364.18
$350.00$270.00Nov 20$2.80$2.23$5.03$264.97$355.03
$360.00$280.00Nov 20$1.95$3.55$5.50$274.50$365.50
$350.00$280.00Nov 20$2.80$3.55$6.35$273.65$356.35
$340.00$270.00Nov 20$4.70$2.23$6.93$263.07$346.93
$340.00$280.00Nov 20$4.70$3.55$8.25$271.75$348.25
$360.00$290.00Nov 20$1.95$5.85$7.80$282.20$367.80
$350.00$290.00Nov 20$2.80$5.85$8.65$281.35$358.65
$340.00$290.00Nov 20$4.70$5.85$10.55$279.45$350.55
$330.00$270.00Nov 20$7.00$2.23$9.23$260.77$339.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 21 found (best R:R 2.70, avg credit $4.11)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
280/290340/350Dec 18$7.30$2.7033%2.70$282.70$347.30
280/290360/370Dec 18$5.75$4.2544%1.35$284.25$365.75
280/290350/360Dec 18$6.25$3.7539%1.67$283.75$356.25
250/260340/350Dec 18$4.97$5.0350%0.99$255.03$344.97
250/260360/370Dec 18$3.42$6.5861%0.52$256.58$363.42
250/260350/360Dec 18$3.92$6.0856%0.64$256.08$353.92
280/290360/370Nov 20$3.20$6.8063%0.47$286.80$363.20
270/280360/370Nov 20$2.22$7.7871%0.29$277.78$362.22
280/290340/350Nov 20$4.20$5.8051%0.72$285.80$344.20
260/270360/370Nov 20$1.48$8.5277%0.17$268.52$361.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 30 found (best R:R 13.29, cheapest $0.35)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$300.00$310.00$320.00Nov 20$0.70$9.3022%13.29
$330.00$340.00$350.00Nov 20$0.40$9.6016%24.00
$280.00$290.00$300.00Nov 20$0.65$9.3520%14.38
$310.00$320.00$330.00Dec 18$0.55$9.4513%17.18
$290.00$300.00$310.00Dec 18$0.65$9.3514%14.38
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$300.00$310.00$320.00Nov 20$0.70$9.3022%13.29
$300.00$310.00$320.00Dec 18$0.35$9.6514%27.57
$290.00$300.00$310.00Nov 20$0.90$9.1021%10.11
$340.00$350.00$360.00Nov 20$0.40$9.6012%24.00
$330.00$340.00$350.00Nov 20$0.65$9.3516%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. 20 found (best net $-0.85, 20 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$350.001:2Nov 20-$0.90$9.10
$360.00$370.001:2Nov 20-$0.15$9.85
$330.00$340.001:2Nov 20-$2.40$7.60
$350.00$360.001:2Nov 20-$1.10$8.90
$320.00$330.001:2Nov 20-$3.75$6.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$260.001:2Dec 18-$0.85$19.15
$290.00$280.001:2Nov 20-$1.25$8.75
$300.00$290.001:2Nov 20-$2.25$7.75
$280.00$270.001:2Nov 20-$0.91$9.09
$270.00$260.001:2Nov 20-$1.07$8.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 5.89%, avg 2.13%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$320.00Dec 18$18.300.473.0%5.89%8.89%2418
$330.00Dec 18$14.300.416.2%4.60%10.82%2813
$340.00Dec 18$11.000.359.4%3.54%12.98%429
$350.00Dec 18$7.700.2812.7%2.48%15.14%3734
$360.00Dec 18$5.500.2315.9%1.77%17.65%2--
$370.00Dec 18$3.900.1919.1%1.26%20.35%1--
$320.00Nov 20$8.500.423.0%2.74%5.74%6054
$330.00Nov 20$5.500.326.2%1.77%7.99%846
$340.00Nov 20$3.400.239.4%1.09%10.54%27200
$350.00Nov 20$1.100.1612.7%0.35%13.01%271.1K

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 1,674
Total Puts 2,314
Put/Call Ratio 1.38
Net Difference -640

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,901
Total Puts 10,612
Average Put/Call Ratio 1.86
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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