Tour v535
NTRA
NATERA INC
$385.40 -0.83%
◀ 11/4 14:17 ▶

Option Volume

Detail
ℹ
Current (11/04 2:15pm) 1,219
Calls: 254 (21%)
Puts: 965 (79%)
Prior (08/06) 1,994
Calls: 234 (12%)
Puts: 1,760 (88%)
Current vs Prior -38.87%
Calls: +8.55% (Calls)
Puts: -45.17% (Puts)
Prior 7-Day Total 14,708
Calls: 6,512 (44%)
Puts: 8,196 (56%)
Prior 7-Day Average 2,101
Calls: 930 (44%)
Puts: 1,170 (56%)
Current vs Prior 7-Day Avg -41.98%
Calls: -72.70%
Puts: -17.58%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04 2:15pm) $4.66M
Calls: $1.66M (36%)
Puts: $3.00M (64%)
Prior (08/06) $1.47M
Calls: $350.1K (24%)
Puts: $1.12M (76%)
Current vs Prior +217.44%
Calls: +373.45%
Puts: +168.58%
Prior 7-Day Total $13.87M
Calls: $8.41M (61%)
Puts: $5.46M (39%)
Prior 7-Day Average $1.98M
Calls: $1.20M (61%)
Puts: $780.1K (39%)
Current vs Prior 7-Day Avg +135.07%
Calls: +37.88%
Puts: +284.82%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/04 2:15pm) 3.80
Prior (08/06) 7.52
Current vs Prior -49.49%
Prior 7-Day Average 2.61
Current vs Prior 7-Day Avg +45.58%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04 2:15pm) 41,364
Calls: 22,749 (55%)
Puts: 18,615 (45%)
Prior (08/06) 32,010
Calls: 16,375 (51%)
Puts: 15,635 (49%)
Current vs Prior +29.22%
Prior 7-Day Total 145,251
Calls: 80,814 (55%)
Puts: 65,862 (45%)
Prior 7-Day Average 24,208
Calls: 11,544 (55%)
Puts: 9,408 (45%)
Current vs Prior 7-Day Avg +70.87%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 14.88% | 18.16%
Prior 13.52% | 17.84%
Current vs Prior +10.07% | +1.79%
Prior 7-Day Avg 14.97% | 18.52%
Current vs 7-Day Avg -0.58% | -1.94%
Prior 7-Day Eod 13.52% | 17.84%
Current vs 7-Day Eod +10.07% | +1.79%
Sentiment BEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 9.26% | 4.89%
Calls: 7.59% | 3.63%
Puts: 10.93% | 6.15%
Prior 16.46% | 11.86%
Calls: 16.89% | 12.15%
Puts: 16.04% | 11.57%
Current vs Prior -43.74% | -58.77%
Prior 7-Day Avg 15.14% | 13.50%
Calls: 15.50% | 13.75%
Puts: 14.77% | 13.26%
Current vs 7-Day Avg -38.82% | -63.79%
Liquidity Acceptable
+
Add Card

🤖 AI Insights

Moderately bearish flow with 64% put dollar volume ($3.00M). Massive premium surge with dollar volume up 217% vs prior. Dollar volume significantly above 7-day average (135% higher). Extreme bearish P/C ratio of 3.80 - 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 NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
14:15BEARISHBEARISHBEARISH
14:05BEARISHBEARISHBEARISH

📈 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 34 of results (avg 6.6%, best 3.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Dec 1835.2036.50$35.853.6%10.5749
$410.00Dec 1822.2023.20$22.704.4%20.43443
$310.00Nov 2077.8081.50$79.654.6%10.90104
$310.00Dec 1881.1085.00$83.054.7%20.874
$330.00Dec 1865.7069.00$67.354.9%--0.8013
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Dec 1864.6068.20$66.405.4%--0.7077
$420.00Nov 2045.7048.40$47.055.7%10.66117
$440.00Nov 2060.5064.10$62.305.8%70.768
$370.00Dec 1823.2024.60$23.905.9%20.3874
$380.00Dec 1828.1029.80$28.955.9%--0.4362

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. 26 found (avg delta 0.69, highest 0.90)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Nov 2077.8081.50$79.654.6%10.90104
$310.00Dec 1881.1085.00$83.054.7%20.874
$320.00Nov 2069.2072.90$71.055.2%10.8755
$330.00Nov 2060.9064.70$62.806.1%20.8447
$320.00Dec 1873.1077.00$75.055.2%--0.8318
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Nov 2060.5064.10$62.305.8%70.768
$430.00Nov 2052.8056.00$54.405.9%--0.7023
$440.00Dec 1864.6068.20$66.405.4%--0.7077
$430.00Dec 1857.1060.90$59.006.4%--0.6663
$420.00Nov 2045.7048.40$47.055.7%10.66117

Most actively traded options today. High liquidity = easy entry/exit. 38 active (total vol 852, top 280)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Nov 2010.3012.50$11.4019.3%120.29238
$420.00Dec 1818.3019.80$19.057.9%120.382.7K
$430.00Dec 1815.4016.80$16.108.7%100.3497
$450.00Nov 204.807.20$6.0040.0%90.19407
$410.00Nov 2015.7017.30$16.509.7%70.39163
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Nov 2032.5036.00$34.2510.2%2800.551.4K
$380.00Nov 2022.0024.80$23.4012.0%2080.431.1K
$410.00Nov 2038.9041.70$40.306.9%1650.61560
$360.00Dec 1819.2020.50$19.856.5%310.3365
$320.00Dec 187.508.60$8.0513.7%250.1719

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 34.3%, max 38.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$420.00Nov 20Dec 1883.2%60.2%38.3%192.9K
$430.00Nov 20Dec 1882.7%60.0%37.9%22335
$380.00Nov 20Dec 1881.7%59.7%36.8%2166
$370.00Nov 20Dec 1880.9%59.4%36.2%--101
$400.00Nov 20Dec 1883.0%61.0%35.9%4439
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$420.00Nov 20Dec 1883.2%60.2%38.3%1252
$430.00Nov 20Dec 1882.7%60.0%37.9%--86
$360.00Nov 20Dec 1882.1%59.9%37.0%31120
$380.00Nov 20Dec 1881.7%59.7%36.8%2081.1K
$370.00Nov 20Dec 1880.9%59.4%36.2%11207

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 39 found (best R:R 0.63, avg 2.23)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$370.00Dec 18$12.25$7.75$12.2571%0.63$362.25
$410.00$420.00Nov 20$2.35$7.65$2.3539%3.26$412.35
$380.00$390.00Nov 20$4.25$5.75$4.2557%1.35$384.25
$400.00$410.00Dec 18$3.70$6.30$3.7047%1.70$403.70
$390.00$400.00Nov 20$4.05$5.95$4.0551%1.47$394.05
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$330.00$320.00Nov 20$1.15$8.85$1.1516%7.70$328.85
$400.00$390.00Dec 18$5.00$5.00$5.0053%1.00$395.00
$410.00$400.00Nov 20$6.05$3.95$6.0561%0.65$403.95
$340.00$330.00Nov 20$2.00$8.00$2.0021%4.00$338.00
$350.00$340.00Dec 18$2.85$7.15$2.8529%2.51$347.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 28 found (best R:R 1.02, avg 0.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$430.00$440.00Nov 20$3.40$3.40$6.6070%0.52$433.40
$450.00$460.00Nov 20$1.60$1.60$8.4081%0.19$451.60
$400.00$410.00Nov 20$4.20$4.20$5.8055%0.72$404.20
$440.00$450.00Nov 20$2.00$2.00$8.0076%0.25$442.00
$390.00$400.00Dec 18$4.70$4.70$5.3048%0.89$394.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$380.00$370.00Dec 18$5.05$5.05$4.9557%1.02$374.95
$380.00$370.00Nov 20$4.95$4.95$5.0557%0.98$375.05
$340.00$330.00Dec 18$3.05$3.05$6.9575%0.44$336.95
$320.00$310.00Nov 20$1.82$1.82$8.1886%0.22$318.18
$360.00$350.00Nov 20$3.55$3.55$6.4569%0.55$356.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $5.66, cheapest $4.90)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$420.00Nov 20Dec 18$4.9083.2%60.2%
$380.00Nov 20Dec 18$6.8581.7%59.7%
$400.00Nov 20Dec 18$5.7083.0%61.0%
$370.00Nov 20Dec 18$6.9580.9%59.4%
$390.00Nov 20Dec 18$6.3582.8%62.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$420.00Nov 20Dec 18$5.0083.2%60.2%
$360.00Nov 20Dec 18$5.1082.1%59.9%
$380.00Nov 20Dec 18$5.5581.7%59.7%
$400.00Nov 20Dec 18$4.9083.0%61.0%
$370.00Nov 20Dec 18$5.4580.9%59.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 13.60% of stock, avg 15.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$380.00Nov 20$29.00$23.40$52.40$327.60$432.4013.60%
$370.00Nov 20$34.45$18.45$52.90$317.10$422.9013.73%
$390.00Nov 20$24.75$28.35$53.10$336.90$443.1013.78%
$400.00Nov 20$20.70$34.25$54.95$345.05$454.9514.26%
$360.00Nov 20$41.20$14.75$55.95$304.05$415.9514.52%
$410.00Nov 20$16.50$40.30$56.80$353.20$466.8014.74%
$350.00Nov 20$48.10$11.20$59.30$290.70$409.3015.39%
$420.00Nov 20$14.15$47.05$61.20$358.80$481.2015.88%
$380.00Dec 18$35.85$28.95$64.80$315.20$444.8016.81%
$390.00Dec 18$31.10$34.15$65.25$324.75$455.2516.93%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 4.98% of stock, avg 10.07%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$440.00$350.00Nov 20$8.00$11.20$19.20$330.80$459.20
$430.00$350.00Nov 20$11.40$11.20$22.60$327.40$452.60
$440.00$360.00Nov 20$8.00$14.75$22.75$337.25$462.75
$430.00$360.00Nov 20$11.40$14.75$26.15$333.85$456.15
$420.00$350.00Nov 20$14.15$11.20$25.35$324.65$445.35
$420.00$360.00Nov 20$14.15$14.75$28.90$331.10$448.90
$440.00$350.00Dec 18$13.55$16.45$30.00$320.00$470.00
$440.00$370.00Nov 20$8.00$18.45$26.45$343.55$466.45
$410.00$350.00Nov 20$16.50$11.20$27.70$322.30$437.70
$430.00$370.00Nov 20$11.40$18.45$29.85$340.15$459.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 35 found (best R:R 1.09, avg credit $4.81)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
310/320430/440Nov 20$5.22$4.7857%1.09$314.78$435.22
350/360430/440Nov 20$6.95$3.0539%2.28$353.05$436.95
340/350430/440Nov 20$6.20$3.8045%1.63$343.80$436.20
330/340430/440Nov 20$5.40$4.6050%1.17$334.60$435.40
310/320450/460Nov 20$3.42$6.5868%0.52$316.58$453.42
310/320440/450Nov 20$3.82$6.1863%0.62$316.18$443.82
350/360450/460Nov 20$5.15$4.8550%1.06$354.85$455.15
350/360440/450Nov 20$5.55$4.4545%1.25$354.45$445.55
320/330430/440Nov 20$4.55$5.4554%0.83$325.45$434.55
340/350450/460Nov 20$4.40$5.6055%0.79$345.60$454.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 39 found (best R:R 12.79, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$330.00$350.00$370.00Dec 18$1.45$18.5518%12.79
$340.00$350.00$360.00Nov 20$0.10$9.9011%99.00
$350.00$360.00$370.00Nov 20$0.15$9.8511%65.67
$400.00$410.00$420.00Dec 18$0.05$9.959%199.00
$380.00$390.00$400.00Nov 20$0.20$9.8012%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$390.00$400.00$410.00Nov 20$0.15$9.8512%65.67
$350.00$360.00$370.00Nov 20$0.15$9.8511%65.67
$370.00$380.00$390.00Dec 18$0.15$9.8510%65.67
$420.00$430.00$440.00Nov 20$0.55$9.4511%17.18
$420.00$430.00$440.00Dec 18$0.45$9.558%21.22

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 $-1.61, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$450.00$460.001:2Nov 20-$2.80$7.20
$440.00$450.001:2Nov 20-$4.00$6.00
$430.00$440.001:2Nov 20-$4.60$5.40
$450.00$460.001:2Dec 18-$7.75$2.25
$420.00$430.001:2Nov 20-$8.65$1.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$310.001:2Nov 20-$1.61$8.39
$340.00$330.001:2Nov 20-$4.40$5.60
$320.00$310.001:2Dec 18-$4.05$5.95
$330.00$320.001:2Nov 20-$4.10$5.90
$350.00$340.001:2Nov 20-$5.60$4.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 5.76%, avg 3.89%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$410.00Dec 18$22.200.436.4%5.76%12.14%2443
$400.00Dec 18$25.600.473.8%6.64%10.43%--347
$390.00Dec 18$29.400.521.2%7.63%8.82%159
$420.00Dec 18$18.300.389.0%4.75%13.73%122.7K
$430.00Dec 18$15.400.3411.6%4.00%15.57%1097
$440.00Dec 18$12.900.3014.2%3.35%17.51%--531
$450.00Dec 18$10.600.2616.8%2.75%19.51%3790
$400.00Nov 20$19.200.453.8%4.98%8.77%492
$460.00Dec 18$8.600.2319.4%2.23%21.59%7568
$390.00Nov 20$23.300.511.2%6.05%7.24%267

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 254
Total Puts 965
Put/Call Ratio 3.80
Net Difference -711

Prior's Put/Call Breakdown

Total Calls 234
Total Puts 1,760
Put/Call Ratio 7.52
Net Difference -1,526

Prior 7-Day Put/Call Summary

Total Calls 6,512
Total Puts 8,196
Average Put/Call Ratio 2.61
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