Tour v536
NTRA
NATERA INC
$357.35 -8.61%
◀ 11/5 14:09 ▶

Option Volume

Detail
ℹ
Current (11/05 2:05pm) 6,209
Calls: 2,003 (32%)
Puts: 4,206 (68%)
Prior (08/06) 1,994
Calls: 234 (12%)
Puts: 1,760 (88%)
Current vs Prior +211.38%
Calls: +755.98% (Calls)
Puts: +138.98% (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 +195.51%
Calls: +115.31%
Puts: +259.22%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/05 2:05pm) $15.08M
Calls: $3.64M (24%)
Puts: $11.44M (76%)
Prior (08/06) $1.47M
Calls: $350.1K (24%)
Puts: $1.12M (76%)
Current vs Prior +927.46%
Calls: +941.07%
Puts: +923.20%
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 +660.84%
Calls: +203.18%
Puts: +1366.04%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05 2:05pm) 2.10
Prior (08/06) 7.52
Current vs Prior -72.08%
Prior 7-Day Average 2.61
Current vs Prior 7-Day Avg -19.54%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/05 2:05pm) 41,674
Calls: 22,853 (55%)
Puts: 18,821 (45%)
Prior (08/06) 32,010
Calls: 16,375 (51%)
Puts: 15,635 (49%)
Current vs Prior +30.19%
Prior 7-Day Total 186,615
Calls: 80,814 (55%)
Puts: 65,862 (45%)
Prior 7-Day Average 26,659
Calls: 11,544 (55%)
Puts: 9,408 (45%)
Current vs Prior 7-Day Avg +56.32%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)
Current 15.96% | 19.27%
Prior 13.88% | 17.90%
Current vs Prior +15.04% | +7.66%
Prior 7-Day Avg 14.97% | 18.52%
Current vs 7-Day Avg +6.67% | +4.02%
Prior 7-Day Eod 13.88% | 17.90%
Current vs 7-Day Eod +15.04% | +7.66%
Sentiment BEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 11.80% | 9.46%
Calls: 10.42% | 9.21%
Puts: 13.19% | 9.70%
Prior 14.91% | 13.34%
Calls: 14.43% | 11.49%
Puts: 15.38% | 15.18%
Current vs Prior -20.86% | -29.09%
Prior 7-Day Avg 15.10% | 13.48%
Calls: 15.32% | 13.37%
Puts: 14.88% | 13.58%
Current vs 7-Day Avg -21.85% | -29.80%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 76% of dollar volume in puts ($11.44M) vs calls ($3.64M). Massive premium surge with dollar volume up 927% vs prior. Dollar volume significantly above 7-day average (661% higher). Unusually high activity with volume up 211% 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
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 24 of results (avg 6.9%, best 4.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Nov 2070.1073.80$71.955.1%--0.8757
$300.00Nov 2061.8065.50$63.655.8%--0.8485
$300.00Dec 1866.4070.40$68.405.8%--0.8012
$310.00Dec 1859.1062.80$60.956.1%10.766
$310.00Nov 2054.0057.50$55.756.3%--0.79103
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Nov 2066.8070.00$68.404.7%20.81117
$410.00Dec 1862.9066.30$64.605.3%--0.7187
$420.00Dec 1870.2074.10$72.155.4%170.74135
$410.00Nov 2058.6062.00$60.305.6%1660.77413
$400.00Dec 1855.7059.00$57.355.8%--0.66685

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 0.68, highest 0.87)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Nov 2070.1073.80$71.955.1%--0.8757
$300.00Nov 2061.8065.50$63.655.8%--0.8485
$300.00Dec 1866.4070.40$68.405.8%--0.8012
$310.00Nov 2054.0057.50$55.756.3%--0.79103
$310.00Dec 1859.1062.80$60.956.1%10.766
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Nov 2066.8070.00$68.404.7%20.81117
$410.00Nov 2058.6062.00$60.305.6%1660.77413
$420.00Dec 1870.2074.10$72.155.4%170.74135
$400.00Nov 2051.2054.30$52.755.9%7570.721.7K
$410.00Dec 1862.9066.30$64.605.3%--0.7187

Most actively traded options today. High liquidity = easy entry/exit. 39 active (total vol 4.6K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Nov 2018.9021.10$20.0011.0%2070.4675
$400.00Nov 208.5011.40$9.9529.1%1550.2891
$420.00Dec 188.5012.20$10.3535.7%1070.252.7K
$420.00Nov 204.707.50$6.1045.9%770.19202
$360.00Nov 2023.2026.60$24.9013.7%630.52104
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Nov 2010.4012.10$11.2515.1%1.0K0.25115
$400.00Nov 2051.2054.30$52.755.9%7570.721.7K
$350.00Nov 2021.2024.40$22.8014.0%7140.42360
$380.00Nov 2037.4040.30$38.857.5%3130.601.1K
$360.00Nov 2025.5029.10$27.3013.2%2770.4855

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 25 strikes (avg 37.2%, max 42.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Nov 20Dec 1891.4%64.0%42.8%61.1K
$330.00Nov 20Dec 1892.8%65.5%41.7%--59
$320.00Nov 20Dec 1893.6%66.7%40.3%--72
$300.00Nov 20Dec 1894.9%67.8%39.9%--97
$310.00Nov 20Dec 1895.6%68.3%39.9%1109
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Nov 20Dec 1891.4%64.0%42.8%717414
$330.00Nov 20Dec 1892.8%65.5%41.7%91284
$340.00Nov 20Dec 1892.8%65.5%41.6%86534
$320.00Nov 20Dec 1893.6%66.7%40.3%1.0K144
$300.00Nov 20Dec 1894.9%67.8%39.9%44340

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 37 found (best R:R 0.71, avg 1.85)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$330.00$350.00Dec 18$11.70$8.30$11.7067%0.71$341.70
$340.00$350.00Nov 20$5.45$4.55$5.4564%0.83$345.45
$410.00$420.00Nov 20$1.35$8.65$1.3523%6.41$411.35
$350.00$360.00Nov 20$4.85$5.15$4.8558%1.06$354.85
$360.00$370.00Dec 18$4.45$5.55$4.4553%1.25$364.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$360.00$350.00Nov 20$4.50$5.50$4.5048%1.22$355.50
$350.00$340.00Dec 18$4.15$5.85$4.1542%1.41$345.85
$380.00$370.00Nov 20$6.00$4.00$6.0060%0.67$374.00
$370.00$360.00Dec 18$5.20$4.80$5.2052%0.92$364.80
$320.00$310.00Dec 18$2.75$7.25$2.7528%2.64$317.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 24 found (best R:R 0.45, avg 0.50)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$400.00$410.00Nov 20$2.50$2.50$7.5072%0.33$402.50
$360.00$370.00Nov 20$4.90$4.90$5.1048%0.96$364.90
$380.00$390.00Nov 20$3.45$3.45$6.5560%0.53$383.45
$370.00$380.00Nov 20$4.00$4.00$6.0054%0.67$374.00
$380.00$390.00Dec 18$3.75$3.75$6.2557%0.60$383.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$310.00$300.00Dec 18$3.10$3.10$6.9076%0.45$306.90
$340.00$330.00Dec 18$4.40$4.40$5.6063%0.79$335.60
$310.00$300.00Nov 20$2.50$2.50$7.5080%0.33$307.50
$340.00$330.00Nov 20$4.05$4.05$5.9564%0.68$335.95
$300.00$290.00Nov 20$1.85$1.85$8.1584%0.23$298.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $5.62, cheapest $5.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$350.00Nov 20Dec 18$6.1091.4%64.0%
$330.00Nov 20Dec 18$6.1092.8%65.5%
$360.00Nov 20Dec 18$5.8590.8%66.7%
$370.00Nov 20Dec 18$6.3088.3%66.0%
$380.00Nov 20Dec 18$6.1086.8%64.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$350.00Nov 20Dec 18$5.1591.4%64.0%
$330.00Nov 20Dec 18$4.9092.8%65.5%
$340.00Nov 20Dec 18$5.2592.8%65.5%
$360.00Nov 20Dec 18$5.7090.8%66.7%
$370.00Nov 20Dec 18$5.3588.3%66.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 14.61% of stock, avg 16.67%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$360.00Nov 20$24.90$27.30$52.20$307.80$412.2014.61%
$350.00Nov 20$29.75$22.80$52.55$297.45$402.5514.71%
$370.00Nov 20$20.00$32.85$52.85$317.15$422.8514.79%
$340.00Nov 20$35.20$18.55$53.75$286.25$393.7515.04%
$380.00Nov 20$16.00$38.85$54.85$325.15$434.8515.35%
$330.00Nov 20$41.45$14.50$55.95$274.05$385.9515.66%
$390.00Nov 20$12.55$45.55$58.10$331.90$448.1016.26%
$360.00Dec 18$30.75$33.00$63.75$296.25$423.7517.84%
$350.00Dec 18$35.85$27.95$63.80$286.20$413.8017.85%
$370.00Dec 18$26.30$38.20$64.50$305.50$434.5018.05%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 5.23% of stock, avg 10.50%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$410.00$320.00Nov 20$7.45$11.25$18.70$301.30$428.70
$400.00$320.00Nov 20$9.95$11.25$21.20$298.80$421.20
$410.00$330.00Nov 20$7.45$14.50$21.95$308.05$431.95
$400.00$330.00Nov 20$9.95$14.50$24.45$305.55$424.45
$390.00$320.00Nov 20$12.55$11.25$23.80$296.20$413.80
$390.00$330.00Nov 20$12.55$14.50$27.05$302.95$417.05
$410.00$320.00Dec 18$12.55$16.05$28.60$291.40$438.60
$410.00$340.00Nov 20$7.45$18.55$26.00$314.00$436.00
$400.00$340.00Nov 20$9.95$18.55$28.50$311.50$428.50
$380.00$320.00Nov 20$16.00$11.25$27.25$292.75$407.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 20 found (best R:R 1.00, avg credit $4.91)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
300/310400/410Nov 20$5.00$5.0051%1.00$305.00$405.00
300/310400/410Dec 18$5.80$4.2043%1.38$304.20$405.80
300/310410/420Dec 18$5.30$4.7047%1.13$304.70$415.30
290/300400/410Nov 20$4.35$5.6556%0.77$295.65$404.35
320/330400/410Nov 20$5.75$4.2541%1.35$324.25$405.75
300/310390/400Nov 20$5.10$4.9046%1.04$304.90$395.10
310/320400/410Nov 20$4.95$5.0547%0.98$315.05$404.95
290/300400/410Dec 18$4.85$5.1547%0.94$295.15$404.85
290/300390/400Nov 20$4.45$5.5550%0.80$295.55$394.45
300/310410/420Nov 20$3.85$6.1556%0.63$306.15$413.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 40 found (best R:R 99.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$390.00$400.00$410.00Nov 20$0.10$9.9011%99.00
$360.00$370.00$380.00Dec 18$0.25$9.7510%39.00
$370.00$380.00$390.00Nov 20$0.55$9.4512%17.18
$390.00$400.00$410.00Dec 18$0.40$9.609%24.00
$370.00$380.00$390.00Dec 18$0.45$9.5510%21.22
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$330.00$340.00$350.00Nov 20$0.20$9.8012%49.00
$340.00$350.00$360.00Nov 20$0.25$9.7512%39.00
$350.00$360.00$370.00Dec 18$0.15$9.8510%65.67
$380.00$390.00$400.00Dec 18$0.20$9.809%49.00
$360.00$370.00$380.00Nov 20$0.45$9.5512%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. 12 found (best net $-2.60, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$400.00$410.001:2Nov 20-$4.95$5.05
$410.00$420.001:2Nov 20-$4.75$5.25
$390.00$400.001:2Nov 20-$7.35$2.65
$380.00$390.001:2Nov 20-$9.10$0.90
$410.00$420.001:2Dec 18-$8.15$1.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$290.001:2Nov 20-$2.60$7.40
$310.00$300.001:2Nov 20-$3.80$6.20
$320.00$310.001:2Nov 20-$6.35$3.65
$300.00$290.001:2Dec 18-$5.90$4.10
$310.00$300.001:2Dec 18-$7.10$2.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 14 found (best yield 6.91%, avg 4.22%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$370.00Dec 18$24.700.483.5%6.91%10.45%--26
$360.00Dec 18$29.000.530.7%8.12%8.86%44
$380.00Dec 18$20.500.436.3%5.74%12.07%--50
$390.00Dec 18$16.900.389.1%4.73%13.87%160
$400.00Dec 18$13.900.3311.9%3.89%15.82%2347
$410.00Dec 18$11.000.2914.7%3.08%17.81%1443
$370.00Nov 20$18.900.463.5%5.29%8.83%20775
$360.00Nov 20$23.200.520.7%6.49%7.23%63104
$420.00Dec 18$8.500.2517.5%2.38%19.91%1072.7K
$380.00Nov 20$14.700.406.3%4.11%10.45%55116

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 2,003
Total Puts 4,206
Put/Call Ratio 2.10
Net Difference -2,203

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
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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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