Tour v536
NTRA
NATERA INC
$307.66 -15.42%
◀ 11/6 09:35 ▶

Option Volume

Detail
ℹ
Current (11/06 9:35am) 241
Calls: 92 (38%)
Puts: 149 (62%)
Prior (02/24) 483
Calls: 415 (86%)
Puts: 68 (14%)
Current vs Prior -50.10%
Calls: -77.83% (Calls)
Puts: +119.12% (Puts)
Prior 7-Day Total 15,444
Calls: 6,351 (41%)
Puts: 9,093 (59%)
Prior 7-Day Average 2,206
Calls: 907 (41%)
Puts: 1,299 (59%)
Current vs Prior 7-Day Avg -89.08%
Calls: -89.86%
Puts: -88.53%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06 9:35am) $971.3K
Calls: $191.3K (20%)
Puts: $780.0K (80%)
Prior (02/24) $185.9K
Calls: $146.7K (79%)
Puts: $39.3K (21%)
Current vs Prior +422.37%
Calls: +30.44%
Puts: +1886.23%
Prior 7-Day Total $18.35M
Calls: $9.92M (54%)
Puts: $8.42M (46%)
Prior 7-Day Average $2.62M
Calls: $1.42M (54%)
Puts: $1.20M (46%)
Current vs Prior 7-Day Avg -62.94%
Calls: -86.51%
Puts: -35.18%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 9:35am) 1.62
Prior (02/24) 0.16
Current vs Prior +888.41%
Prior 7-Day Average 3.13
Current vs Prior 7-Day Avg -48.25%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06 9:35am) 44,311
Calls: 24,059 (54%)
Puts: 20,252 (46%)
Prior (02/24) 1,425
Calls: 1,359 (95%)
Puts: 66 (5%)
Current vs Prior +3009.54%
Prior 7-Day Total 186,615
Calls: 102,204 (55%)
Puts: 84,411 (45%)
Prior 7-Day Average 26,659
Calls: 14,600 (55%)
Puts: 12,058 (45%)
Current vs Prior 7-Day Avg +66.21%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)Expiry (11/20) | Next (12/18)
Current 10.82% | 15.29%10.82% | 15.29%
Prior 14.88% | 18.16%14.88% | 18.16%
Current vs Prior -27.26% | -15.80%-27.26% | -15.80%
Prior 7-Day Avg 14.88% | 18.51%14.56% | 18.29%
Current vs 7-Day Avg -27.25% | -17.39%-25.66% | -16.40%
Prior 7-Day Eod 14.88% | 18.16%15.34% | 18.79%
Current vs 7-Day Eod -27.26% | -15.80%-29.44% | -18.61%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 26.16% | 18.64%
Calls: 23.18% | 17.05%
Puts: 29.15% | 20.24%
Prior 9.26% | 4.89%
Calls: 7.59% | 3.63%
Puts: 10.93% | 6.15%
Current vs Prior +182.51% | +281.19%
Prior 7-Day Avg 14.26% | 12.25%
Calls: 14.22% | 11.98%
Puts: 14.31% | 12.52%
Current vs 7-Day Avg +83.40% | +52.16%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 80% of dollar volume in puts ($780.0K) vs calls ($191.3K). Massive premium surge with dollar volume up 422% vs prior. Below-average activity with volume down 50% vs prior. Extreme bearish P/C ratio of 1.62 - 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 BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
14:05BEARISHBEARISHBEARISH
09:35BEARISHBEARISHBEARISH

📈 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 6 of results (avg 8.1%, best 5.9%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Nov 2056.6061.10$58.857.6%--0.93503
$260.00Nov 2047.5051.70$49.608.5%--0.92199
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Dec 1854.0057.30$55.655.9%10.8179
$360.00Nov 2050.9055.00$52.957.7%10.88936
$350.00Dec 1845.0049.30$47.159.1%--0.7555
$340.00Dec 1838.0041.80$39.909.5%--0.7099

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. 18 found (avg delta 0.74, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Nov 2056.6061.10$58.857.6%--0.93503
$260.00Nov 2047.5051.70$49.608.5%--0.92199
$270.00Nov 2038.5042.80$40.6510.6%--0.86607
$280.00Nov 2030.2034.60$32.4013.6%--0.8259
$290.00Nov 2022.9027.20$25.0517.2%--0.7257
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Nov 2050.9055.00$52.957.7%10.88936
$350.00Nov 2041.6046.00$43.8010.0%10.86820
$360.00Dec 1854.0057.30$55.655.9%10.8179
$340.00Nov 2032.8037.20$35.0012.6%20.80495
$350.00Dec 1845.0049.30$47.159.1%--0.7555

Most actively traded options today. High liquidity = easy entry/exit. 15 active (total vol 84, top 21)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Nov 201.505.60$3.55115.5%30.20200
$360.00Dec 182.706.70$4.7085.1%20.196
$310.00Nov 2011.2015.50$13.3532.2%10.50103
$350.00Nov 200.504.40$2.45159.2%10.141.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Nov 202.154.20$3.1864.5%210.1423
$310.00Nov 2012.6016.90$14.7529.2%190.50131
$330.00Nov 2025.0029.30$27.1515.8%160.71272
$280.00Dec 187.0011.20$9.1046.2%60.26311
$300.00Nov 208.1012.20$10.1540.4%50.38340

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 15.6%, max 22.0%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Nov 20Dec 1857.6%49.0%17.5%--97
$330.00Nov 20Dec 1856.3%49.6%13.5%--59
$320.00Nov 20Dec 1857.0%50.7%12.5%--72
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Nov 20Dec 1859.8%49.0%22.0%5379
$290.00Nov 20Dec 1858.0%49.4%17.4%3274
$280.00Nov 20Dec 1858.8%50.3%17.0%6349
$330.00Nov 20Dec 1856.3%48.3%16.4%16290
$340.00Nov 20Dec 1855.4%48.6%14.0%2594

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 26 found (best R:R 11.99, avg 5.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$300.00$320.00Dec 18$9.75$10.25$9.7560%1.05$309.75
$350.00$360.00Nov 20$0.55$9.45$0.5514%17.18$350.55
$300.00$310.00Nov 20$5.20$4.80$5.2062%0.92$305.20
$340.00$350.00Nov 20$1.10$8.90$1.1020%8.09$341.10
$290.00$300.00Nov 20$6.50$3.50$6.5072%0.54$296.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$280.00$270.00Nov 20$0.77$9.23$0.7719%11.99$279.23
$260.00$250.00Nov 20$0.17$9.83$0.178%57.82$259.83
$320.00$310.00Nov 20$5.60$4.40$5.6061%0.79$314.40
$330.00$320.00Dec 18$6.05$3.95$6.0562%0.65$323.95
$320.00$310.00Dec 18$5.45$4.55$5.4556%0.83$314.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 0.19, avg 0.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$350.00$360.00Dec 18$2.05$2.05$7.9576%0.26$352.05
$310.00$320.00Nov 20$4.40$4.40$5.6050%0.79$314.40
$320.00$330.00Nov 20$3.20$3.20$6.8061%0.47$323.20
$330.00$340.00Nov 20$2.20$2.20$7.8071%0.28$332.20
$320.00$330.00Dec 18$3.90$3.90$6.1055%0.64$323.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$270.00$260.00Nov 20$1.58$1.58$8.4286%0.19$268.42
$280.00$270.00Dec 18$2.80$2.80$7.2074%0.39$277.20
$270.00$260.00Dec 18$2.15$2.15$7.8580%0.27$267.85
$300.00$290.00Dec 18$4.20$4.20$5.8059%0.72$295.80
$290.00$280.00Nov 20$2.65$2.65$7.3572%0.36$287.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $6.71, cheapest $6.35)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Nov 20Dec 18$7.2557.6%49.0%
$320.00Nov 20Dec 18$7.1057.0%50.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Nov 20Dec 18$6.3559.8%49.0%
$310.00Nov 20Dec 18$6.5058.7%51.7%
$320.00Nov 20Dec 18$6.3557.0%50.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 9.13% of stock, avg 11.45%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$310.00Nov 20$13.35$14.75$28.10$281.90$338.109.13%
$300.00Nov 20$18.55$10.15$28.70$271.30$328.709.33%
$320.00Nov 20$8.95$20.35$29.30$290.70$349.309.52%
$290.00Nov 20$25.05$6.60$31.65$258.35$321.6510.29%
$330.00Nov 20$5.75$27.15$32.90$297.10$362.9010.69%
$280.00Nov 20$32.40$3.95$36.35$243.65$316.3511.81%
$300.00Dec 18$25.80$16.50$42.30$257.70$342.3013.75%
$320.00Dec 18$16.05$26.70$42.75$277.25$362.7513.90%
$330.00Dec 18$12.15$32.75$44.90$285.10$374.9014.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 45 found (cheapest 1.65% of stock, avg 5.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$270.00Nov 20$1.90$3.18$5.08$264.92$365.08
$350.00$270.00Nov 20$2.45$3.18$5.63$264.37$355.63
$360.00$280.00Nov 20$1.90$3.95$5.85$274.15$365.85
$350.00$280.00Nov 20$2.45$3.95$6.40$273.60$356.40
$340.00$270.00Nov 20$3.55$3.18$6.73$263.27$346.73
$340.00$280.00Nov 20$3.55$3.95$7.50$272.50$347.50
$360.00$290.00Nov 20$1.90$6.60$8.50$281.50$368.50
$330.00$270.00Nov 20$5.75$3.18$8.93$261.07$338.93
$350.00$290.00Nov 20$2.45$6.60$9.05$280.95$359.05
$330.00$280.00Nov 20$5.75$3.95$9.70$270.30$339.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 16 found (best R:R 0.94, avg credit $3.04)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
270/280350/360Dec 18$4.85$5.1550%0.94$275.15$354.85
260/270350/360Dec 18$4.20$5.8056%0.72$265.80$354.20
250/260350/360Dec 18$3.37$6.6361%0.51$256.63$353.37
280/290350/360Dec 18$5.25$4.7543%1.11$284.75$355.25
260/270330/340Nov 20$3.78$6.2257%0.61$266.22$333.78
260/270350/360Nov 20$2.13$7.8771%0.27$267.87$352.13
260/270340/350Nov 20$2.68$7.3265%0.37$267.32$342.68
280/290330/340Nov 20$4.85$5.1543%0.94$285.15$334.85
280/290350/360Nov 20$3.20$6.8058%0.47$286.80$353.20
280/290340/350Nov 20$3.75$6.2552%0.60$286.25$343.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 29 found (best R:R 99.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$300.00$310.00$320.00Nov 20$0.80$9.2022%11.50
$280.00$290.00$300.00Nov 20$0.85$9.1520%10.76
$250.00$260.00$270.00Nov 20$0.30$9.708%32.33
$320.00$330.00$340.00Nov 20$1.00$9.0019%9.00
$310.00$320.00$330.00Nov 20$1.20$8.8022%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$330.00$340.00$350.00Dec 18$0.10$9.9013%99.00
$300.00$310.00$320.00Nov 20$1.00$9.0024%9.00
$270.00$280.00$290.00Dec 18$0.40$9.6013%24.00
$290.00$300.00$310.00Dec 18$0.55$9.4515%17.18
$290.00$300.00$310.00Nov 20$1.05$8.9522%8.52

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 22 found (best net $-1.35, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$350.001:2Dec 18-$1.35$18.65
$300.00$320.001:2Dec 18-$6.30$13.70
$330.00$340.001:2Nov 20-$1.35$8.65
$320.00$330.001:2Nov 20-$2.55$7.45
$340.00$350.001:2Nov 20-$1.35$8.65
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$260.001:2Nov 20-$0.02$9.98
$290.00$280.001:2Nov 20-$1.30$8.70
$300.00$290.001:2Nov 20-$3.05$6.95
$260.00$250.001:2Dec 18-$1.51$8.49
$270.00$260.001:2Dec 18-$2.00$8.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 4.58%, avg 1.81%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$320.00Dec 18$14.100.454.0%4.58%8.59%--18
$330.00Dec 18$10.000.377.3%3.25%10.51%--13
$350.00Dec 18$5.000.2413.8%1.63%15.39%--34
$360.00Dec 18$2.700.1917.0%0.88%17.89%26
$310.00Nov 20$11.200.500.8%3.64%4.40%1103
$320.00Nov 20$6.900.394.0%2.24%6.25%--54
$330.00Nov 20$3.700.297.3%1.20%8.46%--46
$340.00Nov 20$1.500.2010.5%0.49%11.00%3200
$350.00Nov 20$0.500.1413.8%0.16%13.92%11.1K
$360.00Nov 20$0.100.1117.0%0.03%17.04%--124

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 92
Total Puts 149
Put/Call Ratio 1.62
Net Difference -57

Prior's Put/Call Breakdown

Total Calls 415
Total Puts 68
Put/Call Ratio 0.16
Net Difference 347

Prior 7-Day Put/Call Summary

Total Calls 6,351
Total Puts 9,093
Average Put/Call Ratio 3.13
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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