Tour v536
NTRA
NATERA INC
$311.26 -14.43%
◀ 11/6 09:40 ▶

Option Volume

Detail
ℹ
Current (11/06 9:40am) 384
Calls: 209 (54%)
Puts: 175 (46%)
Prior (02/24) 483
Calls: 415 (86%)
Puts: 68 (14%)
Current vs Prior -20.50%
Calls: -49.64% (Calls)
Puts: +157.35% (Puts)
Prior 7-Day Total 21,172
Calls: 8,276 (39%)
Puts: 12,896 (61%)
Prior 7-Day Average 3,024
Calls: 1,182 (39%)
Puts: 1,842 (61%)
Current vs Prior 7-Day Avg -87.30%
Calls: -82.32%
Puts: -90.50%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 9:40am) $1.24M
Calls: $357.6K (29%)
Puts: $886.3K (71%)
Prior (02/24) $185.9K
Calls: $146.7K (79%)
Puts: $39.3K (21%)
Current vs Prior +568.97%
Calls: +143.81%
Puts: +2156.94%
Prior 7-Day Total $32.96M
Calls: $13.53M (41%)
Puts: $19.43M (59%)
Prior 7-Day Average $4.71M
Calls: $1.93M (41%)
Puts: $2.78M (59%)
Current vs Prior 7-Day Avg -73.58%
Calls: -81.49%
Puts: -68.08%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 9:40am) 0.84
Prior (02/24) 0.16
Current vs Prior +411.01%
Prior 7-Day Average 2.72
Current vs Prior 7-Day Avg -69.16%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06 9:40am) 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 214,225
Calls: 117,649 (55%)
Puts: 96,576 (45%)
Prior 7-Day Average 30,603
Calls: 16,807 (55%)
Puts: 13,796 (45%)
Current vs Prior 7-Day Avg +44.79%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/20) | Next (12/18)Expiry (11/20) | Next (12/18)
Current 10.86% | 15.61%10.86% | 15.61%
Prior 15.96% | 19.27%15.96% | 19.27%
Current vs Prior -31.98% | -18.96%-31.98% | -18.96%
Prior 7-Day Avg 15.04% | 18.73%14.56% | 18.29%
Current vs 7-Day Avg -27.81% | -16.63%-25.42% | -14.64%
Prior 7-Day Eod 15.96% | 19.27%15.34% | 18.79%
Current vs 7-Day Eod -31.98% | -18.96%-29.21% | -16.90%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 21.98% | 16.09%
Calls: 22.95% | 16.92%
Puts: 21.02% | 15.26%
Prior 11.80% | 9.46%
Calls: 10.42% | 9.21%
Puts: 13.19% | 9.70%
Current vs Prior +86.27% | +70.08%
Prior 7-Day Avg 13.74% | 11.71%
Calls: 13.63% | 11.29%
Puts: 13.85% | 12.13%
Current vs 7-Day Avg +60.00% | +37.42%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 71% put dollar volume ($886.3K). Massive premium surge with dollar volume up 569% vs prior. P/C ratio rising 411% - increased hedging/bearish positioning. Rising open interest (up 3010%) indicates new positions being established.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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
09:40BEARISHBULLISHBULLISH
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 8 of results (avg 8.0%, best 7.0%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Nov 2060.0064.40$62.207.1%--0.92503
$260.00Nov 2050.8055.00$52.907.9%10.92199
$270.00Nov 2042.0046.00$44.009.1%10.87607
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Dec 1859.7064.00$61.857.0%--0.8274
$370.00Nov 2057.3061.50$59.407.1%10.9151
$360.00Nov 2047.9052.00$49.958.2%10.88936
$360.00Dec 1851.0055.50$53.258.5%10.7879
$350.00Dec 1843.5047.50$45.508.8%--0.7355

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. 21 found (avg delta 0.73, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Nov 2060.0064.40$62.207.1%--0.92503
$260.00Nov 2050.8055.00$52.907.9%10.92199
$270.00Nov 2042.0046.00$44.009.1%10.87607
$280.00Nov 2033.3037.50$35.4011.9%--0.8159
$290.00Nov 2025.8030.00$27.9015.1%--0.7557
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Nov 2057.3061.50$59.407.1%10.9151
$360.00Nov 2047.9052.00$49.958.2%10.88936
$350.00Nov 2038.8043.00$40.9010.3%20.84820
$370.00Dec 1859.7064.00$61.857.0%--0.8274
$360.00Dec 1851.0055.50$53.258.5%10.7879

Most actively traded options today. High liquidity = easy entry/exit. 24 active (total vol 144, top 24)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Dec 186.609.20$7.9032.9%240.2734
$310.00Dec 1821.1025.00$23.0516.9%150.557
$300.00Dec 1826.6030.50$28.5513.7%40.6212
$340.00Nov 202.556.30$4.4384.7%30.23200
$350.00Nov 200.854.80$2.83139.6%20.161.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Nov 201.004.00$2.50120.0%220.1223
$310.00Nov 2011.5015.20$13.3527.7%210.46131
$330.00Nov 2022.9027.00$24.9516.4%160.68272
$280.00Dec 187.0010.40$8.7039.1%110.24311
$300.00Nov 207.4010.70$9.0536.5%50.35340

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 14.5%, max 26.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Nov 20Dec 1858.2%50.2%16.0%497
$310.00Nov 20Dec 1857.4%49.6%15.7%16110
$350.00Nov 20Dec 1856.6%49.1%15.2%261.1K
$330.00Nov 20Dec 1857.3%51.4%11.5%--59
$320.00Nov 20Dec 1857.6%51.8%11.3%172
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$280.00Nov 20Dec 1864.5%51.1%26.2%11349
$290.00Nov 20Dec 1859.5%50.2%18.4%3274
$300.00Nov 20Dec 1858.2%50.2%16.0%5379
$310.00Nov 20Dec 1857.4%49.6%15.7%21164
$350.00Nov 20Dec 1856.6%49.1%15.2%2875

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 31 found (best R:R 4.71, avg 5.47)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$360.00Dec 18$1.75$8.25$1.7527%4.71$351.75
$360.00$370.00Nov 20$0.47$9.53$0.4712%20.28$360.47
$320.00$330.00Dec 18$3.85$6.15$3.8547%1.60$323.85
$350.00$360.00Nov 20$0.78$9.22$0.7816%11.82$350.78
$330.00$340.00Dec 18$3.15$6.85$3.1540%2.17$333.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$260.00$250.00Nov 20$0.15$9.85$0.157%65.67$259.85
$290.00$280.00Nov 20$1.65$8.35$1.6525%5.06$288.35
$320.00$310.00Nov 20$5.20$4.80$5.2057%0.92$314.80
$330.00$320.00Nov 20$6.40$3.60$6.4068%0.56$323.60
$330.00$320.00Dec 18$5.85$4.15$5.8560%0.71$324.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 0.68, avg 0.35)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$340.00$350.00Dec 18$3.25$3.25$6.7566%0.48$343.25
$330.00$340.00Nov 20$2.62$2.62$7.3868%0.36$332.62
$340.00$350.00Nov 20$1.60$1.60$8.4077%0.19$341.60
$320.00$330.00Nov 20$3.40$3.40$6.6057%0.52$323.40
$360.00$370.00Dec 18$1.60$1.60$8.4078%0.19$361.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$300.00$290.00Dec 18$4.05$4.05$5.9562%0.68$295.95
$280.00$270.00Dec 18$2.65$2.65$7.3576%0.36$277.35
$270.00$260.00Dec 18$2.05$2.05$7.9582%0.26$267.95
$270.00$260.00Nov 20$1.25$1.25$8.7588%0.14$268.75
$310.00$300.00Dec 18$4.60$4.60$5.4054%0.85$305.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $7.11, cheapest $6.50)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Nov 20Dec 18$7.3558.2%50.2%
$310.00Nov 20Dec 18$7.8057.4%49.6%
$330.00Nov 20Dec 18$7.2557.3%51.4%
$320.00Nov 20Dec 18$7.7057.6%51.8%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Nov 20Dec 18$6.5058.2%50.2%
$310.00Nov 20Dec 18$6.8057.4%49.6%
$330.00Nov 20Dec 18$6.4557.3%51.4%
$320.00Nov 20Dec 18$7.0057.6%51.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 9.19% of stock, avg 12.16%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$310.00Nov 20$15.25$13.35$28.60$281.40$338.609.19%
$320.00Nov 20$10.45$18.55$29.00$291.00$349.009.32%
$300.00Nov 20$21.20$9.05$30.25$269.75$330.259.72%
$330.00Nov 20$7.05$24.95$32.00$298.00$362.0010.28%
$290.00Nov 20$27.90$5.90$33.80$256.20$323.8010.86%
$340.00Nov 20$4.43$32.35$36.78$303.22$376.7811.82%
$310.00Dec 18$23.05$20.15$43.20$266.80$353.2013.88%
$320.00Dec 18$18.15$25.55$43.70$276.30$363.7014.04%
$300.00Dec 18$28.55$15.55$44.10$255.90$344.1014.17%
$330.00Dec 18$14.30$31.40$45.70$284.30$375.7014.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.46% of stock, avg 5.83%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$270.00Nov 20$2.05$2.50$4.55$265.45$364.55
$350.00$270.00Nov 20$2.83$2.50$5.33$264.67$355.33
$360.00$280.00Nov 20$2.05$4.25$6.30$273.70$366.30
$350.00$280.00Nov 20$2.83$4.25$7.08$272.92$357.08
$340.00$270.00Nov 20$4.43$2.50$6.93$263.07$346.93
$340.00$280.00Nov 20$4.43$4.25$8.68$271.32$348.68
$360.00$290.00Nov 20$2.05$5.90$7.95$282.05$367.95
$350.00$290.00Nov 20$2.83$5.90$8.73$281.27$358.73
$340.00$290.00Nov 20$4.43$5.90$10.33$279.67$350.33
$330.00$270.00Nov 20$7.05$2.50$9.55$260.45$339.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 28 found (best R:R 1.44, avg credit $3.35)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
270/280340/350Dec 18$5.90$4.1042%1.44$274.10$345.90
260/270340/350Dec 18$5.30$4.7048%1.13$264.70$345.30
250/260340/350Dec 18$4.57$5.4353%0.84$255.43$344.57
270/280360/370Dec 18$4.25$5.7554%0.74$275.75$364.25
260/270360/370Dec 18$3.65$6.3560%0.57$266.35$363.65
280/290340/350Dec 18$6.05$3.9535%1.53$283.95$346.05
260/270330/340Nov 20$3.87$6.1356%0.63$266.13$333.87
250/260360/370Dec 18$2.92$7.0865%0.41$257.08$362.92
260/270340/350Nov 20$2.85$7.1565%0.40$267.15$342.85
260/270360/370Nov 20$1.72$8.2876%0.21$268.28$361.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 37 found (best R:R 65.67, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$290.00$300.00$310.00Nov 20$0.75$9.2521%12.33
$350.00$360.00$370.00Dec 18$0.15$9.8510%65.67
$320.00$330.00$340.00Nov 20$0.78$9.2220%11.82
$260.00$270.00$280.00Nov 20$0.30$9.7010%32.33
$300.00$310.00$320.00Dec 18$0.60$9.4015%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$270.00$280.00$290.00Dec 18$0.15$9.8512%65.67
$300.00$310.00$320.00Nov 20$0.90$9.1022%10.11
$340.00$350.00$360.00Dec 18$0.30$9.7012%32.33
$310.00$320.00$330.00Dec 18$0.45$9.5514%21.22
$290.00$300.00$310.00Dec 18$0.55$9.4515%17.18

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 23 found (best net $--, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$340.001:2Nov 20-$1.81$8.19
$340.00$350.001:2Nov 20-$1.23$8.77
$350.00$360.001:2Nov 20-$1.27$8.73
$320.00$330.001:2Nov 20-$3.65$6.35
$360.00$370.001:2Nov 20-$1.11$8.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$260.001:2Nov 20$0.00$10.00
$280.00$270.001:2Nov 20-$0.75$9.25
$300.00$290.001:2Nov 20-$2.75$7.25
$260.00$250.001:2Dec 18-$1.36$8.64
$260.00$250.001:2Nov 20-$0.95$9.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 5.24%, avg 2.01%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$320.00Dec 18$16.300.472.8%5.24%8.04%--18
$330.00Dec 18$12.600.406.0%4.05%10.07%--13
$340.00Dec 18$9.300.349.2%2.99%12.22%29
$350.00Dec 18$6.600.2712.4%2.12%14.57%2434
$360.00Dec 18$4.300.2215.7%1.38%17.04%26
$370.00Dec 18$2.600.1718.9%0.84%19.71%--26
$320.00Nov 20$8.400.432.8%2.70%5.51%154
$330.00Nov 20$5.100.336.0%1.64%7.66%--46
$340.00Nov 20$2.550.239.2%0.82%10.05%3200
$350.00Nov 20$0.850.1612.4%0.27%12.72%21.1K

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 209
Total Puts 175
Put/Call Ratio 0.84
Net Difference 34

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 8,276
Total Puts 12,896
Average Put/Call Ratio 2.72
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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