Tour v536
NTRA
NATERA INC
$320.12 -12.00%
◀ 11/6 09:45 ▶

Option Volume

Detail
ℹ
Current (11/06 9:45am) 474
Calls: 250 (53%)
Puts: 224 (47%)
Prior (02/24) 483
Calls: 415 (86%)
Puts: 68 (14%)
Current vs Prior -1.86%
Calls: -39.76% (Calls)
Puts: +229.41% (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 -84.33%
Calls: -78.85%
Puts: -87.84%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 9:45am) $1.53M
Calls: $528.9K (35%)
Puts: $999.3K (65%)
Prior (02/24) $185.9K
Calls: $146.7K (79%)
Puts: $39.3K (21%)
Current vs Prior +721.84%
Calls: +260.57%
Puts: +2444.69%
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 -67.55%
Calls: -72.63%
Puts: -64.01%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 9:45am) 0.90
Prior (02/24) 0.16
Current vs Prior +446.82%
Prior 7-Day Average 2.72
Current vs Prior 7-Day Avg -67.00%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06 9:45am) 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 10.46% | 14.98%10.46% | 14.98%
Prior 15.96% | 19.27%15.96% | 19.27%
Current vs Prior -34.45% | -22.26%-34.45% | -22.26%
Prior 7-Day Avg 15.04% | 18.73%14.56% | 18.29%
Current vs 7-Day Avg -30.43% | -20.03%-28.13% | -18.11%
Prior 7-Day Eod 15.96% | 19.27%15.34% | 18.79%
Current vs 7-Day Eod -34.45% | -22.26%-31.78% | -20.28%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 25.58% | 16.95%
Calls: 29.17% | 17.69%
Puts: 21.99% | 16.22%
Prior 11.80% | 9.46%
Calls: 10.42% | 9.21%
Puts: 13.19% | 9.70%
Current vs Prior +116.78% | +79.18%
Prior 7-Day Avg 13.74% | 11.71%
Calls: 13.63% | 11.29%
Puts: 13.85% | 12.13%
Current vs 7-Day Avg +86.21% | +44.77%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 65% put dollar volume ($999.3K). Massive premium surge with dollar volume up 722% vs prior. P/C ratio rising 447% - 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
09:45BEARISHBULLISHBULLISH
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 7.6%, best 5.7%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Nov 2059.5063.00$61.255.7%10.92199
$270.00Nov 2050.0054.00$52.007.7%10.89607
$280.00Nov 2041.0045.00$43.009.3%--0.8559
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Dec 1861.0064.70$62.855.9%60.8462
$380.00Nov 2058.1062.50$60.307.3%20.92818
$370.00Dec 1852.0056.10$54.057.6%50.7974
$370.00Nov 2048.7052.90$50.808.3%10.9351
$360.00Dec 1844.0048.20$46.109.1%10.7479

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. 22 found (avg delta 0.74, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Nov 2059.5063.00$61.255.7%10.92199
$270.00Nov 2050.0054.00$52.007.7%10.89607
$280.00Nov 2041.0045.00$43.009.3%--0.8559
$290.00Nov 2032.7036.50$34.6011.0%--0.8157
$300.00Nov 2025.1028.50$26.8012.7%--0.7385
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Nov 2048.7052.90$50.808.3%10.9351
$380.00Nov 2058.1062.50$60.307.3%20.92818
$360.00Nov 2039.5043.70$41.6010.1%10.87936
$380.00Dec 1861.0064.70$62.855.9%60.8462
$350.00Nov 2031.0035.10$33.0512.4%20.80820

Most actively traded options today. High liquidity = easy entry/exit. 31 active (total vol 243, top 52)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 200.002.85$1.43199.3%520.09175
$350.00Dec 188.7012.00$10.3531.9%260.3234
$310.00Dec 1825.3029.50$27.4015.3%150.617
$300.00Dec 1831.5035.50$33.5011.9%40.6812
$340.00Nov 204.008.00$6.0066.7%30.30200
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Nov 207.7011.40$9.5538.7%320.37131
$270.00Nov 201.003.50$2.25111.1%220.1023
$330.00Nov 2017.0021.20$19.1022.0%220.59272
$280.00Dec 185.108.30$6.7047.8%120.20311
$300.00Nov 204.708.00$6.3552.0%60.27340

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 12.8%, max 22.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Nov 20Dec 1858.0%49.4%17.5%497
$310.00Nov 20Dec 1856.4%48.3%16.8%17110
$320.00Nov 20Dec 1855.0%47.4%16.0%572
$330.00Nov 20Dec 1854.7%50.2%8.9%--59
$340.00Nov 20Dec 1852.6%49.2%6.8%5209
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$290.00Nov 20Dec 1860.9%49.5%22.9%3274
$300.00Nov 20Dec 1858.0%49.4%17.5%7379
$310.00Nov 20Dec 1856.4%48.3%16.8%32164
$320.00Nov 20Dec 1855.0%47.4%16.0%61.0K
$330.00Nov 20Dec 1854.7%50.2%8.9%22290

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 31 found (best R:R 0.64, avg 3.00)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$300.00$310.00Dec 18$6.10$3.90$6.1068%0.64$306.10
$320.00$330.00Dec 18$4.55$5.45$4.5553%1.20$324.55
$310.00$320.00Dec 18$5.35$4.65$5.3561%0.87$315.35
$340.00$350.00Dec 18$3.10$6.90$3.1039%2.23$343.10
$310.00$320.00Nov 20$5.70$4.30$5.7063%0.75$315.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$290.00$280.00Nov 20$1.05$8.95$1.0519%8.52$288.95
$340.00$330.00Nov 20$6.35$3.65$6.3570%0.57$333.65
$330.00$320.00Nov 20$5.25$4.75$5.2559%0.90$324.75
$280.00$270.00Nov 20$0.95$9.05$0.9514%9.53$279.05
$300.00$290.00Nov 20$2.10$7.90$2.1027%3.76$297.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 0.52, avg 0.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$360.00$370.00Nov 20$1.27$1.27$8.7387%0.15$361.27
$330.00$340.00Nov 20$3.60$3.60$6.4059%0.56$333.60
$340.00$350.00Nov 20$2.42$2.42$7.5870%0.32$342.42
$350.00$360.00Nov 20$1.48$1.48$8.5280%0.17$351.48
$350.00$360.00Dec 18$2.75$2.75$7.2568%0.38$352.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$300.00$290.00Dec 18$3.40$3.40$6.6068%0.52$296.60
$270.00$260.00Dec 18$1.65$1.65$8.3585%0.20$268.35
$280.00$270.00Dec 18$2.00$2.00$8.0080%0.25$278.00
$270.00$260.00Nov 20$1.00$1.00$9.0090%0.11$269.00
$320.00$310.00Dec 18$4.55$4.55$5.4553%0.83$315.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $7.13, cheapest $6.45)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Nov 20Dec 18$7.3056.4%48.3%
$320.00Nov 20Dec 18$7.6555.0%47.4%
$330.00Nov 20Dec 18$7.9054.7%50.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Nov 20Dec 18$6.4556.4%48.3%
$320.00Nov 20Dec 18$6.7055.0%47.4%
$330.00Nov 20Dec 18$6.8054.7%50.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 8.82% of stock, avg 11.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$320.00Nov 20$14.40$13.85$28.25$291.75$348.258.82%
$330.00Nov 20$9.60$19.10$28.70$301.30$358.708.97%
$310.00Nov 20$20.10$9.55$29.65$280.35$339.659.26%
$340.00Nov 20$6.00$25.45$31.45$308.55$371.459.82%
$300.00Nov 20$26.80$6.35$33.15$266.85$333.1510.36%
$350.00Nov 20$3.58$33.05$36.63$313.37$386.6311.44%
$290.00Nov 20$34.60$4.25$38.85$251.15$328.8512.14%
$320.00Dec 18$22.05$20.55$42.60$277.40$362.6013.31%
$310.00Dec 18$27.40$16.00$43.40$266.60$353.4013.56%
$330.00Dec 18$17.50$25.90$43.40$286.60$373.4013.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.45% of stock, avg 5.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$380.00$280.00Nov 20$1.43$3.20$4.63$275.37$384.63
$360.00$280.00Nov 20$2.10$3.20$5.30$274.70$365.30
$380.00$290.00Nov 20$1.43$4.25$5.68$284.32$385.68
$360.00$290.00Nov 20$2.10$4.25$6.35$283.65$366.35
$350.00$280.00Nov 20$3.58$3.20$6.78$273.22$356.78
$350.00$290.00Nov 20$3.58$4.25$7.83$282.17$357.83
$380.00$300.00Nov 20$1.43$6.35$7.78$292.22$387.78
$360.00$300.00Nov 20$2.10$6.35$8.45$291.55$368.45
$350.00$300.00Nov 20$3.58$6.35$9.93$290.07$359.93
$340.00$280.00Nov 20$6.00$3.20$9.20$270.80$349.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 24 found (best R:R 0.29, avg credit $3.71)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
260/270360/370Nov 20$2.27$7.7377%0.29$267.73$362.27
290/300350/360Dec 18$6.15$3.8536%1.60$293.85$356.15
290/300370/380Dec 18$4.95$5.0548%0.98$295.05$374.95
260/270350/360Dec 18$4.40$5.6053%0.79$265.60$354.40
260/270370/380Dec 18$3.20$6.8065%0.47$266.80$373.20
290/300360/370Dec 18$5.45$4.5542%1.20$294.55$365.45
260/270360/370Dec 18$3.70$6.3059%0.59$266.30$363.70
270/280350/360Dec 18$4.75$5.2548%0.90$275.25$354.75
270/280370/380Dec 18$3.55$6.4560%0.55$276.45$373.55
270/280360/370Nov 20$2.22$7.7873%0.29$277.78$362.22

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 39 found (best R:R 46.62, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$350.00$360.00$370.00Nov 20$0.21$9.7914%46.62
$310.00$320.00$330.00Nov 20$0.90$9.1022%10.11
$340.00$350.00$360.00Dec 18$0.35$9.6513%27.57
$320.00$330.00$340.00Dec 18$0.50$9.5014%19.00
$300.00$310.00$320.00Nov 20$1.00$9.0021%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$270.00$280.00$290.00Dec 18$0.15$9.8510%65.67
$290.00$300.00$310.00Dec 18$0.35$9.6514%27.57
$270.00$280.00$290.00Nov 20$0.10$9.909%99.00
$310.00$320.00$330.00Nov 20$0.95$9.0522%9.53
$350.00$360.00$370.00Dec 18$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. 24 found (best net $-1.16, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$350.001:2Nov 20-$1.16$8.84
$330.00$340.001:2Nov 20-$2.40$7.60
$350.00$360.001:2Nov 20-$0.62$9.38
$320.00$330.001:2Nov 20-$4.80$5.20
$370.00$380.001:2Dec 18-$2.45$7.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$260.001:2Nov 20-$0.25$9.75
$300.00$290.001:2Nov 20-$2.15$7.85
$310.00$300.001:2Nov 20-$3.15$6.85
$280.00$270.001:2Nov 20-$1.30$8.70
$270.00$260.001:2Dec 18-$1.40$8.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 4.87%, avg 1.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$330.00Dec 18$15.600.463.1%4.87%7.96%--13
$340.00Dec 18$11.500.396.2%3.59%9.80%29
$350.00Dec 18$8.700.329.3%2.72%12.05%2634
$360.00Dec 18$5.700.2612.5%1.78%14.24%26
$370.00Dec 18$3.600.2115.6%1.12%16.71%--26
$330.00Nov 20$7.500.413.1%2.34%5.43%--46
$380.00Dec 18$2.000.1618.7%0.62%19.33%--51
$340.00Nov 20$4.000.306.2%1.25%7.46%3200
$350.00Nov 20$1.650.209.3%0.52%9.85%31.1K
$360.00Nov 20$0.100.1312.5%0.03%12.49%--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 250
Total Puts 224
Put/Call Ratio 0.90
Net Difference 26

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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