Tour v536
NTRA
NATERA INC
$318.74 -12.38%
◀ 11/6 09:50 ▶

Option Volume

Detail
ℹ
Current (11/06 9:50am) 804
Calls: 473 (59%)
Puts: 331 (41%)
Prior (02/24) 483
Calls: 415 (86%)
Puts: 68 (14%)
Current vs Prior +66.46%
Calls: +13.98% (Calls)
Puts: +386.76% (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 -73.42%
Calls: -59.99%
Puts: -82.03%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 9:50am) $1.98M
Calls: $833.1K (42%)
Puts: $1.15M (58%)
Prior (02/24) $185.9K
Calls: $146.7K (79%)
Puts: $39.3K (21%)
Current vs Prior +965.39%
Calls: +467.97%
Puts: +2823.28%
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 -57.93%
Calls: -56.88%
Puts: -58.65%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 9:50am) 0.70
Prior (02/24) 0.16
Current vs Prior +327.08%
Prior 7-Day Average 2.72
Current vs Prior 7-Day Avg -74.23%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06 9:50am) 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 10.64% | 15.11%10.64% | 15.11%
Prior 15.96% | 19.27%15.96% | 19.27%
Current vs Prior -33.38% | -21.59%-33.38% | -21.59%
Prior 7-Day Avg 15.04% | 18.73%14.56% | 18.29%
Current vs 7-Day Avg -29.29% | -19.34%-26.96% | -17.42%
Prior 7-Day Eod 15.96% | 19.27%15.34% | 18.79%
Current vs 7-Day Eod -33.38% | -21.59%-30.67% | -19.60%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 18.21% | 14.07%
Calls: 14.51% | 12.69%
Puts: 21.92% | 15.46%
Prior 11.80% | 9.46%
Calls: 10.42% | 9.21%
Puts: 13.19% | 9.70%
Current vs Prior +54.32% | +48.73%
Prior 7-Day Avg 13.74% | 11.71%
Calls: 13.63% | 11.29%
Puts: 13.85% | 12.13%
Current vs 7-Day Avg +32.56% | +20.17%
Liquidity Expensive
+
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🤖 AI Insights

Massive premium surge with dollar volume up 965% vs prior. Above-average activity with volume up 66% vs prior. Bullish P/C ratio of 0.70. P/C ratio rising 327% - increased hedging/bearish positioning.

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 BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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
09:50BEARISHBULLISHBULLISH
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 10 of results (avg 6.9%, best 5.4%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Nov 2058.7062.00$60.355.5%10.93199
$270.00Nov 2049.4052.50$50.956.1%10.89607
$280.00Nov 2040.5043.50$42.007.1%--0.8659
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 2059.7063.00$61.355.4%20.92818
$380.00Dec 1862.1065.70$63.905.6%60.8562
$370.00Dec 1853.2056.70$54.956.4%50.8074
$360.00Nov 2040.7044.00$42.357.8%10.87936
$370.00Nov 2050.1054.20$52.157.9%10.9151

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 0.75, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Nov 2058.7062.00$60.355.5%10.93199
$270.00Nov 2049.4052.50$50.956.1%10.89607
$280.00Nov 2040.5043.50$42.007.1%--0.8659
$290.00Nov 2031.6035.00$33.3010.2%--0.8057
$300.00Nov 2024.5027.50$26.0011.5%--0.7285
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 2059.7063.00$61.355.4%20.92818
$370.00Nov 2050.1054.20$52.157.9%10.9151
$360.00Nov 2040.7044.00$42.357.8%10.87936
$380.00Dec 1862.1065.70$63.905.6%60.8562
$350.00Nov 2032.0035.40$33.7010.1%20.80820

Most actively traded options today. High liquidity = easy entry/exit. 33 active (total vol 256, top 52)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 200.002.85$1.43199.3%520.08175
$350.00Dec 188.0011.30$9.6534.2%260.3134
$310.00Dec 1825.1028.50$26.8012.7%150.597
$370.00Nov 200.052.60$1.33191.7%100.09235
$350.00Nov 201.855.10$3.4793.7%40.201.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Nov 208.4012.00$10.2035.3%320.39131
$330.00Nov 2017.7021.30$19.5018.5%230.62272
$270.00Nov 201.003.50$2.25111.1%220.1023
$280.00Dec 184.808.30$6.5553.4%120.20311
$300.00Nov 205.208.50$6.8548.2%60.28340

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 12.1%, max 19.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Nov 20Dec 1857.7%49.3%17.1%497
$310.00Nov 20Dec 1856.3%48.4%16.5%17110
$320.00Nov 20Dec 1856.5%50.8%11.2%572
$350.00Nov 20Dec 1853.4%48.5%9.9%301.1K
$330.00Nov 20Dec 1853.3%49.6%7.5%159
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$290.00Nov 20Dec 1859.4%49.7%19.7%3274
$300.00Nov 20Dec 1857.7%49.3%17.1%7379
$310.00Nov 20Dec 1856.3%48.4%16.5%32164
$320.00Nov 20Dec 1856.5%50.8%11.2%61.0K
$350.00Nov 20Dec 1853.4%48.5%9.9%2875

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 30 found (best R:R 1.04, avg 3.35)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$330.00$340.00Dec 18$3.65$6.35$3.6545%1.74$333.65
$300.00$310.00Dec 18$6.05$3.95$6.0567%0.65$306.05
$360.00$370.00Nov 20$0.62$9.38$0.6212%15.13$360.62
$340.00$350.00Nov 20$1.88$8.12$1.8828%4.32$341.88
$360.00$370.00Dec 18$1.85$8.15$1.8525%4.41$361.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$330.00$320.00Nov 20$4.90$5.10$4.9062%1.04$325.10
$290.00$280.00Nov 20$1.27$8.73$1.2720%6.87$288.73
$280.00$270.00Nov 20$0.88$9.12$0.8814%10.36$279.12
$350.00$340.00Dec 18$6.65$3.35$6.6569%0.50$343.35
$320.00$310.00Nov 20$4.40$5.60$4.4050%1.27$315.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 0.39, avg 0.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$320.00$330.00Nov 20$4.75$4.75$5.2550%0.90$324.75
$330.00$340.00Nov 20$3.40$3.40$6.6062%0.52$333.40
$350.00$360.00Nov 20$1.52$1.52$8.4880%0.18$351.52
$370.00$380.00Dec 18$1.55$1.55$8.4580%0.18$371.55
$320.00$330.00Dec 18$4.75$4.75$5.2548%0.90$324.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$290.00$280.00Dec 18$2.80$2.80$7.2074%0.39$287.20
$300.00$290.00Dec 18$3.40$3.40$6.6067%0.52$296.60
$270.00$260.00Dec 18$1.57$1.57$8.4385%0.19$268.43
$270.00$260.00Nov 20$1.00$1.00$9.0090%0.11$269.00
$280.00$270.00Dec 18$1.90$1.90$8.1080%0.23$278.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $7.23, cheapest $6.40)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Nov 20Dec 18$7.5056.3%48.4%
$320.00Nov 20Dec 18$7.7556.5%50.8%
$330.00Nov 20Dec 18$7.7553.3%49.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Nov 20Dec 18$6.4056.3%48.4%
$320.00Nov 20Dec 18$6.7556.5%50.8%
$330.00Nov 20Dec 18$7.2053.3%49.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 8.82% of stock, avg 11.94%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$320.00Nov 20$13.50$14.60$28.10$291.90$348.108.82%
$330.00Nov 20$8.75$19.50$28.25$301.75$358.258.86%
$310.00Nov 20$19.30$10.20$29.50$280.50$339.509.26%
$340.00Nov 20$5.35$26.30$31.65$308.35$371.659.93%
$300.00Nov 20$26.00$6.85$32.85$267.15$332.8510.31%
$350.00Nov 20$3.47$33.70$37.17$312.83$387.1711.66%
$290.00Nov 20$33.30$4.40$37.70$252.30$327.7011.83%
$320.00Dec 18$21.25$21.35$42.60$277.40$362.6013.37%
$330.00Dec 18$16.50$26.70$43.20$286.80$373.2013.55%
$310.00Dec 18$26.80$16.60$43.40$266.60$353.4013.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.40% of stock, avg 5.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$370.00$280.00Nov 20$1.33$3.13$4.46$275.54$374.46
$360.00$280.00Nov 20$1.95$3.13$5.08$274.92$365.08
$370.00$290.00Nov 20$1.33$4.40$5.73$284.27$375.73
$360.00$290.00Nov 20$1.95$4.40$6.35$283.65$366.35
$350.00$280.00Nov 20$3.47$3.13$6.60$273.40$356.60
$350.00$290.00Nov 20$3.47$4.40$7.87$282.13$357.87
$340.00$280.00Nov 20$5.35$3.13$8.48$271.52$348.48
$370.00$300.00Nov 20$1.33$6.85$8.18$291.82$378.18
$360.00$300.00Nov 20$1.95$6.85$8.80$291.20$368.80
$340.00$290.00Nov 20$5.35$4.40$9.75$280.25$349.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 24 found (best R:R 0.77, avg credit $3.57)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
280/290370/380Dec 18$4.35$5.6554%0.77$285.65$374.35
290/300370/380Dec 18$4.95$5.0547%0.98$295.05$374.95
260/270370/380Dec 18$3.12$6.8865%0.45$266.88$373.12
280/290350/360Dec 18$5.35$4.6543%1.15$284.65$355.35
260/270350/360Nov 20$2.52$7.4870%0.34$267.48$352.52
290/300350/360Dec 18$5.95$4.0536%1.47$294.05$355.95
260/270350/360Dec 18$4.12$5.8854%0.70$265.88$354.12
280/290360/370Dec 18$4.65$5.3549%0.87$285.35$364.65
270/280370/380Dec 18$3.45$6.5560%0.53$276.55$373.45
290/300360/370Dec 18$5.25$4.7542%1.11$294.75$365.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 37 found (best R:R 19.00, cheapest $0.25)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$340.00$350.00$360.00Nov 20$0.36$9.6415%26.78
$290.00$300.00$310.00Nov 20$0.60$9.4019%15.67
$300.00$310.00$320.00Nov 20$0.90$9.1022%10.11
$300.00$310.00$320.00Dec 18$0.50$9.5015%19.00
$330.00$340.00$350.00Dec 18$0.45$9.5514%21.22
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$310.00$320.00$330.00Nov 20$0.50$9.5023%19.00
$330.00$340.00$350.00Nov 20$0.60$9.4019%15.67
$290.00$300.00$310.00Dec 18$0.45$9.5514%21.22
$330.00$340.00$350.00Dec 18$0.50$9.5014%19.00
$310.00$320.00$330.00Dec 18$0.60$9.4015%15.67

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 $-1.95, 24 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$340.001:2Nov 20-$1.95$8.05
$350.00$360.001:2Nov 20-$0.43$9.57
$340.00$350.001:2Nov 20-$1.59$8.41
$320.00$330.001:2Nov 20-$4.00$6.00
$360.00$370.001:2Nov 20-$0.71$9.29
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$260.001:2Nov 20-$0.25$9.75
$300.00$290.001:2Nov 20-$1.95$8.05
$310.00$300.001:2Nov 20-$3.50$6.50
$280.00$270.001:2Nov 20-$1.37$8.63
$290.00$280.001:2Nov 20-$1.86$8.14

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 6.18%, avg 2.32%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$320.00Dec 18$19.700.520.4%6.18%6.58%318
$330.00Dec 18$15.000.453.5%4.71%8.24%--13
$340.00Dec 18$11.100.386.7%3.48%10.15%29
$350.00Dec 18$8.000.319.8%2.51%12.32%2634
$360.00Dec 18$5.300.2512.9%1.66%14.61%26
$370.00Dec 18$3.500.2016.1%1.10%17.18%--26
$320.00Nov 20$12.000.500.4%3.76%4.16%254
$330.00Nov 20$7.100.383.5%2.23%5.76%146
$380.00Dec 18$1.800.1519.2%0.56%19.78%--51
$340.00Nov 20$3.500.286.7%1.10%7.77%3200

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 473
Total Puts 331
Put/Call Ratio 0.70
Net Difference 142

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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