Tour v536
NTRA
NATERA INC
$323.90 -10.96%
◀ 11/6 09:55 ▶

Option Volume

Detail
ℹ
Current (11/06 9:55am) 1,008
Calls: 545 (54%)
Puts: 463 (46%)
Prior (02/24) 483
Calls: 415 (86%)
Puts: 68 (14%)
Current vs Prior +108.70%
Calls: +31.33% (Calls)
Puts: +580.88% (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 -66.67%
Calls: -53.90%
Puts: -74.87%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 9:55am) $2.86M
Calls: $1.09M (38%)
Puts: $1.76M (62%)
Prior (02/24) $185.9K
Calls: $146.7K (79%)
Puts: $39.3K (21%)
Current vs Prior +1436.41%
Calls: +646.52%
Puts: +4386.67%
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 -39.33%
Calls: -43.33%
Puts: -36.54%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 9:55am) 0.85
Prior (02/24) 0.16
Current vs Prior +418.47%
Prior 7-Day Average 2.72
Current vs Prior 7-Day Avg -68.71%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06 9:55am) 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 10.23% | 16.15%10.23% | 16.15%
Prior 15.96% | 19.27%15.96% | 19.27%
Current vs Prior -35.89% | -16.19%-35.89% | -16.19%
Prior 7-Day Avg 15.04% | 18.73%14.56% | 18.29%
Current vs 7-Day Avg -31.96% | -13.79%-29.71% | -11.73%
Prior 7-Day Eod 15.96% | 19.27%15.34% | 18.79%
Current vs 7-Day Eod -35.89% | -16.19%-33.28% | -14.07%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 23.22% | 9.18%
Calls: 22.63% | 8.40%
Puts: 23.81% | 9.96%
Prior 11.80% | 9.46%
Calls: 10.42% | 9.21%
Puts: 13.19% | 9.70%
Current vs Prior +96.78% | -2.96%
Prior 7-Day Avg 13.74% | 11.71%
Calls: 13.63% | 11.29%
Puts: 13.85% | 12.13%
Current vs 7-Day Avg +69.03% | -21.60%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 62% put dollar volume ($1.76M). Massive premium surge with dollar volume up 1436% vs prior. Unusually high activity with volume up 109% vs prior - elevated interest. P/C ratio rising 418% - 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 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
09:55BEARISHBULLISHBULLISH
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 15 of results (avg 7.8%, best 5.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Nov 2063.0067.10$65.056.3%10.93199
$270.00Nov 2053.7057.40$55.556.7%20.90607
$300.00Dec 1836.7039.40$38.057.1%40.6912
$310.00Dec 1830.6033.00$31.807.5%150.637
$280.00Nov 2044.6048.50$46.558.4%--0.8759
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Dec 1858.3061.80$60.055.8%60.8162
$380.00Nov 2055.0058.70$56.856.5%20.91818
$370.00Nov 2045.8049.10$47.457.0%10.9151
$360.00Dec 1842.7046.20$44.457.9%10.7179
$370.00Dec 1849.8053.90$51.857.9%50.7674

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 0.73, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Nov 2063.0067.10$65.056.3%10.93199
$270.00Nov 2053.7057.40$55.556.7%20.90607
$280.00Nov 2044.6048.50$46.558.4%--0.8759
$290.00Nov 2036.2039.50$37.858.7%--0.8257
$300.00Nov 2028.2031.50$29.8511.1%--0.7685
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 2055.0058.70$56.856.5%20.91818
$370.00Nov 2045.8049.10$47.457.0%10.9151
$360.00Nov 2036.7040.00$38.358.6%10.85936
$380.00Dec 1858.3061.80$60.055.8%60.8162
$350.00Nov 2028.1031.70$29.9012.0%20.77820

Most actively traded options today. High liquidity = easy entry/exit. 38 active (total vol 328, top 52)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 200.002.85$1.43199.3%520.09175
$350.00Dec 1810.8014.30$12.5527.9%260.3634
$320.00Dec 1825.1027.30$26.208.4%190.5618
$330.00Dec 1820.2022.50$21.3510.8%170.5013
$310.00Dec 1830.6033.00$31.807.5%150.637
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Nov 206.5010.00$8.2542.4%320.33131
$330.00Nov 2014.8018.80$16.8023.8%230.55272
$270.00Nov 201.003.50$2.25111.1%220.1023
$310.00Dec 1814.7017.80$16.2519.1%170.3733
$320.00Dec 1819.7022.20$20.9511.9%170.4429

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 8.1%, max 16.8%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Nov 20Dec 1858.0%53.7%8.0%497
$310.00Nov 20Dec 1856.6%53.3%6.1%18110
$320.00Nov 20Dec 1855.1%52.1%5.9%2172
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$290.00Nov 20Dec 1863.5%54.4%16.8%3274
$300.00Nov 20Dec 1858.0%53.7%8.0%7379
$310.00Nov 20Dec 1856.6%53.3%6.1%49164
$320.00Nov 20Dec 1855.1%52.1%5.9%231.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 30 found (best R:R 0.60, avg 2.70)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$300.00$310.00Dec 18$6.25$3.75$6.2569%0.60$306.25
$330.00$340.00Dec 18$4.15$5.85$4.1550%1.41$334.15
$320.00$330.00Dec 18$4.85$5.15$4.8556%1.06$324.85
$310.00$320.00Dec 18$5.60$4.40$5.6063%0.79$315.60
$370.00$380.00Dec 18$1.65$8.35$1.6524%5.06$371.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$300.00$290.00Nov 20$1.40$8.60$1.4024%6.14$298.60
$340.00$330.00Nov 20$5.80$4.20$5.8067%0.72$334.20
$330.00$320.00Nov 20$4.75$5.25$4.7555%1.11$325.25
$350.00$340.00Dec 18$6.00$4.00$6.0064%0.67$344.00
$340.00$330.00Dec 18$5.40$4.60$5.4057%0.85$334.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 0.87, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$340.00$350.00Dec 18$4.65$4.65$5.3557%0.87$344.65
$330.00$340.00Nov 20$4.20$4.20$5.8055%0.72$334.20
$340.00$350.00Nov 20$2.90$2.90$7.1067%0.41$342.90
$350.00$360.00Nov 20$1.70$1.70$8.3077%0.20$351.70
$350.00$360.00Dec 18$3.20$3.20$6.8064%0.47$353.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$280.00$270.00Dec 18$2.25$2.25$7.7581%0.29$277.75
$320.00$310.00Dec 18$4.70$4.70$5.3056%0.89$315.30
$290.00$280.00Dec 18$2.60$2.60$7.4076%0.35$287.40
$300.00$290.00Dec 18$3.15$3.15$6.8570%0.46$296.85
$290.00$280.00Nov 20$1.82$1.82$8.1883%0.22$288.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $9.33, cheapest $8.00)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Nov 20Dec 18$9.0556.6%53.3%
$320.00Nov 20Dec 18$9.8555.1%52.1%
$330.00Nov 20Dec 18$10.3054.2%54.8%
$340.00Nov 20Dec 18$10.3551.6%54.3%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Nov 20Dec 18$8.0056.6%53.3%
$320.00Nov 20Dec 18$8.9055.1%52.1%
$330.00Nov 20Dec 18$9.3054.2%54.8%
$340.00Nov 20Dec 18$8.9051.6%54.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 8.60% of stock, avg 12.30%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$330.00Nov 20$11.05$16.80$27.85$302.15$357.858.60%
$320.00Nov 20$16.35$12.05$28.40$291.60$348.408.77%
$340.00Nov 20$6.85$22.60$29.45$310.55$369.459.09%
$310.00Nov 20$22.75$8.25$31.00$279.00$341.009.57%
$350.00Nov 20$3.95$29.90$33.85$316.15$383.8510.45%
$300.00Nov 20$29.85$5.45$35.30$264.70$335.3010.90%
$320.00Dec 18$26.20$20.95$47.15$272.85$367.1514.56%
$330.00Dec 18$21.35$26.10$47.45$282.55$377.4514.65%
$310.00Dec 18$31.80$16.25$48.05$261.95$358.0514.83%
$340.00Dec 18$17.20$31.50$48.70$291.30$388.7015.04%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.10% of stock, avg 5.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$370.00$280.00Nov 20$1.33$2.23$3.56$276.44$373.56
$360.00$280.00Nov 20$2.25$2.23$4.48$275.52$364.48
$370.00$290.00Nov 20$1.33$4.05$5.38$284.62$375.38
$360.00$290.00Nov 20$2.25$4.05$6.30$283.70$366.30
$350.00$280.00Nov 20$3.95$2.23$6.18$273.82$356.18
$370.00$300.00Nov 20$1.33$5.45$6.78$293.22$376.78
$350.00$290.00Nov 20$3.95$4.05$8.00$282.00$358.00
$360.00$300.00Nov 20$2.25$5.45$7.70$292.30$367.70
$350.00$300.00Nov 20$3.95$5.45$9.40$290.60$359.40
$340.00$280.00Nov 20$6.85$2.23$9.08$270.92$349.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 20 found (best R:R 0.87, avg credit $3.91)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
270/280360/370Dec 18$4.65$5.3551%0.87$275.35$364.65
280/290340/350Nov 20$4.72$5.2849%0.89$285.28$344.72
260/270340/350Nov 20$3.90$6.1057%0.64$266.10$343.90
270/280370/380Dec 18$3.90$6.1057%0.64$276.10$373.90
280/290360/370Dec 18$5.00$5.0046%1.00$285.00$365.00
290/300360/370Dec 18$5.55$4.4540%1.25$294.45$365.55
280/290360/370Nov 20$2.74$7.2668%0.38$287.26$362.74
280/290350/360Nov 20$3.52$6.4860%0.54$286.48$353.52
260/270360/370Nov 20$1.92$8.0876%0.24$268.08$361.92
260/270350/360Nov 20$2.70$7.3068%0.37$267.30$352.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 37 found (best R:R 39.00, cheapest $0.25)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$300.00$310.00$320.00Nov 20$0.70$9.3020%13.29
$320.00$330.00$340.00Nov 20$1.10$8.9023%8.09
$310.00$320.00$330.00Nov 20$1.10$8.9022%8.09
$270.00$280.00$290.00Nov 20$0.30$9.707%32.33
$300.00$310.00$320.00Dec 18$0.65$9.3513%14.38
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$320.00$330.00$340.00Dec 18$0.25$9.7513%39.00
$290.00$300.00$310.00Dec 18$0.35$9.6512%27.57
$310.00$320.00$330.00Nov 20$0.95$9.0522%9.53
$310.00$320.00$330.00Dec 18$0.45$9.5513%21.22
$320.00$330.00$340.00Nov 20$1.05$8.9523%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. 23 found (best net $-1.05, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$350.001:2Nov 20-$1.05$8.95
$330.00$340.001:2Nov 20-$2.65$7.35
$350.00$360.001:2Nov 20-$0.55$9.45
$360.00$370.001:2Nov 20-$0.41$9.59
$320.00$330.001:2Nov 20-$5.75$4.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$280.001:2Nov 20-$0.41$9.59
$270.00$260.001:2Nov 20-$0.25$9.75
$310.00$300.001:2Nov 20-$2.65$7.35
$320.00$310.001:2Nov 20-$4.45$5.55
$300.00$290.001:2Nov 20-$2.65$7.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 6.24%, avg 2.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$330.00Dec 18$20.200.501.9%6.24%8.12%1713
$340.00Dec 18$15.900.435.0%4.91%9.88%29
$350.00Dec 18$10.800.368.1%3.33%11.39%2634
$360.00Dec 18$7.600.2911.2%2.35%13.49%26
$370.00Dec 18$5.000.2414.2%1.54%15.78%--26
$380.00Dec 18$3.500.1917.3%1.08%18.40%--51
$330.00Nov 20$9.200.451.9%2.84%4.72%146
$340.00Nov 20$5.000.335.0%1.54%6.51%3200
$350.00Nov 20$2.000.238.1%0.62%8.68%41.1K
$360.00Nov 20$0.500.1511.2%0.15%11.30%--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 545
Total Puts 463
Put/Call Ratio 0.85
Net Difference 82

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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