Tour v536
NTRA
NATERA INC
$325.46 -10.53%
◀ 11/6 10:00 ▶

Option Volume

Detail
ℹ
Current (11/06 10:00am) 1,128
Calls: 576 (51%)
Puts: 552 (49%)
Prior --
Calls: 2,656 (39%)
Puts: 4,177 (61%)
Current vs Prior +0.00%
Calls: -78.31% (Calls)
Puts: -86.78% (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 -62.71%
Calls: -51.28%
Puts: -70.04%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 10:00am) $3.53M
Calls: $1.30M (37%)
Puts: $2.23M (63%)
Prior --
Calls: $1.88M (47%)
Puts: $2.07M (53%)
Current vs Prior +0.00%
Calls: -30.59%
Puts: +7.39%
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 -25.02%
Calls: -32.59%
Puts: -19.76%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 10:00am) 0.96
Prior 1.00
Current vs Prior -4.17%
Prior 7-Day Average 2.72
Current vs Prior 7-Day Avg -64.71%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06 10:00am) 44,311
Calls: 24,059 (54%)
Puts: 20,252 (46%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
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 10.55% | 16.19%10.55% | 16.19%
Prior 15.96% | 19.27%15.96% | 19.27%
Current vs Prior -33.89% | -15.96%-33.89% | -15.96%
Prior 7-Day Avg 15.04% | 18.73%14.56% | 18.29%
Current vs 7-Day Avg -29.83% | -13.55%-27.51% | -11.48%
Prior 7-Day Eod 15.96% | 19.27%15.34% | 18.79%
Current vs 7-Day Eod -33.89% | -15.96%-31.20% | -13.82%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 19.70% | 10.15%
Calls: 16.48% | 12.84%
Puts: 22.91% | 7.47%
Prior 11.80% | 9.46%
Calls: 10.42% | 9.21%
Puts: 13.19% | 9.70%
Current vs Prior +66.95% | +7.29%
Prior 7-Day Avg 13.74% | 11.71%
Calls: 13.63% | 11.29%
Puts: 13.85% | 12.13%
Current vs 7-Day Avg +43.41% | -13.31%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 63% put dollar volume ($2.23M).

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
10:00BEARISHNEUTRALMIXED
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 16 of results (avg 7.5%, best 5.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Nov 2055.9059.50$57.706.2%20.92607
$310.00Dec 1832.0034.50$33.257.5%150.657
$330.00Dec 1821.8023.70$22.758.4%170.5213
$280.00Nov 2046.2050.50$48.358.9%--0.8959
$300.00Dec 1837.2041.00$39.109.7%40.7112
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Dec 1819.7020.70$20.205.0%170.4229
$380.00Dec 1856.5059.70$58.105.5%60.8062
$390.00Dec 1865.0069.10$67.056.1%20.8636
$390.00Nov 2062.5066.50$64.506.2%180.92214
$340.00Dec 1829.9031.90$30.906.5%20.5599

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. 23 found (avg delta 0.73, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Nov 2055.9059.50$57.706.2%20.92607
$280.00Nov 2046.2050.50$48.358.9%--0.8959
$290.00Nov 2037.6041.50$39.559.9%--0.8557
$300.00Nov 2029.6033.50$31.5512.4%--0.7885
$300.00Dec 1837.2041.00$39.109.7%40.7112
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Nov 2062.5066.50$64.506.2%180.92214
$380.00Nov 2053.0056.90$54.957.1%20.91818
$370.00Nov 2043.6047.20$45.407.9%10.8951
$390.00Dec 1865.0069.10$67.056.1%20.8636
$360.00Nov 2034.8038.80$36.8010.9%10.83936

Most actively traded options today. High liquidity = easy entry/exit. 39 active (total vol 366, top 52)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 200.002.75$1.38199.3%520.09175
$350.00Dec 1812.2015.50$13.8523.8%260.3834
$320.00Dec 1825.5029.00$27.2512.8%220.5818
$330.00Dec 1821.8023.70$22.758.4%170.5213
$310.00Dec 1832.0034.50$33.257.5%150.657
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Nov 206.209.20$7.7039.0%340.31131
$330.00Nov 2014.3018.00$16.1522.9%230.52272
$270.00Nov 200.952.40$1.6786.8%220.0823
$390.00Nov 2062.5066.50$64.506.2%180.92214
$310.00Dec 1814.9016.60$15.7510.8%170.3533

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 8.4%, max 13.7%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Nov 20Dec 1860.8%54.4%11.8%497
$310.00Nov 20Dec 1858.1%52.7%10.2%18110
$320.00Nov 20Dec 1855.8%51.9%7.6%2572
$330.00Nov 20Dec 1856.2%55.3%1.5%1859
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$290.00Nov 20Dec 1862.3%54.8%13.7%3274
$300.00Nov 20Dec 1860.8%54.4%11.8%8379
$310.00Nov 20Dec 1858.1%52.7%10.2%51164
$320.00Nov 20Dec 1855.8%51.9%7.6%231.0K
$330.00Nov 20Dec 1856.2%55.3%1.5%23290

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 32 found (best R:R 0.71, avg 6.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$300.00$310.00Dec 18$5.85$4.15$5.8571%0.71$305.85
$320.00$330.00Dec 18$4.50$5.50$4.5058%1.22$324.50
$370.00$380.00Nov 20$0.15$9.85$0.1510%65.67$370.15
$380.00$390.00Nov 20$0.13$9.87$0.139%75.92$380.13
$330.00$340.00Dec 18$4.45$5.55$4.4552%1.25$334.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$340.00Dec 18$5.45$4.55$5.4562%0.83$344.55
$280.00$270.00Nov 20$0.56$9.44$0.5610%16.86$279.44
$340.00$330.00Nov 20$5.65$4.35$5.6563%0.77$334.35
$310.00$300.00Nov 20$2.35$7.65$2.3531%3.26$307.65
$290.00$280.00Nov 20$1.17$8.83$1.1715%7.55$288.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 0.32, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$380.00$390.00Dec 18$2.40$2.40$7.6081%0.32$382.40
$330.00$340.00Nov 20$4.65$4.65$5.3552%0.87$334.65
$350.00$360.00Nov 20$2.27$2.27$7.7374%0.29$352.27
$340.00$350.00Dec 18$4.45$4.45$5.5555%0.80$344.45
$340.00$350.00Nov 20$3.05$3.05$6.9563%0.44$343.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$280.00$270.00Dec 18$2.10$2.10$7.9082%0.27$277.90
$320.00$310.00Dec 18$4.45$4.45$5.5558%0.80$315.55
$290.00$280.00Dec 18$2.55$2.55$7.4577%0.34$287.45
$300.00$290.00Dec 18$3.00$3.00$7.0071%0.43$297.00
$310.00$300.00Dec 18$3.50$3.50$6.5065%0.54$306.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $9.17, cheapest $8.05)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Nov 20Dec 18$8.8058.1%52.7%
$320.00Nov 20Dec 18$9.0555.8%51.9%
$330.00Nov 20Dec 18$10.0056.2%55.3%
$340.00Nov 20Dec 18$10.2052.6%54.9%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Nov 20Dec 18$8.0558.1%52.7%
$320.00Nov 20Dec 18$8.8555.8%51.9%
$330.00Nov 20Dec 18$9.3056.2%55.3%
$340.00Nov 20Dec 18$9.1052.6%54.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 8.88% of stock, avg 12.46%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$330.00Nov 20$12.75$16.15$28.90$301.10$358.908.88%
$320.00Nov 20$18.20$11.35$29.55$290.45$349.559.08%
$340.00Nov 20$8.10$21.80$29.90$310.10$369.909.19%
$310.00Nov 20$24.45$7.70$32.15$277.85$342.159.88%
$350.00Nov 20$5.05$28.80$33.85$316.15$383.8510.40%
$300.00Nov 20$31.55$5.35$36.90$263.10$336.9011.34%
$320.00Dec 18$27.25$20.20$47.45$272.55$367.4514.58%
$330.00Dec 18$22.75$25.45$48.20$281.80$378.2014.81%
$310.00Dec 18$33.25$15.75$49.00$261.00$359.0015.06%
$340.00Dec 18$18.30$30.90$49.20$290.80$389.2015.12%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.16% of stock, avg 6.12%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$370.00$280.00Nov 20$1.53$2.23$3.76$276.24$373.76
$370.00$290.00Nov 20$1.53$3.40$4.93$285.07$374.93
$360.00$280.00Nov 20$2.78$2.23$5.01$274.99$365.01
$360.00$290.00Nov 20$2.78$3.40$6.18$283.82$366.18
$370.00$300.00Nov 20$1.53$5.35$6.88$293.12$376.88
$360.00$300.00Nov 20$2.78$5.35$8.13$291.87$368.13
$350.00$280.00Nov 20$5.05$2.23$7.28$272.72$357.28
$350.00$290.00Nov 20$5.05$3.40$8.45$281.55$358.45
$350.00$300.00Nov 20$5.05$5.35$10.40$289.60$360.40
$370.00$310.00Nov 20$1.53$7.70$9.23$300.77$379.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 25 found (best R:R 0.82, avg credit $3.35)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
270/280380/390Dec 18$4.50$5.5062%0.82$275.50$384.50
280/290380/390Dec 18$4.95$5.0557%0.98$285.05$384.95
290/300380/390Dec 18$5.40$4.6052%1.17$294.60$385.40
270/280360/370Dec 18$4.85$5.1551%0.94$275.15$364.85
280/290360/370Dec 18$5.30$4.7046%1.13$284.70$365.30
270/280370/380Dec 18$4.10$5.9057%0.69$275.90$374.10
290/300360/370Dec 18$5.75$4.2540%1.35$294.25$365.75
280/290370/380Dec 18$4.55$5.4552%0.83$285.45$374.55
290/300370/380Dec 18$5.00$5.0046%1.00$295.00$375.00
290/300350/360Nov 20$4.22$5.7852%0.73$295.78$354.22

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 34 found (best R:R 99.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$320.00$330.00$340.00Nov 20$0.80$9.2023%11.50
$310.00$320.00$330.00Nov 20$0.80$9.2021%11.50
$340.00$350.00$360.00Nov 20$0.78$9.2220%11.82
$300.00$310.00$320.00Nov 20$0.85$9.1518%10.76
$350.00$360.00$370.00Dec 18$0.60$9.4013%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$350.00$360.00$370.00Dec 18$0.10$9.9013%99.00
$320.00$330.00$340.00Dec 18$0.20$9.8013%49.00
$290.00$300.00$310.00Nov 20$0.40$9.6015%24.00
$320.00$330.00$340.00Nov 20$0.85$9.1523%10.76
$350.00$360.00$370.00Nov 20$0.60$9.4016%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. 22 found (best net $-0.51, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$360.001:2Nov 20-$0.51$9.49
$340.00$350.001:2Nov 20-$2.00$8.00
$360.00$370.001:2Nov 20-$0.28$9.72
$330.00$340.001:2Nov 20-$3.45$6.55
$380.00$390.001:2Dec 18-$0.95$9.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$290.001:2Nov 20-$1.45$8.55
$290.00$280.001:2Nov 20-$1.06$8.94
$280.00$270.001:2Nov 20-$1.11$8.89
$310.00$300.001:2Nov 20-$3.00$7.00
$320.00$310.001:2Nov 20-$4.05$5.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 6.70%, avg 2.64%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$330.00Dec 18$21.800.521.4%6.70%8.09%1713
$340.00Dec 18$17.100.454.5%5.25%9.72%29
$350.00Dec 18$12.200.387.5%3.75%11.29%2634
$360.00Dec 18$8.700.3110.6%2.67%13.29%26
$370.00Dec 18$6.000.2513.7%1.84%15.53%--26
$380.00Dec 18$3.800.1916.8%1.17%17.93%--51
$330.00Nov 20$10.900.481.4%3.35%4.74%146
$340.00Nov 20$7.200.374.5%2.21%6.68%3200
$390.00Dec 18$2.200.1419.8%0.68%20.51%--61
$350.00Nov 20$3.500.267.5%1.08%8.62%51.1K

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 576
Total Puts 552
Put/Call Ratio 0.96
Net Difference 24

Prior's Put/Call Breakdown

Total Calls 2,656
Total Puts 4,177
Put/Call Ratio 1.00
Net Difference -1,521

Prior 7-Day Put/Call Summary

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

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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