Tour v536
NTRA
NATERA INC
$318.27 -12.51%
◀ 11/6 10:05 ▶

Option Volume

Detail
ℹ
Current (11/06 10:05am) 1,182
Calls: 600 (51%)
Puts: 582 (49%)
Prior (02/24) 483
Calls: 415 (86%)
Puts: 68 (14%)
Current vs Prior +144.72%
Calls: +44.58% (Calls)
Puts: +755.88% (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 -60.92%
Calls: -49.25%
Puts: -68.41%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 10:05am) $3.89M
Calls: $1.27M (33%)
Puts: $2.63M (67%)
Prior (02/24) $185.9K
Calls: $146.7K (79%)
Puts: $39.3K (21%)
Current vs Prior +1994.68%
Calls: +765.28%
Puts: +6586.54%
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 -17.28%
Calls: -34.31%
Puts: -5.42%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 10:05am) 0.97
Prior (02/24) 0.16
Current vs Prior +491.99%
Prior 7-Day Average 2.72
Current vs Prior 7-Day Avg -64.28%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06 10:05am) 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 10.75% | 16.29%10.75% | 16.29%
Prior 15.96% | 19.27%15.96% | 19.27%
Current vs Prior -32.69% | -15.44%-32.69% | -15.44%
Prior 7-Day Avg 15.04% | 18.73%14.56% | 18.29%
Current vs 7-Day Avg -28.56% | -13.02%-26.20% | -10.94%
Prior 7-Day Eod 15.96% | 19.27%15.34% | 18.79%
Current vs 7-Day Eod -32.69% | -15.44%-29.95% | -13.30%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 20.07% | 6.98%
Calls: 18.83% | 8.33%
Puts: 21.31% | 5.64%
Prior 11.80% | 9.46%
Calls: 10.42% | 9.21%
Puts: 13.19% | 9.70%
Current vs Prior +70.08% | -26.22%
Prior 7-Day Avg 13.74% | 11.71%
Calls: 13.63% | 11.29%
Puts: 13.85% | 12.13%
Current vs 7-Day Avg +46.10% | -40.39%
Liquidity Pricy
+
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🤖 AI Insights

Moderately bearish flow with 67% put dollar volume ($2.63M). Massive premium surge with dollar volume up 1995% vs prior. Unusually high activity with volume up 145% vs prior - elevated interest. P/C ratio rising 492% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
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
10:05BEARISHNEUTRALMIXED
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 18 of results (avg 7.1%, best 5.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Nov 2058.5062.00$60.255.8%10.95199
$270.00Nov 2049.0052.50$50.756.9%20.91607
$320.00Dec 1822.4024.00$23.206.9%220.5318
$300.00Dec 1833.1035.50$34.307.0%40.6712
$280.00Nov 2040.2043.50$41.857.9%--0.8859
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Dec 1822.4023.70$23.055.6%170.4729
$340.00Dec 1834.0036.00$35.005.7%20.6099
$380.00Dec 1862.5066.20$64.355.7%60.8262
$330.00Dec 1827.9029.60$28.755.9%--0.5418
$380.00Nov 2059.8063.80$61.806.5%20.90818

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 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Nov 2058.5062.00$60.255.8%10.95199
$270.00Nov 2049.0052.50$50.756.9%20.91607
$280.00Nov 2040.2043.50$41.857.9%--0.8859
$290.00Nov 2032.1035.50$33.8010.1%10.8157
$300.00Nov 2024.2028.00$26.1014.6%--0.7385
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 2059.8063.80$61.806.5%20.90818
$370.00Nov 2050.3054.20$52.257.5%10.8951
$360.00Nov 2041.1045.00$43.059.1%10.85936
$380.00Dec 1862.5066.20$64.355.7%60.8262
$350.00Nov 2032.5036.40$34.4511.3%20.78820

Most actively traded options today. High liquidity = easy entry/exit. 41 active (total vol 367, top 52)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 200.002.75$1.38199.3%520.08175
$350.00Dec 1810.4013.00$11.7022.2%260.3434
$330.00Dec 1817.9019.40$18.658.0%230.4713
$320.00Dec 1822.4024.00$23.206.9%220.5318
$310.00Dec 1827.6030.00$28.808.3%150.607
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Nov 208.5011.40$9.9529.1%340.38131
$330.00Nov 2018.3021.90$20.1017.9%230.60272
$270.00Nov 201.352.40$1.8855.9%220.0923
$310.00Dec 1817.6018.90$18.257.1%170.4033
$320.00Dec 1822.4023.70$23.055.6%170.4729

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 6.2%, max 12.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$320.00Nov 20Dec 1858.5%51.9%12.9%2572
$310.00Nov 20Dec 1856.1%52.5%6.9%18110
$300.00Nov 20Dec 1856.8%53.9%5.4%497
$350.00Nov 20Dec 1855.8%53.3%4.8%311.1K
$340.00Nov 20Dec 1857.1%54.6%4.6%8209
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$320.00Nov 20Dec 1858.5%51.9%12.9%231.0K
$310.00Nov 20Dec 1856.1%52.5%6.9%51164
$290.00Nov 20Dec 1857.6%54.5%5.7%7274
$360.00Nov 20Dec 1855.2%52.3%5.6%21.0K
$300.00Nov 20Dec 1856.8%53.9%5.4%11379

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 33 found (best R:R 0.82, avg 5.19)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$300.00$310.00Dec 18$5.50$4.50$5.5066%0.82$305.50
$330.00$340.00Dec 18$3.50$6.50$3.5046%1.86$333.50
$370.00$380.00Nov 20$0.15$9.85$0.1510%65.67$370.15
$300.00$310.00Nov 20$6.45$3.55$6.4573%0.55$306.45
$320.00$330.00Dec 18$4.55$5.45$4.5553%1.20$324.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$340.00Dec 18$5.75$4.25$5.7566%0.74$344.25
$280.00$270.00Nov 20$0.35$9.65$0.3512%27.57$279.65
$340.00$330.00Nov 20$6.65$3.35$6.6570%0.50$333.35
$330.00$320.00Nov 20$5.55$4.45$5.5560%0.80$324.45
$310.00$300.00Dec 18$3.85$6.15$3.8540%1.60$306.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 0.63, avg 0.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$340.00$350.00Nov 20$2.50$2.50$7.5070%0.33$342.50
$360.00$370.00Dec 18$2.45$2.45$7.5572%0.32$362.45
$370.00$380.00Dec 18$1.85$1.85$8.1578%0.23$371.85
$350.00$360.00Nov 20$1.62$1.62$8.3878%0.19$351.62
$350.00$360.00Dec 18$2.90$2.90$7.1066%0.41$352.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$290.00$280.00Dec 18$3.85$3.85$6.1573%0.63$286.15
$280.00$270.00Dec 18$2.25$2.25$7.7580%0.29$277.75
$300.00$290.00Dec 18$3.45$3.45$6.5566%0.53$296.55
$300.00$290.00Nov 20$2.52$2.52$7.4873%0.34$297.48
$290.00$280.00Nov 20$1.70$1.70$8.3081%0.20$288.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $8.69, cheapest $8.50)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$320.00Nov 20Dec 18$9.1058.5%51.9%
$310.00Nov 20Dec 18$9.1556.1%52.5%
$340.00Nov 20Dec 18$8.5557.1%54.6%
$330.00Nov 20Dec 18$9.0056.8%55.0%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$320.00Nov 20Dec 18$8.5058.5%51.9%
$310.00Nov 20Dec 18$8.3056.1%52.5%
$340.00Nov 20Dec 18$8.2557.1%54.6%
$330.00Nov 20Dec 18$8.6556.8%55.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 9.00% of stock, avg 12.62%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$320.00Nov 20$14.10$14.55$28.65$291.35$348.659.00%
$310.00Nov 20$19.65$9.95$29.60$280.40$339.609.30%
$330.00Nov 20$9.65$20.10$29.75$300.25$359.759.35%
$300.00Nov 20$26.10$6.45$32.55$267.45$332.5510.23%
$340.00Nov 20$6.60$26.75$33.35$306.65$373.3510.48%
$290.00Nov 20$33.80$3.93$37.73$252.27$327.7311.85%
$350.00Nov 20$4.10$34.45$38.55$311.45$388.5512.11%
$320.00Dec 18$23.20$23.05$46.25$273.75$366.2514.53%
$310.00Dec 18$28.80$18.25$47.05$262.95$357.0514.78%
$330.00Dec 18$18.65$28.75$47.40$282.60$377.4014.89%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.18% of stock, avg 6.15%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$370.00$280.00Nov 20$1.53$2.23$3.76$276.24$373.76
$360.00$280.00Nov 20$2.48$2.23$4.71$275.29$364.71
$370.00$290.00Nov 20$1.53$3.93$5.46$284.54$375.46
$360.00$290.00Nov 20$2.48$3.93$6.41$283.59$366.41
$350.00$280.00Nov 20$4.10$2.23$6.33$273.67$356.33
$350.00$290.00Nov 20$4.10$3.93$8.03$281.97$358.03
$370.00$300.00Nov 20$1.53$6.45$7.98$292.02$377.98
$360.00$300.00Nov 20$2.48$6.45$8.93$291.07$368.93
$340.00$280.00Nov 20$6.60$2.23$8.83$271.17$348.83
$350.00$300.00Nov 20$4.10$6.45$10.55$289.45$360.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 28 found (best R:R 1.70, avg credit $3.75)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
280/290360/370Dec 18$6.30$3.7045%1.70$283.70$366.30
280/290370/380Dec 18$5.70$4.3051%1.33$284.30$375.70
280/290350/360Dec 18$6.75$3.2539%2.08$283.25$356.75
270/280360/370Dec 18$4.70$5.3052%0.89$275.30$364.70
270/280370/380Dec 18$4.10$5.9058%0.69$275.90$374.10
290/300360/370Dec 18$5.90$4.1039%1.44$294.10$365.90
290/300370/380Dec 18$5.30$4.7044%1.13$294.70$375.30
270/280350/360Dec 18$5.15$4.8546%1.06$274.85$355.15
260/270360/370Dec 18$4.02$5.9857%0.67$265.98$364.02
260/270370/380Dec 18$3.42$6.5863%0.52$266.58$373.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 35 found (best R:R 27.57, cheapest $0.35)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$280.00$290.00$300.00Nov 20$0.35$9.6516%27.57
$330.00$340.00$350.00Nov 20$0.55$9.4519%17.18
$300.00$310.00$320.00Nov 20$0.90$9.1021%10.11
$350.00$360.00$370.00Dec 18$0.45$9.5512%21.22
$310.00$320.00$330.00Nov 20$1.10$8.9022%8.09
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$290.00$300.00$310.00Dec 18$0.40$9.6013%24.00
$310.00$320.00$330.00Nov 20$0.95$9.0522%9.53
$320.00$330.00$340.00Dec 18$0.55$9.4513%17.18
$350.00$360.00$370.00Dec 18$0.50$9.5012%19.00
$300.00$310.00$320.00Nov 20$1.10$8.9022%8.09

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 $-1.60, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$350.001:2Nov 20-$1.60$8.40
$350.00$360.001:2Nov 20-$0.86$9.14
$360.00$370.001:2Nov 20-$0.58$9.42
$330.00$340.001:2Nov 20-$3.55$6.45
$370.00$380.001:2Nov 20-$1.23$8.77
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$280.001:2Nov 20-$0.53$9.47
$300.00$290.001:2Nov 20-$1.41$8.59
$270.00$260.001:2Nov 20-$0.02$9.98
$310.00$300.001:2Nov 20-$2.95$7.05
$270.00$260.001:2Dec 18-$1.71$8.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 5.62%, avg 2.84%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$330.00Dec 18$17.900.473.7%5.62%9.31%2313
$320.00Dec 18$22.400.530.5%7.04%7.58%2218
$340.00Dec 18$13.800.406.8%4.34%11.16%59
$350.00Dec 18$10.400.3410.0%3.27%13.24%2634
$360.00Dec 18$7.500.2813.1%2.36%15.47%26
$370.00Dec 18$4.800.2216.2%1.51%17.76%--26
$380.00Dec 18$3.000.1719.4%0.94%20.34%151
$320.00Nov 20$12.200.510.5%3.83%4.38%354
$330.00Nov 20$7.800.403.7%2.45%6.14%146
$340.00Nov 20$5.200.306.8%1.63%8.46%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 600
Total Puts 582
Put/Call Ratio 0.97
Net Difference 18

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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