Tour v536
NTRA
NATERA INC
$322.82 -11.25%
◀ 11/6 10:10 ▶

Option Volume

Detail
ℹ
Current (11/06 10:10am) 1,191
Calls: 609 (51%)
Puts: 582 (49%)
Prior (02/24) 483
Calls: 415 (86%)
Puts: 68 (14%)
Current vs Prior +146.58%
Calls: +46.75% (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 -60.62%
Calls: -48.49%
Puts: -68.41%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 10:10am) $3.89M
Calls: $1.35M (35%)
Puts: $2.54M (65%)
Prior (02/24) $185.9K
Calls: $146.7K (79%)
Puts: $39.3K (21%)
Current vs Prior +1991.99%
Calls: +819.25%
Puts: +6372.23%
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 -17.39%
Calls: -30.22%
Puts: -8.46%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 10:10am) 0.96
Prior (02/24) 0.16
Current vs Prior +483.24%
Prior 7-Day Average 2.72
Current vs Prior 7-Day Avg -64.80%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06 10:10am) 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 10.63% | 16.28%10.63% | 16.28%
Prior 15.96% | 19.27%15.96% | 19.27%
Current vs Prior -33.45% | -15.51%-33.45% | -15.51%
Prior 7-Day Avg 15.04% | 18.73%14.56% | 18.29%
Current vs 7-Day Avg -29.36% | -13.09%-27.03% | -11.01%
Prior 7-Day Eod 15.96% | 19.27%15.34% | 18.79%
Current vs 7-Day Eod -33.45% | -15.51%-30.74% | -13.37%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 16.25% | 8.12%
Calls: 15.48% | 6.30%
Puts: 17.02% | 9.94%
Prior 11.80% | 9.46%
Calls: 10.42% | 9.21%
Puts: 13.19% | 9.70%
Current vs Prior +37.71% | -14.16%
Prior 7-Day Avg 13.74% | 11.71%
Calls: 13.63% | 11.29%
Puts: 13.85% | 12.13%
Current vs 7-Day Avg +18.29% | -30.65%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 65% put dollar volume ($2.54M). Massive premium surge with dollar volume up 1992% vs prior. Unusually high activity with volume up 147% vs prior - elevated interest. P/C ratio rising 483% - 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
10:10BEARISHNEUTRALMIXED
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 19 of results (avg 7.5%, best 4.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Dec 1835.8037.60$36.704.9%40.6812
$260.00Nov 2061.2065.00$63.106.0%10.95199
$310.00Dec 1829.8031.70$30.756.2%150.627
$330.00Dec 1820.0021.30$20.656.3%230.4813
$320.00Dec 1824.6026.20$25.406.3%220.5518
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Dec 1859.6063.50$61.556.3%60.8262
$380.00Nov 2056.6060.50$58.556.7%20.91818
$370.00Dec 1851.5055.30$53.407.1%50.7874
$320.00Dec 1820.6022.20$21.407.5%170.4529
$340.00Dec 1831.9034.40$33.157.5%20.5899

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 2061.2065.00$63.106.0%10.95199
$270.00Nov 2052.0055.50$53.756.5%20.92607
$280.00Nov 2042.8046.50$44.658.3%--0.8959
$290.00Nov 2034.5038.00$36.259.7%10.8357
$300.00Nov 2026.6030.30$28.4513.0%--0.7485
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 2056.6060.50$58.556.7%20.91818
$370.00Nov 2047.2051.20$49.208.1%10.8951
$360.00Nov 2038.2042.20$40.2010.0%10.85936
$380.00Dec 1859.6063.50$61.556.3%60.8262
$370.00Dec 1851.5055.30$53.407.1%50.7874

Most actively traded options today. High liquidity = easy entry/exit. 41 active (total vol 370, top 52)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 200.002.80$1.40200.0%520.09175
$350.00Dec 1810.2013.00$11.6024.1%260.3434
$330.00Dec 1820.0021.30$20.656.3%230.4813
$320.00Dec 1824.6026.20$25.406.3%220.5518
$310.00Dec 1829.8031.70$30.756.2%150.627
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Nov 207.6011.00$9.3036.6%340.35131
$330.00Nov 2017.2020.40$18.8017.0%230.57272
$270.00Nov 201.152.40$1.7870.2%220.0923
$310.00Dec 1816.0017.80$16.9010.7%170.3833
$320.00Dec 1820.6022.20$21.407.5%170.4529

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 6.4%, max 10.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$310.00Nov 20Dec 1858.3%52.7%10.6%18110
$300.00Nov 20Dec 1860.1%54.5%10.2%497
$320.00Nov 20Dec 1856.5%51.9%9.0%2572
$350.00Nov 20Dec 1853.1%50.4%5.3%311.1K
$330.00Nov 20Dec 1854.9%54.0%1.6%2459
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$310.00Nov 20Dec 1858.3%52.7%10.6%51164
$300.00Nov 20Dec 1860.1%54.5%10.2%11379
$290.00Nov 20Dec 1860.3%55.0%9.5%7274
$320.00Nov 20Dec 1856.5%51.9%9.0%231.0K
$350.00Nov 20Dec 1853.1%50.4%5.3%2875

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 32 found (best R:R 0.74, avg 4.20)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$300.00$310.00Dec 18$5.95$4.05$5.9568%0.68$305.95
$370.00$380.00Nov 20$0.33$9.67$0.3311%29.30$370.33
$310.00$320.00Dec 18$5.35$4.65$5.3562%0.87$315.35
$360.00$370.00Nov 20$0.65$9.35$0.6515%14.38$360.65
$320.00$330.00Dec 18$4.75$5.25$4.7555%1.11$324.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$340.00$330.00Nov 20$5.75$4.25$5.7568%0.74$334.25
$280.00$270.00Nov 20$0.45$9.55$0.4511%21.22$279.55
$350.00$340.00Dec 18$5.85$4.15$5.8566%0.71$344.15
$310.00$300.00Nov 20$2.85$7.15$2.8536%2.51$307.15
$330.00$320.00Nov 20$5.30$4.70$5.3058%0.89$324.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 0.45, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$340.00$350.00Dec 18$4.50$4.50$5.5058%0.82$344.50
$330.00$340.00Nov 20$3.75$3.75$6.2558%0.60$333.75
$350.00$360.00Nov 20$1.72$1.72$8.2878%0.21$351.72
$330.00$340.00Dec 18$4.55$4.55$5.4552%0.83$334.55
$360.00$370.00Dec 18$2.45$2.45$7.5572%0.32$362.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$290.00$280.00Dec 18$3.10$3.10$6.9074%0.45$286.90
$280.00$270.00Dec 18$2.25$2.25$7.7580%0.29$277.75
$300.00$290.00Nov 20$2.52$2.52$7.4874%0.34$297.48
$290.00$280.00Nov 20$1.70$1.70$8.3082%0.20$288.30
$270.00$260.00Dec 18$1.57$1.57$8.4385%0.19$268.43

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $8.98, cheapest $7.60)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Nov 20Dec 18$9.5058.3%52.7%
$320.00Nov 20Dec 18$9.9056.5%51.9%
$330.00Nov 20Dec 18$10.4054.9%54.0%
$340.00Nov 20Dec 18$9.6053.4%53.3%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Nov 20Dec 18$7.6058.3%52.7%
$320.00Nov 20Dec 18$7.9056.5%51.9%
$330.00Nov 20Dec 18$8.3554.9%54.0%
$340.00Nov 20Dec 18$8.6053.4%53.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 8.98% of stock, avg 12.46%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$320.00Nov 20$15.50$13.50$29.00$291.00$349.008.98%
$330.00Nov 20$10.25$18.80$29.05$300.95$359.059.00%
$310.00Nov 20$21.25$9.30$30.55$279.45$340.559.46%
$340.00Nov 20$6.50$24.55$31.05$308.95$371.059.62%
$300.00Nov 20$28.45$6.45$34.90$265.10$334.9010.81%
$350.00Nov 20$4.10$31.80$35.90$314.10$385.9011.12%
$320.00Dec 18$25.40$21.40$46.80$273.20$366.8014.50%
$310.00Dec 18$30.75$16.90$47.65$262.35$357.6514.76%
$330.00Dec 18$20.65$27.15$47.80$282.20$377.8014.81%
$340.00Dec 18$16.10$33.15$49.25$290.75$389.2515.26%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.23% of stock, avg 5.97%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$370.00$280.00Nov 20$1.73$2.23$3.96$276.04$373.96
$360.00$280.00Nov 20$2.38$2.23$4.61$275.39$364.61
$370.00$290.00Nov 20$1.73$3.93$5.66$284.34$375.66
$360.00$290.00Nov 20$2.38$3.93$6.31$283.69$366.31
$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$1.73$6.45$8.18$291.82$378.18
$360.00$300.00Nov 20$2.38$6.45$8.83$291.17$368.83
$340.00$280.00Nov 20$6.50$2.23$8.73$271.27$348.73
$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 1.25, avg credit $3.60)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
280/290360/370Dec 18$5.55$4.4546%1.25$284.45$365.55
280/290370/380Dec 18$4.85$5.1552%0.94$285.15$374.85
280/290350/360Dec 18$5.95$4.0540%1.47$284.05$355.95
270/280360/370Dec 18$4.70$5.3052%0.89$275.30$364.70
270/280370/380Dec 18$4.00$6.0058%0.67$276.00$374.00
260/270360/370Dec 18$4.02$5.9857%0.67$265.98$364.02
270/280350/360Dec 18$5.10$4.9046%1.04$274.90$355.10
260/270370/380Dec 18$3.32$6.6863%0.50$266.68$373.32
290/300360/370Dec 18$5.60$4.4040%1.27$294.40$365.60
260/270350/360Dec 18$4.42$5.5851%0.79$265.58$354.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 37 found (best R:R 21.22, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$310.00$320.00$330.00Nov 20$0.50$9.5022%19.00
$320.00$330.00$340.00Dec 18$0.20$9.8013%49.00
$290.00$300.00$310.00Nov 20$0.60$9.4018%15.67
$350.00$360.00$370.00Dec 18$0.40$9.6012%24.00
$340.00$350.00$360.00Nov 20$0.68$9.3217%13.71
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$320.00$330.00$340.00Nov 20$0.45$9.5522%21.22
$290.00$300.00$310.00Nov 20$0.33$9.6718%29.30
$280.00$290.00$300.00Dec 18$0.05$9.9512%199.00
$320.00$330.00$340.00Dec 18$0.25$9.7513%39.00
$290.00$300.00$310.00Dec 18$0.40$9.6012%24.00

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 $-0.66, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$360.001:2Nov 20-$0.66$9.34
$330.00$340.001:2Nov 20-$2.75$7.25
$340.00$350.001:2Nov 20-$1.70$8.30
$360.00$370.001:2Nov 20-$1.08$8.92
$370.00$380.001:2Nov 20-$1.07$8.93
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-$0.12$9.88
$280.00$270.001:2Nov 20-$1.33$8.67
$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. 10 found (best yield 6.20%, avg 2.38%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$330.00Dec 18$20.000.482.2%6.20%8.42%2313
$340.00Dec 18$15.500.425.3%4.80%10.12%89
$350.00Dec 18$10.200.348.4%3.16%11.58%2634
$360.00Dec 18$7.300.2811.5%2.26%13.78%26
$370.00Dec 18$4.600.2214.6%1.42%16.04%--26
$380.00Dec 18$2.800.1717.7%0.87%18.58%151
$330.00Nov 20$8.600.422.2%2.66%4.89%146
$340.00Nov 20$4.800.315.3%1.49%6.81%3200
$350.00Nov 20$2.600.228.4%0.81%9.22%51.1K
$360.00Nov 20$0.550.1511.5%0.17%11.69%1124

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 609
Total Puts 582
Put/Call Ratio 0.96
Net Difference 27

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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