Tour v536
NTRA
NATERA INC
$320.29 -11.95%
◀ 11/6 10:15 ▶

Option Volume

Detail
ℹ
Current (11/06 10:15am) 1,229
Calls: 643 (52%)
Puts: 586 (48%)
Prior (02/24) 483
Calls: 415 (86%)
Puts: 68 (14%)
Current vs Prior +154.45%
Calls: +54.94% (Calls)
Puts: +761.76% (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 -59.37%
Calls: -45.61%
Puts: -68.19%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 10:15am) $3.95M
Calls: $1.35M (34%)
Puts: $2.60M (66%)
Prior (02/24) $185.9K
Calls: $146.7K (79%)
Puts: $39.3K (21%)
Current vs Prior +2025.48%
Calls: +819.04%
Puts: +6531.58%
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 -16.06%
Calls: -30.23%
Puts: -6.20%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 10:15am) 0.91
Prior (02/24) 0.16
Current vs Prior +456.19%
Prior 7-Day Average 2.72
Current vs Prior 7-Day Avg -66.43%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06 10:15am) 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 10.87% | 16.33%10.87% | 16.33%
Prior 15.96% | 19.27%15.96% | 19.27%
Current vs Prior -31.94% | -15.25%-31.94% | -15.25%
Prior 7-Day Avg 15.04% | 18.73%14.56% | 18.29%
Current vs 7-Day Avg -27.77% | -12.82%-25.38% | -10.73%
Prior 7-Day Eod 15.96% | 19.27%15.34% | 18.79%
Current vs 7-Day Eod -31.94% | -15.25%-29.17% | -13.10%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 17.43% | 8.38%
Calls: 18.79% | 7.90%
Puts: 16.08% | 8.85%
Prior 11.80% | 9.46%
Calls: 10.42% | 9.21%
Puts: 13.19% | 9.70%
Current vs Prior +47.71% | -11.42%
Prior 7-Day Avg 13.74% | 11.71%
Calls: 13.63% | 11.29%
Puts: 13.85% | 12.13%
Current vs 7-Day Avg +26.88% | -28.43%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 66% put dollar volume ($2.60M). Massive premium surge with dollar volume up 2025% vs prior. Unusually high activity with volume up 154% vs prior - elevated interest. P/C ratio rising 456% - 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
10:15BEARISHNEUTRALMIXED
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 7.4%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Nov 2059.5062.90$61.205.6%10.93199
$300.00Dec 1834.2036.30$35.256.0%40.6712
$270.00Nov 2050.1053.70$51.906.9%20.90607
$280.00Nov 2041.3044.50$42.907.5%--0.8859
$310.00Dec 1828.3030.50$29.407.5%150.607
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Dec 1861.8065.10$63.455.2%60.8362
$380.00Nov 2059.0062.30$60.655.4%20.92818
$370.00Nov 2049.6052.80$51.206.2%10.9051
$320.00Dec 1821.7023.10$22.406.3%170.4629
$370.00Dec 1853.1056.80$54.956.7%50.7874

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 2059.5062.90$61.205.6%10.93199
$270.00Nov 2050.1053.70$51.906.9%20.90607
$280.00Nov 2041.3044.50$42.907.5%--0.8859
$290.00Nov 2032.9036.00$34.459.0%10.8157
$300.00Nov 2025.2028.50$26.8512.3%--0.7385
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 2059.0062.30$60.655.4%20.92818
$370.00Nov 2049.6052.80$51.206.2%10.9051
$360.00Nov 2040.4043.70$42.057.8%10.86936
$380.00Dec 1861.8065.10$63.455.2%60.8362
$370.00Dec 1853.1056.80$54.956.7%50.7874

Most actively traded options today. High liquidity = easy entry/exit. 41 active (total vol 377, top 52)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 200.002.80$1.40200.0%520.08175
$350.00Dec 1810.2012.90$11.5523.4%260.3434
$330.00Dec 1818.5020.30$19.409.3%240.4713
$320.00Dec 1823.1025.00$24.057.9%220.5418
$310.00Dec 1828.3030.50$29.407.5%150.607
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Nov 208.2010.50$9.3524.6%340.37131
$330.00Nov 2018.3021.50$19.9016.1%230.59272
$270.00Nov 201.202.40$1.8066.7%220.0923
$310.00Dec 1816.9018.60$17.759.6%170.3933
$320.00Dec 1821.7023.10$22.406.3%170.4629

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 5.7%, max 10.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$320.00Nov 20Dec 1857.3%51.9%10.3%2572
$300.00Nov 20Dec 1858.2%53.7%8.3%497
$310.00Nov 20Dec 1855.5%52.7%5.2%18110
$350.00Nov 20Dec 1854.4%51.9%4.7%311.1K
$330.00Nov 20Dec 1856.5%54.5%3.7%2559
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$320.00Nov 20Dec 1857.3%51.9%10.3%231.0K
$300.00Nov 20Dec 1858.2%53.7%8.3%12379
$290.00Nov 20Dec 1858.9%54.8%7.5%9274
$310.00Nov 20Dec 1855.5%52.7%5.2%51164
$350.00Nov 20Dec 1854.4%51.9%4.7%2875

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 33 found (best R:R 0.71, avg 4.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$300.00$310.00Dec 18$5.85$4.15$5.8567%0.71$305.85
$370.00$380.00Nov 20$0.27$9.73$0.2710%36.04$370.27
$310.00$320.00Nov 20$5.30$4.70$5.3063%0.89$315.30
$360.00$370.00Nov 20$0.58$9.42$0.5814%16.24$360.58
$330.00$340.00Dec 18$3.90$6.10$3.9047%1.56$333.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$280.00$270.00Nov 20$0.33$9.67$0.3311%29.30$279.67
$350.00$340.00Dec 18$5.85$4.15$5.8566%0.71$344.15
$340.00$330.00Nov 20$6.10$3.90$6.1070%0.64$333.90
$310.00$300.00Nov 20$2.95$7.05$2.9537%2.39$307.05
$330.00$320.00Nov 20$5.45$4.55$5.4559%0.83$324.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 0.55, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$340.00$350.00Dec 18$3.95$3.95$6.0559%0.65$343.95
$360.00$370.00Dec 18$2.60$2.60$7.4072%0.35$362.60
$350.00$360.00Nov 20$1.80$1.80$8.2078%0.22$351.80
$330.00$340.00Nov 20$3.65$3.65$6.3559%0.57$333.65
$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$3.55$3.55$6.4573%0.55$286.45
$320.00$310.00Nov 20$5.10$5.10$4.9052%1.04$314.90
$280.00$270.00Dec 18$2.20$2.20$7.8080%0.28$277.80
$290.00$280.00Nov 20$1.80$1.80$8.2082%0.22$288.20
$300.00$290.00Nov 20$2.47$2.47$7.5373%0.33$297.53

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $8.73, cheapest $7.95)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$320.00Nov 20Dec 18$9.1557.3%51.9%
$310.00Nov 20Dec 18$9.2055.5%52.7%
$330.00Nov 20Dec 18$9.4056.5%54.5%
$340.00Nov 20Dec 18$9.1554.6%54.0%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$320.00Nov 20Dec 18$7.9557.3%51.9%
$310.00Nov 20Dec 18$8.4055.5%52.7%
$330.00Nov 20Dec 18$8.3556.5%54.5%
$340.00Nov 20Dec 18$8.2554.6%54.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 9.16% of stock, avg 12.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$320.00Nov 20$14.90$14.45$29.35$290.65$349.359.16%
$310.00Nov 20$20.20$9.35$29.55$280.45$339.559.23%
$330.00Nov 20$10.00$19.90$29.90$300.10$359.909.34%
$340.00Nov 20$6.35$26.00$32.35$307.65$372.3510.10%
$300.00Nov 20$26.85$6.40$33.25$266.75$333.2510.38%
$350.00Nov 20$4.05$33.55$37.60$312.40$387.6011.74%
$290.00Nov 20$34.45$3.93$38.38$251.62$328.3811.98%
$320.00Dec 18$24.05$22.40$46.45$273.55$366.4514.50%
$310.00Dec 18$29.40$17.75$47.15$262.85$357.1514.72%
$330.00Dec 18$19.40$28.25$47.65$282.35$377.6514.88%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.19% of stock, avg 6.05%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$370.00$280.00Nov 20$1.67$2.13$3.80$276.20$373.80
$360.00$280.00Nov 20$2.25$2.13$4.38$275.62$364.38
$370.00$290.00Nov 20$1.67$3.93$5.60$284.40$375.60
$360.00$290.00Nov 20$2.25$3.93$6.18$283.82$366.18
$350.00$280.00Nov 20$4.05$2.13$6.18$273.82$356.18
$350.00$290.00Nov 20$4.05$3.93$7.98$282.02$357.98
$370.00$300.00Nov 20$1.67$6.40$8.07$291.93$378.07
$360.00$300.00Nov 20$2.25$6.40$8.65$291.35$368.65
$340.00$280.00Nov 20$6.35$2.13$8.48$271.52$348.48
$350.00$300.00Nov 20$4.05$6.40$10.45$289.55$360.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 28 found (best R:R 1.60, avg credit $3.63)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
280/290360/370Dec 18$6.15$3.8546%1.60$283.85$366.15
280/290350/360Dec 18$6.45$3.5540%1.82$283.55$356.45
280/290370/380Dec 18$5.10$4.9052%1.04$284.90$375.10
270/280360/370Dec 18$4.80$5.2052%0.92$275.20$364.80
260/270360/370Dec 18$4.17$5.8357%0.72$265.83$364.17
290/300360/370Dec 18$5.85$4.1540%1.41$294.15$365.85
270/280350/360Dec 18$5.10$4.9046%1.04$274.90$355.10
260/270350/360Nov 20$2.65$7.3570%0.36$267.35$352.65
280/290350/360Nov 20$3.60$6.4060%0.56$286.40$353.60
260/270350/360Dec 18$4.47$5.5351%0.81$265.53$354.47

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 36 found (best R:R 27.57, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$310.00$320.00$330.00Nov 20$0.40$9.6022%24.00
$340.00$350.00$360.00Nov 20$0.50$9.5017%19.00
$350.00$360.00$370.00Dec 18$0.30$9.7012%32.33
$300.00$310.00$320.00Dec 18$0.50$9.5014%19.00
$290.00$300.00$310.00Nov 20$0.95$9.0518%9.53
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$310.00$320.00$330.00Nov 20$0.35$9.6522%27.57
$320.00$330.00$340.00Dec 18$0.15$9.8513%65.67
$320.00$330.00$340.00Nov 20$0.65$9.3522%14.38
$290.00$300.00$310.00Nov 20$0.48$9.5218%19.83
$280.00$290.00$300.00Nov 20$0.67$9.3316%13.93

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 $-0.45, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$360.001:2Nov 20-$0.45$9.55
$330.00$340.001:2Nov 20-$2.70$7.30
$340.00$350.001:2Nov 20-$1.75$8.25
$360.00$370.001:2Nov 20-$1.09$8.91
$370.00$380.001:2Nov 20-$1.13$8.87
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$280.001:2Nov 20-$0.33$9.67
$300.00$290.001:2Nov 20-$1.46$8.54
$270.00$260.001:2Nov 20-$0.10$9.90
$320.00$310.001:2Nov 20-$4.25$5.75
$310.00$300.001:2Nov 20-$3.45$6.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 5.78%, avg 2.28%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$330.00Dec 18$18.500.473.0%5.78%8.81%2413
$340.00Dec 18$14.500.416.2%4.53%10.68%119
$350.00Dec 18$10.200.349.3%3.18%12.46%2634
$360.00Dec 18$7.100.2812.4%2.22%14.61%26
$370.00Dec 18$4.100.2115.5%1.28%16.80%--26
$380.00Dec 18$2.800.1718.6%0.87%19.52%151
$330.00Nov 20$8.600.413.0%2.69%5.72%146
$340.00Nov 20$4.600.306.2%1.44%7.59%3200
$350.00Nov 20$2.400.229.3%0.75%10.03%51.1K
$360.00Nov 20$0.300.1412.4%0.09%12.49%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 643
Total Puts 586
Put/Call Ratio 0.91
Net Difference 57

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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