Tour v536
NTRA
NATERA INC
$314.40 -13.57%
◀ 11/6 10:20 ▶

Option Volume

Detail
ℹ
Current (11/06 10:20am) 1,264
Calls: 658 (52%)
Puts: 606 (48%)
Prior (02/24) 483
Calls: 415 (86%)
Puts: 68 (14%)
Current vs Prior +161.70%
Calls: +58.55% (Calls)
Puts: +791.18% (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 -58.21%
Calls: -44.35%
Puts: -67.11%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 10:20am) $4.12M
Calls: $1.27M (31%)
Puts: $2.85M (69%)
Prior (02/24) $185.9K
Calls: $146.7K (79%)
Puts: $39.3K (21%)
Current vs Prior +2114.91%
Calls: +768.24%
Puts: +7144.75%
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 -12.53%
Calls: -34.09%
Puts: +2.47%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 10:20am) 0.92
Prior (02/24) 0.16
Current vs Prior +462.06%
Prior 7-Day Average 2.72
Current vs Prior 7-Day Avg -66.08%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06 10:20am) 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 10.73% | 16.16%10.73% | 16.16%
Prior 15.96% | 19.27%15.96% | 19.27%
Current vs Prior -32.76% | -16.14%-32.76% | -16.14%
Prior 7-Day Avg 15.04% | 18.73%14.56% | 18.29%
Current vs 7-Day Avg -28.63% | -13.73%-26.27% | -11.67%
Prior 7-Day Eod 15.96% | 19.27%15.34% | 18.79%
Current vs 7-Day Eod -32.76% | -16.14%-30.02% | -14.01%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 11.56% | 6.66%
Calls: 14.84% | 8.53%
Puts: 8.28% | 4.80%
Prior 11.80% | 9.46%
Calls: 10.42% | 9.21%
Puts: 13.19% | 9.70%
Current vs Prior -2.03% | -29.60%
Prior 7-Day Avg 13.74% | 11.71%
Calls: 13.63% | 11.29%
Puts: 13.85% | 12.13%
Current vs 7-Day Avg -15.85% | -43.12%
Liquidity Pricy
+
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🤖 AI Insights

Moderately bearish flow with 69% put dollar volume ($2.85M). Massive premium surge with dollar volume up 2115% vs prior. Unusually high activity with volume up 162% vs prior - elevated interest. P/C ratio rising 462% - 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
10:20BEARISHNEUTRALMIXED
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 18 of results (avg 7.2%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Nov 2054.3058.00$56.156.6%10.94199
$300.00Dec 1830.3032.50$31.407.0%40.6412
$280.00Nov 2036.7039.50$38.107.3%--0.8559
$270.00Nov 2045.0048.50$46.757.5%20.90607
$320.00Dec 1819.9021.60$20.758.2%220.5018
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Dec 1836.6038.40$37.504.8%20.6399
$320.00Dec 1824.4025.60$25.004.8%170.5029
$370.00Dec 1857.5060.60$59.055.2%50.8174
$370.00Nov 2054.2057.50$55.855.9%10.8951
$360.00Dec 1849.1052.40$50.756.5%10.7679

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. 20 found (avg delta 0.72, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Nov 2054.3058.00$56.156.6%10.94199
$270.00Nov 2045.0048.50$46.757.5%20.90607
$280.00Nov 2036.7039.50$38.107.3%--0.8559
$290.00Nov 2028.5031.50$30.0010.0%10.7757
$300.00Nov 2021.2024.50$22.8514.4%--0.6985
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Nov 2054.2057.50$55.855.9%10.8951
$360.00Nov 2045.0048.70$46.857.9%10.87936
$350.00Nov 2036.1039.80$37.959.7%20.82820
$370.00Dec 1857.5060.60$59.055.2%50.8174
$360.00Dec 1849.1052.40$50.756.5%10.7679

Most actively traded options today. High liquidity = easy entry/exit. 39 active (total vol 337, top 39)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Dec 189.2011.00$10.1017.8%300.3134
$330.00Dec 1815.7017.50$16.6010.8%250.4313
$320.00Dec 1819.9021.60$20.758.2%220.5018
$310.00Dec 1824.7026.90$25.808.5%150.577
$340.00Dec 1812.1014.10$13.1015.3%110.379
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Nov 2010.8012.90$11.8517.7%390.43131
$330.00Nov 2022.2024.20$23.208.6%230.64272
$270.00Nov 201.652.55$2.1042.9%220.1023
$310.00Dec 1819.3020.70$20.007.0%170.4333
$320.00Dec 1824.4025.60$25.004.8%170.5029

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 8.1%, max 17.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$310.00Nov 20Dec 1856.9%52.3%8.8%18110
$330.00Nov 20Dec 1858.4%54.1%8.1%2659
$340.00Nov 20Dec 1857.9%53.6%8.0%14209
$320.00Nov 20Dec 1858.1%54.6%6.5%2572
$350.00Nov 20Dec 1856.0%52.9%5.8%351.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$280.00Nov 20Dec 1860.3%51.3%17.5%27349
$290.00Nov 20Dec 1859.3%53.4%10.9%9274
$310.00Nov 20Dec 1856.9%52.3%8.8%56164
$330.00Nov 20Dec 1858.4%54.1%8.1%24290
$340.00Nov 20Dec 1857.9%53.6%8.0%5594

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 31 found (best R:R 0.69, avg 3.01)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$360.00$370.00Nov 20$0.47$9.53$0.4712%20.28$360.47
$300.00$310.00Dec 18$5.60$4.40$5.6064%0.79$305.60
$320.00$330.00Dec 18$4.15$5.85$4.1550%1.41$324.15
$300.00$310.00Nov 20$6.00$4.00$6.0069%0.67$306.00
$330.00$340.00Dec 18$3.50$6.50$3.5043%1.86$333.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$340.00Dec 18$5.90$4.10$5.9069%0.69$344.10
$340.00$330.00Nov 20$6.55$3.45$6.5573%0.53$333.45
$280.00$270.00Nov 20$0.98$9.02$0.9815%9.20$279.02
$300.00$290.00Nov 20$2.40$7.60$2.4032%3.17$297.60
$340.00$330.00Dec 18$6.20$3.80$6.2063%0.61$333.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 0.65, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$340.00$350.00Nov 20$2.25$2.25$7.7573%0.29$342.25
$350.00$360.00Dec 18$2.85$2.85$7.1569%0.40$352.85
$360.00$370.00Dec 18$2.05$2.05$7.9576%0.26$362.05
$330.00$340.00Nov 20$2.85$2.85$7.1564%0.40$332.85
$350.00$360.00Nov 20$1.20$1.20$8.8082%0.14$351.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$290.00$280.00Dec 18$3.95$3.95$6.0570%0.65$286.05
$280.00$270.00Dec 18$2.55$2.55$7.4577%0.34$277.45
$310.00$300.00Nov 20$4.35$4.35$5.6557%0.77$305.65
$300.00$290.00Dec 18$3.80$3.80$6.2064%0.61$296.20
$270.00$260.00Nov 20$1.15$1.15$8.8590%0.13$268.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $8.38, cheapest $8.15)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Nov 20Dec 18$8.9556.9%52.3%
$330.00Nov 20Dec 18$8.2558.4%54.1%
$320.00Nov 20Dec 18$8.8058.1%54.6%
$300.00Nov 20Dec 18$8.5556.0%53.0%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Nov 20Dec 18$8.1556.9%52.3%
$330.00Nov 20Dec 18$8.1058.4%54.1%
$320.00Nov 20Dec 18$8.1058.1%54.6%
$300.00Nov 20Dec 18$8.1056.0%53.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 9.13% of stock, avg 12.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$310.00Nov 20$16.85$11.85$28.70$281.30$338.709.13%
$320.00Nov 20$11.95$16.90$28.85$291.15$348.859.18%
$300.00Nov 20$22.85$7.50$30.35$269.65$330.359.65%
$330.00Nov 20$8.35$23.20$31.55$298.45$361.5510.03%
$290.00Nov 20$30.00$5.10$35.10$254.90$325.1011.16%
$340.00Nov 20$5.50$29.75$35.25$304.75$375.2511.21%
$320.00Dec 18$20.75$25.00$45.75$274.25$365.7514.55%
$310.00Dec 18$25.80$20.00$45.80$264.20$355.8014.57%
$300.00Dec 18$31.40$15.60$47.00$253.00$347.0014.95%
$330.00Dec 18$16.60$31.30$47.90$282.10$377.9015.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.32% of stock, avg 6.01%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$270.00Nov 20$2.05$2.10$4.15$265.85$364.15
$360.00$280.00Nov 20$2.05$3.08$5.13$274.87$365.13
$350.00$270.00Nov 20$3.25$2.10$5.35$264.65$355.35
$350.00$280.00Nov 20$3.25$3.08$6.33$273.67$356.33
$360.00$290.00Nov 20$2.05$5.10$7.15$282.85$367.15
$350.00$290.00Nov 20$3.25$5.10$8.35$281.65$358.35
$340.00$270.00Nov 20$5.50$2.10$7.60$262.40$347.60
$340.00$280.00Nov 20$5.50$3.08$8.58$271.42$348.58
$340.00$290.00Nov 20$5.50$5.10$10.60$279.40$350.60
$360.00$300.00Nov 20$2.05$7.50$9.55$290.45$369.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 2.13, avg credit $3.69)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
280/290350/360Dec 18$6.80$3.2040%2.13$283.20$356.80
280/290360/370Dec 18$6.00$4.0046%1.50$284.00$366.00
270/280350/360Dec 18$5.40$4.6047%1.17$274.60$355.40
270/280360/370Dec 18$4.60$5.4053%0.85$275.40$364.60
260/270350/360Dec 18$4.52$5.4853%0.82$265.48$354.52
260/270340/350Nov 20$3.40$6.6063%0.52$266.60$343.40
260/270360/370Dec 18$3.72$6.2859%0.59$266.28$363.72
260/270350/360Nov 20$2.35$7.6572%0.31$267.65$352.35
280/290340/350Nov 20$4.27$5.7351%0.75$285.73$344.27
260/270360/370Nov 20$1.62$8.3877%0.19$268.38$361.62

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 32 found (best R:R 39.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$340.00$350.00$360.00Dec 18$0.15$9.8512%65.67
$330.00$340.00$350.00Nov 20$0.60$9.4018%15.67
$320.00$330.00$340.00Nov 20$0.75$9.2520%12.33
$300.00$310.00$320.00Dec 18$0.55$9.4514%17.18
$330.00$340.00$350.00Dec 18$0.50$9.5013%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$320.00$330.00$340.00Nov 20$0.25$9.7520%39.00
$300.00$310.00$320.00Nov 20$0.70$9.3022%13.29
$280.00$290.00$300.00Nov 20$0.38$9.6216%25.32
$350.00$360.00$370.00Nov 20$0.10$9.908%99.00
$300.00$310.00$320.00Dec 18$0.60$9.4014%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. 20 found (best net $-1.00, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$350.001:2Nov 20-$1.00$9.00
$350.00$360.001:2Nov 20-$0.85$9.15
$330.00$340.001:2Nov 20-$2.65$7.35
$360.00$370.001:2Nov 20-$1.11$8.89
$320.00$330.001:2Nov 20-$4.75$5.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$280.001:2Nov 20-$1.06$8.94
$310.00$300.001:2Nov 20-$3.15$6.85
$280.00$270.001:2Nov 20-$1.12$8.88
$300.00$290.001:2Nov 20-$2.70$7.30
$270.00$260.001:2Dec 18-$1.96$8.04

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 6.33%, avg 2.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$320.00Dec 18$19.900.501.8%6.33%8.11%2218
$330.00Dec 18$15.700.435.0%4.99%9.96%2513
$340.00Dec 18$12.100.378.1%3.85%11.99%119
$350.00Dec 18$9.200.3111.3%2.93%14.25%3034
$360.00Dec 18$6.100.2414.5%1.94%16.44%26
$370.00Dec 18$4.200.1917.7%1.34%19.02%126
$320.00Nov 20$10.800.461.8%3.44%5.22%354
$330.00Nov 20$7.100.365.0%2.26%7.22%146
$340.00Nov 20$4.400.278.1%1.40%9.54%3200
$350.00Nov 20$2.400.1811.3%0.76%12.09%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 658
Total Puts 606
Put/Call Ratio 0.92
Net Difference 52

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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