Tour v536
NTRA
NATERA INC
$314.35 -13.58%
◀ 11/6 10:25 ▶

Option Volume

Detail
ℹ
Current (11/06 10:25am) 1,313
Calls: 679 (52%)
Puts: 634 (48%)
Prior (02/24) 483
Calls: 415 (86%)
Puts: 68 (14%)
Current vs Prior +171.84%
Calls: +63.61% (Calls)
Puts: +832.35% (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 -56.59%
Calls: -42.57%
Puts: -65.59%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 10:25am) $4.31M
Calls: $1.34M (31%)
Puts: $2.97M (69%)
Prior (02/24) $185.9K
Calls: $146.7K (79%)
Puts: $39.3K (21%)
Current vs Prior +2215.32%
Calls: +812.91%
Puts: +7453.35%
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 -8.57%
Calls: -30.70%
Puts: +6.84%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 10:25am) 0.93
Prior (02/24) 0.16
Current vs Prior +469.85%
Prior 7-Day Average 2.72
Current vs Prior 7-Day Avg -65.61%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06 10:25am) 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 11.01% | 16.21%11.01% | 16.21%
Prior 15.96% | 19.27%15.96% | 19.27%
Current vs Prior -31.06% | -15.88%-31.06% | -15.88%
Prior 7-Day Avg 15.04% | 18.73%14.56% | 18.29%
Current vs 7-Day Avg -26.82% | -13.46%-24.41% | -11.39%
Prior 7-Day Eod 15.96% | 19.27%15.34% | 18.79%
Current vs 7-Day Eod -31.06% | -15.88%-28.25% | -13.74%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 15.02% | 7.25%
Calls: 14.12% | 7.75%
Puts: 15.91% | 6.76%
Prior 11.80% | 9.46%
Calls: 10.42% | 9.21%
Puts: 13.19% | 9.70%
Current vs Prior +27.29% | -23.36%
Prior 7-Day Avg 13.74% | 11.71%
Calls: 13.63% | 11.29%
Puts: 13.85% | 12.13%
Current vs 7-Day Avg +9.34% | -38.08%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 69% put dollar volume ($2.97M). Massive premium surge with dollar volume up 2215% vs prior. Unusually high activity with volume up 172% vs prior - elevated interest. P/C ratio rising 470% - 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
10:25BEARISHNEUTRALMIXED
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 14 of results (avg 7.8%, best 5.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Nov 2053.8057.80$55.807.2%10.93199
$300.00Dec 1830.3032.60$31.457.3%40.6312
$270.00Nov 2044.7048.20$46.457.5%20.89607
$310.00Dec 1824.8026.80$25.807.8%180.567
$320.00Dec 1819.9021.70$20.808.7%220.5018
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Dec 1857.8061.30$59.555.9%50.8274
$360.00Dec 1849.8053.20$51.506.6%10.7679
$320.00Dec 1824.3026.00$25.156.8%170.5029
$370.00Nov 2054.2058.50$56.357.6%10.9151
$330.00Dec 1830.1032.50$31.307.7%10.5718

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 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Nov 2053.8057.80$55.807.2%10.93199
$270.00Nov 2044.7048.20$46.457.5%20.89607
$280.00Nov 2036.0039.90$37.9510.3%--0.8459
$290.00Nov 2028.0031.90$29.9513.0%10.7657
$300.00Nov 2021.0024.50$22.7515.4%--0.6785
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Nov 2054.2058.50$56.357.6%10.9151
$360.00Nov 2045.1049.30$47.208.9%10.88936
$350.00Nov 2036.3040.40$38.3510.7%20.82820
$370.00Dec 1857.8061.30$59.555.9%50.8274
$360.00Dec 1849.8053.20$51.506.6%10.7679

Most actively traded options today. High liquidity = easy entry/exit. 39 active (total vol 371, top 39)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Dec 188.0010.70$9.3528.9%310.3034
$330.00Dec 1815.7017.20$16.459.1%250.4313
$320.00Dec 1819.9021.70$20.808.7%220.5018
$310.00Dec 1824.8026.80$25.807.8%180.567
$340.00Dec 1812.1013.60$12.8511.7%110.369
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Nov 2010.7013.90$12.3026.0%390.43131
$300.00Nov 207.409.50$8.4524.9%260.33340
$330.00Nov 2021.3025.00$23.1516.0%230.65272
$270.00Nov 201.652.55$2.1042.9%220.1023
$320.00Nov 2016.2019.00$17.6015.9%170.54989

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 9.7%, max 17.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$310.00Nov 20Dec 1859.0%52.3%12.7%26110
$300.00Nov 20Dec 1859.7%53.7%11.3%497
$340.00Nov 20Dec 1857.8%53.1%8.8%14209
$350.00Nov 20Dec 1855.1%51.0%8.0%361.1K
$320.00Nov 20Dec 1858.8%54.9%7.0%2572
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$280.00Nov 20Dec 1862.6%53.2%17.8%27349
$290.00Nov 20Dec 1862.0%53.8%15.2%9274
$310.00Nov 20Dec 1859.0%52.3%12.7%56164
$300.00Nov 20Dec 1859.7%53.7%11.3%32379
$340.00Nov 20Dec 1857.8%53.1%8.8%5594

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 29 found (best R:R 0.74, avg 3.23)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$300.00$310.00Nov 20$5.75$4.25$5.7567%0.74$305.75
$360.00$370.00Nov 20$0.37$9.63$0.3712%26.03$360.37
$330.00$340.00Nov 20$2.30$7.70$2.3035%3.35$332.30
$300.00$310.00Dec 18$5.65$4.35$5.6563%0.77$305.65
$310.00$320.00Dec 18$5.00$5.00$5.0056%1.00$315.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$330.00$320.00Nov 20$5.55$4.45$5.5565%0.80$324.45
$340.00$330.00Dec 18$5.70$4.30$5.7064%0.75$334.30
$300.00$290.00Nov 20$2.75$7.25$2.7533%2.64$297.25
$310.00$300.00Nov 20$3.85$6.15$3.8543%1.60$306.15
$310.00$300.00Dec 18$4.20$5.80$4.2043%1.38$305.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 0.54, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$360.00$370.00Dec 18$2.35$2.35$7.6576%0.31$362.35
$340.00$350.00Nov 20$2.30$2.30$7.7074%0.30$342.30
$320.00$330.00Nov 20$4.30$4.30$5.7054%0.75$324.30
$340.00$350.00Dec 18$3.50$3.50$6.5064%0.54$343.50
$350.00$360.00Nov 20$1.20$1.20$8.8083%0.14$351.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$290.00$280.00Dec 18$3.50$3.50$6.5070%0.54$286.50
$300.00$290.00Dec 18$3.95$3.95$6.0564%0.65$296.05
$280.00$270.00Dec 18$2.60$2.60$7.4077%0.35$277.40
$270.00$260.00Dec 18$2.00$2.00$8.0082%0.25$268.00
$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 $8.28, cheapest $7.85)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Nov 20Dec 18$8.8059.0%52.3%
$300.00Nov 20Dec 18$8.7059.7%53.7%
$320.00Nov 20Dec 18$8.8558.8%54.9%
$330.00Nov 20Dec 18$8.8055.9%53.9%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Nov 20Dec 18$7.8559.0%52.3%
$300.00Nov 20Dec 18$7.5059.7%53.7%
$320.00Nov 20Dec 18$7.5558.8%54.9%
$330.00Nov 20Dec 18$8.1555.9%53.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 9.32% of stock, avg 12.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$310.00Nov 20$17.00$12.30$29.30$280.70$339.309.32%
$320.00Nov 20$11.95$17.60$29.55$290.45$349.559.40%
$330.00Nov 20$7.65$23.15$30.80$299.20$360.809.80%
$300.00Nov 20$22.75$8.45$31.20$268.80$331.209.93%
$290.00Nov 20$29.95$5.70$35.65$254.35$325.6511.34%
$340.00Nov 20$5.35$30.35$35.70$304.30$375.7011.36%
$310.00Dec 18$25.80$20.15$45.95$264.05$355.9514.62%
$320.00Dec 18$20.80$25.15$45.95$274.05$365.9514.62%
$300.00Dec 18$31.45$15.95$47.40$252.60$347.4015.08%
$330.00Dec 18$16.45$31.30$47.75$282.25$377.7515.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.26% of stock, avg 6.07%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$270.00Nov 20$1.85$2.10$3.95$266.05$363.95
$350.00$270.00Nov 20$3.05$2.10$5.15$264.85$355.15
$360.00$280.00Nov 20$1.85$3.48$5.33$274.67$365.33
$350.00$280.00Nov 20$3.05$3.48$6.53$273.47$356.53
$360.00$290.00Nov 20$1.85$5.70$7.55$282.45$367.55
$340.00$270.00Nov 20$5.35$2.10$7.45$262.55$347.45
$350.00$290.00Nov 20$3.05$5.70$8.75$281.25$358.75
$340.00$280.00Nov 20$5.35$3.48$8.83$271.17$348.83
$340.00$290.00Nov 20$5.35$5.70$11.05$278.95$351.05
$330.00$270.00Nov 20$7.65$2.10$9.75$260.25$339.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 22 found (best R:R 1.41, avg credit $3.87)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
280/290360/370Dec 18$5.85$4.1546%1.41$284.15$365.85
270/280360/370Dec 18$4.95$5.0553%0.98$275.05$364.95
260/270360/370Dec 18$4.35$5.6558%0.77$265.65$364.35
280/290350/360Dec 18$5.90$4.1041%1.44$284.10$355.90
260/270340/350Nov 20$3.45$6.5563%0.53$266.55$343.45
270/280350/360Dec 18$5.00$5.0047%1.00$275.00$355.00
260/270350/360Dec 18$4.40$5.6053%0.79$265.60$354.40
260/270350/360Nov 20$2.35$7.6572%0.31$267.65$352.35
280/290340/350Nov 20$4.52$5.4850%0.82$285.48$344.52
270/280340/350Nov 20$3.68$6.3258%0.58$276.32$343.68

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 33 found (best R:R 39.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$330.00$340.00$350.00Dec 18$0.10$9.9013%99.00
$300.00$310.00$320.00Nov 20$0.70$9.3021%13.29
$310.00$320.00$330.00Nov 20$0.75$9.2522%12.33
$270.00$280.00$290.00Nov 20$0.50$9.5013%19.00
$280.00$290.00$300.00Nov 20$0.80$9.2016%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$310.00$320.00$330.00Nov 20$0.25$9.7522%39.00
$290.00$300.00$310.00Dec 18$0.25$9.7514%39.00
$280.00$290.00$300.00Nov 20$0.53$9.4717%17.87
$260.00$270.00$280.00Nov 20$0.23$9.7710%42.48
$280.00$290.00$300.00Dec 18$0.45$9.5513%21.22

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 $-0.75, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$350.001:2Nov 20-$0.75$9.25
$350.00$360.001:2Nov 20-$0.65$9.35
$320.00$330.001:2Nov 20-$3.35$6.65
$330.00$340.001:2Nov 20-$3.05$6.95
$360.00$370.001:2Nov 20-$1.11$8.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$280.001:2Nov 20-$1.26$8.74
$280.00$270.001:2Nov 20-$0.72$9.28
$300.00$290.001:2Nov 20-$2.95$7.05
$270.00$260.001:2Dec 18-$1.90$8.10
$310.00$300.001:2Nov 20-$4.60$5.40

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 2.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$320.00Dec 18$19.900.501.8%6.33%8.13%2218
$330.00Dec 18$15.700.435.0%4.99%9.97%2513
$340.00Dec 18$12.100.368.2%3.85%12.01%119
$350.00Dec 18$8.000.3011.3%2.54%13.89%3134
$360.00Dec 18$5.700.2414.5%1.81%16.34%26
$320.00Nov 20$10.600.461.8%3.37%5.17%354
$370.00Dec 18$3.000.1817.7%0.95%18.66%126
$330.00Nov 20$6.300.355.0%2.00%6.98%146
$340.00Nov 20$4.300.268.2%1.37%9.53%3200
$350.00Nov 20$2.000.1711.3%0.64%11.98%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 679
Total Puts 634
Put/Call Ratio 0.93
Net Difference 45

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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