Tour v536
NTRA
NATERA INC
$315.41 -13.29%
◀ 11/6 10:30 ▶

Option Volume

Detail
ℹ
Current (11/06 10:30am) 1,314
Calls: 680 (52%)
Puts: 634 (48%)
Prior (02/24) 483
Calls: 415 (86%)
Puts: 68 (14%)
Current vs Prior +172.05%
Calls: +63.86% (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 -56.56%
Calls: -42.48%
Puts: -65.59%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 10:30am) $4.29M
Calls: $1.35M (31%)
Puts: $2.94M (69%)
Prior (02/24) $185.9K
Calls: $146.7K (79%)
Puts: $39.3K (21%)
Current vs Prior +2207.10%
Calls: +820.30%
Puts: +7386.84%
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 -8.89%
Calls: -30.14%
Puts: +5.89%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 10:30am) 0.93
Prior (02/24) 0.16
Current vs Prior +469.01%
Prior 7-Day Average 2.72
Current vs Prior 7-Day Avg -65.66%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06 10:30am) 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 10.99% | 16.17%10.99% | 16.17%
Prior 15.96% | 19.27%15.96% | 19.27%
Current vs Prior -31.19% | -16.08%-31.19% | -16.08%
Prior 7-Day Avg 15.04% | 18.73%14.56% | 18.29%
Current vs 7-Day Avg -26.96% | -13.67%-24.55% | -11.60%
Prior 7-Day Eod 15.96% | 19.27%15.34% | 18.79%
Current vs 7-Day Eod -31.19% | -16.08%-28.38% | -13.95%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 14.14% | 7.04%
Calls: 14.41% | 7.60%
Puts: 13.87% | 6.48%
Prior 11.80% | 9.46%
Calls: 10.42% | 9.21%
Puts: 13.19% | 9.70%
Current vs Prior +19.83% | -25.58%
Prior 7-Day Avg 13.74% | 11.71%
Calls: 13.63% | 11.29%
Puts: 13.85% | 12.13%
Current vs 7-Day Avg +2.93% | -39.87%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 69% put dollar volume ($2.94M). Massive premium surge with dollar volume up 2207% vs prior. Unusually high activity with volume up 172% vs prior - elevated interest. P/C ratio rising 469% - 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
10:30BEARISHNEUTRALMIXED
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 16 of results (avg 7.3%, best 5.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Nov 2054.9058.20$56.555.8%10.95199
$270.00Nov 2045.8049.00$47.406.8%20.90607
$300.00Dec 1830.7032.90$31.806.9%40.6412
$310.00Dec 1825.3027.30$26.307.6%180.577
$280.00Nov 2037.1040.50$38.808.8%--0.8459
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Dec 1836.0038.00$37.005.4%20.6399
$370.00Dec 1857.1060.50$58.805.8%50.8274
$370.00Nov 2053.9057.30$55.606.1%10.9151
$320.00Dec 1823.9025.50$24.706.5%170.4929
$360.00Nov 2044.8048.00$46.406.9%10.88936

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 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Nov 2054.9058.20$56.555.8%10.95199
$270.00Nov 2045.8049.00$47.406.8%20.90607
$280.00Nov 2037.1040.50$38.808.8%--0.8459
$290.00Nov 2029.1032.50$30.8011.0%10.7757
$300.00Nov 2021.7025.30$23.5015.3%--0.6885
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Nov 2053.9057.30$55.606.1%10.9151
$360.00Nov 2044.8048.00$46.406.9%10.88936
$350.00Nov 2035.8039.30$37.559.3%20.82820
$370.00Dec 1857.1060.50$58.805.8%50.8274
$360.00Dec 1849.0052.60$50.807.1%10.7779

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

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Dec 187.8010.40$9.1028.6%310.3034
$330.00Dec 1816.1017.80$16.9510.0%250.4413
$320.00Dec 1820.2022.20$21.209.4%220.5118
$310.00Dec 1825.3027.30$26.307.6%180.577
$340.00Dec 1812.4013.90$13.1511.4%110.379
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Nov 2011.0013.50$12.2520.4%390.43131
$300.00Nov 206.709.50$8.1034.6%260.32340
$330.00Nov 2022.0024.50$23.2510.8%230.64272
$270.00Nov 201.602.55$2.0845.7%220.1023
$320.00Nov 2016.1018.50$17.3013.9%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 9.4%, max 19.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$310.00Nov 20Dec 1858.2%52.5%10.9%26110
$350.00Nov 20Dec 1854.5%49.5%10.0%361.1K
$300.00Nov 20Dec 1858.4%53.9%8.4%497
$340.00Nov 20Dec 1856.4%52.9%6.5%14209
$320.00Nov 20Dec 1858.5%55.0%6.4%2572
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$280.00Nov 20Dec 1864.3%53.8%19.5%27349
$290.00Nov 20Dec 1863.0%54.2%16.1%9274
$310.00Nov 20Dec 1858.2%52.5%10.9%56164
$350.00Nov 20Dec 1854.5%49.5%10.0%2875
$300.00Nov 20Dec 1858.4%53.9%8.4%32379

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 31 found (best R:R 0.82, avg 3.05)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$300.00$310.00Dec 18$5.50$4.50$5.5064%0.82$305.50
$360.00$370.00Nov 20$0.37$9.63$0.3712%26.03$360.37
$320.00$330.00Dec 18$4.25$5.75$4.2550%1.35$324.25
$310.00$320.00Dec 18$5.10$4.90$5.1057%0.96$315.10
$300.00$310.00Nov 20$6.15$3.85$6.1568%0.63$306.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$340.00$330.00Nov 20$6.50$3.50$6.5074%0.54$333.50
$350.00$340.00Dec 18$6.40$3.60$6.4070%0.56$343.60
$300.00$290.00Nov 20$2.25$7.75$2.2532%3.44$297.75
$330.00$320.00Nov 20$5.95$4.05$5.9564%0.68$324.05
$310.00$300.00Dec 18$4.00$6.00$4.0043%1.50$306.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 0.53, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$340.00$350.00Dec 18$4.05$4.05$5.9563%0.68$344.05
$360.00$370.00Dec 18$2.20$2.20$7.8076%0.28$362.20
$340.00$350.00Nov 20$2.17$2.17$7.8374%0.28$342.17
$330.00$340.00Nov 20$2.90$2.90$7.1065%0.41$332.90
$350.00$360.00Dec 18$2.50$2.50$7.5070%0.33$352.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$290.00$280.00Dec 18$3.45$3.45$6.5571%0.53$286.55
$280.00$270.00Dec 18$2.55$2.55$7.4577%0.34$277.45
$300.00$290.00Dec 18$3.80$3.80$6.2064%0.61$296.20
$270.00$260.00Dec 18$1.90$1.90$8.1083%0.23$268.10
$270.00$260.00Nov 20$1.13$1.13$8.8790%0.13$268.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $8.18, cheapest $7.45)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Nov 20Dec 18$8.9558.2%52.5%
$300.00Nov 20Dec 18$8.3058.4%53.9%
$320.00Nov 20Dec 18$9.2558.5%55.0%
$330.00Nov 20Dec 18$8.9057.4%54.1%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Nov 20Dec 18$7.4558.2%52.5%
$300.00Nov 20Dec 18$7.6058.4%53.9%
$320.00Nov 20Dec 18$7.4058.5%55.0%
$330.00Nov 20Dec 18$7.5557.4%54.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 9.27% of stock, avg 12.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$320.00Nov 20$11.95$17.30$29.25$290.75$349.259.27%
$310.00Nov 20$17.35$12.25$29.60$280.40$339.609.38%
$330.00Nov 20$8.05$23.25$31.30$298.70$361.309.92%
$300.00Nov 20$23.50$8.10$31.60$268.40$331.6010.02%
$340.00Nov 20$5.15$29.75$34.90$305.10$374.9011.06%
$290.00Nov 20$30.80$5.85$36.65$253.35$326.6511.62%
$320.00Dec 18$21.20$24.70$45.90$274.10$365.9014.55%
$310.00Dec 18$26.30$19.70$46.00$264.00$356.0014.58%
$300.00Dec 18$31.80$15.70$47.50$252.50$347.5015.06%
$330.00Dec 18$16.95$30.80$47.75$282.25$377.7515.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.25% of stock, avg 6.11%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$270.00Nov 20$1.85$2.08$3.93$266.07$363.93
$350.00$270.00Nov 20$2.98$2.08$5.06$264.94$355.06
$360.00$280.00Nov 20$1.85$3.70$5.55$274.45$365.55
$350.00$280.00Nov 20$2.98$3.70$6.68$273.32$356.68
$340.00$270.00Nov 20$5.15$2.08$7.23$262.77$347.23
$360.00$290.00Nov 20$1.85$5.85$7.70$282.30$367.70
$350.00$290.00Nov 20$2.98$5.85$8.83$281.17$358.83
$340.00$280.00Nov 20$5.15$3.70$8.85$271.15$348.85
$340.00$290.00Nov 20$5.15$5.85$11.00$279.00$351.00
$360.00$300.00Nov 20$1.85$8.10$9.95$290.05$369.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 1.30, avg credit $3.67)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
280/290360/370Dec 18$5.65$4.3547%1.30$284.35$365.65
270/280360/370Dec 18$4.75$5.2554%0.90$275.25$364.75
280/290350/360Dec 18$5.95$4.0541%1.47$284.05$355.95
260/270360/370Dec 18$4.10$5.9059%0.69$265.90$364.10
270/280350/360Dec 18$5.05$4.9547%1.02$274.95$355.05
260/270340/350Nov 20$3.30$6.7064%0.49$266.70$343.30
260/270350/360Dec 18$4.40$5.6053%0.79$265.60$354.40
270/280340/350Nov 20$3.79$6.2158%0.61$276.21$343.79
260/270350/360Nov 20$2.26$7.7473%0.29$267.74$352.26
270/280350/360Nov 20$2.75$7.2566%0.38$277.25$352.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 35 found (best R:R 99.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$300.00$310.00$320.00Nov 20$0.75$9.2522%12.33
$350.00$360.00$370.00Dec 18$0.30$9.7012%32.33
$300.00$310.00$320.00Dec 18$0.40$9.6014%24.00
$320.00$330.00$340.00Dec 18$0.45$9.5514%21.22
$330.00$340.00$350.00Nov 20$0.73$9.2718%12.70
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$280.00$290.00$300.00Nov 20$0.10$9.9016%99.00
$320.00$330.00$340.00Dec 18$0.10$9.9014%99.00
$330.00$340.00$350.00Dec 18$0.20$9.8014%49.00
$320.00$330.00$340.00Nov 20$0.55$9.4520%17.18
$290.00$300.00$310.00Dec 18$0.20$9.8013%49.00

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 $-0.81, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$350.001:2Nov 20-$0.81$9.19
$330.00$340.001:2Nov 20-$2.25$7.75
$350.00$360.001:2Nov 20-$0.72$9.28
$320.00$330.001:2Nov 20-$4.15$5.85
$360.00$370.001:2Nov 20-$1.11$8.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$270.001:2Nov 20-$0.46$9.54
$290.00$280.001:2Nov 20-$1.55$8.45
$310.00$300.001:2Nov 20-$3.95$6.05
$270.00$260.001:2Dec 18-$2.10$7.90
$300.00$290.001:2Nov 20-$3.60$6.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 6.40%, avg 2.57%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$320.00Dec 18$20.200.511.5%6.40%7.86%2218
$330.00Dec 18$16.100.444.6%5.10%9.73%2513
$340.00Dec 18$12.400.377.8%3.93%11.73%119
$350.00Dec 18$7.800.3011.0%2.47%13.44%3134
$360.00Dec 18$5.300.2314.1%1.68%15.82%26
$370.00Dec 18$3.000.1817.3%0.95%18.26%126
$320.00Nov 20$10.600.461.5%3.36%4.82%354
$330.00Nov 20$6.800.354.6%2.16%6.78%146
$340.00Nov 20$4.400.267.8%1.40%9.19%3200
$350.00Nov 20$2.350.1711.0%0.75%11.71%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 680
Total Puts 634
Put/Call Ratio 0.93
Net Difference 46

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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