Tour v536
NTRA
NATERA INC
$314.77 -13.47%
◀ 11/6 10:35 ▶

Option Volume

Detail
ℹ
Current (11/06 10:35am) 1,331
Calls: 697 (52%)
Puts: 634 (48%)
Prior (02/24) 483
Calls: 415 (86%)
Puts: 68 (14%)
Current vs Prior +175.57%
Calls: +67.95% (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 -55.99%
Calls: -41.05%
Puts: -65.59%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 10:35am) $4.35M
Calls: $1.41M (32%)
Puts: $2.94M (68%)
Prior (02/24) $185.9K
Calls: $146.7K (79%)
Puts: $39.3K (21%)
Current vs Prior +2240.90%
Calls: +864.24%
Puts: +7382.77%
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 -7.56%
Calls: -26.80%
Puts: +5.84%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 10:35am) 0.91
Prior (02/24) 0.16
Current vs Prior +455.13%
Prior 7-Day Average 2.72
Current vs Prior 7-Day Avg -66.50%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06 10:35am) 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 10.98% | 16.27%10.98% | 16.27%
Prior 15.96% | 19.27%15.96% | 19.27%
Current vs Prior -31.25% | -15.58%-31.25% | -15.58%
Prior 7-Day Avg 15.04% | 18.73%14.56% | 18.29%
Current vs 7-Day Avg -27.03% | -13.15%-24.62% | -11.08%
Prior 7-Day Eod 15.96% | 19.27%15.34% | 18.79%
Current vs 7-Day Eod -31.25% | -15.58%-28.45% | -13.43%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 14.75% | 7.76%
Calls: 17.87% | 9.52%
Puts: 11.63% | 6.01%
Prior 11.80% | 9.46%
Calls: 10.42% | 9.21%
Puts: 13.19% | 9.70%
Current vs Prior +25.00% | -17.97%
Prior 7-Day Avg 13.74% | 11.71%
Calls: 13.63% | 11.29%
Puts: 13.85% | 12.13%
Current vs 7-Day Avg +7.37% | -33.72%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 68% put dollar volume ($2.94M). Massive premium surge with dollar volume up 2241% vs prior. Unusually high activity with volume up 176% vs prior - elevated interest. P/C ratio rising 455% - 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
10:35BEARISHNEUTRALMIXED
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 18 of results (avg 7.4%, best 3.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Nov 2054.7058.00$56.355.9%10.95199
$270.00Nov 2045.7049.00$47.357.0%20.90607
$300.00Dec 1830.6033.00$31.807.5%40.6412
$280.00Nov 2036.8040.00$38.408.3%--0.8459
$320.00Dec 1820.1022.10$21.109.5%220.5018
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Dec 1836.2037.50$36.853.5%20.6399
$330.00Dec 1829.8031.60$30.705.9%10.5718
$320.00Dec 1824.2025.70$24.956.0%170.5029
$370.00Dec 1857.0060.70$58.856.3%50.8274
$370.00Nov 2053.8057.40$55.606.5%10.9051

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 2054.7058.00$56.355.9%10.95199
$270.00Nov 2045.7049.00$47.357.0%20.90607
$280.00Nov 2036.8040.00$38.408.3%--0.8459
$290.00Nov 2029.1032.00$30.559.5%10.7757
$300.00Nov 2022.1025.00$23.5512.3%--0.6985
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Nov 2053.8057.40$55.606.5%10.9051
$360.00Nov 2044.5048.10$46.307.8%10.88936
$370.00Dec 1857.0060.70$58.856.3%50.8274
$350.00Nov 2035.8039.40$37.609.6%20.82820
$360.00Dec 1848.8052.40$50.607.1%10.7679

Most actively traded options today. High liquidity = easy entry/exit. 39 active (total vol 374, top 39)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Dec 188.3010.80$9.5526.2%310.3034
$330.00Dec 1815.9017.70$16.8010.7%270.4313
$320.00Dec 1820.1022.10$21.109.5%220.5018
$310.00Dec 1825.0027.50$26.259.5%180.577
$340.00Dec 1812.3013.90$13.1012.2%110.379
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Nov 2010.9013.00$11.9517.6%390.42131
$300.00Nov 207.009.00$8.0025.0%260.32340
$330.00Nov 2022.1024.80$23.4511.5%230.64272
$270.00Nov 201.652.55$2.1042.9%220.1023
$320.00Nov 2016.2018.20$17.2011.6%170.53989

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 9.3%, max 19.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$310.00Nov 20Dec 1858.0%53.0%9.5%26110
$320.00Nov 20Dec 1859.8%55.1%8.7%2572
$350.00Nov 20Dec 1855.5%51.3%8.3%371.1K
$300.00Nov 20Dec 1857.9%53.7%7.9%497
$340.00Nov 20Dec 1857.1%53.4%6.9%14209
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$280.00Nov 20Dec 1865.2%54.8%19.0%27349
$290.00Nov 20Dec 1862.7%53.9%16.4%9274
$310.00Nov 20Dec 1858.0%53.0%9.5%56164
$320.00Nov 20Dec 1859.8%55.1%8.7%341.0K
$350.00Nov 20Dec 1855.5%51.3%8.3%2875

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 31 found (best R:R 0.60, avg 3.00)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$360.00$370.00Nov 20$0.37$9.63$0.3712%26.03$360.37
$300.00$310.00Dec 18$5.55$4.45$5.5564%0.80$305.55
$310.00$320.00Nov 20$4.75$5.25$4.7558%1.11$314.75
$320.00$330.00Dec 18$4.30$5.70$4.3050%1.33$324.30
$300.00$310.00Nov 20$6.20$3.80$6.2068%0.61$306.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$340.00$330.00Nov 20$6.25$3.75$6.2573%0.60$333.75
$350.00$340.00Dec 18$6.35$3.65$6.3570%0.57$343.65
$300.00$290.00Nov 20$2.35$7.65$2.3532%3.26$297.65
$290.00$280.00Nov 20$1.80$8.20$1.8023%4.56$288.20
$340.00$330.00Dec 18$6.15$3.85$6.1563%0.63$333.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 0.64, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$340.00$350.00Dec 18$3.55$3.55$6.4563%0.55$343.55
$360.00$370.00Dec 18$2.15$2.15$7.8576%0.27$362.15
$350.00$360.00Dec 18$2.75$2.75$7.2570%0.38$352.75
$340.00$350.00Nov 20$2.20$2.20$7.8073%0.28$342.20
$330.00$340.00Nov 20$3.15$3.15$6.8564%0.46$333.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$300.00$290.00Dec 18$3.90$3.90$6.1064%0.64$296.10
$270.00$260.00Dec 18$2.10$2.10$7.9082%0.27$267.90
$280.00$270.00Nov 20$1.75$1.75$8.2584%0.21$278.25
$270.00$260.00Nov 20$1.15$1.15$8.8590%0.13$268.85
$280.00$270.00Dec 18$2.45$2.45$7.5576%0.32$277.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $8.10, cheapest $8.15)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Nov 20Dec 18$8.9058.0%53.0%
$320.00Nov 20Dec 18$8.5059.8%55.1%
$300.00Nov 20Dec 18$8.2557.9%53.7%
$330.00Nov 20Dec 18$8.2057.8%54.3%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Nov 20Dec 18$8.1558.0%53.0%
$320.00Nov 20Dec 18$7.7559.8%55.1%
$300.00Nov 20Dec 18$7.8057.9%53.7%
$330.00Nov 20Dec 18$7.2557.8%54.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 9.31% of stock, avg 12.46%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$310.00Nov 20$17.35$11.95$29.30$280.70$339.309.31%
$320.00Nov 20$12.60$17.20$29.80$290.20$349.809.47%
$300.00Nov 20$23.55$8.00$31.55$268.45$331.5510.02%
$330.00Nov 20$8.60$23.45$32.05$297.95$362.0510.18%
$340.00Nov 20$5.45$29.70$35.15$304.85$375.1511.17%
$290.00Nov 20$30.55$5.65$36.20$253.80$326.2011.50%
$320.00Dec 18$21.10$24.95$46.05$273.95$366.0514.63%
$310.00Dec 18$26.25$20.10$46.35$263.65$356.3514.73%
$330.00Dec 18$16.80$30.70$47.50$282.50$377.5015.09%
$300.00Dec 18$31.80$15.80$47.60$252.40$347.6015.12%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.25% of stock, avg 6.22%)

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$3.25$2.10$5.35$264.65$355.35
$360.00$280.00Nov 20$1.85$3.85$5.70$274.30$365.70
$350.00$280.00Nov 20$3.25$3.85$7.10$272.90$357.10
$360.00$290.00Nov 20$1.85$5.65$7.50$282.50$367.50
$340.00$270.00Nov 20$5.45$2.10$7.55$262.45$347.55
$350.00$290.00Nov 20$3.25$5.65$8.90$281.10$358.90
$340.00$280.00Nov 20$5.45$3.85$9.30$270.70$349.30
$340.00$290.00Nov 20$5.45$5.65$11.10$278.90$351.10
$360.00$300.00Nov 20$1.85$8.00$9.85$290.15$369.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 0.74, avg credit $3.71)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
260/270360/370Dec 18$4.25$5.7558%0.74$265.75$364.25
260/270350/360Dec 18$4.85$5.1552%0.94$265.15$354.85
270/280360/370Dec 18$4.60$5.4053%0.85$275.40$364.60
270/280350/360Dec 18$5.20$4.8046%1.08$274.80$355.20
280/290360/370Dec 18$5.10$4.9047%1.04$284.90$365.10
280/290350/360Dec 18$5.70$4.3040%1.33$284.30$355.70
260/270350/360Nov 20$2.55$7.4572%0.34$267.45$352.55
270/280350/360Nov 20$3.15$6.8565%0.46$276.85$353.15
260/270340/350Nov 20$3.35$6.6563%0.50$266.65$343.35
270/280340/350Nov 20$3.95$6.0557%0.65$276.05$343.95

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 33 found (best R:R 65.67, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$330.00$340.00$350.00Dec 18$0.15$9.8513%65.67
$310.00$320.00$330.00Nov 20$0.75$9.2522%12.33
$300.00$310.00$320.00Dec 18$0.40$9.6014%24.00
$320.00$330.00$340.00Nov 20$0.85$9.1520%10.76
$290.00$300.00$310.00Nov 20$0.80$9.2019%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$330.00$340.00$350.00Dec 18$0.20$9.8013%49.00
$290.00$300.00$310.00Dec 18$0.40$9.6014%24.00
$320.00$330.00$340.00Dec 18$0.40$9.6013%24.00
$280.00$290.00$300.00Nov 20$0.55$9.4515%17.18
$310.00$320.00$330.00Nov 20$1.00$9.0022%9.00

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 $-1.05, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$350.001:2Nov 20-$1.05$8.95
$350.00$360.001:2Nov 20-$0.45$9.55
$330.00$340.001:2Nov 20-$2.30$7.70
$360.00$370.001:2Nov 20-$1.11$8.89
$320.00$330.001:2Nov 20-$4.60$5.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$270.001:2Nov 20-$0.35$9.65
$290.00$280.001:2Nov 20-$2.05$7.95
$310.00$300.001:2Nov 20-$4.05$5.95
$300.00$290.001:2Nov 20-$3.30$6.70
$270.00$260.001:2Dec 18-$2.30$7.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 6.39%, avg 2.65%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$320.00Dec 18$20.100.501.7%6.39%8.05%2218
$330.00Dec 18$15.900.434.8%5.05%9.89%2713
$340.00Dec 18$12.300.378.0%3.91%11.92%119
$350.00Dec 18$8.300.3011.2%2.64%13.83%3134
$360.00Dec 18$5.500.2414.4%1.75%16.12%26
$320.00Nov 20$11.400.471.7%3.62%5.28%354
$370.00Dec 18$3.300.1817.6%1.05%18.59%126
$330.00Nov 20$7.500.364.8%2.38%7.22%146
$340.00Nov 20$4.600.278.0%1.46%9.48%3200
$350.00Nov 20$2.600.1811.2%0.83%12.02%61.1K

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 697
Total Puts 634
Put/Call Ratio 0.91
Net Difference 63

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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