Tour v536
NTRA
NATERA INC
$316.42 -13.01%
◀ 11/6 12:00 ▶

Option Volume

Detail
ℹ
Current (11/06 12:00pm) 3,049
Calls: 1,164 (38%)
Puts: 1,885 (62%)
Prior --
Calls: 2,656 (39%)
Puts: 4,177 (61%)
Current vs Prior +0.00%
Calls: -56.17% (Calls)
Puts: -54.87% (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 +0.81%
Calls: -1.55%
Puts: +2.32%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06 12:00pm) $8.95M
Calls: $2.15M (24%)
Puts: $6.80M (76%)
Prior --
Calls: $1.88M (47%)
Puts: $2.07M (53%)
Current vs Prior +0.00%
Calls: +14.62%
Puts: +227.89%
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 +90.14%
Calls: +11.32%
Puts: +144.99%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 12:00pm) 1.62
Prior 1.00
Current vs Prior +61.94%
Prior 7-Day Average 2.72
Current vs Prior 7-Day Avg -40.36%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06 12:00pm) 44,311
Calls: 24,059 (54%)
Puts: 20,252 (46%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
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 10.82% | 16.15%10.82% | 16.15%
Prior 15.96% | 19.27%15.96% | 19.27%
Current vs Prior -32.20% | -16.18%-32.20% | -16.18%
Prior 7-Day Avg 15.04% | 18.73%14.56% | 18.29%
Current vs 7-Day Avg -28.04% | -13.78%-25.66% | -11.71%
Prior 7-Day Eod 15.96% | 19.27%15.34% | 18.79%
Current vs 7-Day Eod -32.20% | -16.18%-29.44% | -14.05%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 9.72% | 6.67%
Calls: 8.26% | 6.31%
Puts: 11.18% | 7.04%
Prior 11.80% | 9.46%
Calls: 10.42% | 9.21%
Puts: 13.19% | 9.70%
Current vs Prior -17.63% | -29.49%
Prior 7-Day Avg 13.74% | 11.71%
Calls: 13.63% | 11.29%
Puts: 13.85% | 12.13%
Current vs 7-Day Avg -29.24% | -43.03%
Liquidity Pricy
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🤖 AI Insights

Strong bearish conviction with 76% of dollar volume in puts ($6.80M) vs calls ($2.15M). Dollar volume significantly above 7-day average (90% higher). Extreme bearish P/C ratio of 1.62 - heavy put buying. P/C ratio rising 62% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
12:00BEARISHBEARISHBEARISH
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 21 of results (avg 7.1%, best 5.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Nov 2056.4059.50$57.955.3%10.93199
$270.00Nov 2047.3050.00$48.655.5%30.90607
$330.00Dec 1816.8017.80$17.305.8%280.4413
$300.00Dec 1831.8033.70$32.755.8%80.6512
$310.00Dec 1826.1027.80$26.956.3%240.587
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Dec 1835.0036.90$35.955.3%90.6299
$330.00Dec 1828.7030.30$29.505.4%130.5618
$370.00Nov 2052.2055.60$53.906.3%320.9451
$370.00Dec 1855.5059.30$57.406.6%50.8074
$320.00Dec 1823.3025.00$24.157.0%170.4929

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 2056.4059.50$57.955.3%10.93199
$270.00Nov 2047.3050.00$48.655.5%30.90607
$280.00Nov 2038.4042.00$40.209.0%10.8559
$290.00Nov 2030.5033.00$31.757.9%20.7857
$300.00Nov 2023.0025.50$24.2510.3%20.7085
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Nov 2052.2055.60$53.906.3%320.9451
$360.00Nov 2042.9046.50$44.708.1%50.89936
$350.00Nov 2034.6037.70$36.158.6%70.83820
$370.00Dec 1855.5059.30$57.406.6%50.8074
$360.00Dec 1847.5051.20$49.357.5%10.7579

Most actively traded options today. High liquidity = easy entry/exit. 41 active (total vol 642, top 70)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Nov 2011.2013.60$12.4019.4%370.4854
$350.00Dec 188.9010.80$9.8519.3%320.3134
$330.00Dec 1816.8017.80$17.305.8%280.4413
$350.00Nov 201.553.90$2.7386.1%250.171.1K
$310.00Dec 1826.1027.80$26.956.3%240.587
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Nov 2020.9023.00$21.959.6%700.63272
$300.00Nov 205.908.50$7.2036.1%600.30340
$310.00Nov 2010.0012.00$11.0018.2%430.41131
$370.00Nov 2052.2055.60$53.906.3%320.9451
$320.00Nov 2015.2017.00$16.1011.2%280.52989

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 5.6%, max 12.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Nov 20Dec 1856.7%53.0%7.0%1097
$310.00Nov 20Dec 1855.9%52.3%6.9%36110
$340.00Nov 20Dec 1855.7%52.7%5.5%20209
$320.00Nov 20Dec 1857.4%54.6%5.1%6172
$330.00Nov 20Dec 1855.9%53.6%4.4%3359
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$290.00Nov 20Dec 1861.1%54.2%12.7%9274
$300.00Nov 20Dec 1856.7%53.0%7.0%67379
$310.00Nov 20Dec 1855.9%52.3%6.9%61164
$340.00Nov 20Dec 1855.7%52.7%5.5%27594
$320.00Nov 20Dec 1857.4%54.6%5.1%451.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 31 found (best R:R 0.68, avg 2.91)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$300.00$310.00Nov 20$6.10$3.90$6.1070%0.64$306.10
$300.00$310.00Dec 18$5.80$4.20$5.8065%0.72$305.80
$320.00$330.00Dec 18$4.40$5.60$4.4051%1.27$324.40
$330.00$340.00Dec 18$3.75$6.25$3.7544%1.67$333.75
$310.00$320.00Dec 18$5.25$4.75$5.2558%0.90$315.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$340.00Dec 18$5.95$4.05$5.9569%0.68$344.05
$340.00$330.00Nov 20$6.25$3.75$6.2573%0.60$333.75
$300.00$290.00Nov 20$2.10$7.90$2.1030%3.76$297.90
$280.00$270.00Nov 20$0.95$9.05$0.9515%9.53$279.05
$270.00$260.00Nov 20$0.70$9.30$0.7010%13.29$269.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 0.36, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$340.00$350.00Nov 20$2.62$2.62$7.3873%0.36$342.62
$340.00$350.00Dec 18$3.70$3.70$6.3062%0.59$343.70
$360.00$370.00Nov 20$0.88$0.88$9.1290%0.10$360.88
$350.00$360.00Nov 20$1.20$1.20$8.8083%0.14$351.20
$320.00$330.00Nov 20$4.15$4.15$5.8552%0.71$324.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$290.00$280.00Dec 18$3.00$3.00$7.0071%0.43$287.00
$270.00$260.00Dec 18$1.95$1.95$8.0582%0.24$268.05
$310.00$300.00Dec 18$4.30$4.30$5.7058%0.75$305.70
$310.00$300.00Nov 20$3.80$3.80$6.2059%0.61$306.20
$300.00$290.00Dec 18$3.40$3.40$6.6065%0.52$296.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $8.39, cheapest $7.75)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Nov 20Dec 18$8.8055.9%52.3%
$320.00Nov 20Dec 18$9.3057.4%54.6%
$330.00Nov 20Dec 18$9.0555.9%53.6%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Nov 20Dec 18$7.7556.7%53.0%
$310.00Nov 20Dec 18$8.2555.9%52.3%
$320.00Nov 20Dec 18$8.0557.4%54.6%
$330.00Nov 20Dec 18$7.5555.9%53.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 9.01% of stock, avg 12.23%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$320.00Nov 20$12.40$16.10$28.50$291.50$348.509.01%
$310.00Nov 20$18.15$11.00$29.15$280.85$339.159.21%
$330.00Nov 20$8.25$21.95$30.20$299.80$360.209.54%
$300.00Nov 20$24.25$7.20$31.45$268.55$331.459.94%
$340.00Nov 20$5.35$28.20$33.55$306.45$373.5510.60%
$290.00Nov 20$31.75$5.10$36.85$253.15$326.8511.65%
$320.00Dec 18$21.70$24.15$45.85$274.15$365.8514.49%
$310.00Dec 18$26.95$19.25$46.20$263.80$356.2014.60%
$330.00Dec 18$17.30$29.50$46.80$283.20$376.8014.79%
$300.00Dec 18$32.75$14.95$47.70$252.30$347.7015.07%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.19% of stock, avg 6.03%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$270.00Nov 20$1.53$2.25$3.78$266.22$363.78
$360.00$280.00Nov 20$1.53$3.20$4.73$275.27$364.73
$350.00$270.00Nov 20$2.73$2.25$4.98$265.02$354.98
$350.00$280.00Nov 20$2.73$3.20$5.93$274.07$355.93
$360.00$290.00Nov 20$1.53$5.10$6.63$283.37$366.63
$350.00$290.00Nov 20$2.73$5.10$7.83$282.17$357.83
$340.00$270.00Nov 20$5.35$2.25$7.60$262.40$347.60
$340.00$280.00Nov 20$5.35$3.20$8.55$271.45$348.55
$360.00$300.00Nov 20$1.53$7.20$8.73$291.27$368.73
$340.00$290.00Nov 20$5.35$5.10$10.45$279.55$350.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 0.65, avg credit $3.53)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
260/270360/370Dec 18$3.95$6.0557%0.65$266.05$363.95
280/290360/370Dec 18$5.00$5.0046%1.00$285.00$365.00
260/270350/360Dec 18$4.50$5.5051%0.82$265.50$354.50
280/290340/350Nov 20$4.52$5.4851%0.82$285.48$344.52
280/290350/360Dec 18$5.55$4.4541%1.25$284.45$355.55
260/270340/350Nov 20$3.32$6.6863%0.50$266.68$343.32
280/290360/370Nov 20$2.78$7.2268%0.39$287.22$362.78
260/270360/370Nov 20$1.58$8.4279%0.19$268.42$361.58
270/280360/370Dec 18$4.15$5.8552%0.71$275.85$364.15
270/280340/350Nov 20$3.57$6.4358%0.56$276.43$343.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 33 found (best R:R 27.57, cheapest $0.20)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$300.00$310.00$320.00Nov 20$0.35$9.6522%27.57
$330.00$340.00$350.00Nov 20$0.28$9.7220%34.71
$350.00$360.00$370.00Nov 20$0.32$9.6811%30.25
$300.00$310.00$320.00Dec 18$0.55$9.4514%17.18
$320.00$330.00$340.00Dec 18$0.65$9.3514%14.38
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$320.00$330.00$340.00Nov 20$0.40$9.6021%24.00
$280.00$290.00$300.00Nov 20$0.20$9.8015%49.00
$310.00$320.00$330.00Nov 20$0.75$9.2522%12.33
$260.00$270.00$280.00Dec 18$0.20$9.809%49.00
$340.00$350.00$360.00Nov 20$0.60$9.4016%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 $-0.11, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$350.001:2Nov 20-$0.11$9.89
$350.00$360.001:2Nov 20-$0.33$9.67
$330.00$340.001:2Nov 20-$2.45$7.55
$320.00$330.001:2Nov 20-$4.10$5.90
$310.00$320.001:2Nov 20-$6.65$3.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$280.001:2Nov 20-$1.30$8.70
$310.00$300.001:2Nov 20-$3.40$6.60
$270.00$260.001:2Nov 20-$0.85$9.15
$280.00$270.001:2Nov 20-$1.30$8.70
$300.00$290.001:2Nov 20-$3.00$7.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 6.64%, avg 2.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$320.00Dec 18$21.000.511.1%6.64%7.77%2418
$330.00Dec 18$16.800.444.3%5.31%9.60%2813
$340.00Dec 18$13.100.387.5%4.14%11.59%119
$350.00Dec 18$8.900.3110.6%2.81%13.43%3234
$360.00Dec 18$6.500.2513.8%2.05%15.83%26
$370.00Dec 18$4.800.2016.9%1.52%18.45%126
$320.00Nov 20$11.200.481.1%3.54%4.67%3754
$330.00Nov 20$7.100.374.3%2.24%6.54%546
$340.00Nov 20$4.500.277.5%1.42%8.87%9200
$350.00Nov 20$1.550.1710.6%0.49%11.10%251.1K

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 1,164
Total Puts 1,885
Put/Call Ratio 1.62
Net Difference -721

Prior's Put/Call Breakdown

Total Calls 2,656
Total Puts 4,177
Put/Call Ratio 1.00
Net Difference -1,521

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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