Tour v536
NTRA
NATERA INC
$313.65 -13.78%
◀ 11/6 13:00 ▶

Option Volume

Detail
ℹ
Current (11/06 1:00pm) 3,494
Calls: 1,428 (41%)
Puts: 2,066 (59%)
Prior --
Calls: 2,656 (39%)
Puts: 4,177 (61%)
Current vs Prior +0.00%
Calls: -46.23% (Calls)
Puts: -50.54% (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 +15.52%
Calls: +20.78%
Puts: +12.14%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06 1:00pm) $9.54M
Calls: $2.24M (23%)
Puts: $7.31M (77%)
Prior --
Calls: $1.88M (47%)
Puts: $2.07M (53%)
Current vs Prior +0.00%
Calls: +19.19%
Puts: +252.22%
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 +102.68%
Calls: +15.76%
Puts: +163.17%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 1:00pm) 1.45
Prior 1.00
Current vs Prior +44.68%
Prior 7-Day Average 2.72
Current vs Prior 7-Day Avg -46.72%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06 1:00pm) 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 10.87% | 16.42%10.87% | 16.42%
Prior 15.96% | 19.27%15.96% | 19.27%
Current vs Prior -31.90% | -14.78%-31.90% | -14.78%
Prior 7-Day Avg 15.04% | 18.73%14.56% | 18.29%
Current vs 7-Day Avg -27.72% | -12.33%-25.33% | -10.24%
Prior 7-Day Eod 15.96% | 19.27%15.34% | 18.79%
Current vs 7-Day Eod -31.90% | -14.78%-29.13% | -12.61%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 8.23% | 5.82%
Calls: 8.59% | 5.11%
Puts: 7.87% | 6.53%
Prior 11.80% | 9.46%
Calls: 10.42% | 9.21%
Puts: 13.19% | 9.70%
Current vs Prior -30.25% | -38.48%
Prior 7-Day Avg 13.74% | 11.71%
Calls: 13.63% | 11.29%
Puts: 13.85% | 12.13%
Current vs 7-Day Avg -40.09% | -50.29%
Liquidity Pricy
+
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🤖 AI Insights

Strong bearish conviction with 77% of dollar volume in puts ($7.31M) vs calls ($2.24M). Dollar volume significantly above 7-day average (103% higher). Bearish P/C ratio of 1.45 indicates protective positioning. P/C ratio rising 45% - 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
13:00BEARISHBEARISHBEARISH
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 24 of results (avg 6.8%, best 4.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Dec 1830.3031.60$30.954.2%80.6312
$310.00Dec 1824.8026.10$25.455.1%240.567
$320.00Dec 1819.9021.10$20.505.9%240.4918
$260.00Nov 2053.1056.40$54.756.0%10.91199
$260.00Dec 1857.5061.20$59.356.2%20.847
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Dec 1837.4039.10$38.254.4%100.6499
$370.00Dec 1859.0062.10$60.555.1%50.8274
$330.00Dec 1831.1032.80$31.955.3%130.5718
$370.00Nov 2055.8059.10$57.455.7%320.9551
$320.00Dec 1825.2026.90$26.056.5%380.5129

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. 22 found (avg delta 0.73, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Nov 2053.1056.40$54.756.0%10.91199
$270.00Nov 2044.1047.40$45.757.2%30.88607
$260.00Dec 1857.5061.20$59.356.2%20.847
$280.00Nov 2035.6039.30$37.459.9%10.8359
$290.00Nov 2028.0031.00$29.5010.2%20.7657
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Nov 2055.8059.10$57.455.7%320.9551
$360.00Nov 2046.3049.70$48.007.1%50.88936
$350.00Nov 2037.4040.60$39.008.2%70.84820
$370.00Dec 1859.0062.10$60.555.1%50.8274
$340.00Nov 2030.0032.40$31.207.7%180.77495

Most actively traded options today. High liquidity = easy entry/exit. 43 active (total vol 794, top 70)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Dec 1812.2013.10$12.657.1%420.369
$320.00Nov 2010.1012.00$11.0517.2%400.4554
$350.00Dec 188.4010.10$9.2518.4%370.2934
$330.00Dec 1815.7016.80$16.256.8%280.4213
$350.00Nov 202.003.10$2.5543.1%250.161.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Nov 2022.1025.20$23.6513.1%700.67272
$310.00Nov 2011.4013.20$12.3014.6%660.44131
$300.00Nov 207.909.20$8.5515.2%640.33340
$320.00Nov 2017.1018.50$17.807.9%480.55989
$310.00Dec 1820.1021.90$21.008.6%380.4433

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 6.9%, max 13.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$290.00Nov 20Dec 1861.2%55.4%10.5%362
$300.00Nov 20Dec 1859.5%54.3%9.5%1097
$310.00Nov 20Dec 1857.2%53.3%7.3%37110
$350.00Nov 20Dec 1852.8%51.8%2.0%621.1K
$320.00Nov 20Dec 1856.6%55.5%1.9%6472
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$280.00Nov 20Dec 1863.7%56.3%13.0%34349
$290.00Nov 20Dec 1861.2%55.4%10.5%17274
$300.00Nov 20Dec 1859.5%54.3%9.5%71379
$310.00Nov 20Dec 1857.2%53.3%7.3%104164
$350.00Nov 20Dec 1852.8%51.8%2.0%7875

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 30 found (best R:R 16.54, avg 3.03)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$360.00Nov 20$0.57$9.43$0.5716%16.54$350.57
$300.00$310.00Dec 18$5.50$4.50$5.5063%0.82$305.50
$310.00$320.00Dec 18$4.95$5.05$4.9556%1.02$314.95
$320.00$330.00Dec 18$4.25$5.75$4.2549%1.35$324.25
$330.00$340.00Dec 18$3.60$6.40$3.6042%1.78$333.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$340.00Dec 18$6.45$3.55$6.4571%0.55$343.55
$330.00$320.00Nov 20$5.85$4.15$5.8567%0.71$324.15
$270.00$260.00Dec 18$1.60$8.40$1.6020%5.25$268.40
$310.00$300.00Nov 20$3.75$6.25$3.7544%1.67$306.25
$280.00$270.00Nov 20$1.25$8.75$1.2517%7.00$278.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 0.17, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$360.00$370.00Nov 20$1.45$1.45$8.5588%0.17$361.45
$320.00$330.00Nov 20$4.25$4.25$5.7555%0.74$324.25
$340.00$350.00Dec 18$3.40$3.40$6.6064%0.52$343.40
$350.00$360.00Dec 18$2.60$2.60$7.4071%0.35$352.60
$330.00$340.00Nov 20$2.60$2.60$7.4067%0.35$332.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$280.00$270.00Dec 18$2.60$2.60$7.4075%0.35$277.40
$290.00$280.00Dec 18$3.10$3.10$6.9069%0.45$286.90
$300.00$290.00Dec 18$3.70$3.70$6.3063%0.59$296.30
$310.00$300.00Dec 18$4.40$4.40$5.6056%0.79$305.60
$300.00$290.00Nov 20$2.90$2.90$7.1067%0.41$297.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $8.74, cheapest $8.05)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Nov 20Dec 18$8.5559.5%54.3%
$310.00Nov 20Dec 18$9.1557.2%53.3%
$320.00Nov 20Dec 18$9.4556.6%55.5%
$330.00Nov 20Dec 18$9.4553.4%54.7%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Nov 20Dec 18$8.0559.5%54.3%
$310.00Nov 20Dec 18$8.7057.2%53.3%
$320.00Nov 20Dec 18$8.2556.6%55.5%
$330.00Nov 20Dec 18$8.3053.4%54.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 9.12% of stock, avg 12.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$310.00Nov 20$16.30$12.30$28.60$281.40$338.609.12%
$320.00Nov 20$11.05$17.80$28.85$291.15$348.859.20%
$330.00Nov 20$6.80$23.65$30.45$299.55$360.459.71%
$300.00Nov 20$22.40$8.55$30.95$269.05$330.959.87%
$290.00Nov 20$29.50$5.65$35.15$254.85$325.1511.21%
$340.00Nov 20$4.20$31.20$35.40$304.60$375.4011.29%
$310.00Dec 18$25.45$21.00$46.45$263.55$356.4514.81%
$320.00Dec 18$20.50$26.05$46.55$273.45$366.5514.84%
$300.00Dec 18$30.95$16.60$47.55$252.45$347.5515.16%
$330.00Dec 18$16.25$31.95$48.20$281.80$378.2015.37%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.40% of stock, avg 6.12%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$270.00Nov 20$1.98$2.40$4.38$265.62$364.38
$350.00$270.00Nov 20$2.55$2.40$4.95$265.05$354.95
$360.00$280.00Nov 20$1.98$3.65$5.63$274.37$365.63
$350.00$280.00Nov 20$2.55$3.65$6.20$273.80$356.20
$340.00$270.00Nov 20$4.20$2.40$6.60$263.40$346.60
$340.00$280.00Nov 20$4.20$3.65$7.85$272.15$347.85
$360.00$290.00Nov 20$1.98$5.65$7.63$282.37$367.63
$350.00$290.00Nov 20$2.55$5.65$8.20$281.80$358.20
$340.00$290.00Nov 20$4.20$5.65$9.85$280.15$349.85
$330.00$270.00Nov 20$6.80$2.40$9.20$260.80$339.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 22 found (best R:R 0.30, avg credit $3.68)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
260/270360/370Nov 20$2.30$7.7077%0.30$267.70$362.30
280/290360/370Nov 20$3.45$6.5564%0.53$286.55$363.45
270/280360/370Nov 20$2.70$7.3071%0.37$277.30$362.70
290/300360/370Nov 20$4.35$5.6555%0.77$295.65$364.35
270/280350/360Dec 18$5.20$4.8046%1.08$274.80$355.20
280/290350/360Dec 18$5.70$4.3040%1.33$284.30$355.70
270/280360/370Dec 18$4.45$5.5552%0.80$275.55$364.45
280/290360/370Dec 18$4.95$5.0546%0.98$285.05$364.95
260/270350/360Dec 18$4.20$5.8051%0.72$265.80$354.20
260/270360/370Dec 18$3.45$6.5557%0.53$266.55$363.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 36 found (best R:R 27.57, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$330.00$340.00$350.00Dec 18$0.20$9.8013%49.00
$300.00$310.00$320.00Nov 20$0.85$9.1522%10.76
$270.00$280.00$290.00Nov 20$0.35$9.6512%27.57
$310.00$320.00$330.00Nov 20$1.00$9.0023%9.00
$300.00$310.00$320.00Dec 18$0.55$9.4514%17.18
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$310.00$320.00$330.00Nov 20$0.35$9.6523%27.57
$330.00$340.00$350.00Nov 20$0.25$9.7518%39.00
$330.00$340.00$350.00Dec 18$0.15$9.8513%65.67
$320.00$330.00$340.00Dec 18$0.40$9.6013%24.00
$290.00$300.00$310.00Nov 20$0.85$9.1520%10.76

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 21 found (best net $-16.25, 20 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$290.001:2Dec 18-$16.25$13.75
$320.00$330.001:2Nov 20-$2.55$7.45
$330.00$340.001:2Nov 20-$1.60$8.40
$340.00$350.001:2Nov 20-$0.90$9.10
$350.00$360.001:2Nov 20-$1.41$8.59
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$280.001:2Nov 20-$1.65$8.35
$270.00$260.001:2Nov 20-$0.70$9.30
$280.00$270.001:2Nov 20-$1.15$8.85
$300.00$290.001:2Nov 20-$2.75$7.25
$310.00$300.001:2Nov 20-$4.80$5.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 6.34%, avg 2.55%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$320.00Dec 18$19.900.492.0%6.34%8.37%2418
$330.00Dec 18$15.700.425.2%5.01%10.22%2813
$340.00Dec 18$12.200.368.4%3.89%12.29%429
$350.00Dec 18$8.400.2911.6%2.68%14.27%3734
$360.00Dec 18$5.800.2314.8%1.85%16.63%26
$370.00Dec 18$4.100.1818.0%1.31%19.27%126
$320.00Nov 20$10.100.452.0%3.22%5.24%4054
$330.00Nov 20$5.600.335.2%1.79%7.00%546
$340.00Nov 20$3.300.238.4%1.05%9.45%11200
$350.00Nov 20$2.000.1611.6%0.64%12.23%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 1,428
Total Puts 2,066
Put/Call Ratio 1.45
Net Difference -638

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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