Tour v536
NTRA
NATERA INC
$312.65 -14.05%
◀ 11/6 14:00 ▶

Option Volume

Detail
ℹ
Current (11/06 2:00pm) 3,564
Calls: 1,466 (41%)
Puts: 2,098 (59%)
Prior --
Calls: 2,656 (39%)
Puts: 4,177 (61%)
Current vs Prior +0.00%
Calls: -44.80% (Calls)
Puts: -49.77% (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 +17.83%
Calls: +24.00%
Puts: +13.88%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06 2:00pm) $9.72M
Calls: $2.29M (24%)
Puts: $7.43M (76%)
Prior --
Calls: $1.88M (47%)
Puts: $2.07M (53%)
Current vs Prior +0.00%
Calls: +22.13%
Puts: +258.14%
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 +106.46%
Calls: +18.62%
Puts: +167.59%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 2:00pm) 1.43
Prior 1.00
Current vs Prior +43.11%
Prior 7-Day Average 2.72
Current vs Prior 7-Day Avg -47.29%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06 2:00pm) 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 10.81% | 16.36%10.81% | 16.36%
Prior 15.96% | 19.27%15.96% | 19.27%
Current vs Prior -32.28% | -15.08%-32.28% | -15.08%
Prior 7-Day Avg 15.04% | 18.73%14.56% | 18.29%
Current vs 7-Day Avg -28.13% | -12.65%-25.75% | -10.56%
Prior 7-Day Eod 15.96% | 19.27%15.34% | 18.79%
Current vs 7-Day Eod -32.28% | -15.08%-29.52% | -12.93%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 8.32% | 6.06%
Calls: 8.92% | 6.06%
Puts: 7.73% | 6.06%
Prior 11.80% | 9.46%
Calls: 10.42% | 9.21%
Puts: 13.19% | 9.70%
Current vs Prior -29.49% | -35.94%
Prior 7-Day Avg 13.74% | 11.71%
Calls: 13.63% | 11.29%
Puts: 13.85% | 12.13%
Current vs 7-Day Avg -39.43% | -48.24%
Liquidity Pricy
+
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🤖 AI Insights

Strong bearish conviction with 76% of dollar volume in puts ($7.43M) vs calls ($2.29M). Dollar volume significantly above 7-day average (106% higher). Bearish P/C ratio of 1.43 indicates protective positioning. P/C ratio rising 43% - 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
14:00BEARISHBEARISHBEARISH
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 26 of results (avg 7.2%, best 4.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Dec 1829.5031.00$30.255.0%80.6212
$260.00Dec 1857.3060.50$58.905.4%20.857
$310.00Dec 1824.0025.50$24.756.1%240.557
$260.00Nov 2052.9056.40$54.656.4%10.92199
$270.00Nov 2043.9047.00$45.456.8%30.89607
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Dec 1838.0039.60$38.804.1%100.6599
$330.00Dec 1831.4033.10$32.255.3%130.5818
$370.00Dec 1859.0062.40$60.705.6%50.8274
$320.00Dec 1825.6027.20$26.406.1%380.5129
$370.00Nov 2055.7059.40$57.556.4%320.9551

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 2052.9056.40$54.656.4%10.92199
$270.00Nov 2043.9047.00$45.456.8%30.89607
$260.00Dec 1857.3060.50$58.905.4%20.857
$280.00Nov 2035.4038.50$36.958.4%10.8359
$290.00Nov 2027.6030.50$29.0510.0%20.7557
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Nov 2055.7059.40$57.556.4%320.9551
$360.00Nov 2046.2049.90$48.057.7%70.88936
$350.00Nov 2037.2041.00$39.109.7%70.85820
$370.00Dec 1859.0062.40$60.705.6%50.8274
$360.00Dec 1850.6054.20$52.406.9%10.7779

Most actively traded options today. High liquidity = easy entry/exit. 43 active (total vol 813, top 71)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Dec 1811.7012.70$12.208.2%420.359
$320.00Nov 2010.2011.40$10.8011.1%410.4454
$350.00Dec 188.809.70$9.259.7%370.2934
$330.00Dec 1815.1016.30$15.707.6%280.4213
$350.00Nov 202.102.95$2.5333.6%250.151.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Nov 2022.0025.60$23.8015.1%710.67272
$310.00Nov 2012.3013.80$13.0511.5%660.45131
$300.00Nov 208.309.50$8.9013.5%650.34340
$320.00Nov 2017.4018.80$18.107.7%480.56989
$310.00Dec 1820.5021.90$21.206.6%380.4533

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 6.9%, max 11.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$290.00Nov 20Dec 1860.6%54.6%10.9%362
$300.00Nov 20Dec 1859.1%53.9%9.7%1197
$310.00Nov 20Dec 1857.9%52.9%9.4%38110
$320.00Nov 20Dec 1858.0%55.3%4.9%6572
$330.00Nov 20Dec 1856.9%54.3%4.9%3359
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$280.00Nov 20Dec 1861.8%55.4%11.6%34349
$290.00Nov 20Dec 1860.6%54.5%11.2%17274
$300.00Nov 20Dec 1859.2%53.9%9.8%72379
$310.00Nov 20Dec 1857.9%52.9%9.5%104164
$320.00Nov 20Dec 1858.0%55.3%4.9%861.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 30 found (best R:R 0.67, avg 3.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$360.00Nov 20$0.43$9.57$0.4315%22.26$350.43
$290.00$300.00Nov 20$6.65$3.35$6.6575%0.50$296.65
$300.00$310.00Dec 18$5.50$4.50$5.5062%0.82$305.50
$310.00$320.00Dec 18$4.85$5.15$4.8555%1.06$314.85
$320.00$330.00Dec 18$4.20$5.80$4.2048%1.38$324.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$340.00Dec 18$6.00$4.00$6.0071%0.67$344.00
$330.00$320.00Nov 20$5.70$4.30$5.7067%0.75$324.30
$270.00$260.00Nov 20$0.40$9.60$0.4010%24.00$269.60
$320.00$310.00Nov 20$5.05$4.95$5.0556%0.98$314.95
$280.00$270.00Dec 18$2.30$7.70$2.3025%3.35$277.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 0.19, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$360.00$370.00Nov 20$1.57$1.57$8.4388%0.19$361.57
$330.00$340.00Nov 20$2.85$2.85$7.1567%0.40$332.85
$350.00$360.00Dec 18$2.60$2.60$7.4071%0.35$352.60
$340.00$350.00Nov 20$1.77$1.77$8.2377%0.22$341.77
$360.00$370.00Dec 18$1.90$1.90$8.1077%0.23$361.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$270.00$260.00Dec 18$2.30$2.30$7.7080%0.30$267.70
$280.00$270.00Nov 20$1.70$1.70$8.3083%0.20$278.30
$300.00$290.00Dec 18$3.90$3.90$6.1062%0.64$296.10
$290.00$280.00Dec 18$3.15$3.15$6.8569%0.46$286.85
$310.00$300.00Dec 18$4.45$4.45$5.5555%0.80$305.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $8.41, cheapest $7.85)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Nov 20Dec 18$7.8559.1%53.9%
$310.00Nov 20Dec 18$9.0557.9%52.9%
$320.00Nov 20Dec 18$9.1058.0%55.3%
$330.00Nov 20Dec 18$8.5556.9%54.3%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Nov 20Dec 18$7.8559.2%53.9%
$310.00Nov 20Dec 18$8.1557.9%52.9%
$320.00Nov 20Dec 18$8.3058.0%55.3%
$330.00Nov 20Dec 18$8.4556.9%54.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 9.20% of stock, avg 12.74%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$310.00Nov 20$15.70$13.05$28.75$281.25$338.759.20%
$320.00Nov 20$10.80$18.10$28.90$291.10$348.909.24%
$330.00Nov 20$7.15$23.80$30.95$299.05$360.959.90%
$300.00Nov 20$22.40$8.90$31.30$268.70$331.3010.01%
$290.00Nov 20$29.05$5.85$34.90$255.10$324.9011.16%
$340.00Nov 20$4.30$30.75$35.05$304.95$375.0511.21%
$310.00Dec 18$24.75$21.20$45.95$264.05$355.9514.70%
$320.00Dec 18$19.90$26.40$46.30$273.70$366.3014.81%
$300.00Dec 18$30.25$16.75$47.00$253.00$347.0015.03%
$330.00Dec 18$15.70$32.25$47.95$282.05$377.9515.34%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.30% of stock, avg 6.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$270.00Nov 20$2.10$1.95$4.05$265.95$364.05
$350.00$270.00Nov 20$2.53$1.95$4.48$265.52$354.48
$360.00$280.00Nov 20$2.10$3.65$5.75$274.25$365.75
$350.00$280.00Nov 20$2.53$3.65$6.18$273.82$356.18
$340.00$270.00Nov 20$4.30$1.95$6.25$263.75$346.25
$340.00$280.00Nov 20$4.30$3.65$7.95$272.05$347.95
$360.00$290.00Nov 20$2.10$5.85$7.95$282.05$367.95
$350.00$290.00Nov 20$2.53$5.85$8.38$281.62$358.38
$340.00$290.00Nov 20$4.30$5.85$10.15$279.85$350.15
$330.00$270.00Nov 20$7.15$1.95$9.10$260.90$339.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 22 found (best R:R 0.49, avg credit $3.86)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
270/280360/370Nov 20$3.27$6.7371%0.49$276.73$363.27
280/290360/370Nov 20$3.77$6.2363%0.61$286.23$363.77
260/270350/360Dec 18$4.90$5.1051%0.96$265.10$354.90
290/300360/370Nov 20$4.62$5.3854%0.86$295.38$364.62
260/270360/370Dec 18$4.20$5.8057%0.72$265.80$364.20
280/290350/360Dec 18$5.75$4.2540%1.35$284.25$355.75
260/270360/370Nov 20$1.97$8.0378%0.25$268.03$361.97
280/290360/370Dec 18$5.05$4.9546%1.02$284.95$365.05
270/280330/340Nov 20$4.55$5.4550%0.83$275.45$334.55
270/280350/360Dec 18$4.90$5.1046%0.96$275.10$354.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 33 found (best R:R 14.38, cheapest $0.35)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$320.00$330.00$340.00Nov 20$0.80$9.2020%11.50
$340.00$350.00$360.00Dec 18$0.35$9.6512%27.57
$270.00$280.00$290.00Nov 20$0.60$9.4014%15.67
$330.00$340.00$350.00Dec 18$0.55$9.4513%17.18
$300.00$310.00$320.00Dec 18$0.65$9.3514%14.38
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$310.00$320.00$330.00Nov 20$0.65$9.3522%14.38
$300.00$310.00$320.00Nov 20$0.90$9.1022%10.11
$270.00$280.00$290.00Nov 20$0.50$9.5014%19.00
$290.00$300.00$310.00Dec 18$0.55$9.4514%17.18
$280.00$290.00$300.00Nov 20$0.85$9.1517%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. 22 found (best net $-15.30, 21 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$290.001:2Dec 18-$15.30$14.70
$330.00$340.001:2Nov 20-$1.45$8.55
$340.00$350.001:2Nov 20-$0.76$9.24
$320.00$330.001:2Nov 20-$3.50$6.50
$350.00$360.001:2Nov 20-$1.67$8.33
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$270.001:2Nov 20-$0.25$9.75
$290.00$280.001:2Nov 20-$1.45$8.55
$300.00$290.001:2Nov 20-$2.80$7.20
$270.00$260.001:2Nov 20-$1.15$8.85
$310.00$300.001:2Nov 20-$4.75$5.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 6.14%, avg 2.57%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$320.00Dec 18$19.200.482.4%6.14%8.49%2418
$330.00Dec 18$15.100.425.5%4.83%10.38%2813
$340.00Dec 18$11.700.358.8%3.74%12.49%429
$350.00Dec 18$8.800.2911.9%2.81%14.76%3734
$360.00Dec 18$6.000.2315.1%1.92%17.06%26
$370.00Dec 18$4.200.1818.3%1.34%19.69%126
$320.00Nov 20$10.200.442.4%3.26%5.61%4154
$330.00Nov 20$6.600.335.5%2.11%7.66%546
$340.00Nov 20$3.700.238.8%1.18%9.93%11200
$350.00Nov 20$2.100.1511.9%0.67%12.62%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 1,466
Total Puts 2,098
Put/Call Ratio 1.43
Net Difference -632

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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