Tour v536
NTRA
NATERA INC
$311.98 -14.23%
◀ 11/6 15:00 ▶

Option Volume

Detail
ℹ
Current (11/06 3:00pm) 3,793
Calls: 1,514 (40%)
Puts: 2,279 (60%)
Prior --
Calls: 2,656 (39%)
Puts: 4,177 (61%)
Current vs Prior +0.00%
Calls: -43.00% (Calls)
Puts: -45.44% (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 +25.41%
Calls: +28.06%
Puts: +23.71%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06 3:00pm) $10.55M
Calls: $2.34M (22%)
Puts: $8.21M (78%)
Prior --
Calls: $1.88M (47%)
Puts: $2.07M (53%)
Current vs Prior +0.00%
Calls: +24.93%
Puts: +295.59%
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 +124.07%
Calls: +21.34%
Puts: +195.57%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 3:00pm) 1.51
Prior 1.00
Current vs Prior +50.53%
Prior 7-Day Average 2.72
Current vs Prior 7-Day Avg -44.56%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06 3:00pm) 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 10.85% | 16.49%10.85% | 16.49%
Prior 15.96% | 19.27%15.96% | 19.27%
Current vs Prior -32.04% | -14.40%-32.04% | -14.41%
Prior 7-Day Avg 15.04% | 18.73%14.56% | 18.29%
Current vs 7-Day Avg -27.87% | -11.95%-25.48% | -9.84%
Prior 7-Day Eod 15.96% | 19.27%15.34% | 18.79%
Current vs 7-Day Eod -32.04% | -14.40%-29.27% | -12.23%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 17.84% | 7.97%
Calls: 21.78% | 8.16%
Puts: 13.90% | 7.79%
Prior 11.80% | 9.46%
Calls: 10.42% | 9.21%
Puts: 13.19% | 9.70%
Current vs Prior +51.19% | -15.75%
Prior 7-Day Avg 13.74% | 11.71%
Calls: 13.63% | 11.29%
Puts: 13.85% | 12.13%
Current vs 7-Day Avg +29.87% | -31.93%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bearish conviction with 78% of dollar volume in puts ($8.21M) vs calls ($2.34M). Dollar volume significantly above 7-day average (124% higher). Extreme bearish P/C ratio of 1.51 - heavy put buying. P/C ratio rising 51% - 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
15:00BEARISHBEARISHBEARISH
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 17 of results (avg 7.0%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Dec 1856.5059.50$58.005.2%20.847
$250.00Nov 2061.0064.60$62.805.7%--0.93503
$260.00Nov 2051.7055.20$53.456.5%10.91199
$290.00Dec 1835.1037.50$36.306.6%10.685
$300.00Dec 1829.0031.10$30.057.0%80.6112
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Dec 1838.4040.50$39.455.3%120.6599
$370.00Dec 1860.0063.60$61.805.8%50.8174
$370.00Nov 2056.9060.50$58.706.1%320.9551
$360.00Dec 1851.8055.30$53.556.5%10.7779
$330.00Dec 1831.8034.00$32.906.7%130.5918

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. 23 found (avg delta 0.74, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Nov 2061.0064.60$62.805.7%--0.93503
$260.00Nov 2051.7055.20$53.456.5%10.91199
$270.00Nov 2042.8046.40$44.608.1%30.87607
$260.00Dec 1856.5059.50$58.005.2%20.847
$280.00Nov 2034.3037.50$35.908.9%10.8359
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Nov 2056.9060.50$58.706.1%320.9551
$360.00Nov 2047.5051.00$49.257.1%1070.87936
$350.00Nov 2038.5042.00$40.258.7%110.85820
$370.00Dec 1860.0063.60$61.805.8%50.8174
$340.00Nov 2030.2033.90$32.0511.5%190.79495

Most actively traded options today. High liquidity = easy entry/exit. 45 active (total vol 986, top 107)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Nov 208.8012.20$10.5032.4%460.4354
$340.00Dec 1811.3013.30$12.3016.3%420.359
$350.00Dec 187.2010.50$8.8537.3%370.2834
$330.00Dec 1814.7016.70$15.7012.7%280.4113
$350.00Nov 201.953.10$2.5345.5%260.151.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Nov 2047.5051.00$49.257.1%1070.87936
$330.00Nov 2023.1026.50$24.8013.7%710.68272
$310.00Nov 2011.9014.70$13.3021.1%660.46131
$300.00Nov 208.2010.60$9.4025.5%650.35340
$320.00Nov 2017.4020.00$18.7013.9%500.57989

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 7.3%, max 11.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$290.00Nov 20Dec 1861.7%55.2%11.7%362
$300.00Nov 20Dec 1860.2%54.5%10.3%1197
$310.00Nov 20Dec 1857.5%53.5%7.5%38110
$350.00Nov 20Dec 1855.0%52.1%5.6%631.1K
$320.00Nov 20Dec 1858.3%56.0%4.2%7072
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$290.00Nov 20Dec 1861.7%55.2%11.7%62274
$300.00Nov 20Dec 1860.2%54.5%10.3%72379
$280.00Nov 20Dec 1860.5%55.5%9.1%34349
$310.00Nov 20Dec 1857.5%53.5%7.5%104164
$350.00Nov 20Dec 1855.0%52.1%5.6%11875

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 33 found (best R:R 29.30, avg 3.80)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$360.00Nov 20$0.33$9.67$0.3315%29.30$350.33
$340.00$350.00Nov 20$1.10$8.90$1.1021%8.09$341.10
$360.00$370.00Dec 18$1.55$8.45$1.5523%5.45$361.55
$310.00$320.00Dec 18$4.75$5.25$4.7554%1.11$314.75
$320.00$330.00Dec 18$4.05$5.95$4.0548%1.47$324.05
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$280.00$270.00Nov 20$0.67$9.33$0.6717%13.93$279.33
$350.00$340.00Dec 18$6.35$3.65$6.3572%0.57$343.65
$330.00$320.00Nov 20$6.10$3.90$6.1068%0.64$323.90
$310.00$300.00Nov 20$3.90$6.10$3.9046%1.56$306.10
$260.00$250.00Dec 18$1.37$8.63$1.3715%6.30$258.63

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 0.20, avg 0.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$360.00$370.00Nov 20$1.67$1.67$8.3388%0.20$361.67
$330.00$340.00Nov 20$3.27$3.27$6.7368%0.49$333.27
$340.00$350.00Dec 18$3.45$3.45$6.5565%0.53$343.45
$320.00$330.00Nov 20$3.60$3.60$6.4057%0.56$323.60
$350.00$360.00Dec 18$2.10$2.10$7.9072%0.27$352.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$290.00$280.00Nov 20$2.70$2.70$7.3074%0.37$287.30
$290.00$280.00Dec 18$3.45$3.45$6.5568%0.53$286.55
$270.00$260.00Dec 18$2.20$2.20$7.8080%0.28$267.80
$300.00$290.00Dec 18$3.95$3.95$6.0562%0.65$296.05
$260.00$250.00Nov 20$0.85$0.85$9.1592%0.09$259.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $8.63, cheapest $7.95)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Nov 20Dec 18$8.8060.2%54.5%
$310.00Nov 20Dec 18$9.3557.5%53.5%
$320.00Nov 20Dec 18$9.2558.3%56.0%
$330.00Nov 20Dec 18$8.8057.1%55.2%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Nov 20Dec 18$7.9560.2%54.5%
$310.00Nov 20Dec 18$8.5557.5%53.5%
$320.00Nov 20Dec 18$8.2558.3%56.0%
$330.00Nov 20Dec 18$8.1057.1%55.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 9.12% of stock, avg 12.83%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$310.00Nov 20$15.15$13.30$28.45$281.55$338.459.12%
$320.00Nov 20$10.50$18.70$29.20$290.80$349.209.36%
$300.00Nov 20$21.25$9.40$30.65$269.35$330.659.82%
$330.00Nov 20$6.90$24.80$31.70$298.30$361.7010.16%
$290.00Nov 20$28.05$6.25$34.30$255.70$324.3010.99%
$340.00Nov 20$3.63$32.05$35.68$304.32$375.6811.44%
$310.00Dec 18$24.50$21.85$46.35$263.65$356.3514.86%
$320.00Dec 18$19.75$26.95$46.70$273.30$366.7014.97%
$300.00Dec 18$30.05$17.35$47.40$252.60$347.4015.19%
$330.00Dec 18$15.70$32.90$48.60$281.40$378.6015.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.63% of stock, avg 6.23%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$270.00Nov 20$2.20$2.88$5.08$264.92$365.08
$350.00$270.00Nov 20$2.53$2.88$5.41$264.59$355.41
$360.00$280.00Nov 20$2.20$3.55$5.75$274.25$365.75
$350.00$280.00Nov 20$2.53$3.55$6.08$273.92$356.08
$340.00$270.00Nov 20$3.63$2.88$6.51$263.49$346.51
$340.00$280.00Nov 20$3.63$3.55$7.18$272.82$347.18
$360.00$290.00Nov 20$2.20$6.25$8.45$281.55$368.45
$350.00$290.00Nov 20$2.53$6.25$8.78$281.22$358.78
$340.00$290.00Nov 20$3.63$6.25$9.88$280.12$349.88
$330.00$270.00Nov 20$6.90$2.88$9.78$260.22$339.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 28 found (best R:R 0.78, avg credit $3.72)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
280/290360/370Nov 20$4.37$5.6362%0.78$285.63$364.37
250/260360/370Nov 20$2.52$7.4879%0.34$257.48$362.52
260/270360/370Nov 20$2.85$7.1575%0.40$267.15$362.85
280/290340/350Dec 18$6.90$3.1033%2.23$283.10$346.90
280/290330/340Nov 20$5.97$4.0342%1.48$284.03$335.97
260/270340/350Dec 18$5.65$4.3545%1.30$264.35$345.65
250/260330/340Nov 20$4.12$5.8860%0.70$255.88$334.12
260/270330/340Nov 20$4.45$5.5555%0.80$265.55$334.45
270/280340/350Dec 18$5.95$4.0539%1.47$274.05$345.95
250/260340/350Dec 18$4.82$5.1850%0.93$255.18$344.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 36 found (best R:R 29.30, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$320.00$330.00$340.00Nov 20$0.33$9.6722%29.30
$290.00$300.00$310.00Nov 20$0.70$9.3020%13.29
$260.00$270.00$280.00Nov 20$0.15$9.858%65.67
$310.00$320.00$330.00Nov 20$1.05$8.9522%8.52
$320.00$330.00$340.00Dec 18$0.65$9.3513%14.38
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$280.00$290.00$300.00Nov 20$0.45$9.5518%21.22
$310.00$320.00$330.00Nov 20$0.70$9.3022%13.29
$290.00$300.00$310.00Nov 20$0.75$9.2520%12.33
$260.00$270.00$280.00Dec 18$0.30$9.7010%32.33
$280.00$290.00$300.00Dec 18$0.50$9.5013%19.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 24 found (best net $-14.60, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$290.001:2Dec 18-$14.60$15.40
$330.00$340.001:2Nov 20-$0.36$9.64
$320.00$330.001:2Nov 20-$3.30$6.70
$340.00$350.001:2Nov 20-$1.43$8.57
$350.00$360.001:2Nov 20-$1.87$8.13
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$280.001:2Nov 20-$0.85$9.15
$260.00$250.001:2Nov 20$0.00$10.00
$270.00$260.001:2Nov 20-$0.52$9.48
$300.00$290.001:2Nov 20-$3.10$6.90
$280.00$270.001:2Nov 20-$2.21$7.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 5.99%, avg 2.33%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$320.00Dec 18$18.700.482.6%5.99%8.56%2418
$330.00Dec 18$14.700.415.8%4.71%10.49%2813
$340.00Dec 18$11.300.359.0%3.62%12.60%429
$350.00Dec 18$7.200.2812.2%2.31%14.49%3734
$360.00Dec 18$5.200.2315.4%1.67%17.06%26
$370.00Dec 18$3.700.1918.6%1.19%19.78%126
$320.00Nov 20$8.800.432.6%2.82%5.39%4654
$330.00Nov 20$5.100.325.8%1.63%7.41%746
$340.00Nov 20$2.350.219.0%0.75%9.73%21200
$350.00Nov 20$1.950.1512.2%0.63%12.81%261.1K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 1,514
Total Puts 2,279
Put/Call Ratio 1.51
Net Difference -765

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
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All