Tour v536
NTRA
NATERA INC
$310.67 -14.59%
$311.29 (+0.20%)🌙
as of 11/06 04:00 PM
◀ 11/6 16:00 ▶

Option Volume

Detail
ℹ
Current (11/06 4:00pm) 3,988
Calls: 1,674 (42%)
Puts: 2,314 (58%)
Prior --
Calls: 2,656 (39%)
Puts: 4,177 (61%)
Current vs Prior +0.00%
Calls: -36.97% (Calls)
Puts: -44.60% (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 +31.85%
Calls: +41.59%
Puts: +25.60%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06 4:00pm) $11.45M
Calls: $2.98M (26%)
Puts: $8.47M (74%)
Prior --
Calls: $1.88M (47%)
Puts: $2.07M (53%)
Current vs Prior +0.00%
Calls: +58.81%
Puts: +308.40%
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 +143.22%
Calls: +54.24%
Puts: +205.14%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 4:00pm) 1.38
Prior 1.00
Current vs Prior +38.23%
Prior 7-Day Average 2.72
Current vs Prior 7-Day Avg -49.09%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06 4:00pm) 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 10.99% | 16.53%10.99% | 16.53%
Prior 15.96% | 19.27%15.96% | 19.27%
Current vs Prior -31.15% | -14.21%-31.15% | -14.21%
Prior 7-Day Avg 15.04% | 18.73%14.56% | 18.29%
Current vs 7-Day Avg -26.92% | -11.75%-24.50% | -9.64%
Prior 7-Day Eod 15.96% | 19.27%15.34% | 18.79%
Current vs 7-Day Eod -31.15% | -14.21%-28.34% | -12.03%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 17.05% | 8.40%
Calls: 20.00% | 8.77%
Puts: 14.10% | 8.03%
Prior 11.80% | 9.46%
Calls: 10.42% | 9.21%
Puts: 13.19% | 9.70%
Current vs Prior +44.49% | -11.21%
Prior 7-Day Avg 13.74% | 11.71%
Calls: 13.63% | 11.29%
Puts: 13.85% | 12.13%
Current vs 7-Day Avg +24.12% | -28.26%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 74% put dollar volume ($8.47M). Dollar volume significantly above 7-day average (143% higher). Bearish P/C ratio of 1.38 indicates protective positioning. P/C ratio rising 38% - 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
16:00BEARISHBEARISHBEARISH
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 19 of results (avg 7.0%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Dec 1863.6067.00$65.305.2%10.915
$290.00Dec 1834.5036.50$35.505.6%350.685
$260.00Dec 1855.2058.50$56.855.8%30.867
$260.00Nov 2050.6053.90$52.256.3%10.95199
$270.00Dec 1847.4050.50$48.956.3%20.817
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Dec 1861.4065.00$63.205.7%50.8074
$370.00Nov 2058.4062.00$60.206.0%320.9251
$360.00Dec 1853.0056.50$54.756.4%10.7679
$340.00Dec 1838.9041.50$40.206.5%150.6599
$350.00Dec 1845.0048.30$46.657.1%--0.7155

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. 25 found (avg delta 0.75, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Nov 2059.8064.00$61.906.8%--0.96503
$260.00Nov 2050.6053.90$52.256.3%10.95199
$270.00Nov 2041.5045.00$43.258.1%30.92607
$250.00Dec 1863.6067.00$65.305.2%10.915
$260.00Dec 1855.2058.50$56.855.8%30.867
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Nov 2058.4062.00$60.206.0%320.9251
$360.00Nov 2048.4052.30$50.357.7%1070.88936
$350.00Nov 2039.9043.30$41.608.2%110.83820
$370.00Dec 1861.4065.00$63.205.7%50.8074
$360.00Dec 1853.0056.50$54.756.4%10.7679

Most actively traded options today. High liquidity = easy entry/exit. 47 active (total vol 1.1K, top 107)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Nov 208.5012.00$10.2534.1%600.4254
$340.00Dec 1811.0013.50$12.2520.4%420.349
$350.00Dec 187.7010.50$9.1030.8%370.2834
$290.00Dec 1834.5036.50$35.505.6%350.685
$330.00Dec 1814.3016.50$15.4014.3%280.4113
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Nov 2048.4052.30$50.357.7%1070.88936
$300.00Nov 208.5010.40$9.4520.1%760.36340
$310.00Nov 2012.4015.50$13.9522.2%740.47131
$330.00Nov 2024.1027.00$25.5511.4%710.68272
$320.00Nov 2017.8020.50$19.1514.1%500.58989

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 7.6%, max 10.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Nov 20Dec 1859.2%53.9%9.9%1197
$310.00Nov 20Dec 1858.8%53.4%9.9%38110
$350.00Nov 20Dec 1857.8%53.5%8.0%641.1K
$340.00Nov 20Dec 1859.2%55.2%7.3%69209
$330.00Nov 20Dec 1858.7%55.3%6.2%3659
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$280.00Nov 20Dec 1859.7%53.9%10.8%34349
$300.00Nov 20Dec 1859.2%53.9%9.9%83379
$310.00Nov 20Dec 1858.8%53.4%9.9%112164
$350.00Nov 20Dec 1857.8%53.5%8.0%11875
$340.00Nov 20Dec 1859.2%55.2%7.3%34594

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 32 found (best R:R 0.83, avg 4.04)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$300.00$310.00Nov 20$5.45$4.55$5.4565%0.83$305.45
$330.00$340.00Dec 18$3.15$6.85$3.1541%2.17$333.15
$310.00$320.00Dec 18$4.55$5.45$4.5554%1.20$314.55
$290.00$300.00Dec 18$6.10$3.90$6.1068%0.64$296.10
$360.00$370.00Dec 18$1.60$8.40$1.6023%5.25$361.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$340.00Dec 18$6.45$3.55$6.4571%0.55$343.55
$260.00$250.00Nov 20$0.32$9.68$0.328%30.25$259.68
$270.00$260.00Nov 20$0.58$9.42$0.5811%16.24$269.42
$320.00$310.00Nov 20$5.20$4.80$5.2058%0.92$314.80
$330.00$320.00Nov 20$6.40$3.60$6.4068%0.56$323.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 0.71, avg 0.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$340.00$350.00Nov 20$1.90$1.90$8.1077%0.23$341.90
$360.00$370.00Nov 20$0.90$0.90$9.1089%0.10$360.90
$340.00$350.00Dec 18$3.15$3.15$6.8566%0.46$343.15
$330.00$340.00Nov 20$2.30$2.30$7.7068%0.30$332.30
$320.00$330.00Nov 20$3.25$3.25$6.7558%0.48$323.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$290.00$280.00Dec 18$4.15$4.15$5.8568%0.71$285.85
$300.00$290.00Nov 20$3.60$3.60$6.4064%0.56$296.40
$260.00$250.00Dec 18$1.82$1.82$8.1885%0.22$258.18
$310.00$300.00Dec 18$4.80$4.80$5.2054%0.92$305.20
$310.00$300.00Nov 20$4.50$4.50$5.5053%0.82$305.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $8.47, cheapest $8.30)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Nov 20Dec 18$8.9558.8%53.4%
$300.00Nov 20Dec 18$8.9559.2%53.9%
$330.00Nov 20Dec 18$8.4058.7%55.3%
$320.00Nov 20Dec 18$9.1558.5%56.0%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Nov 20Dec 18$8.3058.8%53.4%
$300.00Nov 20Dec 18$8.0059.2%53.9%
$330.00Nov 20Dec 18$7.7558.7%55.3%
$320.00Nov 20Dec 18$8.2558.5%56.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 9.32% of stock, avg 12.89%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$310.00Nov 20$15.00$13.95$28.95$281.05$338.959.32%
$320.00Nov 20$10.25$19.15$29.40$290.60$349.409.46%
$300.00Nov 20$20.45$9.45$29.90$270.10$329.909.62%
$330.00Nov 20$7.00$25.55$32.55$297.45$362.5510.48%
$290.00Nov 20$27.30$5.85$33.15$256.85$323.1510.67%
$340.00Nov 20$4.70$33.25$37.95$302.05$377.9512.22%
$280.00Nov 20$34.80$3.55$38.35$241.65$318.3512.34%
$310.00Dec 18$23.95$22.25$46.20$263.80$356.2014.87%
$320.00Dec 18$19.40$27.40$46.80$273.20$366.8015.06%
$300.00Dec 18$29.40$17.45$46.85$253.15$346.8515.08%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.35% of stock, avg 6.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$270.00Nov 20$1.95$2.23$4.18$265.82$364.18
$350.00$270.00Nov 20$2.80$2.23$5.03$264.97$355.03
$360.00$280.00Nov 20$1.95$3.55$5.50$274.50$365.50
$350.00$280.00Nov 20$2.80$3.55$6.35$273.65$356.35
$340.00$270.00Nov 20$4.70$2.23$6.93$263.07$346.93
$340.00$280.00Nov 20$4.70$3.55$8.25$271.75$348.25
$360.00$290.00Nov 20$1.95$5.85$7.80$282.20$367.80
$350.00$290.00Nov 20$2.80$5.85$8.65$281.35$358.65
$340.00$290.00Nov 20$4.70$5.85$10.55$279.45$350.55
$330.00$270.00Nov 20$7.00$2.23$9.23$260.77$339.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 28 found (best R:R 2.70, avg credit $3.59)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
280/290340/350Dec 18$7.30$2.7033%2.70$282.70$347.30
280/290360/370Dec 18$5.75$4.2545%1.35$284.25$365.75
280/290350/360Dec 18$6.25$3.7540%1.67$283.75$356.25
250/260340/350Dec 18$4.97$5.0350%0.99$255.03$344.97
270/280340/350Dec 18$5.70$4.3040%1.33$274.30$345.70
250/260360/370Dec 18$3.42$6.5862%0.52$256.58$363.42
250/260350/360Dec 18$3.92$6.0856%0.64$256.08$353.92
260/270340/350Dec 18$5.00$5.0046%1.00$265.00$345.00
280/290360/370Nov 20$3.20$6.8063%0.47$286.80$363.20
270/280360/370Nov 20$2.22$7.7872%0.29$277.78$362.22

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 36 found (best R:R 13.29, cheapest $0.26)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$300.00$310.00$320.00Nov 20$0.70$9.3023%13.29
$280.00$290.00$300.00Nov 20$0.65$9.3521%14.38
$330.00$340.00$350.00Nov 20$0.40$9.6016%24.00
$310.00$320.00$330.00Dec 18$0.55$9.4513%17.18
$290.00$300.00$310.00Dec 18$0.65$9.3514%14.38
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$300.00$310.00$320.00Nov 20$0.70$9.3022%13.29
$300.00$310.00$320.00Dec 18$0.35$9.6513%27.57
$290.00$300.00$310.00Nov 20$0.90$9.1021%10.11
$340.00$350.00$360.00Nov 20$0.40$9.6012%24.00
$330.00$340.00$350.00Nov 20$0.65$9.3516%14.38

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 $-0.90, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$350.001:2Nov 20-$0.90$9.10
$360.00$370.001:2Nov 20-$0.15$9.85
$330.00$340.001:2Nov 20-$2.40$7.60
$350.00$360.001:2Nov 20-$1.10$8.90
$320.00$330.001:2Nov 20-$3.75$6.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$280.001:2Nov 20-$1.25$8.75
$300.00$290.001:2Nov 20-$2.25$7.75
$280.00$270.001:2Nov 20-$0.91$9.09
$270.00$260.001:2Nov 20-$1.07$8.93
$260.00$250.001:2Nov 20-$1.01$8.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 5.89%, avg 2.13%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$320.00Dec 18$18.300.473.0%5.89%8.89%2418
$330.00Dec 18$14.300.416.2%4.60%10.82%2813
$340.00Dec 18$11.000.349.4%3.54%12.98%429
$350.00Dec 18$7.700.2812.7%2.48%15.14%3734
$360.00Dec 18$5.500.2315.9%1.77%17.65%26
$370.00Dec 18$3.900.1919.1%1.26%20.35%126
$320.00Nov 20$8.500.423.0%2.74%5.74%6054
$330.00Nov 20$5.500.326.2%1.77%7.99%846
$340.00Nov 20$3.400.239.4%1.09%10.54%27200
$350.00Nov 20$1.100.1612.7%0.35%13.01%271.1K

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 1,674
Total Puts 2,314
Put/Call Ratio 1.38
Net Difference -640

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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