Tour v492
NTRA
NATERA INC
$265.38 -3.36%
$309.00 (+16.44%)🌙
as of 08/06 06:06 PM
8/6 18:06

Option Volume

Detail
Current (08/06) 6,258
Calls: 1,733 (28%)
Puts: 4,525 (72%)
Prior (08/05) 1,419
Calls: 658 (46%)
Puts: 761 (54%)
Current vs Prior +341.01%
Calls: +163.37% (Calls)
Puts: +494.61% (Puts)
Prior 7-Day Total 10,230
Calls: 5,002 (49%)
Puts: 5,228 (51%)
Prior 7-Day Average 1,461
Calls: 714 (49%)
Puts: 746 (51%)
Current vs Prior 7-Day Avg +328.21%
Calls: +142.52%
Puts: +505.87%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/06) $4.10M
Calls: $1.27M (31%)
Puts: $2.83M (69%)
Prior (08/05) $2.26M
Calls: $1.44M (64%)
Puts: $820.1K (36%)
Current vs Prior +81.16%
Calls: -11.89%
Puts: +244.85%
Prior 7-Day Total $11.04M
Calls: $7.72M (70%)
Puts: $3.32M (30%)
Prior 7-Day Average $1.58M
Calls: $1.10M (70%)
Puts: $474.7K (30%)
Current vs Prior 7-Day Avg +159.81%
Calls: +15.24%
Puts: +495.72%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/06) 2.61
Prior (08/05) 1.16
Current vs Prior +125.77%
Prior 7-Day Average 1.33
Current vs Prior 7-Day Avg +95.74%
Sentiment BEARISH

Open Interest

Detail
Current (08/06) 32,010
Calls: 16,375 (51%)
Puts: 15,635 (49%)
Prior (08/05) 11,727
Calls: 6,619 (56%)
Puts: 5,108 (44%)
Current vs Prior +172.96%
Prior 7-Day Total 70,978
Calls: 43,423 (61%)
Puts: 27,555 (39%)
Prior 7-Day Average 10,139
Calls: 6,203 (61%)
Puts: 3,936 (39%)
Current vs Prior 7-Day Avg +215.69%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 13.62% | 17.60%
Prior 13.55% | 17.81%
Current vs Prior +0.56% | -1.17%
Prior 7-Day Avg 14.45% | 18.65%
Current vs 7-Day Avg -5.75% | -5.63%
Prior 7-Day Eod 13.55% | 17.81%
Current vs 7-Day Eod +0.56% | -1.17%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 14.91% | 13.34%
Calls: 14.43% | 11.49%
Puts: 15.38% | 15.18%
Prior 16.46% | 11.86%
Calls: 16.89% | 12.15%
Puts: 16.04% | 11.57%
Current vs Prior -9.42% | +12.48%
Prior 7-Day Avg 15.27% | 13.60%
Calls: 18.00% | 13.86%
Puts: 12.55% | 13.34%
Current vs 7-Day Avg -2.35% | -1.91%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 69% put dollar volume ($2.83M). Elevated premium activity with dollar volume up 81% vs prior. Dollar volume significantly above 7-day average (160% higher). Unusually high activity with volume up 341% vs prior - elevated interest.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 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 4 of results (avg 8.0%, best 6.1%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Sep 1849.5052.60$51.056.1%--0.8610
$230.00Sep 1841.5045.10$43.308.3%--0.8065
$220.00Aug 2146.0050.10$48.058.5%10.90190
$240.00Sep 1834.5037.80$36.159.1%40.74273
PUTS (0)
No puts meet the criteria

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. 15 found (avg delta 0.71, highest 0.90)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Aug 2146.0050.10$48.058.5%10.90190
$230.00Aug 2137.5041.70$39.6010.6%--0.8757
$220.00Sep 1849.5052.60$51.056.1%--0.8610
$230.00Sep 1841.5045.10$43.308.3%--0.8065
$240.00Aug 2130.3033.90$32.1011.2%--0.80141
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2135.7040.20$37.9511.9%--0.7912
$290.00Aug 2128.3032.10$30.2012.6%10.7119
$280.00Aug 2121.5025.10$23.3015.5%180.6295
$270.00Aug 2115.5019.10$17.3020.8%20.5256

Most actively traded options today. High liquidity = easy entry/exit. 26 active (total vol 3.7K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 213.404.50$3.9527.8%4170.202.1K
$280.00Aug 217.7010.70$9.2032.6%3820.38127
$310.00Aug 210.004.70$2.35200.0%3530.141.5K
$290.00Aug 215.706.80$6.2517.6%2860.291.2K
$270.00Aug 2111.6014.70$13.1523.6%1180.482.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 216.5010.00$8.2542.4%1.4K0.3138
$220.00Aug 210.953.60$2.28116.2%3890.1068
$240.00Aug 213.505.20$4.3539.1%1800.2081
$260.00Aug 2110.7014.50$12.6030.2%570.411.4K
$280.00Aug 2121.5025.10$23.3015.5%180.6295

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 24.0%, max 40.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Aug 21Sep 1879.1%56.3%40.5%1200
$260.00Aug 21Sep 1871.7%56.0%28.1%6214
$250.00Aug 21Sep 1870.8%55.8%26.8%13246
$270.00Aug 21Sep 1871.0%58.8%20.9%1182.0K
$290.00Aug 21Sep 1869.5%58.0%19.8%2991.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Aug 21Sep 1879.1%56.3%40.5%398128
$260.00Aug 21Sep 1871.7%56.0%28.1%581.4K
$250.00Aug 21Sep 1870.8%55.8%26.8%1.4K49
$270.00Aug 21Sep 1871.0%58.8%20.9%376
$230.00Aug 21Sep 1867.5%57.4%17.6%201.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 23 found (best R:R 36.04, avg 3.37)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$300.00$310.00Aug 21$1.60$8.40$1.605.25$301.60
$290.00$300.00Aug 21$2.30$7.70$2.303.35$292.30
$290.00$300.00Sep 18$2.80$7.20$2.802.57$292.80
$280.00$290.00Aug 21$2.95$7.05$2.952.39$282.95
$280.00$290.00Sep 18$3.50$6.50$3.501.86$283.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$230.00$220.00Aug 21$0.27$9.73$0.2736.04$229.73
$240.00$230.00Aug 21$1.80$8.20$1.804.56$238.20
$230.00$220.00Sep 18$2.50$7.50$2.503.00$227.50
$240.00$230.00Sep 18$2.55$7.45$2.552.92$237.45
$250.00$240.00Sep 18$3.65$6.35$3.651.74$246.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 30 found (best R:R 5.45, avg 1.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$220.00$230.00Aug 21$8.45$8.45$1.555.45$228.45
$220.00$230.00Sep 18$7.75$7.75$2.253.44$227.75
$230.00$240.00Aug 21$7.50$7.50$2.503.00$237.50
$240.00$250.00Aug 21$7.45$7.45$2.552.92$247.45
$230.00$240.00Sep 18$7.15$7.15$2.852.51$237.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$300.00$290.00Aug 21$7.75$7.75$2.253.44$292.25
$290.00$280.00Aug 21$6.90$6.90$3.102.23$283.10
$280.00$270.00Aug 21$6.00$6.00$4.001.50$274.00
$270.00$260.00Sep 18$5.15$5.15$4.851.06$264.85
$270.00$260.00Aug 21$4.70$4.70$5.300.89$265.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $4.65, cheapest $1.72)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Aug 21Sep 18$3.0079.1%56.3%
$230.00Aug 21Sep 18$3.7067.5%57.4%
$240.00Aug 21Sep 18$4.0565.9%56.0%
$250.00Aug 21Sep 18$5.2070.8%55.8%
$300.00Aug 21Sep 18$5.3067.9%57.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Aug 21Sep 18$1.7279.1%56.3%
$230.00Aug 21Sep 18$3.9567.5%57.4%
$250.00Aug 21Sep 18$4.4570.8%55.8%
$260.00Aug 21Sep 18$4.6571.7%56.0%
$240.00Aug 21Sep 18$4.7065.9%56.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 11.47% of stock, avg 15.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$270.00Aug 21$13.15$17.30$30.45$239.55$300.4511.47%
$260.00Aug 21$18.85$12.60$31.45$228.55$291.4511.85%
$280.00Aug 21$9.20$23.30$32.50$247.50$312.5012.25%
$250.00Aug 21$24.65$8.25$32.90$217.10$282.9012.40%
$240.00Aug 21$32.10$4.35$36.45$203.55$276.4513.74%
$290.00Aug 21$6.25$30.20$36.45$253.55$326.4513.74%
$260.00Sep 18$24.30$17.25$41.55$218.45$301.5515.66%
$300.00Aug 21$3.95$37.95$41.90$258.10$341.9015.79%
$270.00Sep 18$19.55$22.40$41.95$228.05$311.9515.81%
$230.00Aug 21$39.60$2.55$42.15$187.85$272.1515.88%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 40 found (cheapest 1.74% of stock, avg 6.71%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$310.00$220.00Aug 21$2.35$2.28$4.63$215.37$314.63
$310.00$230.00Aug 21$2.35$2.55$4.90$225.10$314.90
$300.00$220.00Aug 21$3.95$2.28$6.23$213.77$306.23
$300.00$230.00Aug 21$3.95$2.55$6.50$223.50$306.50
$310.00$240.00Aug 21$2.35$4.35$6.70$233.30$316.70
$300.00$240.00Aug 21$3.95$4.35$8.30$231.70$308.30
$290.00$220.00Aug 21$6.25$2.28$8.53$211.47$298.53
$290.00$230.00Aug 21$6.25$2.55$8.80$221.20$298.80
$290.00$240.00Aug 21$6.25$4.35$10.60$229.40$300.60
$310.00$250.00Aug 21$2.35$8.25$10.60$239.40$320.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 48 found (best R:R 24.00, avg credit $6.66)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
240/250260/270Aug 21$9.60$0.4024.00$240.40$269.60
220/230240/250Sep 18$8.80$1.207.33$221.20$248.80
260/270280/290Sep 18$8.65$1.356.41$261.35$288.65
250/260270/280Sep 18$8.55$1.455.90$251.45$278.55
280/290300/310Aug 21$8.50$1.505.67$281.50$308.50
240/250260/270Sep 18$8.40$1.605.25$241.60$268.40
250/260270/280Aug 21$8.30$1.704.88$251.70$278.30
270/280290/300Aug 21$8.30$1.704.88$271.70$298.30
230/240250/260Sep 18$8.10$1.904.26$231.90$258.10
220/230250/260Sep 18$8.05$1.954.13$221.95$258.05

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$250.00$260.00$270.00Aug 21$0.10$9.9099.00
$270.00$280.00$290.00Sep 18$0.50$9.5019.00
$220.00$230.00$240.00Sep 18$0.60$9.4015.67
$280.00$290.00$300.00Aug 21$0.65$9.3514.38
$290.00$300.00$310.00Aug 21$0.70$9.3013.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$220.00$230.00$240.00Sep 18$0.05$9.95199.00
$250.00$260.00$270.00Aug 21$0.35$9.6527.57
$240.00$250.00$260.00Aug 21$0.45$9.5521.22
$250.00$260.00$270.00Sep 18$0.60$9.4015.67
$280.00$290.00$300.00Aug 21$0.85$9.1510.76

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $-0.45, 16 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$310.001:2Aug 21-$0.75$9.25
$290.00$300.001:2Aug 21-$1.65$8.35
$280.00$290.001:2Aug 21-$3.30$6.70
$270.00$280.001:2Aug 21-$5.25$4.75
$290.00$300.001:2Sep 18-$6.45$3.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$240.001:2Aug 21-$0.45$9.55
$240.00$230.001:2Aug 21-$0.75$9.25
$230.00$220.001:2Sep 18-$1.50$8.50
$230.00$220.001:2Aug 21-$2.01$7.99
$260.00$250.001:2Aug 21-$3.90$6.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 6.59%, avg 3.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$270.00Sep 18$17.500.511.7%6.59%8.34%--26
$280.00Sep 18$13.600.445.5%5.12%10.63%645
$270.00Aug 21$11.600.481.7%4.37%6.11%1182.0K
$290.00Sep 18$10.100.379.3%3.81%13.08%137
$280.00Aug 21$7.700.385.5%2.90%8.41%382127
$300.00Sep 18$7.200.3113.1%2.71%15.76%323
$290.00Aug 21$5.700.299.3%2.15%11.43%2861.2K
$300.00Aug 21$3.400.2013.1%1.28%14.33%4172.1K

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 1,733
Total Puts 4,525
Put/Call Ratio 2.61
Net Difference -2,792

Prior's Put/Call Breakdown

Total Calls 658
Total Puts 761
Put/Call Ratio 1.16
Net Difference -103

Prior 7-Day Put/Call Summary

Total Calls 5,002
Total Puts 5,228
Average Put/Call Ratio 1.33
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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