Tour v528
NTRA
NATERA INC
$370.64 +0.34%
$371.05 (+0.11%)🌙
as of 09/21 06:49 PM
9/21 18:49

Option Volume

Detail
Current (09/21) 1,616
Calls: 304 (19%)
Puts: 1,312 (81%)
Prior (09/18) 2,473
Calls: 2,063 (83%)
Puts: 410 (17%)
Current vs Prior -34.65%
Calls: -85.26% (Calls)
Puts: +220.00% (Puts)
Prior 7-Day Total 5,759
Calls: 3,104 (54%)
Puts: 2,655 (46%)
Prior 7-Day Average 822
Calls: 443 (54%)
Puts: 379 (46%)
Current vs Prior 7-Day Avg +96.42%
Calls: -31.44%
Puts: +245.91%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/21) $1.10M
Calls: $700.0K (64%)
Puts: $398.1K (36%)
Prior (09/18) $3.87M
Calls: $3.64M (94%)
Puts: $237.3K (6%)
Current vs Prior -71.66%
Calls: -80.76%
Puts: +67.80%
Prior 7-Day Total $7.99M
Calls: $6.15M (77%)
Puts: $1.84M (23%)
Prior 7-Day Average $1.14M
Calls: $878.3K (77%)
Puts: $263.4K (23%)
Current vs Prior 7-Day Avg -3.82%
Calls: -20.30%
Puts: +51.14%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 4.32
Prior (09/18) 0.20
Current vs Prior +2071.58%
Prior 7-Day Average 2.28
Current vs Prior 7-Day Avg +88.91%
Sentiment BEARISH

Open Interest

Detail
Current (09/21) 7,634
Calls: 1,808 (24%)
Puts: 5,826 (76%)
Prior (09/18) 6,261
Calls: 2,631 (42%)
Puts: 3,630 (58%)
Current vs Prior +21.93%
Prior 7-Day Total 47,321
Calls: 19,242 (41%)
Puts: 28,079 (59%)
Prior 7-Day Average 6,760
Calls: 2,748 (41%)
Puts: 4,011 (59%)
Current vs Prior 7-Day Avg +12.93%
Sentiment BULLISH

Expected Move

Detail
Expiry (10/16) | Next (11/20)
Current 9.98% | 18.08%
Prior 10.08% | 17.80%
Current vs Prior -1.01% | +1.56%
Prior 7-Day Avg 7.25% | 12.95%
Current vs 7-Day Avg +37.63% | +39.64%
Prior 7-Day Eod 10.08% | 17.80%
Current vs 7-Day Eod -1.01% | +1.56%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 14.91% | 13.34%
Calls: 14.43% | 11.49%
Puts: 15.38% | 15.18%
Prior 14.91% | 13.34%
Calls: 14.43% | 11.49%
Puts: 15.38% | 15.18%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 14.91% | 13.34%
Calls: 14.43% | 11.49%
Puts: 15.38% | 15.18%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($700.0K). Light premium activity with dollar volume down 72% vs prior. Volume explosion - 97% above 7-day average (1,616 vs avg 822). Extreme bearish P/C ratio of 4.32 - heavy put buying.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 2 of results (avg 7.7%, best 5.8%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Oct 1643.7046.30$45.005.8%20.8618
$350.00Oct 1627.8030.60$29.209.6%20.7259
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. 4 found (avg delta 0.69, highest 0.86)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Oct 1643.7046.30$45.005.8%20.8618
$350.00Oct 1627.8030.60$29.209.6%20.7259
$360.00Oct 1621.2024.20$22.7013.2%40.6327
$370.00Oct 1615.0018.60$16.8021.4%220.53556
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 22 active (total vol 292, top 46)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Oct 164.006.50$5.2547.6%460.2428
$420.00Oct 161.253.80$2.53100.8%420.1325
$380.00Oct 1610.5013.70$12.1026.4%360.43524
$370.00Oct 1615.0018.60$16.8021.4%220.53556
$390.00Oct 166.709.60$8.1535.6%150.3345
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Oct 160.752.40$1.58104.4%180.081.1K
$340.00Oct 163.505.80$4.6549.5%170.20176
$310.00Oct 160.851.40$1.1348.7%160.06185
$330.00Oct 162.754.00$3.3837.0%150.14179
$290.00Oct 160.001.25$0.63198.4%130.031.2K

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 17 found (best R:R 19.00, avg 11.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$420.00$430.00Oct 16$0.50$9.50$0.5013%19.00$420.50
$440.00$450.00Oct 16$0.43$9.57$0.4310%22.26$440.43
$350.00$360.00Oct 16$6.50$3.50$6.5072%0.54$356.50
$410.00$420.00Oct 16$1.05$8.95$1.0518%8.52$411.05
$400.00$410.00Oct 16$1.67$8.33$1.6724%4.99$401.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$340.00$330.00Oct 16$1.27$8.73$1.2720%6.87$338.73
$320.00$310.00Oct 16$0.45$9.55$0.458%21.22$319.55
$290.00$270.00Oct 16$0.28$19.72$0.283%70.43$289.72
$300.00$290.00Oct 16$0.45$9.55$0.455%21.22$299.55
$370.00$360.00Oct 16$4.35$5.65$4.3547%1.30$365.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 0.22, avg 0.26)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$380.00$390.00Oct 16$3.95$3.95$6.0557%0.65$383.95
$390.00$400.00Oct 16$2.90$2.90$7.1067%0.41$392.90
$400.00$410.00Oct 16$1.67$1.67$8.3376%0.20$401.67
$410.00$420.00Oct 16$1.05$1.05$8.9582%0.12$411.05
$440.00$450.00Oct 16$0.43$0.43$9.5790%0.04$440.43
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$330.00$320.00Oct 16$1.80$1.80$8.2086%0.22$328.20
$360.00$350.00Oct 16$3.65$3.65$6.3563%0.57$356.35
$350.00$340.00Oct 16$2.40$2.40$7.6072%0.32$347.60
$370.00$360.00Oct 16$4.35$4.35$5.6553%0.77$365.65
$300.00$290.00Oct 16$0.45$0.45$9.5595%0.05$299.55

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 8.59% of stock, avg 9.13%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$370.00Oct 16$16.80$15.05$31.85$338.15$401.858.59%
$360.00Oct 16$22.70$10.70$33.40$326.60$393.409.01%
$350.00Oct 16$29.20$7.05$36.25$313.75$386.259.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.59% of stock, avg 3.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$420.00$330.00Oct 16$2.53$3.38$5.91$324.09$425.91
$410.00$330.00Oct 16$3.58$3.38$6.96$323.04$416.96
$420.00$340.00Oct 16$2.53$4.65$7.18$332.82$427.18
$410.00$340.00Oct 16$3.58$4.65$8.23$331.77$418.23
$400.00$330.00Oct 16$5.25$3.38$8.63$321.37$408.63
$400.00$340.00Oct 16$5.25$4.65$9.90$330.10$409.90
$420.00$350.00Oct 16$2.53$7.05$9.58$340.42$429.58
$410.00$350.00Oct 16$3.58$7.05$10.63$339.37$420.63
$400.00$350.00Oct 16$5.25$7.05$12.30$337.70$412.30
$390.00$330.00Oct 16$8.15$3.38$11.53$318.47$401.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 30 found (best R:R 0.89, avg credit $2.42)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
320/330390/400Oct 16$4.70$5.3052%0.89$325.30$394.70
320/330440/450Oct 16$2.23$7.7775%0.29$327.77$442.23
320/330410/420Oct 16$2.85$7.1568%0.40$327.15$412.85
320/330400/410Oct 16$3.47$6.5361%0.53$326.53$403.47
290/300390/400Oct 16$3.35$6.6562%0.50$296.65$393.35
320/330420/430Oct 16$2.30$7.7072%0.30$327.70$422.30
290/300440/450Oct 16$0.88$9.1285%0.10$299.12$440.88
290/300410/420Oct 16$1.50$8.5077%0.18$298.50$411.50
310/320390/400Oct 16$3.35$6.6558%0.50$316.65$393.35
340/350390/400Oct 16$5.30$4.7039%1.13$344.70$395.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 15.67, cheapest $0.40)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$350.00$360.00$370.00Oct 16$0.60$9.4020%15.67
$370.00$380.00$390.00Oct 16$0.75$9.2520%12.33
$380.00$390.00$400.00Oct 16$1.05$8.9519%8.52
$400.00$410.00$420.00Oct 16$0.62$9.3811%15.13
$360.00$370.00$380.00Oct 16$1.20$8.8020%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$350.00$360.00$370.00Oct 16$0.70$9.3020%13.29
$300.00$310.00$320.00Oct 16$0.40$9.603%24.00
$340.00$350.00$360.00Oct 16$1.25$8.7517%7.00
$330.00$340.00$350.00Oct 16$1.13$8.8713%7.85
$310.00$320.00$330.00Oct 16$1.35$8.659%6.41

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 18 found (best net $-13.40, 17 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$350.001:2Oct 16-$13.40$6.60
$390.00$400.001:2Oct 16-$2.35$7.65
$400.00$410.001:2Oct 16-$1.91$8.09
$410.00$420.001:2Oct 16-$1.48$8.52
$420.00$430.001:2Oct 16-$1.53$8.47
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$270.001:2Oct 16-$0.07$19.93
$300.00$290.001:2Oct 16-$0.18$9.82
$320.00$310.001:2Oct 16-$0.68$9.32
$350.00$340.001:2Oct 16-$2.25$7.75
$360.00$350.001:2Oct 16-$3.40$6.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 2.83%, avg 0.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$380.00Oct 16$10.500.432.5%2.83%5.36%36524
$390.00Oct 16$6.700.335.2%1.81%7.03%1545
$400.00Oct 16$4.000.247.9%1.08%9.00%4628
$410.00Oct 16$2.150.1810.6%0.58%11.20%1461
$440.00Oct 16$1.050.1018.7%0.28%19.00%134
$420.00Oct 16$1.250.1313.3%0.34%13.65%4225
$450.00Oct 16$0.650.0821.4%0.18%21.59%82
$430.00Oct 16$1.050.1016.0%0.28%16.30%45

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 304
Total Puts 1,312
Put/Call Ratio 4.32
Net Difference -1,008

Prior's Put/Call Breakdown

Total Calls 2,063
Total Puts 410
Put/Call Ratio 0.20
Net Difference 1,653

Prior 7-Day Put/Call Summary

Total Calls 3,104
Total Puts 2,655
Average Put/Call Ratio 2.28
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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