Tour v528
W
WAYFAIR INC A
$103.24 -0.43%
$104.00 (+0.74%)🌙
as of 09/16 06:06 PM
9/16 18:06

Option Volume

Detail
Current (09/16) 9,568
Calls: 4,481 (47%)
Puts: 5,087 (53%)
Prior (09/15) 3,798
Calls: 1,722 (45%)
Puts: 2,076 (55%)
Current vs Prior +151.92%
Calls: +160.22% (Calls)
Puts: +145.04% (Puts)
Prior 7-Day Total 48,606
Calls: 31,431 (65%)
Puts: 17,175 (35%)
Prior 7-Day Average 6,943
Calls: 4,490 (65%)
Puts: 2,453 (35%)
Current vs Prior 7-Day Avg +37.79%
Calls: -0.20%
Puts: +107.33%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/16) $7.52M
Calls: $4.80M (64%)
Puts: $2.72M (36%)
Prior (09/15) $4.05M
Calls: $2.88M (71%)
Puts: $1.17M (29%)
Current vs Prior +85.83%
Calls: +66.78%
Puts: +132.77%
Prior 7-Day Total $25.07M
Calls: $15.44M (62%)
Puts: $9.63M (38%)
Prior 7-Day Average $3.58M
Calls: $2.21M (62%)
Puts: $1.38M (38%)
Current vs Prior 7-Day Avg +109.95%
Calls: +117.67%
Puts: +97.58%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/16) 1.14
Prior (09/15) 1.21
Current vs Prior -5.83%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg +63.73%
Sentiment BEARISH

Open Interest

Detail
Current (09/16) 213,332
Calls: 94,896 (44%)
Puts: 118,436 (56%)
Prior (09/15) 211,313
Calls: 94,403 (45%)
Puts: 116,910 (55%)
Current vs Prior +0.96%
Prior 7-Day Total 1,476,502
Calls: 662,472 (45%)
Puts: 814,030 (55%)
Prior 7-Day Average 210,928
Calls: 94,638 (45%)
Puts: 116,290 (55%)
Current vs Prior 7-Day Avg +1.14%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 4.72% | 7.90%4.72% | 14.75%
Prior 5.65% | 8.37%5.65% | 15.34%
Current vs Prior -16.53% | -5.58%-16.53% | -3.86%
Prior 7-Day Avg 5.48% | 8.57%7.46% | 15.63%
Current vs 7-Day Avg -13.95% | -7.75%-36.77% | -5.63%
Prior 7-Day Eod 5.65% | 8.37%5.65% | 15.34%
Current vs 7-Day Eod -16.53% | -5.58%-16.53% | -3.86%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 20.56% | 22.15%
Calls: 30.30% | 26.80%
Puts: 10.82% | 17.50%
Prior 20.56% | 22.15%
Calls: 30.30% | 26.80%
Puts: 10.82% | 17.50%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 53.72% | 19.40%
Calls: 56.63% | 22.50%
Puts: 50.80% | 16.29%
Current vs 7-Day Avg -61.73% | +14.19%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($4.80M). Elevated premium activity with dollar volume up 86% vs prior. Dollar volume significantly above 7-day average (110% higher). Unusually high activity with volume up 152% vs prior - elevated interest.

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 NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 1 of results (avg 8.0%, best 8.0%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Oct 25.405.85$5.638.0%290.5217

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. 66 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Sep 1817.8019.75$18.7710.4%1.1K1.001.1K
$94.00Sep 189.1511.60$10.3823.6%--0.9842
$92.50Sep 1810.6012.55$11.5816.8%--0.98225
$93.00Sep 189.4512.10$10.7724.6%200.9864
$95.00Sep 188.1510.45$9.3024.7%--0.972.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Sep 189.2011.05$10.1318.3%221.003
$120.00Sep 1814.8517.00$15.9313.5%--1.0034
$115.00Sep 1810.0512.70$11.3823.3%270.98344
$123.00Sep 2517.5520.05$18.8013.3%50.955
$119.00Sep 1813.8516.00$14.9314.4%--0.9326

Most actively traded options today. High liquidity = easy entry/exit. 125 active (total vol 6.3K, top 2.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Sep 1817.8019.75$18.7710.4%1.1K1.001.1K
$120.00Oct 161.501.97$1.7427.0%2260.20127
$104.00Sep 181.622.58$2.1045.7%1260.50101
$100.00Sep 183.805.35$4.5733.9%1140.794.0K
$107.00Sep 180.611.17$0.8962.9%960.28107
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Oct 305.157.85$6.5041.5%2.0K0.393
$100.00Sep 180.420.80$0.6162.3%2200.21517
$106.00Sep 182.704.25$3.4844.5%1990.6823
$105.00Sep 182.193.30$2.7540.4%1270.59523
$90.00Oct 90.651.63$1.1486.0%1030.1428

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 33.6%, max 176.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$116.00Sep 18Oct 9155.8%56.3%176.6%1047
$105.00Sep 18Oct 1674.5%54.9%35.8%1462.4K
$108.00Sep 18Oct 973.1%54.9%33.0%4131
$104.00Sep 18Oct 272.6%55.3%31.4%126121
$109.00Sep 18Oct 274.1%56.7%30.7%841
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Sep 18Oct 1674.5%54.9%35.8%160646
$103.00Sep 18Oct 270.4%55.1%27.7%2449
$107.00Sep 18Oct 269.1%57.2%20.6%946
$106.00Sep 18Oct 269.5%59.3%17.1%20123
$100.00Sep 18Oct 3066.2%58.7%12.8%2.2K520

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 96 found (best R:R 1.56, avg 3.41)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$93.00$94.00Sep 18$0.39$0.61$0.3998%1.56$93.39
$97.00$108.00Oct 9$5.92$5.08$5.9272%0.86$102.92
$110.00$114.00Oct 30$1.13$2.87$1.1344%2.54$111.13
$116.00$120.00Oct 9$0.39$3.61$0.3925%9.26$116.39
$100.00$105.00Oct 16$2.45$2.55$2.4564%1.04$102.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$116.00$115.00Sep 18$0.62$0.38$0.6284%0.61$115.38
$106.00$105.00Oct 2$0.37$0.63$0.3755%1.70$105.63
$93.00$91.00Oct 9$0.19$1.81$0.1919%9.53$92.81
$107.00$106.00Oct 2$0.48$0.52$0.4858%1.08$106.52
$105.00$104.00Sep 18$0.47$0.53$0.4759%1.13$104.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 72 found (best R:R 1.38, avg 0.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$116.00$117.00Sep 18$0.61$0.61$0.3982%1.56$116.61
$119.00$120.00Sep 18$0.47$0.47$0.5389%0.89$119.47
$118.00$119.00Sep 18$0.54$0.54$0.4683%1.17$118.54
$115.00$117.00Oct 2$0.64$0.64$1.3676%0.47$115.64
$104.00$105.00Sep 25$0.75$0.75$0.2548%3.00$104.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$89.00$87.50Sep 18$0.87$0.87$0.6387%1.38$88.13
$94.00$85.00Oct 30$2.15$2.15$6.8571%0.31$91.85
$90.00$85.00Oct 16$0.73$0.73$4.2784%0.17$89.27
$98.00$94.00Oct 2$1.05$1.05$2.9572%0.36$96.95
$96.00$94.00Oct 9$0.68$0.68$1.3274%0.52$95.32

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $1.61, cheapest $1.48)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Sep 18Sep 25$1.4874.5%56.8%
$102.00Sep 18Sep 25$1.6572.6%57.5%
$104.00Sep 18Sep 25$1.8572.6%58.4%
$106.00Sep 18Sep 25$1.5569.5%56.2%
$103.00Sep 18Sep 25$1.7470.4%57.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Sep 18Sep 25$1.6074.5%56.8%
$106.00Sep 18Sep 25$1.4769.5%56.2%
$103.00Sep 18Sep 25$1.5370.4%57.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 34 found (cheapest 4.19% of stock, avg 8.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$103.00Sep 18$2.59$1.74$4.33$98.67$107.334.19%
$104.00Sep 18$2.10$2.28$4.38$99.62$108.384.24%
$105.00Sep 18$1.72$2.75$4.47$100.53$109.474.33%
$102.00Sep 18$3.13$1.38$4.51$97.49$106.514.37%
$101.00Sep 18$3.80$0.84$4.64$96.36$105.644.49%
$106.00Sep 18$1.20$3.48$4.68$101.32$110.684.53%
$107.00Sep 18$0.89$4.18$5.07$101.93$112.074.91%
$100.00Sep 18$4.57$0.61$5.18$94.82$105.185.02%
$108.00Sep 18$0.75$4.85$5.60$102.40$113.605.42%
$99.00Sep 18$5.40$0.34$5.74$93.26$104.745.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 117 found (cheapest 0.88% of stock, avg 4.59%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$109.00$99.00Sep 18$0.57$0.34$0.91$98.09$109.91
$109.00$100.00Sep 18$0.57$0.61$1.18$98.82$110.18
$108.00$99.00Sep 18$0.75$0.34$1.09$97.91$109.09
$108.00$100.00Sep 18$0.75$0.61$1.36$98.64$109.36
$107.00$99.00Sep 18$0.89$0.34$1.23$97.77$108.23
$109.00$101.00Sep 18$0.57$0.84$1.41$99.59$110.41
$107.00$100.00Sep 18$0.89$0.61$1.50$98.50$108.50
$108.00$101.00Sep 18$0.75$0.84$1.59$99.41$109.59
$107.00$101.00Sep 18$0.89$0.84$1.73$99.27$108.73
$106.00$99.00Sep 18$1.20$0.34$1.54$97.46$107.54

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 109 found (best R:R 8.38, avg credit $0.69)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
88/89119/120Sep 18$1.34$0.1676%8.38$87.66$120.34
88/89111/112Sep 18$1.02$0.4872%2.12$87.98$112.02
86/87115/117Sep 25$1.17$0.8371%1.41$85.83$116.17
86/87110/112Sep 25$1.43$0.5758%2.51$85.57$111.43
97/98116/117Sep 18$0.82$0.1870%4.56$96.68$116.82
88/89110/111Sep 18$0.97$0.5369%1.83$88.03$110.97
88/89108/109Sep 18$1.05$0.4563%2.33$87.95$109.05
99/100116/117Sep 18$0.88$0.1261%7.33$99.12$116.88
91/92116/117Sep 18$0.73$0.2775%2.70$91.27$116.73
86/87113/115Sep 25$1.12$0.8868%1.27$85.88$114.12

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 45 found (best R:R 9.42, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$105.00$110.00Oct 16$0.48$4.5224%9.42
$110.00$115.00$120.00Oct 16$0.42$4.5819%10.90
$105.00$110.00$115.00Oct 16$0.59$4.4122%7.47
$102.00$103.00$104.00Sep 18$0.05$0.9514%19.00
$99.00$100.00$101.00Sep 18$0.06$0.9413%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$92.50$95.00$97.50Oct 16$0.07$2.4311%34.71
$95.00$97.50$100.00Oct 16$0.12$2.3812%19.83
$100.00$105.00$110.00Oct 16$0.67$4.3325%6.46
$92.00$93.00$94.00Sep 25$0.09$0.915%10.11
$105.00$106.00$107.00Oct 2$0.11$0.897%8.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 87 found (best net $-0.25, 77 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$85.00$95.001:2Sep 25-$0.25$9.75
$110.00$116.001:2Oct 9-$0.64$5.36
$115.00$120.001:2Oct 16-$0.78$4.22
$110.00$115.001:2Oct 16-$1.32$3.68
$105.00$110.001:2Oct 16-$2.11$2.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$110.001:2Oct 16-$1.86$8.14
$114.00$107.001:2Oct 2-$1.38$5.62
$114.00$110.001:2Sep 18-$2.47$1.53
$94.00$85.001:2Oct 30-$0.25$8.75
$98.00$94.001:2Oct 2-$0.07$3.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 45 found (best yield 4.12%, avg 1.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$114.00Oct 30$4.250.3910.4%4.12%14.54%--25
$110.00Oct 30$5.350.446.5%5.18%11.73%--39
$105.00Oct 16$5.550.511.7%5.38%7.08%95138
$110.00Oct 16$3.650.396.5%3.54%10.08%5389
$111.00Oct 23$3.250.397.5%3.15%10.66%11
$115.00Oct 16$2.400.2911.4%2.32%13.72%4436
$110.00Oct 9$2.870.376.5%2.78%9.33%72
$108.00Oct 9$3.000.434.6%2.91%7.52%--15
$120.00Oct 16$1.500.2016.2%1.45%17.69%226127
$106.00Oct 2$3.500.462.7%3.39%6.06%104

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 4,481
Total Puts 5,087
Put/Call Ratio 1.14
Net Difference -606

Prior's Put/Call Breakdown

Total Calls 1,722
Total Puts 2,076
Put/Call Ratio 1.21
Net Difference -354

Prior 7-Day Put/Call Summary

Total Calls 31,431
Total Puts 17,175
Average Put/Call Ratio 0.69
Ratio Trend Falling

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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