Tour v528
W
WAYFAIR INC A
$102.50 -0.72%
$102.60 (+0.10%)🌙
as of 09/17 06:05 PM
9/17 18:05

Option Volume

Detail
Current (09/17) 5,824
Calls: 4,340 (75%)
Puts: 1,484 (25%)
Prior (09/16) 9,568
Calls: 4,481 (47%)
Puts: 5,087 (53%)
Current vs Prior -39.13%
Calls: -3.15% (Calls)
Puts: -70.83% (Puts)
Prior 7-Day Total 48,017
Calls: 28,197 (59%)
Puts: 19,820 (41%)
Prior 7-Day Average 6,859
Calls: 4,028 (59%)
Puts: 2,831 (41%)
Current vs Prior 7-Day Avg -15.10%
Calls: +7.74%
Puts: -47.59%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/17) $2.10M
Calls: $1.51M (72%)
Puts: $587.1K (28%)
Prior (09/16) $7.52M
Calls: $4.80M (64%)
Puts: $2.72M (36%)
Current vs Prior -72.12%
Calls: -68.56%
Puts: -78.40%
Prior 7-Day Total $30.86M
Calls: $18.81M (61%)
Puts: $12.05M (39%)
Prior 7-Day Average $4.41M
Calls: $2.69M (61%)
Puts: $1.72M (39%)
Current vs Prior 7-Day Avg -52.45%
Calls: -43.84%
Puts: -65.90%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/17) 0.34
Prior (09/16) 1.14
Current vs Prior -69.88%
Prior 7-Day Average 0.81
Current vs Prior 7-Day Avg -57.81%
Sentiment BULLISH

Open Interest

Detail
Current (09/17) 218,586
Calls: 96,769 (44%)
Puts: 121,817 (56%)
Prior (09/16) 213,332
Calls: 94,896 (44%)
Puts: 118,436 (56%)
Current vs Prior +2.46%
Prior 7-Day Total 1,476,465
Calls: 661,207 (45%)
Puts: 815,258 (55%)
Prior 7-Day Average 210,923
Calls: 94,458 (45%)
Puts: 116,465 (55%)
Current vs Prior 7-Day Avg +3.63%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 3.21% | 6.89%3.21% | 14.24%
Prior 4.72% | 7.90%4.72% | 14.75%
Current vs Prior -31.96% | -12.86%-31.96% | -3.44%
Prior 7-Day Avg 5.26% | 8.35%6.79% | 15.42%
Current vs 7-Day Avg -38.97% | -17.53%-52.72% | -7.64%
Prior 7-Day Eod 4.72% | 7.90%4.72% | 14.75%
Current vs 7-Day Eod -31.96% | -12.86%-31.96% | -3.44%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 50.06% | 29.48%
Calls: 42.70% | 30.42%
Puts: 57.42% | 28.53%
Prior 20.56% | 22.15%
Calls: 30.30% | 26.80%
Puts: 10.82% | 17.50%
Current vs Prior +143.48% | +33.09%
Prior 7-Day Avg 39.87% | 19.54%
Calls: 42.70% | 22.97%
Puts: 37.04% | 16.12%
Current vs 7-Day Avg +25.56% | +50.85%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($1.51M). Light premium activity with dollar volume down 72% vs prior. Extreme bullish P/C ratio of 0.34 - heavy call buying (4,340 calls vs 1,484 puts). P/C ratio dropping 70% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 9.9%, best 9.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Oct 1617.7519.60$18.689.9%--0.9111
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. 68 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.50Sep 1819.2521.95$20.6013.1%--0.99154
$85.00Sep 1816.8518.90$17.8811.5%140.99991
$85.00Sep 2516.6519.15$17.9014.0%--0.9911
$92.50Sep 189.3011.40$10.3520.3%--0.98225
$91.00Sep 1810.7513.05$11.9019.3%--0.9712
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$112.00Sep 187.8510.30$9.0727.0%11.00--
$113.00Sep 188.6011.30$9.9527.1%21.005
$114.00Sep 189.6012.30$10.9524.7%11.0021
$118.00Sep 1813.6016.30$14.9518.1%11.005
$110.00Sep 185.608.30$6.9538.8%130.991.1K

Most actively traded options today. High liquidity = easy entry/exit. 135 active (total vol 5.0K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Sep 180.320.58$0.4557.8%1.1K0.252.2K
$115.00Oct 232.543.50$3.0231.8%5940.291
$110.00Oct 233.754.85$4.3025.6%5810.38--
$105.00Oct 164.406.10$5.2532.4%5180.47166
$113.00Sep 180.000.07$0.04175.0%2450.02121
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$99.00Sep 180.070.55$0.31154.8%1670.1573
$90.00Oct 161.381.64$1.5117.2%1360.1774
$98.00Oct 233.155.00$4.0845.3%1000.35--
$100.00Oct 234.055.85$4.9536.4%460.403
$97.00Sep 180.010.14$0.08162.5%390.05513

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 22.2%, max 43.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$102.00Sep 18Oct 966.6%50.7%31.5%7421
$106.00Sep 18Oct 271.3%56.4%26.6%2787
$101.00Sep 18Oct 967.5%53.5%26.2%1342
$100.00Sep 18Oct 1664.9%51.7%25.5%294.1K
$107.00Sep 18Oct 3078.6%63.1%24.6%6147
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$99.00Sep 18Oct 273.9%51.4%43.8%167175
$102.00Sep 18Sep 2566.6%54.5%22.3%1184
$103.00Sep 18Oct 268.4%57.7%18.7%757
$105.00Sep 18Oct 1660.8%54.3%12.0%15765
$100.00Sep 18Oct 3064.9%58.3%11.4%182.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 96 found (best R:R 1.29, avg 2.81)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$98.00$110.00Oct 23$5.23$6.77$5.2366%1.29$103.23
$110.00$114.00Oct 30$1.10$2.90$1.1042%2.64$111.10
$107.00$110.00Oct 30$0.95$2.05$0.9547%2.16$107.95
$100.00$105.00Oct 16$2.40$2.60$2.4060%1.08$102.40
$97.00$97.50Sep 18$0.20$0.30$0.2095%1.50$97.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$98.00$95.00Oct 23$0.73$2.27$0.7335%3.11$97.27
$101.00$100.00Sep 25$0.24$0.76$0.2440%3.17$100.76
$109.00$105.00Oct 9$2.29$1.71$2.2965%0.75$106.71
$107.00$105.00Sep 25$1.22$0.78$1.2267%0.64$105.78
$104.00$103.00Sep 18$0.57$0.43$0.5765%0.75$103.43

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 72 found (best R:R 2.26, avg 0.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$103.00$104.00Sep 25$0.63$0.63$0.3750%1.70$103.63
$121.00$122.00Sep 25$0.17$0.17$0.8394%0.20$121.17
$113.00$115.00Sep 25$0.31$0.31$1.6985%0.18$113.31
$107.00$108.00Sep 18$0.19$0.19$0.8184%0.23$107.19
$103.00$104.00Oct 2$0.58$0.58$0.4249%1.38$103.58
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$84.00$82.50Sep 18$1.04$1.04$0.4689%2.26$82.96
$84.00$83.00Oct 2$0.88$0.88$0.1289%7.33$83.12
$94.00$84.00Oct 30$2.41$2.41$7.5971%0.32$91.59
$95.00$90.00Oct 23$1.49$1.49$3.5171%0.42$93.51
$90.00$85.00Oct 16$0.82$0.82$4.1883%0.20$89.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $2.18, cheapest $1.88)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$102.00Sep 18Sep 25$1.8866.6%54.5%
$103.00Sep 18Sep 25$2.0668.4%58.8%
$104.00Sep 18Sep 25$1.9164.9%55.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$102.00Sep 18Sep 25$1.9666.6%54.5%
$103.00Sep 18Oct 2$3.1168.4%57.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 36 found (cheapest 2.72% of stock, avg 7.82%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$103.00Sep 18$1.30$1.49$2.79$100.21$105.792.72%
$102.00Sep 18$1.80$1.02$2.82$99.18$104.822.75%
$104.00Sep 18$0.82$2.06$2.88$101.12$106.882.81%
$105.00Sep 18$0.45$2.80$3.25$101.75$108.253.17%
$100.00Sep 18$3.01$0.38$3.39$96.61$103.393.31%
$106.00Sep 18$0.40$3.58$3.98$102.02$109.983.88%
$99.00Sep 18$4.10$0.31$4.41$94.59$103.414.30%
$107.00Sep 18$0.33$4.33$4.66$102.34$111.664.55%
$98.00Sep 18$4.97$0.12$5.09$92.91$103.094.97%
$97.50Sep 18$5.48$0.11$5.59$91.91$103.095.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.62% of stock, avg 5.02%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$107.00$99.00Sep 18$0.33$0.31$0.64$98.36$107.64
$107.00$100.00Sep 18$0.33$0.38$0.71$99.29$107.71
$106.00$99.00Sep 18$0.40$0.31$0.71$98.29$106.71
$106.00$100.00Sep 18$0.40$0.38$0.78$99.22$106.78
$105.00$99.00Sep 18$0.45$0.31$0.76$98.24$105.76
$105.00$100.00Sep 18$0.45$0.38$0.83$99.17$105.83
$107.00$89.00Sep 18$0.33$0.49$0.82$88.18$107.82
$106.00$89.00Sep 18$0.40$0.49$0.89$88.11$106.89
$105.00$89.00Sep 18$0.45$0.49$0.94$88.06$105.94
$104.00$99.00Sep 18$0.82$0.31$1.13$97.87$105.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 77 found (best R:R 4.56, avg credit $0.89)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
82/84107/108Sep 18$1.23$0.2773%4.56$82.77$108.23
83/84113/115Oct 2$1.16$0.8467%1.38$82.84$114.16
83/84110/113Oct 2$1.54$1.4659%1.05$82.46$111.54
90/91121/122Sep 25$0.38$0.6285%0.61$90.62$121.38
91/92107/108Sep 18$0.41$0.5976%0.69$91.59$107.41
98/99121/122Sep 25$0.54$0.4663%1.17$98.46$121.54
93/94121/122Sep 25$0.36$0.6481%0.56$93.64$121.36
94/95121/122Sep 25$0.35$0.6578%0.54$94.65$121.35
97/98121/122Sep 25$0.40$0.6068%0.67$97.60$121.40
98/99107/108Sep 18$0.38$0.6269%0.61$98.62$107.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 49 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$110.00$115.00$120.00Oct 16$0.34$4.6618%13.71
$100.00$105.00$110.00Oct 16$0.58$4.4225%7.62
$95.00$97.50$100.00Oct 16$0.10$2.4013%24.00
$103.00$104.00$105.00Sep 18$0.11$0.8924%8.09
$101.00$102.00$103.00Sep 18$0.11$0.8922%8.09
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Oct 16$0.40$4.6022%11.50
$103.00$105.00$107.00Oct 2$0.09$1.9113%21.22
$90.00$92.50$95.00Oct 16$0.08$2.4210%30.25
$102.00$103.00$104.00Sep 18$0.10$0.9024%9.00
$98.00$99.00$100.00Sep 25$0.05$0.9510%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. 98 found (best net $-1.87, 85 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$100.001:2Sep 25-$1.17$3.83
$110.00$116.001:2Oct 9-$0.15$5.85
$106.00$110.001:2Oct 2-$0.91$3.09
$115.00$120.001:2Oct 16-$0.54$4.46
$105.00$110.001:2Oct 16-$1.61$3.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$114.00$107.001:2Oct 2-$1.87$5.13
$95.00$90.001:2Oct 23-$0.37$4.63
$98.00$94.001:2Oct 2-$0.39$3.61
$90.00$85.001:2Oct 23-$0.18$4.82
$105.00$102.001:2Sep 25-$1.36$1.64

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 45 found (best yield 3.66%, avg 1.83%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$115.00Oct 30$3.750.3512.2%3.66%15.85%22--
$114.00Oct 30$3.850.3711.2%3.76%14.98%--25
$110.00Oct 30$4.950.427.3%4.83%12.15%2239
$107.00Oct 30$5.950.474.4%5.80%10.20%15
$110.00Oct 23$3.750.387.3%3.66%10.98%581--
$114.00Oct 23$2.620.3111.2%2.56%13.78%1--
$115.00Oct 23$2.540.2912.2%2.48%14.67%5941
$110.00Oct 16$3.000.357.3%2.93%10.24%19127
$105.00Oct 16$4.400.472.4%4.29%6.73%518166
$119.00Oct 23$1.570.2316.1%1.53%17.63%1--

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 4,340
Total Puts 1,484
Put/Call Ratio 0.34
Net Difference 2,856

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 28,197
Total Puts 19,820
Average Put/Call Ratio 0.81
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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