Tour v528
W
WAYFAIR INC A
$104.95 +2.43%
$105.36 (+0.39%)🌙
as of 09/21 06:04 PM
9/21 18:04

Option Volume

Detail
Current (09/21) 4,558
Calls: 2,758 (61%)
Puts: 1,800 (39%)
Prior (09/18) 4,748
Calls: 2,013 (42%)
Puts: 2,735 (58%)
Current vs Prior -4.00%
Calls: +37.01% (Calls)
Puts: -34.19% (Puts)
Prior 7-Day Total 42,593
Calls: 24,637 (58%)
Puts: 17,956 (42%)
Prior 7-Day Average 7,098
Calls: 3,519 (58%)
Puts: 2,565 (42%)
Current vs Prior 7-Day Avg -35.79%
Calls: -21.64%
Puts: -29.83%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21) $3.09M
Calls: $1.46M (47%)
Puts: $1.63M (53%)
Prior (09/18) $3.47M
Calls: $2.52M (73%)
Puts: $943.3K (27%)
Current vs Prior -10.80%
Calls: -42.16%
Puts: +73.11%
Prior 7-Day Total $23.10M
Calls: $15.61M (68%)
Puts: $7.49M (32%)
Prior 7-Day Average $3.85M
Calls: $2.23M (68%)
Puts: $1.07M (32%)
Current vs Prior 7-Day Avg -19.67%
Calls: -34.54%
Puts: +52.61%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/21) 0.65
Prior (09/18) 1.36
Current vs Prior -51.96%
Prior 7-Day Average 0.86
Current vs Prior 7-Day Avg -23.93%
Sentiment BULLISH

Open Interest

Detail
Current (09/21) 180,204
Calls: 76,954 (43%)
Puts: 103,250 (57%)
Prior (09/18) 220,317
Calls: 98,900 (45%)
Puts: 121,417 (55%)
Current vs Prior -18.21%
Prior 7-Day Total 1,287,235
Calls: 574,920 (45%)
Puts: 712,315 (55%)
Prior 7-Day Average 214,539
Calls: 95,820 (45%)
Puts: 118,719 (55%)
Current vs Prior 7-Day Avg -16.00%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 5.68% | 8.38%11.53% | 23.39%
Prior 6.57% | 8.88%0.97% | 14.33%
Current vs Prior -13.54% | -5.59%+1093.26% | +63.27%
Prior 7-Day Avg 5.45% | 8.28%4.52% | 14.71%
Current vs 7-Day Avg +4.12% | +1.31%+155.04% | +59.05%
Prior 7-Day Eod 6.57% | 8.88%0.97% | 14.33%
Current vs 7-Day Eod -13.54% | -5.59%+1093.26% | +63.27%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 58.23% | 18.05%
Calls: 67.19% | 18.18%
Puts: 49.28% | 17.91%
Prior 58.23% | 18.05%
Calls: 67.19% | 18.18%
Puts: 49.28% | 17.91%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 33.34% | 21.24%
Calls: 35.98% | 23.73%
Puts: 30.69% | 18.74%
Current vs 7-Day Avg +74.66% | -15.01%
Liquidity Expensive
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🤖 AI Insights

Bullish P/C ratio of 0.65. P/C ratio dropping 52% - sentiment shifting bullish. Declining open interest (down 18%) indicates positions being closed.

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

No options available for this category

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. 40 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Sep 2518.9021.75$20.3314.0%--1.0011
$87.00Oct 917.3020.30$18.8016.0%10.951
$95.00Sep 259.1010.75$9.9316.6%--0.9257
$85.00Oct 1619.4021.85$20.6311.9%--0.9211
$93.00Sep 2511.5013.15$12.3313.4%210.90--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$119.00Sep 2512.4014.80$13.6017.6%10.95--
$116.00Sep 2510.2012.60$11.4021.1%1000.94--
$115.00Sep 259.2511.05$10.1517.7%10.921
$114.00Sep 258.3510.65$9.5024.2%10.88--
$120.00Sep 2513.2515.90$14.5818.2%10.84--

Most actively traded options today. High liquidity = easy entry/exit. 120 active (total vol 2.8K, top 435)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Oct 162.202.85$2.5325.7%4350.29444
$110.00Sep 250.781.22$1.0044.0%1580.25287
$113.00Sep 250.340.65$0.5062.0%1520.1456
$120.00Sep 250.002.03$1.01201.0%1340.1634
$110.00Oct 233.855.40$4.6333.5%1060.41621
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Sep 250.080.51$0.30143.3%1410.08105
$116.00Sep 2510.2012.60$11.4021.1%1000.94--
$96.00Sep 250.180.60$0.39107.7%840.1029
$92.00Oct 161.041.48$1.2634.9%510.15--
$97.00Sep 250.310.71$0.5178.4%500.1371

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 21.6%, max 117.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Sep 25Oct 30121.4%66.4%82.8%13541
$100.00Sep 25Oct 1664.3%52.7%22.0%23243
$104.00Sep 25Oct 2361.8%53.0%16.6%3054
$108.00Sep 25Oct 1663.9%55.2%15.7%2341
$105.00Sep 25Oct 2361.9%55.2%12.0%1976
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Sep 25Oct 16121.4%55.9%117.3%150
$99.00Sep 25Oct 264.9%53.3%21.8%8105
$107.00Sep 25Oct 262.9%58.0%8.5%316
$102.00Sep 25Oct 3064.6%62.8%2.9%3622
$100.00Sep 25Oct 3064.3%63.5%1.2%462.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 103 found (best R:R 0.80, avg 3.30)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$97.00$108.00Oct 9$6.10$4.90$6.1076%0.80$103.10
$115.00$120.00Oct 30$1.08$3.92$1.0838%3.63$116.08
$112.00$114.00Oct 30$0.34$1.66$0.3442%4.88$112.34
$110.00$112.00Oct 23$0.41$1.59$0.4141%3.88$110.41
$110.00$113.00Oct 16$0.81$2.19$0.8140%2.70$110.81
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$106.00$105.00Oct 30$0.15$0.85$0.1547%5.67$105.85
$110.00$105.00Oct 23$2.35$2.65$2.3559%1.13$107.65
$115.00$114.00Sep 25$0.65$0.35$0.6592%0.54$114.35
$98.00$97.00Oct 23$0.10$0.90$0.1031%9.00$97.90
$103.00$102.00Oct 23$0.28$0.72$0.2843%2.57$102.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 82 found (best R:R 2.70, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$120.00$121.00Sep 25$0.73$0.73$0.2784%2.70$120.73
$114.00$115.00Oct 30$0.60$0.60$0.4060%1.50$114.60
$122.00$123.00Sep 25$0.21$0.21$0.7994%0.27$122.21
$116.00$120.00Oct 9$0.86$0.86$3.1476%0.27$116.86
$114.00$115.00Sep 25$0.18$0.18$0.8288%0.22$114.18
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$97.00$90.00Oct 23$1.90$1.90$5.1071%0.37$95.10
$100.00$98.00Oct 23$1.05$1.05$0.9564%1.11$98.95
$100.00$98.00Oct 30$1.05$1.05$0.9564%1.11$98.95
$97.00$94.00Oct 30$1.15$1.15$1.8569%0.62$95.85
$88.00$85.00Oct 30$0.69$0.69$2.3183%0.30$87.31

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $1.90, cheapest $3.72)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$107.00Sep 25Oct 23$4.0862.9%56.2%
$103.00Sep 25Oct 2$1.4761.7%55.3%
$108.00Sep 25Oct 2$1.3463.9%58.1%
$104.00Sep 25Oct 2$1.3861.8%56.1%
$106.00Sep 25Oct 2$1.4662.4%58.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$102.00Sep 25Oct 23$3.7264.6%53.5%
$103.00Sep 25Oct 23$3.7461.7%51.8%
$104.00Sep 25Oct 2$1.4061.8%56.1%
$107.00Sep 25Oct 2$1.3362.9%58.0%
$106.00Sep 25Oct 2$1.4362.4%58.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 5.09% of stock, avg 8.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$105.00Sep 25$2.60$2.74$5.34$99.66$110.345.09%
$106.00Sep 25$2.17$3.20$5.37$100.63$111.375.12%
$104.00Sep 25$3.22$2.28$5.50$98.50$109.505.24%
$107.00Sep 25$1.80$3.80$5.60$101.40$112.605.34%
$103.00Sep 25$3.78$1.84$5.62$97.38$108.625.35%
$102.00Sep 25$4.50$1.58$6.08$95.92$108.085.79%
$100.00Sep 25$5.98$0.97$6.95$93.05$106.956.62%
$106.00Oct 2$3.63$4.63$8.26$97.74$114.267.87%
$104.00Oct 2$4.60$3.68$8.28$95.72$112.287.89%
$105.00Oct 2$4.08$4.20$8.28$96.72$113.287.89%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.20% of stock, avg 6.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$120.00$87.00Oct 9$0.95$0.31$1.26$85.74$121.26
$120.00$89.00Oct 9$0.95$0.53$1.48$87.52$121.48
$120.00$88.00Oct 9$0.95$0.54$1.49$86.51$121.49
$120.00$90.00Oct 9$0.95$0.59$1.54$88.46$121.54
$120.00$93.00Oct 9$0.95$0.99$1.94$91.06$121.94
$110.00$101.00Sep 25$1.00$1.16$2.16$98.84$112.16
$109.00$101.00Sep 25$1.23$1.16$2.39$98.61$111.39
$116.00$87.00Oct 9$1.81$0.31$2.12$84.88$118.12
$116.00$89.00Oct 9$1.81$0.53$2.34$86.66$118.34
$116.00$88.00Oct 9$1.81$0.54$2.35$85.65$118.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 124 found (best R:R 7.33, avg credit $0.71)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
85/86120/121Sep 25$0.88$0.1281%7.33$85.12$120.88
94/95120/121Sep 25$0.88$0.1276%7.33$94.12$120.88
90/91120/121Sep 25$0.83$0.1780%4.88$90.17$120.83
96/97120/121Sep 25$0.85$0.1571%5.67$96.15$120.85
92/93114/115Sep 25$0.53$0.4778%1.13$92.47$114.53
92/93118/119Sep 25$0.46$0.5483%0.85$92.54$118.46
92/93110/111Sep 25$0.62$0.3865%1.63$92.38$110.62
92/93112/113Sep 25$0.48$0.5273%0.92$92.52$112.48
92/93109/110Sep 25$0.58$0.4261%1.38$92.42$109.58
92/93108/109Sep 25$0.62$0.3856%1.63$92.38$108.62

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 32 found (best R:R 16.86, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$115.00$120.00$125.00Oct 16$0.28$4.7216%16.86
$115.00$120.00$125.00Oct 2$0.24$4.7613%19.83
$105.00$106.00$107.00Sep 25$0.06$0.9411%15.67
$106.00$107.00$108.00Sep 25$0.07$0.9311%13.29
$104.00$105.00$106.00Oct 2$0.07$0.938%13.29
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$106.00$107.00Oct 2$0.07$0.938%13.29
$87.00$88.00$89.00Sep 25$0.06$0.941%15.67
$88.00$89.00$90.00Oct 9$0.07$0.931%13.29
$105.00$106.00$107.00Sep 25$0.14$0.8611%6.14
$90.00$91.00$92.00Oct 16$0.13$0.873%6.69

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 75 found (best net $-1.30, 66 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$87.00$97.001:2Oct 9-$1.30$8.70
$85.00$93.001:2Sep 25-$4.33$3.67
$95.00$100.001:2Sep 25-$2.03$2.97
$117.00$125.001:2Oct 23-$0.07$7.93
$110.00$115.001:2Oct 9-$0.77$4.23
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$110.001:2Oct 16-$1.07$8.93
$114.00$107.001:2Oct 2-$0.13$6.87
$105.00$100.001:2Oct 16-$1.30$3.70
$90.00$85.001:2Oct 16-$0.05$4.95
$104.00$101.001:2Oct 2-$1.00$2.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 5.34%, avg 2.01%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Oct 30$5.600.464.8%5.34%10.15%3059
$114.00Oct 30$4.250.408.6%4.05%12.67%--25
$120.00Oct 30$3.100.3114.3%2.95%17.29%17
$112.00Oct 30$4.300.426.7%4.10%10.81%46
$115.00Oct 30$3.350.389.6%3.19%12.77%--27
$107.00Oct 23$5.150.481.9%4.91%6.86%35--
$112.00Oct 23$3.450.386.7%3.29%10.00%3--
$115.00Oct 23$2.810.329.6%2.68%12.25%55630
$110.00Oct 23$3.850.414.8%3.67%8.48%106621
$105.00Oct 23$5.700.520.1%5.43%5.48%2--

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 2,758
Total Puts 1,800
Put/Call Ratio 0.65
Net Difference 958

Prior's Put/Call Breakdown

Total Calls 2,013
Total Puts 2,735
Put/Call Ratio 1.36
Net Difference -722

Prior 7-Day Put/Call Summary

Total Calls 24,637
Total Puts 17,956
Average Put/Call Ratio 0.86
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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