Tour v531
W
WAYFAIR INC A
$113.31 -0.22%
$113.00 (-0.27%)🌙
as of 10/21 06:08 PM
◀ 10/21 18:08 ▶

Option Volume

Detail
ℹ
Current (10/21) 5,759
Calls: 2,111 (37%)
Puts: 3,648 (63%)
Prior (10/20) 5,032
Calls: 2,537 (50%)
Puts: 2,495 (50%)
Current vs Prior +14.45%
Calls: -16.79% (Calls)
Puts: +46.21% (Puts)
Prior 7-Day Total 41,606
Calls: 21,294 (51%)
Puts: 20,312 (49%)
Prior 7-Day Average 5,943
Calls: 3,042 (51%)
Puts: 2,901 (49%)
Current vs Prior 7-Day Avg -3.11%
Calls: -30.60%
Puts: +25.72%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/21) $2.67M
Calls: $1.66M (62%)
Puts: $1.01M (38%)
Prior (10/20) $3.87M
Calls: $2.78M (72%)
Puts: $1.09M (28%)
Current vs Prior -31.01%
Calls: -40.12%
Puts: -7.79%
Prior 7-Day Total $21.85M
Calls: $13.08M (60%)
Puts: $8.77M (40%)
Prior 7-Day Average $3.12M
Calls: $1.87M (60%)
Puts: $1.25M (40%)
Current vs Prior 7-Day Avg -14.48%
Calls: -10.96%
Puts: -19.72%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/21) 1.73
Prior (10/20) 0.98
Current vs Prior +75.72%
Prior 7-Day Average 1.12
Current vs Prior 7-Day Avg +54.58%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/21) 201,391
Calls: 82,961 (41%)
Puts: 118,430 (59%)
Prior (10/20) 198,847
Calls: 81,536 (41%)
Puts: 117,311 (59%)
Current vs Prior +1.28%
Prior 7-Day Total 1,278,568
Calls: 546,611 (43%)
Puts: 731,957 (57%)
Prior 7-Day Average 182,652
Calls: 78,087 (43%)
Puts: 104,565 (57%)
Current vs Prior 7-Day Avg +10.26%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 3.68% | 6.84%17.45% | 22.27%
Prior 4.88% | 7.79%17.86% | 23.82%
Current vs Prior -24.56% | -12.24%-2.30% | -6.52%
Prior 7-Day Avg 4.74% | 7.96%8.40% | 21.76%
Current vs 7-Day Avg -22.44% | -14.03%+107.67% | +2.35%
Prior 7-Day Eod 4.88% | 7.79%17.86% | 23.82%
Current vs 7-Day Eod -24.56% | -12.24%-2.30% | -6.52%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 19.29% | 15.54%
Calls: 15.04% | 16.09%
Puts: 23.53% | 15.00%
Prior 16.04% | 11.55%
Calls: 17.23% | 11.36%
Puts: 14.85% | 11.75%
Current vs Prior +20.26% | +34.55%
Prior 7-Day Avg 28.17% | 17.32%
Calls: 22.97% | 17.84%
Puts: 33.38% | 16.80%
Current vs 7-Day Avg -31.53% | -10.28%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 62% call dollar volume ($1.66M). Extreme bearish P/C ratio of 1.73 - heavy put buying. P/C ratio rising 76% - increased hedging/bearish positioning.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 3 of results (avg 8.6%, best 6.0%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.50Nov 2022.2524.55$23.409.8%--0.8782
$110.00Nov 2010.9512.10$11.5210.0%100.611.5K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$109.00Nov 65.706.05$5.886.0%1050.37109

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. 73 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Oct 238.8010.15$9.4814.2%100.9833
$100.00Oct 2311.9514.65$13.3020.3%--0.9810
$105.00Oct 237.709.75$8.7323.5%120.9758
$91.00Oct 2320.9023.65$22.2812.3%10.955
$106.00Oct 237.108.10$7.6013.2%40.9423
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$121.00Oct 236.508.65$7.5828.4%21.009
$122.00Oct 237.509.60$8.5524.6%41.0011
$123.00Oct 238.5010.55$9.5321.5%41.003
$124.00Oct 239.4511.55$10.5020.0%21.003
$125.00Oct 2310.4012.50$11.4518.3%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 169 active (total vol 4.2K, top 909)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Oct 302.813.45$3.1320.4%5090.46463
$110.00Oct 233.804.90$4.3525.3%1260.77895
$115.00Nov 66.409.05$7.7334.3%990.5227
$109.00Nov 69.5011.30$10.4017.3%600.64168
$120.00Oct 230.150.62$0.39120.5%500.14425
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$106.00Oct 230.050.26$0.16131.2%9090.07815
$112.00Oct 231.101.44$1.2726.8%2610.3738
$115.00Oct 232.293.05$2.6728.5%2400.6316
$102.00Oct 230.000.30$0.15200.0%1230.05143
$105.00Oct 230.000.14$0.07200.0%1220.04135

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 6.5%, max 11.4%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$114.00Oct 23Oct 3059.6%53.5%11.4%39148
$119.00Oct 23Nov 2073.5%72.4%1.5%2961
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 140 found (best R:R 6.14, avg 2.92)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$125.00$130.00Nov 6$0.70$4.30$0.7033%6.14$125.70
$110.00$115.00Nov 13$2.22$2.78$2.2262%1.25$112.22
$120.00$123.00Nov 6$0.58$2.42$0.5843%4.17$120.58
$110.00$115.00Nov 27$2.35$2.65$2.3562%1.13$112.35
$126.00$130.00Nov 20$0.78$3.22$0.7836%4.13$126.78
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$116.00$115.00Oct 30$0.22$0.78$0.2259%3.55$115.78
$110.00$109.00Nov 13$0.15$0.85$0.1539%5.67$109.85
$106.00$105.00Nov 27$0.12$0.88$0.1233%7.33$105.88
$111.00$110.00Nov 27$0.20$0.80$0.2041%4.00$110.80
$114.00$113.00Oct 23$0.31$0.69$0.3154%2.23$113.69

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 116 found (best R:R 1.06, avg 0.68)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$123.00$125.00Nov 6$1.29$1.29$0.7162%1.82$124.29
$120.00$121.00Nov 20$0.70$0.70$0.3054%2.33$120.70
$117.00$118.00Nov 13$0.70$0.70$0.3050%2.33$117.70
$122.00$123.00Oct 23$0.20$0.20$0.8090%0.25$122.20
$115.00$116.00Nov 13$0.66$0.66$0.3446%1.94$115.66
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$110.00$105.00Nov 20$2.57$2.57$2.4360%1.06$107.43
$103.00$102.00Nov 27$0.90$0.90$0.1071%9.00$102.10
$105.00$101.00Nov 20$1.60$1.60$2.4069%0.67$103.40
$112.00$111.00Nov 13$0.87$0.87$0.1357%6.69$111.13
$104.00$103.00Nov 13$0.67$0.67$0.3371%2.03$103.33

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $2.02, cheapest $1.56)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$112.00Oct 23Oct 30$1.6561.1%50.9%
$113.00Oct 23Oct 30$1.7056.8%50.1%
$116.00Oct 23Oct 30$1.7060.0%53.4%
$114.00Oct 23Oct 30$1.8059.6%53.5%
$115.00Oct 23Oct 30$1.7658.8%52.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$112.00Oct 23Oct 30$1.5661.1%50.9%
$113.00Oct 23Oct 30$1.6856.8%50.1%
$114.00Oct 23Oct 30$1.8859.6%53.5%
$115.00Oct 23Oct 30$1.7158.8%52.9%
$117.00Oct 30Nov 6$4.7753.7%86.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 3.27% of stock, avg 9.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$114.00Oct 23$1.83$1.87$3.70$110.30$117.703.27%
$113.00Oct 23$2.30$1.56$3.86$109.14$116.863.41%
$115.00Oct 23$1.37$2.67$4.04$110.96$119.043.57%
$112.00Oct 23$3.00$1.27$4.27$107.73$116.273.77%
$116.00Oct 23$1.06$3.37$4.43$111.57$120.433.91%
$111.00Oct 23$3.61$0.97$4.58$106.42$115.584.04%
$110.00Oct 23$4.35$0.75$5.10$104.90$115.104.50%
$109.00Oct 23$5.28$0.44$5.72$103.28$114.725.05%
$119.00Oct 23$0.68$5.68$6.36$112.64$125.365.61%
$108.00Oct 23$6.25$0.44$6.69$101.31$114.695.90%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 110 found (cheapest 0.97% of stock, avg 8.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$117.00$109.00Oct 23$0.66$0.44$1.10$107.90$118.10
$118.00$109.00Oct 23$0.70$0.44$1.14$107.86$119.14
$117.00$110.00Oct 23$0.66$0.75$1.41$108.59$118.41
$118.00$110.00Oct 23$0.70$0.75$1.45$108.55$119.45
$117.00$111.00Oct 23$0.66$0.97$1.63$109.37$118.63
$118.00$111.00Oct 23$0.70$0.97$1.67$109.33$119.67
$116.00$109.00Oct 23$1.06$0.44$1.50$107.50$117.50
$116.00$110.00Oct 23$1.06$0.75$1.81$108.19$117.81
$116.00$111.00Oct 23$1.06$0.97$2.03$108.97$118.03
$117.00$112.00Oct 23$0.66$1.27$1.93$110.07$118.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 108 found (best R:R 1.22, avg credit $0.62)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
98/99122/123Oct 23$0.55$0.4582%1.22$98.45$122.55
98/99125/126Oct 23$0.51$0.4985%1.04$98.49$125.51
98/99119/120Oct 23$0.64$0.3671%1.78$98.36$119.64
98/99116/117Oct 23$0.75$0.2559%3.00$98.25$116.75
109/110122/123Oct 23$0.51$0.4966%1.04$109.49$122.51
109/110125/126Oct 23$0.47$0.5369%0.89$109.53$125.47
109/110119/120Oct 23$0.60$0.4056%1.50$109.40$119.60
109/110116/117Oct 23$0.71$0.2943%2.45$109.29$116.71
106/107122/123Oct 23$0.35$0.6579%0.54$106.65$122.35
100/101121/122Oct 30$0.48$0.5265%0.92$100.52$121.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 74 found (best R:R 27.57, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$103.00$105.00$107.00Oct 30$0.07$1.9310%27.57
$100.00$105.00$110.00Nov 20$0.39$4.6115%11.82
$116.00$117.00$118.00Oct 30$0.06$0.948%15.67
$124.00$125.00$126.00Oct 30$0.05$0.953%19.00
$110.00$111.00$112.00Oct 23$0.13$0.8712%6.69
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$110.00$111.00$112.00Oct 23$0.08$0.9213%11.50
$105.00$106.00$107.00Oct 23$0.06$0.948%15.67
$106.00$107.00$108.00Oct 30$0.07$0.937%13.29
$109.00$110.00$111.00Oct 30$0.08$0.928%11.50
$104.00$105.00$106.00Oct 23$0.07$0.934%13.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 67 found (best net $-1.06, 64 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$91.00$99.001:2Oct 23-$6.38$1.62
$130.00$135.001:2Nov 6-$0.94$4.06
$119.00$120.001:2Oct 23-$0.10$0.90
$127.00$130.001:2Oct 30-$0.19$2.81
$116.00$117.001:2Oct 23-$0.26$0.74
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$119.00$116.001:2Oct 23-$1.06$1.94
$110.00$109.001:2Oct 23-$0.13$0.87
$98.00$97.001:2Oct 23-$0.07$0.93
$97.00$96.001:2Oct 23-$0.08$0.92
$108.00$107.001:2Oct 23-$0.18$0.82

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 55 found (best yield 6.84%, avg 3.06%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$117.00Nov 27$7.750.513.3%6.84%10.10%216
$115.00Nov 27$8.700.541.5%7.68%9.17%--20
$116.00Nov 27$8.200.522.4%7.24%9.61%27
$117.00Nov 20$7.700.503.3%6.80%10.05%--15
$120.00Nov 20$6.450.465.9%5.69%11.60%2182
$118.00Nov 20$7.100.484.1%6.27%10.41%223
$121.00Nov 20$6.050.436.8%5.34%12.13%14
$115.00Nov 20$8.450.531.5%7.46%8.95%11489
$125.00Nov 20$4.800.3810.3%4.24%14.55%11321
$119.00Nov 20$6.550.475.0%5.78%10.80%61

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 2,111
Total Puts 3,648
Put/Call Ratio 1.73
Net Difference -1,537

Prior's Put/Call Breakdown

Total Calls 2,537
Total Puts 2,495
Put/Call Ratio 0.98
Net Difference 42

Prior 7-Day Put/Call Summary

Total Calls 21,294
Total Puts 20,312
Average Put/Call Ratio 1.12
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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