Tour v531
W
WAYFAIR INC A
$112.95 -0.09%
$113.00 (+0.04%)🌙
as of 10/27 06:09 PM
◀ 10/27 18:09 ▶

Option Volume

Detail
ℹ
Current (10/27) 3,320
Calls: 1,350 (41%)
Puts: 1,970 (59%)
Prior (10/26) 5,109
Calls: 2,903 (57%)
Puts: 2,206 (43%)
Current vs Prior -35.02%
Calls: -53.50% (Calls)
Puts: -10.70% (Puts)
Prior 7-Day Total 44,197
Calls: 23,690 (54%)
Puts: 20,507 (46%)
Prior 7-Day Average 6,313
Calls: 3,384 (54%)
Puts: 2,929 (46%)
Current vs Prior 7-Day Avg -47.42%
Calls: -60.11%
Puts: -32.75%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/27) $1.71M
Calls: $764.8K (45%)
Puts: $950.1K (55%)
Prior (10/26) $4.23M
Calls: $2.72M (64%)
Puts: $1.52M (36%)
Current vs Prior -59.49%
Calls: -71.85%
Puts: -37.35%
Prior 7-Day Total $23.51M
Calls: $14.26M (61%)
Puts: $9.25M (39%)
Prior 7-Day Average $3.36M
Calls: $2.04M (61%)
Puts: $1.32M (39%)
Current vs Prior 7-Day Avg -48.94%
Calls: -62.45%
Puts: -28.11%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/27) 1.46
Prior (10/26) 0.76
Current vs Prior +92.03%
Prior 7-Day Average 0.94
Current vs Prior 7-Day Avg +56.06%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/27) 200,491
Calls: 82,924 (41%)
Puts: 117,567 (59%)
Prior (10/26) 198,564
Calls: 81,996 (41%)
Puts: 116,568 (59%)
Current vs Prior +0.97%
Prior 7-Day Total 1,273,633
Calls: 530,353 (42%)
Puts: 743,280 (58%)
Prior 7-Day Average 181,947
Calls: 75,764 (42%)
Puts: 106,182 (58%)
Current vs Prior 7-Day Avg +10.19%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 5.20% | 13.84%16.33% | 22.00%
Prior 6.07% | 13.98%16.24% | 22.34%
Current vs Prior -14.36% | -1.05%+0.58% | -1.54%
Prior 7-Day Avg 5.26% | 9.80%15.07% | 22.65%
Current vs 7-Day Avg -1.23% | +41.24%+8.37% | -2.88%
Prior 7-Day Eod 6.07% | 13.98%16.24% | 22.34%
Current vs 7-Day Eod -14.36% | -1.05%+0.58% | -1.54%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 15.16% | 10.19%
Calls: 15.38% | 16.50%
Puts: 14.94% | 3.87%
Prior 21.79% | 13.36%
Calls: 23.19% | 16.40%
Puts: 20.39% | 10.32%
Current vs Prior -30.43% | -23.73%
Prior 7-Day Avg 35.30% | 15.20%
Calls: 36.35% | 16.87%
Puts: 34.24% | 13.53%
Current vs 7-Day Avg -57.05% | -32.97%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 59% vs prior. Bearish P/C ratio of 1.46 indicates protective positioning. P/C ratio rising 92% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
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 9 of results (avg 8.5%, best 6.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$106.00Nov 2012.6013.50$13.056.9%10.67--
$107.00Nov 2011.9012.85$12.387.7%--0.6639
$92.00Oct 3020.4022.10$21.258.0%10.974
$105.00Nov 2013.1014.25$13.688.4%--0.691.4K
$108.00Nov 2011.2512.30$11.788.9%--0.6438
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Nov 2012.3013.30$12.807.8%--0.57261
$130.00Nov 618.0519.95$19.0010.0%100.761

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. 67 found (avg delta 0.70, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Oct 3012.4514.25$13.3513.5%80.9844
$99.00Oct 3013.1015.35$14.2315.8%--0.9722
$96.00Oct 3016.4518.25$17.3510.4%10.9715
$92.00Oct 3020.4022.10$21.258.0%10.974
$101.00Oct 3011.0013.30$12.1518.9%80.971
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$128.00Oct 3014.0015.70$14.8511.4%60.96--
$127.00Oct 3013.0014.75$13.8812.6%60.94--
$120.00Oct 306.358.20$7.2825.4%--0.8711
$130.00Nov 618.0519.95$19.0010.0%100.761
$117.00Oct 304.305.60$4.9526.3%--0.7328

Most actively traded options today. High liquidity = easy entry/exit. 160 active (total vol 2.7K, top 201)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$113.00Oct 302.433.25$2.8428.9%1790.54127
$120.00Oct 300.410.67$0.5448.1%1530.17344
$113.00Nov 67.508.50$8.0012.5%1160.55485
$135.00Nov 202.352.85$2.6019.2%510.22364
$110.00Nov 68.709.85$9.2712.4%500.6191
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$113.00Oct 302.022.69$2.3628.4%2010.4740
$113.00Nov 67.007.90$7.4512.1%1250.467
$103.00Oct 300.050.26$0.16131.2%1100.0529
$100.00Oct 300.010.13$0.07171.4%1060.032.3K
$110.00Nov 206.757.55$7.1511.2%960.40697

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 25.0%, max 37.8%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$135.00Nov 6Nov 20107.5%78.0%37.8%51554
$122.00Nov 13Dec 489.7%69.7%28.6%2214
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$130.00Nov 6Nov 20104.6%79.1%32.3%2016
$107.00Oct 30Dec 466.0%65.2%1.2%40152

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 151 found (best R:R 1.78, avg 2.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$110.00$115.00Nov 27$1.80$3.20$1.8059%1.78$111.80
$99.00$104.00Nov 6$3.10$1.90$3.1081%0.61$102.10
$92.50$95.00Nov 20$1.55$0.95$1.5586%0.61$94.05
$100.00$105.00Nov 20$3.22$1.78$3.2277%0.55$103.22
$111.00$112.00Oct 30$0.13$0.87$0.1366%6.69$111.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$106.00$105.00Nov 27$0.15$0.85$0.1534%5.67$105.85
$111.00$110.00Nov 6$0.27$0.73$0.2742%2.70$110.73
$103.00$102.00Nov 13$0.13$0.87$0.1327%6.69$102.87
$104.00$103.00Nov 27$0.19$0.81$0.1930%4.26$103.81
$95.00$92.50Nov 20$0.28$2.22$0.2816%7.93$94.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 134 found (best R:R 6.14, avg 0.81)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$123.00$124.00Dec 4$0.80$0.80$0.2059%4.00$123.80
$125.00$126.00Dec 4$0.75$0.75$0.2562%3.00$125.75
$121.00$122.00Dec 4$0.75$0.75$0.2556%3.00$121.75
$118.00$119.00Dec 4$0.78$0.78$0.2252%3.55$118.78
$114.00$115.00Dec 4$0.83$0.83$0.1746%4.88$114.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$93.00$92.00Oct 30$0.86$0.86$0.1489%6.14$92.14
$103.00$102.00Nov 6$0.78$0.78$0.2273%3.55$102.22
$108.00$107.00Nov 27$0.88$0.88$0.1263%7.33$107.12
$104.00$103.00Nov 13$0.65$0.65$0.3570%1.86$103.35
$105.00$104.00Nov 27$0.66$0.66$0.3468%1.94$104.34

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $4.89, cheapest $0.95)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$122.00Nov 13Nov 27$0.9589.7%73.6%
$111.00Oct 30Nov 6$5.2663.2%99.5%
$112.00Oct 30Nov 6$4.6764.5%101.9%
$116.00Oct 30Nov 6$4.8863.4%100.9%
$113.00Oct 30Nov 6$5.1663.5%102.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$114.00Oct 30Nov 20$6.5160.7%77.0%
$116.00Oct 30Nov 20$6.0563.4%79.9%
$111.00Oct 30Nov 6$4.7063.2%99.5%
$112.00Oct 30Nov 6$4.9464.5%101.9%
$113.00Oct 30Nov 6$5.0963.5%102.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 39 found (cheapest 4.41% of stock, avg 11.80%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$114.00Oct 30$2.19$2.79$4.98$109.02$118.984.41%
$111.00Oct 30$3.64$1.50$5.14$105.86$116.144.55%
$113.00Oct 30$2.84$2.36$5.20$107.80$118.204.60%
$115.00Oct 30$1.88$3.43$5.31$109.69$120.314.70%
$112.00Oct 30$3.51$1.94$5.45$106.55$117.454.83%
$116.00Oct 30$1.52$4.13$5.65$110.35$121.655.00%
$110.00Oct 30$4.82$1.16$5.98$104.02$115.985.29%
$117.00Oct 30$1.07$4.95$6.02$110.98$123.025.33%
$108.00Oct 30$5.98$0.72$6.70$101.30$114.705.93%
$107.00Oct 30$6.80$0.55$7.35$99.65$114.356.51%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.64% of stock, avg 10.87%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$118.00$109.00Oct 30$0.89$0.96$1.85$107.15$119.85
$118.00$110.00Oct 30$0.89$1.16$2.05$107.95$120.05
$117.00$109.00Oct 30$1.07$0.96$2.03$106.97$119.03
$117.00$110.00Oct 30$1.07$1.16$2.23$107.77$119.23
$118.00$111.00Oct 30$0.89$1.50$2.39$108.61$120.39
$117.00$111.00Oct 30$1.07$1.50$2.57$108.43$119.57
$116.00$109.00Oct 30$1.52$0.96$2.48$106.52$118.48
$116.00$110.00Oct 30$1.52$1.16$2.68$107.32$118.68
$116.00$111.00Oct 30$1.52$1.50$3.02$107.98$119.02
$118.00$112.00Oct 30$0.89$1.94$2.83$109.17$120.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 70 found (best R:R 0.69, avg credit $0.76)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
94/95127/130Oct 30$1.22$1.7879%0.69$93.78$128.22
94/95121/123Oct 30$1.10$0.9074%1.22$93.90$122.10
92/93127/130Oct 30$1.16$1.8480%0.63$91.84$128.16
92/93121/123Oct 30$1.04$0.9675%1.08$91.96$122.04
97/98128/129Nov 6$0.76$0.2456%3.17$97.24$128.76
100/101128/129Nov 6$0.69$0.3151%2.23$100.31$128.69
98/99128/129Nov 6$0.66$0.3454%1.94$98.34$128.66
95/96128/129Nov 6$0.55$0.4557%1.22$95.45$128.55
94/95128/129Nov 6$0.52$0.4859%1.08$94.48$128.52
103/104119/120Oct 30$0.34$0.6670%0.52$103.66$119.34

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 67 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$125.00$130.00$135.00Nov 20$0.25$4.7513%19.00
$95.00$97.50$100.00Nov 20$0.10$2.407%24.00
$103.00$104.00$105.00Oct 30$0.07$0.935%13.29
$106.00$107.00$108.00Nov 20$0.07$0.934%13.29
$108.00$110.00$112.00Nov 20$0.13$1.877%14.38
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$114.00$115.00$116.00Oct 30$0.06$0.9412%15.67
$107.00$108.00$109.00Oct 30$0.07$0.938%13.29
$110.00$111.00$112.00Oct 30$0.10$0.9012%9.00
$115.00$116.00$117.00Oct 30$0.12$0.8814%7.33
$108.00$109.00$110.00Dec 4$0.06$0.943%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 46 found (best net $-0.68, 42 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$121.00$123.001:2Oct 30-$0.12$1.88
$130.00$132.001:2Oct 30-$0.13$1.87
$123.00$124.001:2Oct 30-$0.16$0.84
$125.00$126.001:2Oct 30-$0.17$0.83
$124.00$125.001:2Oct 30-$0.19$0.81
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$127.00$120.001:2Oct 30-$0.68$6.32
$120.00$117.001:2Oct 30-$2.62$0.38
$102.00$101.001:2Oct 30-$0.10$0.90
$103.00$102.001:2Oct 30-$0.12$0.88
$99.00$98.001:2Oct 30-$0.11$0.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 68 found (best yield 6.51%, avg 4.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$118.00Dec 4$7.350.484.5%6.51%10.98%68
$124.00Dec 4$5.450.399.8%4.83%14.61%43
$113.00Dec 4$9.700.550.0%8.59%8.63%43
$119.00Dec 4$6.900.465.4%6.11%11.47%1220
$123.00Dec 4$5.550.418.9%4.91%13.81%41
$115.00Dec 4$8.550.521.8%7.57%9.38%23
$120.00Dec 4$6.400.456.2%5.67%11.91%1012
$125.00Dec 4$4.950.3810.7%4.38%15.05%221
$121.00Dec 4$6.050.437.1%5.36%12.48%2010
$122.00Dec 4$5.750.418.0%5.09%13.10%2014

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 1,350
Total Puts 1,970
Put/Call Ratio 1.46
Net Difference -620

Prior's Put/Call Breakdown

Total Calls 2,903
Total Puts 2,206
Put/Call Ratio 0.76
Net Difference 697

Prior 7-Day Put/Call Summary

Total Calls 23,690
Total Puts 20,507
Average Put/Call Ratio 0.94
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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