Tour v533
W
WAYFAIR INC A
$113.14 -2.39%
$110.90 (-1.98%)🌙
as of 11/02 06:08 PM
◀ 11/2 18:08 ▶

Option Volume

Detail
ℹ
Current (11/02) 4,983
Calls: 1,667 (33%)
Puts: 3,316 (67%)
Prior (10/30) 10,207
Calls: 4,802 (47%)
Puts: 5,405 (53%)
Current vs Prior -51.18%
Calls: -65.29% (Calls)
Puts: -38.65% (Puts)
Prior 7-Day Total 41,243
Calls: 18,628 (45%)
Puts: 22,615 (55%)
Prior 7-Day Average 6,873
Calls: 2,661 (45%)
Puts: 3,230 (55%)
Current vs Prior 7-Day Avg -27.51%
Calls: -37.36%
Puts: +2.64%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/02) $2.88M
Calls: $908.2K (32%)
Puts: $1.97M (68%)
Prior (10/30) $6.29M
Calls: $4.56M (73%)
Puts: $1.73M (27%)
Current vs Prior -54.23%
Calls: -80.09%
Puts: +14.07%
Prior 7-Day Total $25.96M
Calls: $12.85M (49%)
Puts: $13.12M (51%)
Prior 7-Day Average $4.33M
Calls: $1.84M (49%)
Puts: $1.87M (51%)
Current vs Prior 7-Day Avg -33.49%
Calls: -50.51%
Puts: +5.11%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/02) 1.99
Prior (10/30) 1.13
Current vs Prior +76.73%
Prior 7-Day Average 1.64
Current vs Prior 7-Day Avg +21.08%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/02) 202,882
Calls: 81,642 (40%)
Puts: 121,240 (60%)
Prior (10/30) 211,635
Calls: 85,662 (40%)
Puts: 125,973 (60%)
Current vs Prior -4.14%
Prior 7-Day Total 1,071,443
Calls: 440,311 (41%)
Puts: 631,132 (59%)
Prior 7-Day Average 178,573
Calls: 73,385 (41%)
Puts: 105,188 (59%)
Current vs Prior 7-Day Avg +13.61%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 13.75% | 14.98%16.20% | 21.92%
Prior 13.40% | 14.62%15.81% | 21.70%
Current vs Prior +2.65% | +2.45%+2.45% | +1.02%
Prior 7-Day Avg 6.52% | 14.12%16.27% | 21.92%
Current vs 7-Day Avg +110.86% | +6.10%-0.42% | +0.02%
Prior 7-Day Eod 13.40% | 14.62%15.81% | 21.70%
Current vs 7-Day Eod +2.65% | +2.45%+2.45% | +1.02%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 15.57% | 18.29%
Calls: 17.11% | 18.50%
Puts: 14.04% | 18.07%
Prior 72.60% | 18.70%
Calls: 32.70% | 20.61%
Puts: 112.50% | 16.78%
Current vs Prior -78.55% | -2.19%
Prior 7-Day Avg 49.21% | 12.92%
Calls: 42.50% | 16.28%
Puts: 55.91% | 9.57%
Current vs 7-Day Avg -68.36% | +41.51%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 68% put dollar volume ($1.97M). Light premium activity with dollar volume down 54% vs prior. Below-average activity with volume down 51% vs prior. Extreme bearish P/C ratio of 1.99 - heavy put buying.

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 BEARISH
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 19 of results (avg 8.3%, best 6.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Nov 612.3513.15$12.756.3%60.747
$108.00Nov 2011.3012.25$11.788.1%--0.6638
$112.00Nov 209.3510.15$9.758.2%--0.5962
$112.00Nov 67.808.50$8.158.6%20.5724
$115.00Nov 66.507.10$6.808.8%10.51152
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Nov 2019.2020.60$19.907.0%--0.7926
$118.00Nov 69.9510.70$10.337.3%--0.5912
$129.00Nov 617.5018.85$18.187.4%20.82--
$127.00Nov 615.8017.05$16.437.6%20.76--
$130.00Nov 618.2519.70$18.987.6%20.8412

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. 71 found (avg delta 0.65, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.50Nov 2021.9023.95$22.928.9%--0.8982
$95.00Nov 2019.8521.85$20.859.6%--0.8677
$97.50Nov 2017.9519.95$18.9510.6%--0.83373
$100.00Nov 614.9516.80$15.8811.6%10.8240
$100.00Nov 1315.6517.45$16.5510.9%--0.8121
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Nov 621.4524.35$22.9012.7%10.931
$132.00Nov 619.2021.55$20.3811.5%160.87--
$131.00Nov 618.4020.75$19.5812.0%160.86--
$130.00Nov 618.2519.70$18.987.6%20.8412
$129.00Nov 617.5018.85$18.187.4%20.82--

Most actively traded options today. High liquidity = easy entry/exit. 141 active (total vol 3.1K, top 392)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Nov 61.251.95$1.6043.7%860.17216
$124.00Dec 116.007.75$6.8825.4%820.424
$125.00Dec 115.557.70$6.6332.4%820.414
$122.00Dec 116.608.15$7.3821.0%780.447
$123.00Dec 116.408.05$7.2322.8%740.438
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Nov 60.431.12$0.7888.5%3920.09703
$108.00Nov 64.655.30$4.9713.1%3820.37769
$110.00Nov 65.556.30$5.9312.6%3620.41146
$115.00Nov 209.3010.35$9.8210.7%1290.512.5K
$104.00Nov 203.905.10$4.5026.7%1050.3010

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 45 strikes (avg 103.1%, max 142.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$123.00Nov 6Dec 11168.8%72.3%133.5%7531
$113.00Nov 6Dec 11161.3%69.9%130.7%74563
$120.00Nov 6Dec 11163.5%72.3%126.1%34334
$125.00Nov 6Dec 11163.4%72.6%125.2%8479
$119.00Nov 6Dec 11160.3%71.5%124.3%127
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$102.00Nov 6Dec 11167.6%69.0%142.8%2168
$111.00Nov 6Dec 11162.0%68.2%137.7%7180
$112.00Nov 6Dec 11162.5%68.4%137.4%3027
$110.00Nov 6Dec 11161.1%69.2%132.8%381181
$107.00Nov 6Dec 11159.5%68.8%132.0%1834

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 174 found (best R:R 0.66, avg 2.51)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$100.00$110.00Nov 27$6.03$3.97$6.0379%0.66$106.03
$100.00$107.00Nov 13$4.67$2.33$4.6781%0.50$104.67
$119.00$125.00Nov 27$1.82$4.18$1.8247%2.30$120.82
$121.00$123.00Nov 20$0.23$1.77$0.2343%7.70$121.23
$108.00$110.00Nov 20$0.73$1.27$0.7366%1.74$108.73
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$121.00$120.00Nov 20$0.23$0.77$0.2363%3.35$120.77
$116.00$115.00Nov 20$0.21$0.79$0.2153%3.76$115.79
$119.00$118.00Nov 6$0.32$0.68$0.3262%2.12$118.68
$121.00$120.00Nov 6$0.37$0.63$0.3766%1.70$120.63
$115.00$114.00Dec 11$0.22$0.78$0.2249%3.55$114.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 148 found (best R:R 1.31, avg 0.77)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$119.00$120.00Nov 13$0.78$0.78$0.2255%3.55$119.78
$125.00$126.00Nov 27$0.68$0.68$0.3261%2.13$125.68
$133.00$134.00Nov 6$0.48$0.48$0.5279%0.92$133.48
$124.00$125.00Nov 20$0.62$0.62$0.3861%1.63$124.62
$118.00$119.00Nov 6$0.65$0.65$0.3555%1.86$118.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$105.00$102.00Dec 11$1.70$1.70$1.3067%1.31$103.30
$102.00$101.00Nov 6$0.74$0.74$0.2675%2.85$101.26
$108.00$107.00Nov 20$0.83$0.83$0.1763%4.88$107.17
$109.00$108.00Dec 4$0.85$0.85$0.1560%5.67$108.15
$108.00$107.00Nov 13$0.78$0.78$0.2263%3.55$107.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 35 found (avg debit $0.86, cheapest $1.22)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$112.00Nov 6Nov 20$1.60162.5%86.4%
$123.00Nov 6Nov 20$1.55168.8%92.9%
$113.00Nov 6Nov 20$1.55161.3%86.9%
$121.00Nov 6Nov 13$0.61166.9%106.7%
$120.00Nov 6Nov 13$0.60163.5%104.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$114.00Nov 6Nov 20$1.22168.5%87.0%
$121.00Nov 6Nov 20$0.98166.9%88.5%
$113.00Nov 6Nov 20$0.90161.3%86.9%
$117.00Nov 6Nov 20$1.00163.6%89.2%
$116.00Nov 6Nov 20$1.05161.4%88.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 36 found (cheapest 13.37% of stock, avg 15.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$112.00Nov 6$8.15$6.98$15.13$96.87$127.1313.37%
$109.00Nov 6$9.77$5.38$15.15$93.85$124.1513.39%
$111.00Nov 6$8.88$6.45$15.33$95.67$126.3313.55%
$113.00Nov 6$7.88$7.45$15.33$97.67$128.3313.55%
$115.00Nov 6$6.80$8.55$15.35$99.65$130.3513.57%
$116.00Nov 6$6.40$8.98$15.38$100.62$131.3813.59%
$110.00Nov 6$9.57$5.93$15.50$94.50$125.5013.70%
$107.00Nov 6$11.25$4.55$15.80$91.20$122.8013.96%
$117.00Nov 6$6.10$9.70$15.80$101.20$132.8013.96%
$119.00Nov 6$5.20$10.65$15.85$103.15$134.8514.01%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 9.17% of stock, avg 12.57%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$120.00$109.00Nov 6$5.00$5.38$10.38$98.62$130.38
$120.00$110.00Nov 6$5.00$5.93$10.93$99.07$130.93
$119.00$109.00Nov 6$5.20$5.38$10.58$98.42$129.58
$119.00$110.00Nov 6$5.20$5.93$11.13$98.87$130.13
$127.00$108.00Nov 27$4.85$6.23$11.08$96.92$138.08
$126.00$108.00Nov 27$5.05$6.23$11.28$96.72$137.28
$121.00$108.00Nov 13$5.43$5.68$11.11$96.89$132.11
$121.00$109.00Nov 13$5.43$5.93$11.36$97.64$132.36
$119.00$111.00Nov 6$5.20$6.45$11.65$99.35$130.65
$120.00$111.00Nov 6$5.00$6.45$11.45$99.55$131.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 20 found (best R:R 0.65, avg credit $1.32)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
94/95125/128Nov 6$1.18$1.8256%0.65$93.82$126.18
101/102125/128Nov 6$1.55$1.4543%1.07$100.45$126.55
99/100125/128Nov 6$1.19$1.8148%0.66$98.81$126.19
96/97125/128Nov 6$1.01$1.9953%0.51$95.99$126.01
95/96125/128Nov 6$0.96$2.0454%0.47$95.04$125.96
97/98125/128Nov 6$0.99$2.0151%0.49$97.01$125.99
98/99125/128Nov 6$0.95$2.0550%0.46$98.05$125.95
92/95125/130Nov 13$1.78$3.2252%0.55$93.22$126.78
100/101125/128Nov 6$0.95$2.0546%0.46$100.05$125.95
103/104125/128Nov 6$1.02$1.9840%0.52$102.98$126.02

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
$116.00$117.00$118.00Nov 6$0.05$0.954%19.00
$125.00$130.00$135.00Nov 20$0.39$4.6113%11.82
$95.00$97.50$100.00Nov 20$0.13$2.376%18.23
$119.00$120.00$121.00Dec 4$0.08$0.923%11.50
$115.00$116.00$117.00Nov 6$0.10$0.904%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$106.00$107.00$108.00Nov 27$0.07$0.934%13.29
$101.00$102.00$103.00Dec 4$0.07$0.933%13.29
$102.00$103.00$104.00Nov 6$0.09$0.913%10.11
$108.00$109.00$110.00Nov 27$0.10$0.904%9.00
$105.00$106.00$107.00Nov 20$0.10$0.904%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 17 found (best net $-5.49, 17 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$110.001:2Nov 27-$5.49$4.51
$125.00$130.001:2Nov 13-$1.66$3.34
$130.00$135.001:2Nov 20-$1.91$3.09
$125.00$130.001:2Nov 20-$2.38$2.62
$125.00$128.001:2Nov 6-$1.91$1.09
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$112.001:2Nov 27-$3.42$4.58
$95.00$92.001:2Nov 13-$0.54$2.46
$95.00$94.001:2Nov 6-$0.45$0.55
$94.00$91.001:2Nov 27-$0.89$2.11
$92.00$91.001:2Nov 13-$0.73$0.27

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 67 found (best yield 5.66%, avg 4.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$123.00Dec 11$6.400.438.7%5.66%14.37%748
$124.00Dec 11$6.000.429.6%5.30%14.90%824
$122.00Dec 11$6.600.447.8%5.83%13.66%787
$121.00Dec 11$6.850.467.0%6.05%13.00%41
$120.00Dec 11$7.200.476.1%6.36%12.43%--15
$125.00Dec 11$5.550.4110.5%4.91%15.39%824
$119.00Dec 11$7.500.495.2%6.63%11.81%--14
$126.00Dec 11$5.350.3911.4%4.73%16.10%84
$127.00Dec 11$5.000.3812.2%4.42%16.67%8--
$122.00Dec 4$6.350.437.8%5.61%13.44%625

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 1,667
Total Puts 3,316
Put/Call Ratio 1.99
Net Difference -1,649

Prior's Put/Call Breakdown

Total Calls 4,802
Total Puts 5,405
Put/Call Ratio 1.13
Net Difference -603

Prior 7-Day Put/Call Summary

Total Calls 18,628
Total Puts 22,615
Average Put/Call Ratio 1.64
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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