Tour v533
W
WAYFAIR INC A
$111.32 -1.61%
$112.00 (+0.61%)🌙
as of 11/03 06:08 PM
◀ 11/3 18:08 ▶

Option Volume

Detail
ℹ
Current (11/03) 12,838
Calls: 7,426 (58%)
Puts: 5,412 (42%)
Prior (11/02) 4,983
Calls: 1,667 (33%)
Puts: 3,316 (67%)
Current vs Prior +157.64%
Calls: +345.47% (Calls)
Puts: +63.21% (Puts)
Prior 7-Day Total 46,226
Calls: 20,295 (44%)
Puts: 25,931 (56%)
Prior 7-Day Average 6,603
Calls: 2,899 (44%)
Puts: 3,704 (56%)
Current vs Prior 7-Day Avg +94.41%
Calls: +156.13%
Puts: +46.10%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/03) $6.62M
Calls: $3.52M (53%)
Puts: $3.10M (47%)
Prior (11/02) $2.88M
Calls: $908.2K (32%)
Puts: $1.97M (68%)
Current vs Prior +129.96%
Calls: +287.62%
Puts: +57.27%
Prior 7-Day Total $28.84M
Calls: $13.75M (48%)
Puts: $15.09M (52%)
Prior 7-Day Average $4.12M
Calls: $1.96M (48%)
Puts: $2.16M (52%)
Current vs Prior 7-Day Avg +60.62%
Calls: +79.16%
Puts: +43.72%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 0.73
Prior (11/02) 1.99
Current vs Prior -63.36%
Prior 7-Day Average 1.69
Current vs Prior 7-Day Avg -56.93%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/03) 204,386
Calls: 82,287 (40%)
Puts: 122,099 (60%)
Prior (11/02) 202,882
Calls: 81,642 (40%)
Puts: 121,240 (60%)
Current vs Prior +0.74%
Prior 7-Day Total 1,274,325
Calls: 521,953 (41%)
Puts: 752,372 (59%)
Prior 7-Day Average 182,046
Calls: 74,564 (41%)
Puts: 107,481 (59%)
Current vs Prior 7-Day Avg +12.27%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 12.96% | 14.60%15.95% | 21.50%
Prior 13.75% | 14.98%16.20% | 21.92%
Current vs Prior -5.75% | -2.56%-1.53% | -1.93%
Prior 7-Day Avg 7.56% | 14.24%16.26% | 21.92%
Current vs 7-Day Avg +71.57% | +2.49%-1.88% | -1.91%
Prior 7-Day Eod 13.75% | 14.98%16.20% | 21.92%
Current vs 7-Day Eod -5.75% | -2.56%-1.53% | -1.93%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 8.75% | 13.04%
Calls: 10.46% | 11.83%
Puts: 7.04% | 14.25%
Prior 15.57% | 18.29%
Calls: 17.11% | 18.50%
Puts: 14.04% | 18.07%
Current vs Prior -43.80% | -28.70%
Prior 7-Day Avg 44.40% | 13.69%
Calls: 38.88% | 16.59%
Puts: 49.92% | 10.78%
Current vs 7-Day Avg -80.29% | -4.76%
Liquidity Expensive
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🤖 AI Insights

Massive premium surge with dollar volume up 130% vs prior. Dollar volume significantly above 7-day average (61% higher). Unusually high activity with volume up 158% vs prior - elevated interest. Volume explosion - 94% above 7-day average (12,838 vs avg 6,603).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 6 of results (avg 8.9%, best 7.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$113.00Nov 65.756.35$6.059.9%9600.49606
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Dec 1811.7012.65$12.187.8%130.50365
$112.00Nov 67.007.60$7.308.2%1770.4824
$115.00Nov 68.259.00$8.638.7%10.5567
$115.00Dec 1111.3012.40$11.859.3%140.505
$106.00Nov 64.104.50$4.309.3%60.349

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. 88 found (avg delta 0.67, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Nov 618.7022.35$20.5317.8%20.92--
$93.00Nov 617.8521.50$19.6818.5%20.90--
$95.00Nov 616.1019.80$17.9520.6%20.88--
$90.00Nov 2021.4525.10$23.2815.7%--0.8736
$96.00Nov 615.3018.95$17.1321.3%30.86--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$131.00Nov 618.8522.60$20.7318.1%--0.8316
$132.00Nov 620.2523.35$21.8014.2%--0.8316
$130.00Nov 617.9521.45$19.7017.8%20.8212
$129.00Nov 617.1520.90$19.0219.7%20.812
$127.00Nov 615.6018.65$17.1317.8%10.782

Most actively traded options today. High liquidity = easy entry/exit. 174 active (total vol 10.6K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$121.00Nov 63.054.00$3.5326.9%1.6K0.338
$113.00Nov 65.756.35$6.059.9%9600.49606
$120.00Nov 63.504.35$3.9321.6%8320.35325
$124.00Nov 62.152.93$2.5430.7%7830.261
$128.00Nov 61.422.34$1.8848.9%2160.2132
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Nov 65.656.75$6.2017.7%7290.44385
$95.00Nov 61.171.36$1.2715.0%4900.1497
$105.00Nov 134.205.40$4.8025.0%3780.3333
$113.00Nov 67.408.60$8.0015.0%3660.51115
$109.00Nov 206.508.85$7.6830.6%2050.41198

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 52 strikes (avg 130.3%, max 175.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Nov 6Dec 18174.6%63.4%175.3%7738
$120.00Nov 6Dec 18181.6%69.8%160.1%832556
$105.00Nov 6Dec 18176.8%68.1%159.6%12251
$110.00Nov 6Dec 18173.1%67.4%156.7%34468
$130.00Nov 6Dec 18172.6%67.2%156.7%49320
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Nov 6Dec 18174.6%63.4%175.3%124289
$120.00Nov 6Dec 18181.6%69.8%160.1%149
$105.00Nov 6Dec 18176.8%68.1%159.6%151476
$110.00Nov 6Dec 18173.1%67.4%156.7%7291.0K
$111.00Nov 6Dec 11176.6%69.5%154.0%62183

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 192 found (best R:R 0.74, avg 2.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$100.00$111.00Dec 4$6.32$4.68$6.3273%0.74$106.32
$100.00$105.00Dec 18$2.80$2.20$2.8073%0.79$102.80
$120.00$122.00Nov 13$0.17$1.83$0.1736%10.76$120.17
$110.00$115.00Dec 18$2.20$2.80$2.2057%1.27$112.20
$119.00$125.00Nov 27$1.72$4.28$1.7242%2.49$120.72
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$100.00$97.50Dec 18$0.17$2.33$0.1727%13.71$99.83
$119.00$118.00Nov 6$0.25$0.75$0.2563%3.00$118.75
$114.00$113.00Nov 20$0.20$0.80$0.2050%4.00$113.80
$111.00$110.00Nov 27$0.15$0.85$0.1545%5.67$110.85
$118.00$117.00Nov 20$0.28$0.72$0.2858%2.57$117.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 161 found (best R:R 1.13, avg 0.72)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$117.00$118.00Nov 20$0.86$0.86$0.1455%6.14$117.86
$118.00$120.00Nov 13$1.13$1.13$0.8759%1.30$119.13
$121.00$122.00Nov 20$0.70$0.70$0.3062%2.33$121.70
$116.00$117.00Nov 13$0.65$0.65$0.3555%1.86$116.65
$114.00$115.00Nov 6$0.60$0.60$0.4053%1.50$114.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$105.00$100.00Dec 18$2.65$2.65$2.3565%1.13$102.35
$105.00$102.00Dec 11$1.45$1.45$1.5565%0.94$103.55
$108.00$107.00Nov 20$0.82$0.82$0.1861%4.56$107.18
$96.00$95.00Nov 13$0.61$0.61$0.3981%1.56$95.39
$92.00$91.00Nov 13$0.55$0.55$0.4585%1.22$91.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 35 found (avg debit $1.24, cheapest $3.00)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$111.00Nov 6Dec 4$3.00176.6%69.8%
$121.00Nov 6Nov 20$1.62178.4%90.3%
$119.00Nov 6Nov 20$1.70177.5%90.0%
$105.00Nov 6Nov 20$1.73176.8%90.7%
$114.00Nov 6Nov 20$1.93175.7%90.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$120.00Nov 6Nov 20$1.73181.6%89.8%
$121.00Nov 6Nov 20$1.37178.4%90.3%
$119.00Nov 6Nov 20$1.77177.5%90.0%
$117.00Nov 6Nov 20$1.25177.3%92.1%
$114.00Nov 6Nov 20$1.21175.7%90.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 53 found (cheapest 12.42% of stock, avg 15.24%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$115.00Nov 6$5.20$8.63$13.83$101.17$128.8312.42%
$110.00Nov 6$7.68$6.20$13.88$96.12$123.8812.47%
$107.00Nov 6$9.45$4.47$13.92$93.08$120.9212.50%
$112.00Nov 6$6.63$7.30$13.93$98.07$125.9312.51%
$111.00Nov 6$7.13$6.85$13.98$97.02$124.9812.56%
$109.00Nov 6$8.18$5.83$14.01$94.99$123.0112.59%
$106.00Nov 6$9.73$4.30$14.03$91.97$120.0312.60%
$113.00Nov 6$6.05$8.00$14.05$98.95$127.0512.62%
$114.00Nov 6$5.80$8.27$14.07$99.93$128.0712.64%
$116.00Nov 6$5.03$9.45$14.48$101.52$130.4813.01%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 169 found (cheapest 8.17% of stock, avg 12.94%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$130.00$100.00Dec 18$4.40$4.70$9.10$90.90$139.10
$130.00$97.50Dec 18$4.40$4.53$8.93$88.57$138.93
$117.00$108.00Nov 6$4.72$5.48$10.20$97.80$127.20
$117.00$109.00Nov 6$4.72$5.83$10.55$98.45$127.55
$116.00$108.00Nov 6$5.03$5.48$10.51$97.49$126.51
$120.00$108.00Nov 13$4.25$6.30$10.55$97.45$130.55
$116.00$109.00Nov 6$5.03$5.83$10.86$98.14$126.86
$117.00$110.00Nov 6$4.72$6.20$10.92$99.08$127.92
$115.00$108.00Nov 6$5.20$5.48$10.68$97.32$125.68
$116.00$110.00Nov 6$5.03$6.20$11.23$98.77$127.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 101 found (best R:R 9.00, avg credit $0.84)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
91/92124/125Nov 13$0.90$0.1054%9.00$91.10$124.90
96/97121/122Nov 6$0.84$0.1650%5.25$96.16$121.84
96/97120/121Nov 6$0.85$0.1547%5.67$96.15$120.85
100/101124/125Nov 13$0.87$0.1343%6.69$100.13$124.87
95/96125/126Nov 27$0.83$0.1746%4.88$95.17$125.83
99/100121/122Nov 6$0.84$0.1645%5.25$99.16$121.84
99/100120/121Nov 6$0.85$0.1543%5.67$99.15$120.85
101/102125/126Nov 27$0.89$0.1138%8.09$101.11$125.89
90/91124/125Nov 13$0.68$0.3257%2.13$90.32$124.68
101/102121/122Nov 6$0.81$0.1941%4.26$101.19$121.81

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 94 found (best R:R 28.41, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$110.00$115.00$120.00Dec 18$0.20$4.8014%24.00
$120.00$125.00$130.00Dec 18$0.25$4.7513%19.00
$115.00$120.00$125.00Dec 18$0.30$4.7014%15.67
$90.00$95.00$100.00Dec 4$0.28$4.7212%16.86
$100.00$105.00$110.00Nov 27$0.45$4.5517%10.11
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Dec 18$0.17$4.8314%28.41
$115.00$120.00$125.00Dec 18$0.28$4.7214%16.86
$115.00$116.00$117.00Nov 6$0.08$0.924%11.50
$113.00$114.00$115.00Nov 6$0.09$0.915%10.11
$97.00$98.00$99.00Dec 4$0.10$0.902%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. 23 found (best net $-3.81, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$111.001:2Dec 4-$3.81$7.19
$125.00$130.001:2Nov 13-$1.23$3.77
$125.00$130.001:2Nov 20-$1.71$3.29
$119.00$125.001:2Nov 27-$2.81$3.19
$125.00$130.001:2Dec 18-$2.95$2.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$91.00$90.001:2Nov 6-$0.55$0.45
$92.00$91.001:2Nov 6-$0.60$0.40
$105.00$100.001:2Dec 18-$2.05$2.95
$91.00$90.001:2Nov 13-$0.67$0.33
$93.00$92.001:2Nov 6-$0.69$0.31

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 88 found (best yield 7.59%, avg 3.91%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$115.00Dec 18$8.450.503.3%7.59%10.90%72.2K
$120.00Dec 18$6.550.437.8%5.88%13.68%--231
$125.00Dec 18$5.150.3612.3%4.63%16.92%62.2K
$112.00Dec 4$9.150.530.6%8.22%8.83%1271
$130.00Dec 18$3.700.3016.8%3.32%20.10%3169
$116.00Dec 11$7.000.484.2%6.29%10.49%186--
$116.00Dec 4$6.850.474.2%6.15%10.36%--10
$117.00Dec 11$6.350.475.1%5.70%10.81%88--
$113.00Dec 11$8.100.531.5%7.28%8.79%923
$115.00Dec 11$7.150.503.3%6.42%9.73%102--

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 7,426
Total Puts 5,412
Put/Call Ratio 0.73
Net Difference 2,014

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 20,295
Total Puts 25,931
Average Put/Call Ratio 1.69
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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