Tour v536
W
WAYFAIR INC A
$113.38 -8.24%
$115.64 (+1.99%)🌙
as of 11/05 06:11 PM
◀ 11/5 18:11 ▶

Option Volume

Detail
ℹ
Current (11/05) 18,352
Calls: 13,439 (73%)
Puts: 4,913 (27%)
Prior (11/04) 14,920
Calls: 10,568 (71%)
Puts: 4,352 (29%)
Current vs Prior +23.00%
Calls: +27.17% (Calls)
Puts: +12.89% (Puts)
Prior 7-Day Total 61,006
Calls: 30,155 (49%)
Puts: 30,851 (51%)
Prior 7-Day Average 8,715
Calls: 4,307 (49%)
Puts: 4,407 (51%)
Current vs Prior 7-Day Avg +110.58%
Calls: +211.96%
Puts: +11.47%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/05) $9.05M
Calls: $6.70M (74%)
Puts: $2.36M (26%)
Prior (11/04) $7.71M
Calls: $6.40M (83%)
Puts: $1.32M (17%)
Current vs Prior +17.37%
Calls: +4.74%
Puts: +78.68%
Prior 7-Day Total $36.37M
Calls: $19.25M (53%)
Puts: $17.13M (47%)
Prior 7-Day Average $5.20M
Calls: $2.75M (53%)
Puts: $2.45M (47%)
Current vs Prior 7-Day Avg +74.26%
Calls: +143.63%
Puts: -3.71%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/05) 0.37
Prior (11/04) 0.41
Current vs Prior -11.23%
Prior 7-Day Average 1.67
Current vs Prior 7-Day Avg -78.17%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/05) 65,771
Calls: 34,058 (52%)
Puts: 31,713 (48%)
Prior (11/04) 81,754
Calls: 40,127 (49%)
Puts: 41,627 (51%)
Current vs Prior -19.55%
Prior 7-Day Total 1,156,379
Calls: 477,512 (41%)
Puts: 678,867 (59%)
Prior 7-Day Average 165,197
Calls: 68,216 (41%)
Puts: 96,981 (59%)
Current vs Prior 7-Day Avg -60.19%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 4.46% | 8.27%10.55% | 17.92%
Prior 5.16% | 8.10%9.94% | 16.92%
Current vs Prior -13.43% | +2.12%+6.14% | +5.90%
Prior 7-Day Avg 8.33% | 13.40%15.22% | 20.99%
Current vs 7-Day Avg -46.43% | -38.25%-30.69% | -14.61%
Prior 7-Day Eod 5.16% | 8.10%9.94% | 16.92%
Current vs 7-Day Eod -13.43% | +2.12%+6.14% | +5.90%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 62.19% | 25.76%
Calls: 33.64% | 24.85%
Puts: 90.73% | 26.67%
Prior 57.66% | 34.28%
Calls: 45.37% | 37.84%
Puts: 69.96% | 30.72%
Current vs Prior +7.86% | -24.85%
Prior 7-Day Avg 31.91% | 16.70%
Calls: 23.13% | 18.83%
Puts: 40.70% | 14.57%
Current vs 7-Day Avg +94.87% | +54.23%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($6.70M). Dollar volume significantly above 7-day average (74% higher). Volume explosion - 111% above 7-day average (18,352 vs avg 8,715). Extreme bullish P/C ratio of 0.37 - heavy call buying (13,439 calls vs 4,913 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 2 of results (avg 9.8%, best 9.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Dec 187.858.65$8.259.7%500.512.2K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Dec 186.757.45$7.109.9%1750.39629

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. 53 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$91.00Nov 621.2523.50$22.3810.1%21.00--
$92.00Nov 620.3522.55$21.4510.3%21.002
$102.00Nov 610.7512.75$11.7517.0%11.00--
$103.00Nov 69.5511.95$10.7522.3%11.00--
$105.00Nov 67.6510.10$8.8827.6%21.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Nov 615.1517.90$16.5216.6%50.9617
$126.00Nov 611.2013.65$12.4319.7%20.96--
$124.00Nov 69.4011.65$10.5321.4%10.943
$125.00Nov 610.4012.65$11.5319.5%20.94--
$121.00Nov 66.558.75$7.6528.8%30.9023

Most actively traded options today. High liquidity = easy entry/exit. 196 active (total vol 12.2K, top 2.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Nov 200.500.84$0.6750.7%2.1K0.102.0K
$105.00Nov 2010.2012.35$11.2719.1%1.1K0.801.4K
$130.00Nov 130.250.61$0.4383.7%5400.0930
$121.00Nov 202.573.25$2.9123.4%4360.3333
$122.00Nov 202.332.81$2.5718.7%4270.3010
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Nov 131.902.60$2.2531.1%7490.2961
$98.00Nov 130.330.67$0.5068.0%6250.0836
$108.00Nov 60.320.75$0.5479.6%3550.17--
$105.00Dec 184.655.40$5.0314.9%2400.31399
$110.00Nov 203.655.00$4.3331.2%2140.37--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 55.1%, max 96.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$119.00Nov 6Dec 11112.6%57.3%96.7%32618
$118.00Nov 6Dec 1199.0%58.8%68.3%6265
$117.00Nov 6Dec 1195.3%57.4%66.1%16850
$115.00Nov 6Dec 1885.0%57.1%48.8%952.5K
$116.00Nov 6Nov 2089.1%62.4%42.8%1471
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$108.00Nov 6Dec 4101.4%55.8%81.7%35822
$113.00Nov 6Dec 1197.9%57.6%69.9%7232
$112.00Nov 6Dec 1195.1%56.8%67.3%117199
$111.00Nov 6Dec 1195.7%58.1%64.8%29236
$110.00Nov 6Dec 1892.7%57.0%62.7%2301.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 119 found (best R:R 0.55, avg 3.05)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$106.00$114.00Nov 13$5.17$2.83$5.1786%0.55$111.17
$112.00$124.00Dec 4$4.51$7.49$4.5157%1.66$116.51
$115.00$120.00Dec 18$1.95$3.05$1.9551%1.56$116.95
$118.00$120.00Nov 20$0.45$1.55$0.4541%3.44$118.45
$120.00$130.00Dec 18$2.87$7.13$2.8743%2.48$122.87
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$117.00$115.00Nov 6$1.07$0.93$1.0773%0.87$115.93
$123.00$120.00Nov 20$1.82$1.18$1.8271%0.65$121.18
$108.00$107.00Nov 27$0.12$0.88$0.1233%7.33$107.88
$124.00$110.00Nov 27$7.47$6.53$7.4769%0.87$116.53
$115.00$113.00Dec 4$0.75$1.25$0.7550%1.67$114.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 100 found (best R:R 4.00, avg 0.58)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$128.00$129.00Nov 13$0.45$0.45$0.5584%0.82$128.45
$119.00$120.00Nov 6$0.41$0.41$0.5978%0.69$119.41
$117.00$118.00Nov 20$0.67$0.67$0.3356%2.03$117.67
$124.00$126.00Nov 27$0.76$0.76$1.2470%0.61$124.76
$122.00$123.00Dec 11$0.60$0.60$0.4062%1.50$122.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$110.00$109.00Nov 27$0.80$0.80$0.2062%4.00$109.20
$106.00$100.00Nov 27$1.67$1.67$4.3371%0.39$104.33
$110.00$108.00Dec 4$1.12$1.12$0.8861%1.27$108.88
$100.00$92.00Nov 27$1.13$1.13$6.8782%0.16$98.87
$105.00$100.00Dec 18$1.63$1.63$3.3769%0.48$103.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $2.74, cheapest $3.44)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$117.00Nov 6Nov 13$2.0695.3%65.0%
$116.00Nov 6Nov 13$2.1689.1%63.7%
$115.00Nov 6Nov 13$2.3585.0%65.1%
$114.00Nov 13Nov 20$1.4361.9%60.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$113.00Nov 6Nov 20$3.4497.9%64.0%
$112.00Nov 6Nov 13$2.1195.1%66.9%
$111.00Nov 6Nov 13$2.0995.7%67.6%
$114.00Nov 6Dec 11$5.7983.9%56.7%
$115.00Nov 6Nov 20$3.1985.0%62.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 28 found (cheapest 4.15% of stock, avg 9.05%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$113.00Nov 6$2.60$2.11$4.71$108.29$117.714.15%
$112.00Nov 6$3.20$1.59$4.79$107.21$116.794.22%
$115.00Nov 6$1.48$3.31$4.79$110.21$119.794.22%
$117.00Nov 6$0.93$4.38$5.31$111.69$122.314.68%
$110.00Nov 6$4.60$0.85$5.45$104.55$115.454.81%
$118.00Nov 6$0.73$5.18$5.91$112.09$123.915.21%
$109.00Nov 6$5.32$0.69$6.01$102.99$115.015.30%
$120.00Nov 6$0.33$6.70$7.03$112.97$127.036.20%
$121.00Nov 6$0.21$7.65$7.86$113.14$128.866.93%
$122.00Nov 6$0.23$8.53$8.76$113.24$130.767.73%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.26% of stock, avg 6.90%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$119.00$109.00Nov 6$0.74$0.69$1.43$107.57$120.43
$118.00$109.00Nov 6$0.73$0.69$1.42$107.58$119.42
$118.00$110.00Nov 6$0.73$0.85$1.58$108.42$119.58
$119.00$110.00Nov 6$0.74$0.85$1.59$108.41$120.59
$117.00$109.00Nov 6$0.93$0.69$1.62$107.38$118.62
$117.00$110.00Nov 6$0.93$0.85$1.78$108.22$118.78
$118.00$111.00Nov 6$0.73$1.21$1.94$109.06$119.94
$119.00$111.00Nov 6$0.74$1.21$1.95$109.05$120.95
$117.00$111.00Nov 6$0.93$1.21$2.14$108.86$119.14
$116.00$109.00Nov 6$1.14$0.69$1.83$107.17$117.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 117 found (best R:R 6.69, avg credit $0.75)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
106/107122/123Nov 20$0.87$0.1339%6.69$106.13$122.87
106/107121/122Nov 20$0.89$0.1137%8.09$106.11$121.89
105/106119/120Nov 13$0.82$0.1843%4.56$105.18$119.82
106/107124/125Nov 20$0.81$0.1944%4.26$106.19$124.81
110/111119/120Nov 6$0.77$0.2346%3.35$110.23$119.77
105/106126/127Nov 13$0.60$0.4062%1.50$105.40$126.60
107/108119/120Nov 6$0.59$0.4162%1.44$107.41$119.59
106/107119/120Nov 6$0.53$0.4766%1.13$106.47$119.53
104/105124/125Dec 11$0.83$0.1736%4.88$104.17$124.83
105/106125/126Nov 13$0.59$0.4160%1.44$105.41$125.59

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 43 found (best R:R 32.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$115.00$116.00$117.00Nov 6$0.13$0.8719%6.69
$124.00$125.00$126.00Dec 11$0.06$0.943%15.67
$124.00$125.00$126.00Nov 20$0.07$0.934%13.29
$120.00$121.00$122.00Nov 20$0.08$0.926%11.50
$118.00$119.00$120.00Dec 11$0.10$0.904%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Dec 18$0.15$4.8517%32.33
$100.00$105.00$110.00Dec 18$0.44$4.5616%10.36
$106.00$107.00$108.00Nov 6$0.06$0.948%15.67
$105.00$106.00$107.00Nov 6$0.08$0.925%11.50
$106.00$107.00$108.00Nov 13$0.09$0.916%10.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 83 found (best net $-0.45, 77 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$110.001:2Dec 18-$0.45$14.55
$92.00$102.001:2Nov 6-$2.05$7.95
$100.00$109.001:2Dec 4-$3.77$5.23
$120.00$130.001:2Dec 18-$0.56$9.44
$105.00$109.001:2Nov 6-$1.76$2.24
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$115.001:2Dec 18-$3.19$6.81
$117.00$112.001:2Nov 13-$0.95$4.05
$106.00$100.001:2Nov 27-$0.19$5.81
$102.00$100.001:2Nov 13-$0.22$1.78
$105.00$104.001:2Nov 6-$0.06$0.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 62 found (best yield 6.92%, avg 2.05%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$115.00Dec 18$7.850.511.4%6.92%8.35%502.2K
$120.00Dec 18$5.650.435.8%4.98%10.82%5242
$130.00Dec 18$3.100.2714.7%2.73%17.39%15164
$118.00Dec 11$5.450.464.1%4.81%8.88%41
$117.00Dec 11$5.750.473.2%5.07%8.26%419
$122.00Dec 11$4.050.397.6%3.57%11.17%4--
$120.00Dec 11$4.650.415.8%4.10%9.94%24--
$123.00Dec 11$3.750.368.5%3.31%11.79%430
$121.00Dec 11$4.000.406.7%3.53%10.25%2--
$119.00Dec 11$4.600.435.0%4.06%9.01%24--

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 13,439
Total Puts 4,913
Put/Call Ratio 0.37
Net Difference 8,526

Prior's Put/Call Breakdown

Total Calls 10,568
Total Puts 4,352
Put/Call Ratio 0.41
Net Difference 6,216

Prior 7-Day Put/Call Summary

Total Calls 30,155
Total Puts 30,851
Average Put/Call Ratio 1.67
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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