Tour v536
W
WAYFAIR INC A
$112.21 -1.03%
◀ 11/6 15:20 ▶

Option Volume

Detail
ℹ
Current (11/06) 5,615
Calls: 2,838 (51%)
Puts: 2,777 (49%)
Prior (11/05) 18,352
Calls: 13,439 (73%)
Puts: 4,913 (27%)
Current vs Prior -69.40%
Calls: -78.88% (Calls)
Puts: -43.48% (Puts)
Prior 7-Day Total 76,038
Calls: 42,244 (56%)
Puts: 33,794 (44%)
Prior 7-Day Average 10,862
Calls: 6,034 (56%)
Puts: 4,827 (44%)
Current vs Prior 7-Day Avg -48.31%
Calls: -52.97%
Puts: -42.48%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06) $3.11M
Calls: $2.15M (69%)
Puts: $962.1K (31%)
Prior (11/05) $9.05M
Calls: $6.70M (74%)
Puts: $2.36M (26%)
Current vs Prior -65.60%
Calls: -67.86%
Puts: -59.16%
Prior 7-Day Total $43.71M
Calls: $25.18M (58%)
Puts: $18.53M (42%)
Prior 7-Day Average $6.24M
Calls: $3.60M (58%)
Puts: $2.65M (42%)
Current vs Prior 7-Day Avg -50.12%
Calls: -40.16%
Puts: -63.66%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 0.98
Prior (11/05) 0.37
Current vs Prior +167.66%
Prior 7-Day Average 1.52
Current vs Prior 7-Day Avg -35.56%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06) 223,108
Calls: 95,261 (43%)
Puts: 127,847 (57%)
Prior (11/05) 65,771
Calls: 34,058 (52%)
Puts: 31,713 (48%)
Current vs Prior +239.22%
Prior 7-Day Total 1,021,659
Calls: 428,646 (42%)
Puts: 593,013 (58%)
Prior 7-Day Average 145,951
Calls: 61,235 (42%)
Puts: 84,716 (58%)
Current vs Prior 7-Day Avg +52.86%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 2.13% | 7.02%9.56% | 17.38%
Prior 4.46% | 8.27%10.55% | 17.92%
Current vs Prior -52.27% | -15.12%-9.35% | -3.03%
Prior 7-Day Avg 8.23% | 12.60%14.39% | 20.41%
Current vs 7-Day Avg -74.11% | -44.28%-33.56% | -14.84%
Prior 7-Day Eod 4.46% | 8.27%10.55% | 17.92%
Current vs 7-Day Eod -52.27% | -15.12%-9.35% | -3.03%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 268.81% | 17.12%
Calls: 350.77% | 20.25%
Puts: 186.84% | 13.99%
Prior 62.19% | 25.76%
Calls: 33.64% | 24.85%
Puts: 90.73% | 26.67%
Current vs Prior +332.24% | -33.54%
Prior 7-Day Avg 38.63% | 18.93%
Calls: 25.74% | 20.02%
Puts: 51.53% | 17.83%
Current vs 7-Day Avg +595.83% | -9.55%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($2.15M). Light premium activity with dollar volume down 66% vs prior. Below-average activity with volume down 69% vs prior. P/C ratio rising 168% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 12 of results (avg 7.8%, best 5.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$113.00Nov 204.805.10$4.956.1%160.5143
$100.00Dec 1815.7516.75$16.256.2%--0.77696
$105.00Dec 1812.4013.20$12.806.2%10.68219
$95.00Dec 1819.5021.35$20.439.1%10.84182
$108.00Nov 135.956.55$6.259.6%--0.7020
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Dec 1815.4516.30$15.885.4%10.6943
$112.00Dec 46.306.80$6.557.6%--0.4619
$120.00Dec 1811.8512.80$12.337.7%--0.6032
$120.00Dec 1111.3512.30$11.838.0%--0.6115
$115.00Dec 189.109.90$9.508.4%--0.51416

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. 92 found (avg delta 0.77, highest 1.01)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Nov 621.6524.10$22.8810.7%11.01--
$100.00Nov 611.6514.10$12.8819.0%401.0045
$101.00Nov 610.6013.10$11.8521.1%--1.0011
$107.00Nov 64.757.10$5.9339.6%10.9919
$108.00Nov 63.756.15$4.9548.5%20.992
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Nov 60.512.53$1.52132.9%1901.0040
$115.00Nov 62.123.40$2.7646.4%1371.0074
$116.00Nov 62.444.50$3.4759.4%2161.0010
$117.00Nov 62.885.25$4.0658.4%131.0045
$120.00Nov 65.908.50$7.2036.1%171.0021

Most actively traded options today. High liquidity = easy entry/exit. 157 active (total vol 3.8K, top 437)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$123.00Nov 130.491.12$0.8177.8%2790.1657
$118.00Nov 202.633.30$2.9722.6%770.3654
$120.00Nov 130.901.38$1.1442.1%670.22432
$125.00Nov 130.330.88$0.6190.2%580.13570
$125.00Nov 201.041.68$1.3647.1%540.20419
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$112.00Nov 60.270.55$0.4168.3%4370.36206
$113.00Nov 60.551.26$0.9178.0%4020.68204
$116.00Nov 62.444.50$3.4759.4%2161.0010
$114.00Nov 60.512.53$1.52132.9%1901.0040
$110.00Nov 60.010.20$0.11172.7%1610.10484

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 1007.7%, max 1794.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$124.00Nov 6Dec 11961.2%55.6%1628.9%41692
$122.00Nov 6Dec 11853.8%55.0%1453.4%8116
$129.00Nov 6Nov 131209.7%78.8%1434.7%--117
$121.00Nov 6Dec 11797.6%55.5%1336.6%8991
$119.00Nov 6Dec 11679.3%56.2%1108.5%10316
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$102.00Nov 6Dec 41069.8%56.5%1794.5%1187
$103.00Nov 6Dec 41002.6%54.9%1725.8%--134
$104.00Nov 6Dec 11934.7%52.6%1676.4%42258
$121.00Nov 6Dec 11797.6%55.5%1336.6%--39
$119.00Nov 6Nov 20679.3%59.0%1052.0%1337

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 160 found (best R:R 26.27, avg 3.17)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$95.00$97.50Dec 18$1.63$0.87$1.6384%0.53$96.63
$105.00$110.00Dec 18$2.80$2.20$2.8068%0.79$107.80
$114.00$115.00Nov 27$0.15$0.85$0.1549%5.67$114.15
$115.00$117.00Nov 20$0.50$1.50$0.5045%3.00$115.50
$110.00$115.00Dec 18$2.40$2.60$2.4059%1.08$112.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$104.00$101.00Dec 11$0.11$2.89$0.1128%26.27$103.89
$120.00$118.00Nov 13$0.95$1.05$0.9578%1.11$119.05
$117.00$116.00Nov 6$0.59$0.41$0.59100%0.69$116.41
$121.00$120.00Nov 20$0.33$0.67$0.3372%2.03$120.67
$114.00$113.00Dec 11$0.17$0.83$0.1750%4.88$113.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 134 found (best R:R 4.26, avg 0.58)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$122.00$123.00Nov 6$0.78$0.78$0.2280%3.55$122.78
$129.00$130.00Nov 13$0.39$0.39$0.6188%0.64$129.39
$123.00$124.00Nov 20$0.43$0.43$0.5776%0.75$123.43
$117.00$118.00Nov 20$0.58$0.58$0.4260%1.38$117.58
$125.00$126.00Nov 27$0.40$0.40$0.6076%0.67$125.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$97.00$96.00Nov 13$0.81$0.81$0.1987%4.26$96.19
$97.00$95.00Dec 4$0.93$0.93$1.0781%0.87$96.07
$109.00$105.00Dec 11$1.90$1.90$2.1061%0.90$107.10
$93.00$92.00Nov 6$0.57$0.57$0.4389%1.33$92.43
$92.50$90.00Nov 20$0.65$0.65$1.8589%0.35$91.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $3.00, cheapest $3.04)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$113.00Nov 6Nov 13$2.94165.5%59.1%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$112.00Nov 6Nov 13$3.04170.2%58.8%
$113.00Nov 6Nov 13$3.02165.5%59.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 60 found (cheapest 1.22% of stock, avg 9.12%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$113.00Nov 6$0.46$0.91$1.37$111.63$114.371.22%
$114.00Nov 6$0.06$1.52$1.58$112.42$115.581.41%
$111.00Nov 6$1.56$0.11$1.67$109.33$112.671.49%
$112.00Nov 6$1.48$0.41$1.89$110.11$113.891.68%
$110.00Nov 6$2.54$0.11$2.65$107.35$112.652.36%
$115.00Nov 6$0.21$2.76$2.97$112.03$117.972.65%
$116.00Nov 6$0.16$3.47$3.63$112.37$119.633.24%
$109.00Nov 6$3.86$0.02$3.88$105.12$112.883.46%
$117.00Nov 6$0.42$4.06$4.48$112.52$121.483.99%
$108.00Nov 6$4.95$0.02$4.97$103.03$112.974.43%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.74% of stock, avg 7.11%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$117.00$112.00Nov 6$0.42$0.41$0.83$111.17$117.83
$117.00$104.00Nov 6$0.42$1.07$1.49$102.51$118.49
$117.00$103.00Nov 6$0.42$1.07$1.49$101.51$118.49
$117.00$102.00Nov 6$0.42$1.07$1.49$100.51$118.49
$117.00$99.00Nov 6$0.42$1.07$1.49$97.51$118.49
$118.00$112.00Nov 6$1.06$0.41$1.47$110.53$119.47
$119.00$112.00Nov 6$1.06$0.41$1.47$110.53$120.47
$121.00$112.00Nov 6$1.06$0.41$1.47$110.53$122.47
$122.00$112.00Nov 6$1.06$0.41$1.47$110.53$123.47
$122.00$104.00Nov 6$1.06$1.07$2.13$101.87$124.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 206 found (best R:R 2.13, avg credit $0.59)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
92/93127/128Nov 6$0.68$0.3285%2.13$92.32$127.68
92/93125/126Nov 6$0.67$0.3385%2.03$92.33$125.67
95/96125/126Nov 27$0.82$0.1862%4.56$95.18$125.82
96/97118/120Nov 13$1.26$0.7458%1.70$95.74$119.26
100/101125/126Nov 27$0.84$0.1656%5.25$100.16$125.84
104/105123/124Nov 20$0.83$0.1750%4.88$104.17$123.83
105/106125/126Nov 27$0.86$0.1445%6.14$105.14$125.86
96/97120/122Nov 13$1.01$0.9964%1.02$95.99$121.01
95/97124/125Dec 4$1.21$0.7952%1.53$95.79$125.21
95/97122/123Dec 4$1.29$0.7148%1.82$95.71$123.29

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 91 found (best R:R 26.78, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$115.00$120.00$125.00Dec 18$0.18$4.8218%26.78
$105.00$110.00$115.00Dec 18$0.40$4.6018%11.50
$110.00$115.00$120.00Dec 18$0.45$4.5518%10.11
$108.00$110.00$112.00Nov 20$0.16$1.8412%11.50
$100.00$101.00$102.00Nov 6$0.11$0.8915%8.09
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$112.00$113.00$114.00Nov 6$0.11$0.8964%8.09
$100.00$105.00$110.00Dec 18$0.30$4.7018%15.67
$110.00$115.00$120.00Dec 18$0.33$4.6718%14.15
$111.00$112.00$113.00Nov 6$0.20$0.8055%4.00
$105.00$110.00$115.00Dec 18$0.47$4.5318%9.64

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 $-1.32, 69 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$119.00$125.001:2Nov 27-$0.68$5.32
$100.00$107.001:2Nov 27-$4.69$2.31
$110.00$111.001:2Nov 6-$0.58$0.42
$126.00$130.001:2Nov 20-$0.39$3.61
$115.00$116.001:2Nov 6-$0.11$0.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$132.00$123.001:2Nov 6-$1.32$7.68
$125.00$120.001:2Nov 13-$3.53$1.47
$115.00$114.001:2Nov 6-$0.28$0.72
$114.00$113.001:2Nov 6-$0.30$0.70
$95.00$90.001:2Dec 4-$0.23$4.77

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 72 found (best yield 6.19%, avg 2.42%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$115.00Dec 18$6.950.492.5%6.19%8.68%352.2K
$120.00Dec 18$5.050.416.9%4.50%11.44%3243
$125.00Dec 18$3.500.3211.4%3.12%14.52%322.2K
$118.00Dec 11$5.050.435.2%4.50%9.66%182
$116.00Dec 11$5.750.473.4%5.12%8.50%3621
$115.00Dec 11$6.150.492.5%5.48%7.97%2630
$119.00Dec 11$4.600.426.0%4.10%10.15%1023
$113.00Dec 11$7.000.530.7%6.24%6.94%5224
$120.00Dec 11$4.300.406.9%3.83%10.77%1024
$114.00Dec 11$6.350.511.6%5.66%7.25%5424

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 2,838
Total Puts 2,777
Put/Call Ratio 0.98
Net Difference 61

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 42,244
Total Puts 33,794
Average Put/Call Ratio 1.52
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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