Tour v528
W
WAYFAIR INC A
$102.32 -0.89%
9/17 15:07

Option Volume

Detail
Current (09/17 3:05pm) 5,375
Calls: 4,058 (75%)
Puts: 1,317 (25%)
Prior (09/15) 3,568
Calls: 1,628 (46%)
Puts: 1,940 (54%)
Current vs Prior +50.64%
Calls: +149.26% (Calls)
Puts: -32.11% (Puts)
Prior 7-Day Total 45,479
Calls: 29,965 (66%)
Puts: 15,514 (34%)
Prior 7-Day Average 6,497
Calls: 4,280 (66%)
Puts: 2,216 (34%)
Current vs Prior 7-Day Avg -17.27%
Calls: -5.20%
Puts: -40.58%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/17 3:05pm) $1.99M
Calls: $1.45M (73%)
Puts: $538.0K (27%)
Prior (09/15) $3.84M
Calls: $2.73M (71%)
Puts: $1.11M (29%)
Current vs Prior -48.19%
Calls: -46.86%
Puts: -51.47%
Prior 7-Day Total $21.01M
Calls: $11.81M (56%)
Puts: $9.21M (44%)
Prior 7-Day Average $3.00M
Calls: $1.69M (56%)
Puts: $1.32M (44%)
Current vs Prior 7-Day Avg -33.68%
Calls: -13.86%
Puts: -59.09%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/17 3:05pm) 0.32
Prior (09/15) 1.19
Current vs Prior -72.77%
Prior 7-Day Average 0.65
Current vs Prior 7-Day Avg -50.23%
Sentiment BULLISH

Open Interest

Detail
Current (09/17 3:05pm) 218,586
Calls: 96,769 (44%)
Puts: 121,817 (56%)
Prior (09/15) 211,313
Calls: 94,403 (45%)
Puts: 116,910 (55%)
Current vs Prior +3.44%
Prior 7-Day Total 1,454,759
Calls: 650,113 (45%)
Puts: 804,646 (55%)
Prior 7-Day Average 207,822
Calls: 92,873 (45%)
Puts: 114,949 (55%)
Current vs Prior 7-Day Avg +5.18%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 3.29% | 6.95%3.29% | 14.66%
Prior 5.94% | 8.34%5.94% | 15.61%
Current vs Prior -44.58% | -16.65%-44.58% | -6.11%
Prior 7-Day Avg 4.12% | 7.50%8.55% | 15.82%
Current vs 7-Day Avg -20.12% | -7.30%-61.50% | -7.35%
Prior 7-Day Eod 5.94% | 8.34%4.72% | 14.75%
Current vs 7-Day Eod -44.58% | -16.65%-30.18% | -0.62%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 50.06% | 29.48%
Calls: 42.70% | 30.42%
Puts: 57.42% | 28.53%
Prior 8.74% | 20.45%
Calls: 9.23% | 23.97%
Puts: 8.25% | 16.93%
Current vs Prior +472.77% | +44.16%
Prior 7-Day Avg 41.95% | 17.28%
Calls: 45.74% | 19.48%
Puts: 38.17% | 15.08%
Current vs 7-Day Avg +19.32% | +70.60%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($1.45M). Above-average activity with volume up 51% vs prior. Extreme bullish P/C ratio of 0.32 - heavy call buying (4,058 calls vs 1,317 puts). P/C ratio dropping 73% - sentiment shifting bullish.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 7 of results (avg 7.1%, best 3.7%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Oct 164.955.35$5.157.8%5150.47166
$100.00Oct 167.307.90$7.607.9%150.60197
$92.00Sep 189.5510.50$10.039.5%20.93341
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Oct 1610.5010.90$10.703.7%--0.6547
$105.00Oct 167.257.55$7.404.1%--0.53148
$100.00Oct 164.554.90$4.727.4%--0.40340
$105.00Oct 25.606.15$5.889.4%50.5612

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. 69 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.50Sep 1819.3521.85$20.6012.1%--1.00154
$85.00Sep 1816.6019.35$17.9815.3%140.99991
$92.50Sep 189.4511.90$10.6822.9%--0.98225
$85.00Sep 2516.7019.50$18.1015.5%--0.9811
$91.00Sep 1810.9013.40$12.1520.6%--0.9812
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Sep 182.905.35$4.1359.3%--1.0046
$109.00Sep 185.507.10$6.3025.4%31.002
$110.00Sep 186.408.70$7.5530.5%131.001.1K
$111.00Sep 187.009.15$8.0726.6%101.001
$112.00Sep 187.6510.50$9.0731.4%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 129 active (total vol 4.6K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Sep 180.420.55$0.4926.5%1.0K0.262.2K
$115.00Oct 232.503.50$3.0033.3%5490.301
$110.00Oct 233.754.85$4.3025.6%5360.39--
$105.00Oct 164.955.35$5.157.8%5150.47166
$113.00Sep 180.010.06$0.03166.7%2420.02121
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$99.00Sep 180.180.43$0.3180.6%1670.1573
$90.00Oct 161.421.60$1.5111.9%1360.1774
$100.00Oct 234.855.65$5.2515.2%460.403
$97.00Sep 180.040.12$0.08100.0%390.05513
$85.00Sep 250.000.20$0.10200.0%310.0360

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 16.0%, max 27.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Sep 18Oct 1666.4%52.1%27.5%274.1K
$101.00Sep 18Oct 963.6%51.7%22.9%1342
$102.00Sep 18Oct 963.7%52.3%21.8%6421
$103.00Sep 18Oct 262.3%55.6%11.9%1891
$105.00Sep 18Oct 1660.2%53.9%11.7%1.5K2.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$99.00Sep 18Oct 269.0%55.5%24.3%167175
$102.00Sep 18Sep 2563.7%53.2%19.8%1184
$100.00Sep 18Oct 3066.4%59.0%12.4%172.4K
$103.00Sep 18Oct 262.3%55.6%11.9%757
$105.00Sep 18Oct 1660.2%53.9%11.7%14765

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 94 found (best R:R 1.18, avg 3.15)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$98.00$110.00Oct 23$5.50$6.50$5.5066%1.18$103.50
$110.00$114.00Oct 30$1.17$2.83$1.1743%2.42$111.17
$110.00$114.00Oct 23$0.99$3.01$0.9939%3.04$110.99
$115.00$119.00Oct 23$0.68$3.32$0.6830%4.88$115.68
$105.00$110.00Oct 16$1.65$3.35$1.6547%2.03$106.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$111.00$110.00Sep 18$0.52$0.48$0.52100%0.92$110.48
$99.00$98.00Oct 2$0.13$0.87$0.1335%6.69$98.87
$102.00$100.00Sep 25$0.67$1.33$0.6745%1.99$101.33
$104.00$103.00Sep 18$0.51$0.49$0.5168%0.96$103.49
$111.00$109.00Oct 9$1.30$0.70$1.3070%0.54$109.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 72 found (best R:R 2.26, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$115.00$120.00Oct 2$0.75$0.75$4.2580%0.18$115.75
$120.00$121.00Sep 25$0.18$0.18$0.8293%0.22$120.18
$113.00$115.00Sep 25$0.32$0.32$1.6884%0.19$113.32
$105.00$106.00Sep 25$0.48$0.48$0.5258%0.92$105.48
$103.00$104.00Sep 18$0.46$0.46$0.5452%0.85$103.46
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$84.00$82.50Sep 18$1.04$1.04$0.4689%2.26$82.96
$94.00$84.00Oct 30$2.51$2.51$7.4971%0.34$91.49
$95.00$90.00Oct 23$1.49$1.49$3.5172%0.42$93.51
$98.00$94.00Oct 2$1.39$1.39$2.6168%0.53$96.61
$93.00$90.00Oct 2$0.73$0.73$2.2781%0.32$92.27

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $2.15, cheapest $1.77)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$102.00Sep 18Sep 25$1.9463.7%53.2%
$103.00Sep 18Sep 25$1.8562.3%52.2%
$104.00Sep 18Sep 25$2.0560.3%55.3%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$102.00Sep 18Sep 25$1.7763.7%53.2%
$103.00Sep 18Oct 2$3.1562.3%55.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 35 found (cheapest 2.73% of stock, avg 7.82%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$103.00Sep 18$1.26$1.53$2.79$100.21$105.792.73%
$104.00Sep 18$0.80$2.04$2.84$101.16$106.842.78%
$102.00Sep 18$1.84$1.06$2.90$99.10$104.902.83%
$105.00Sep 18$0.49$2.73$3.22$101.78$108.223.15%
$100.00Sep 18$3.09$0.46$3.55$96.45$103.553.47%
$106.00Sep 18$0.29$3.41$3.70$102.30$109.703.62%
$107.00Sep 18$0.23$4.13$4.36$102.64$111.364.26%
$99.00Sep 18$4.38$0.31$4.69$94.31$103.694.58%
$98.00Sep 18$5.38$0.15$5.53$92.47$103.535.40%
$97.50Sep 18$5.82$0.12$5.94$91.56$103.445.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.53% of stock, avg 4.99%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$107.00$99.00Sep 18$0.23$0.31$0.54$98.46$107.54
$106.00$99.00Sep 18$0.29$0.31$0.60$98.40$106.60
$107.00$89.00Sep 18$0.23$0.49$0.72$88.28$107.72
$107.00$100.00Sep 18$0.23$0.46$0.69$99.31$107.69
$106.00$100.00Sep 18$0.29$0.46$0.75$99.25$106.75
$106.00$89.00Sep 18$0.29$0.49$0.78$88.22$106.78
$105.00$99.00Sep 18$0.49$0.31$0.80$98.20$105.80
$105.00$100.00Sep 18$0.49$0.46$0.95$99.05$105.95
$105.00$89.00Sep 18$0.49$0.49$0.98$88.02$105.98
$107.00$84.00Sep 18$0.23$1.07$1.30$82.70$108.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 75 found (best R:R 3.29, avg credit $0.83)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
82/84107/108Sep 18$1.15$0.3576%3.29$82.85$108.15
82/84105/106Sep 18$1.24$0.2663%4.77$82.76$106.24
92/93120/121Sep 25$0.40$0.6082%0.67$92.60$120.40
91/92107/108Sep 18$0.33$0.6779%0.49$91.67$107.33
92/93116/117Sep 25$0.32$0.6880%0.47$92.68$116.32
94/95120/121Sep 25$0.32$0.6878%0.47$94.68$120.32
97/98120/121Sep 25$0.42$0.5867%0.72$97.58$120.42
91/92105/106Sep 18$0.42$0.5866%0.72$91.58$105.42
95/97120/121Sep 25$0.66$1.3470%0.49$96.34$120.66
98/99120/121Sep 25$0.41$0.5963%0.69$98.59$120.41

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 50 found (best R:R 24.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Oct 16$0.37$4.6322%12.51
$92.50$95.00$97.50Oct 16$0.07$2.4312%34.71
$101.00$102.00$103.00Sep 18$0.05$0.9522%19.00
$110.00$115.00$120.00Oct 16$0.47$4.5318%9.64
$102.00$103.00$104.00Sep 18$0.12$0.8823%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Oct 16$0.20$4.8022%24.00
$110.00$115.00$120.00Oct 16$0.20$4.8018%24.00
$90.00$95.00$100.00Oct 23$0.41$4.5921%11.20
$100.00$105.00$110.00Oct 16$0.62$4.3824%7.06
$103.00$105.00$107.00Oct 2$0.10$1.9013%19.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 100 found (best net $-0.87, 85 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$100.001:2Sep 25-$0.87$4.13
$110.00$116.001:2Oct 9-$0.54$5.46
$110.00$115.001:2Oct 16-$0.94$4.06
$106.00$110.001:2Oct 2-$0.97$3.03
$115.00$120.001:2Oct 16-$0.60$4.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$114.00$107.001:2Oct 2-$2.43$4.57
$95.00$90.001:2Oct 23-$0.37$4.63
$90.00$85.001:2Oct 23-$0.18$4.82
$105.00$102.001:2Sep 25-$1.16$1.84
$105.00$100.001:2Oct 16-$2.04$2.96

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 45 found (best yield 6.01%, avg 1.89%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$107.00Oct 30$6.150.484.6%6.01%10.58%15
$110.00Oct 30$5.050.437.5%4.94%12.44%2239
$115.00Oct 30$3.750.3612.4%3.66%16.06%22--
$114.00Oct 30$3.900.3711.4%3.81%15.23%--25
$110.00Oct 23$3.750.397.5%3.66%11.17%536--
$114.00Oct 23$2.720.3211.4%2.66%14.07%1--
$115.00Oct 23$2.500.3012.4%2.44%14.84%5491
$105.00Oct 16$4.950.472.6%4.84%7.46%515166
$110.00Oct 16$3.200.357.5%3.13%10.63%18127
$119.00Oct 23$1.790.2416.3%1.75%18.05%1--

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 4,058
Total Puts 1,317
Put/Call Ratio 0.32
Net Difference 2,741

Prior's Put/Call Breakdown

Total Calls 1,628
Total Puts 1,940
Put/Call Ratio 1.19
Net Difference -312

Prior 7-Day Put/Call Summary

Total Calls 29,965
Total Puts 15,514
Average Put/Call Ratio 0.65
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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