Tour v528
W
WAYFAIR INC A
$102.34 -0.16%
9/18 15:07

Option Volume

Detail
Current (09/18 3:05pm) 4,039
Calls: 1,715 (42%)
Puts: 2,324 (58%)
Prior (09/17) 5,375
Calls: 4,058 (75%)
Puts: 1,317 (25%)
Current vs Prior -24.86%
Calls: -57.74% (Calls)
Puts: +76.46% (Puts)
Prior 7-Day Total 41,287
Calls: 27,430 (66%)
Puts: 13,857 (34%)
Prior 7-Day Average 5,898
Calls: 3,918 (66%)
Puts: 1,979 (34%)
Current vs Prior 7-Day Avg -31.52%
Calls: -56.23%
Puts: +17.40%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/18 3:05pm) $3.25M
Calls: $2.37M (73%)
Puts: $875.4K (27%)
Prior (09/17) $1.99M
Calls: $1.45M (73%)
Puts: $538.0K (27%)
Current vs Prior +63.08%
Calls: +63.21%
Puts: +62.73%
Prior 7-Day Total $21.39M
Calls: $12.84M (60%)
Puts: $8.55M (40%)
Prior 7-Day Average $3.06M
Calls: $1.83M (60%)
Puts: $1.22M (40%)
Current vs Prior 7-Day Avg +6.25%
Calls: +29.26%
Puts: -28.32%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/18 3:05pm) 1.36
Prior (09/17) 0.32
Current vs Prior +317.54%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg +93.91%
Sentiment BEARISH

Open Interest

Detail
Current (09/18 3:05pm) 220,317
Calls: 98,900 (45%)
Puts: 121,417 (55%)
Prior (09/17) 218,586
Calls: 96,769 (44%)
Puts: 121,817 (56%)
Current vs Prior +0.79%
Prior 7-Day Total 1,470,131
Calls: 657,792 (45%)
Puts: 812,339 (55%)
Prior 7-Day Average 210,018
Calls: 93,970 (45%)
Puts: 116,048 (55%)
Current vs Prior 7-Day Avg +4.90%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 1.55% | 6.50%1.55% | 14.22%
Prior 5.76% | 8.53%5.76% | 15.77%
Current vs Prior -73.05% | -23.82%-73.04% | -9.84%
Prior 7-Day Avg 4.17% | 7.62%7.99% | 15.79%
Current vs 7-Day Avg -62.78% | -14.73%-80.56% | -9.99%
Prior 7-Day Eod 5.76% | 8.53%3.21% | 14.24%
Current vs 7-Day Eod -73.05% | -23.82%-51.60% | -0.20%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 58.23% | 18.05%
Calls: 67.19% | 18.18%
Puts: 49.28% | 17.91%
Prior 20.56% | 22.15%
Calls: 30.30% | 26.80%
Puts: 10.82% | 17.50%
Current vs Prior +183.22% | -18.51%
Prior 7-Day Avg 40.90% | 18.37%
Calls: 45.51% | 20.95%
Puts: 36.28% | 15.78%
Current vs 7-Day Avg +42.38% | -1.72%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($2.37M). Elevated premium activity with dollar volume up 63% vs prior. Bearish P/C ratio of 1.36 indicates protective positioning. P/C ratio rising 318% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
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 8.3%, best 5.2%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Oct 1610.1011.05$10.589.0%--0.7341
$92.50Oct 1611.9513.15$12.559.6%--0.78101
$100.00Oct 166.907.60$7.259.7%80.59195
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Oct 1610.3510.90$10.635.2%--0.6547
$105.00Oct 167.057.55$7.306.8%30.54148
$109.00Oct 98.659.55$9.109.9%--0.6515

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. 66 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.50Sep 1819.1021.15$20.1310.2%60.99154
$98.00Sep 183.506.00$4.7552.6%--0.99190
$92.50Sep 189.4510.45$9.9510.1%30.99225
$85.00Sep 2516.7518.75$17.7511.3%--0.9811
$93.00Sep 188.8510.00$9.4312.2%50.9860
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Sep 182.202.90$2.5527.5%51.00629
$106.00Sep 183.103.90$3.5022.9%21.00200
$107.00Sep 183.205.45$4.3352.0%--1.0046
$110.00Sep 186.058.55$7.3034.2%--1.00229
$116.00Sep 1812.1014.30$13.2016.7%--1.0021

Most actively traded options today. High liquidity = easy entry/exit. 128 active (total vol 2.6K, top 512)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Sep 251.762.32$2.0427.5%1190.3916
$108.00Sep 180.010.10$0.06150.0%1040.04112
$114.00Sep 180.000.08$0.04200.0%550.0239
$95.00Sep 257.508.40$7.9511.3%450.8422
$90.00Sep 1811.4012.90$12.1512.3%400.86323
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Sep 251.732.13$1.9320.7%5120.3626
$101.00Sep 252.122.64$2.3821.8%4690.416
$93.00Sep 180.000.10$0.05200.0%990.0356
$88.00Sep 180.002.13$1.07199.1%970.138
$96.00Sep 180.001.86$0.93200.0%710.20180

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 864.4%, max 1690.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$117.00Sep 18Sep 251109.5%63.1%1659.0%--56
$111.00Sep 18Sep 25807.2%57.6%1300.9%745
$96.00Sep 18Oct 2712.9%52.4%1260.9%2040
$109.00Sep 18Oct 2645.2%54.7%1079.3%555
$104.00Sep 18Oct 2137.5%54.9%150.6%1141
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$92.00Sep 18Oct 21026.3%57.3%1690.0%2235
$94.00Sep 18Oct 30891.5%60.1%1384.0%10250
$96.00Sep 18Sep 25712.9%54.8%1200.2%98183
$109.00Sep 18Oct 9645.2%56.2%1048.4%120
$103.00Sep 18Oct 2118.3%54.4%117.4%153

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 84 found (best R:R 1.33, avg 3.16)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$100.00$105.00Oct 16$2.15$2.85$2.1559%1.33$102.15
$110.00$115.00Oct 23$1.13$3.87$1.1337%3.42$111.13
$97.00$103.00Oct 9$3.34$2.66$3.3470%0.80$100.34
$110.00$112.00Oct 30$0.60$1.40$0.6041%2.33$110.60
$115.00$120.00Oct 30$1.22$3.78$1.2233%3.10$116.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$90.00$85.00Oct 2$0.13$4.87$0.1312%37.46$89.87
$98.00$97.00Sep 25$0.11$0.89$0.1127%8.09$97.89
$105.00$100.00Oct 23$2.20$2.80$2.2053%1.27$102.80
$110.00$105.00Oct 23$2.83$2.17$2.8363%0.77$107.17
$103.00$102.00Sep 18$0.38$0.62$0.3867%1.63$102.62

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 69 found (best R:R 2.26, avg 0.80)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$109.00$110.00Sep 18$0.88$0.88$0.1278%7.33$109.88
$121.00$122.00Sep 25$0.48$0.48$0.5285%0.92$121.48
$109.00$110.00Sep 25$0.27$0.27$0.7377%0.37$109.27
$108.00$109.00Oct 2$0.38$0.38$0.6267%0.61$108.38
$104.00$105.00Sep 18$0.12$0.12$0.8880%0.14$104.12
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$84.00$82.50Sep 18$1.04$1.04$0.4689%2.26$82.96
$93.00$83.00Oct 23$2.02$2.02$7.9875%0.25$90.98
$86.00$85.00Sep 25$0.88$0.88$0.1288%7.33$85.12
$100.00$98.00Oct 23$1.55$1.55$0.4558%3.44$98.45
$96.00$95.00Sep 18$0.87$0.87$0.1380%6.69$95.13

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $2.80, cheapest $3.79)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$103.00Sep 18Sep 25$2.46118.3%55.3%
$102.00Sep 18Sep 25$2.39116.5%53.6%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$103.00Sep 18Oct 2$3.79118.3%54.4%
$102.00Sep 18Sep 25$2.56116.5%53.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 39 found (cheapest 1.04% of stock, avg 7.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$103.00Sep 18$0.38$0.68$1.06$101.94$104.061.04%
$102.00Sep 18$0.91$0.30$1.21$100.79$103.211.18%
$104.00Sep 18$0.18$1.44$1.62$102.38$105.621.58%
$101.00Sep 18$1.73$0.11$1.84$99.16$102.841.80%
$100.00Sep 18$2.40$0.04$2.44$97.56$102.442.38%
$105.00Sep 18$0.06$2.55$2.61$102.39$107.612.55%
$106.00Sep 18$0.06$3.50$3.56$102.44$109.563.48%
$99.00Sep 18$3.60$0.13$3.73$95.27$102.733.64%
$107.00Sep 18$0.12$4.33$4.45$102.55$111.454.35%
$98.00Sep 18$4.75$0.01$4.76$93.24$102.764.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 0.47% of stock, avg 4.86%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$104.00$102.00Sep 18$0.18$0.30$0.48$101.52$104.48
$103.00$102.00Sep 18$0.38$0.30$0.68$101.32$103.68
$104.00$96.00Sep 18$0.18$0.93$1.11$94.89$105.11
$104.00$94.00Sep 18$0.18$1.07$1.25$92.75$105.25
$104.00$92.00Sep 18$0.18$1.07$1.25$90.75$105.25
$104.00$90.00Sep 18$0.18$1.07$1.25$88.75$105.25
$109.00$102.00Sep 18$0.90$0.30$1.20$100.80$110.20
$120.00$85.00Oct 9$0.97$0.47$1.44$83.56$121.44
$111.00$102.00Sep 18$1.07$0.30$1.37$100.63$112.37
$120.00$87.00Oct 9$0.97$0.54$1.51$85.49$121.51

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 78 found (best R:R 3.41, avg credit $0.81)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
82/84104/105Sep 18$1.16$0.3469%3.41$82.84$105.16
85/86115/117Sep 25$1.00$1.0079%1.00$85.00$116.00
88/89112/113Sep 25$0.86$0.1471%6.14$88.14$112.86
88/89108/109Sep 25$0.87$0.1361%6.69$88.13$108.87
96/97121/122Sep 25$0.85$0.1561%5.67$96.15$121.85
93/94121/122Sep 25$0.71$0.2971%2.45$93.29$121.71
88/89115/117Sep 25$0.83$1.1777%0.71$88.17$115.83
95/96121/122Sep 25$0.66$0.3466%1.94$95.34$121.66
98/99121/122Sep 25$0.77$0.2354%3.35$98.23$121.77
96/97109/110Sep 25$0.64$0.3653%1.78$96.36$109.64

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 47 found (best R:R 12.16, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$105.00$110.00Oct 16$0.38$4.6225%12.16
$103.00$104.00$105.00Sep 18$0.08$0.9231%11.50
$105.00$110.00$115.00Oct 16$0.52$4.4822%8.62
$101.00$102.00$103.00Sep 18$0.29$0.7147%2.45
$110.00$115.00$120.00Oct 16$0.48$4.5218%9.42
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$101.00$102.00$103.00Sep 18$0.19$0.8153%4.26
$100.00$105.00$110.00Oct 16$0.63$4.3725%6.94
$90.00$92.50$95.00Oct 16$0.09$2.4111%26.78
$100.00$101.00$102.00Sep 18$0.12$0.8829%7.33
$102.00$103.00$104.00Sep 18$0.38$0.6258%1.63

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 88 found (best net $-2.84, 68 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$97.00$103.001:2Oct 9-$1.89$4.11
$103.00$108.001:2Oct 9-$1.09$3.91
$95.00$99.001:2Sep 25-$2.35$1.65
$101.00$102.001:2Sep 18-$0.09$0.91
$110.00$115.001:2Oct 16-$0.83$4.17
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$110.001:2Oct 16-$2.84$7.16
$116.00$111.001:2Sep 18-$3.20$1.80
$105.00$104.001:2Sep 18-$0.33$0.67
$105.00$100.001:2Oct 16-$1.90$3.10
$98.00$93.001:2Oct 23-$1.09$3.91

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 42 found (best yield 4.45%, avg 1.81%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Oct 30$4.550.417.5%4.45%11.93%352
$112.00Oct 30$3.850.389.4%3.76%13.20%15
$115.00Oct 30$3.100.3312.4%3.03%15.40%220
$114.00Oct 30$3.050.3511.4%2.98%14.37%--25
$120.00Oct 30$2.110.2617.3%2.06%19.32%16
$110.00Oct 23$3.550.377.5%3.47%10.95%17581
$105.00Oct 16$4.800.462.6%4.69%7.29%8662
$115.00Oct 23$2.400.2812.4%2.35%14.72%22585
$110.00Oct 16$3.100.357.5%3.03%10.51%1132
$115.00Oct 16$1.970.2412.4%1.92%14.30%--444

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 1,715
Total Puts 2,324
Put/Call Ratio 1.36
Net Difference -609

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 27,430
Total Puts 13,857
Average Put/Call Ratio 0.70
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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