Tour v531
W
WAYFAIR INC A
$111.85 -0.57%
◀ 10/26 15:06 ▶

Option Volume

Detail
ℹ
Current (10/26 3:05pm) 4,714
Calls: 2,804 (59%)
Puts: 1,910 (41%)
Prior (10/23) 7,251
Calls: 4,780 (66%)
Puts: 2,471 (34%)
Current vs Prior -34.99%
Calls: -41.34% (Calls)
Puts: -22.70% (Puts)
Prior 7-Day Total 28,120
Calls: 13,150 (47%)
Puts: 14,970 (53%)
Prior 7-Day Average 4,017
Calls: 1,878 (47%)
Puts: 2,138 (53%)
Current vs Prior 7-Day Avg +17.35%
Calls: +49.26%
Puts: -10.69%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/26 3:05pm) $3.93M
Calls: $2.55M (65%)
Puts: $1.37M (35%)
Prior (10/23) $2.30M
Calls: $1.50M (65%)
Puts: $794.6K (35%)
Current vs Prior +70.88%
Calls: +69.76%
Puts: +73.00%
Prior 7-Day Total $13.83M
Calls: $8.25M (60%)
Puts: $5.58M (40%)
Prior 7-Day Average $1.98M
Calls: $1.18M (60%)
Puts: $797.4K (40%)
Current vs Prior 7-Day Avg +98.75%
Calls: +116.58%
Puts: +72.39%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/26 3:05pm) 0.68
Prior (10/23) 0.52
Current vs Prior +31.77%
Prior 7-Day Average 1.37
Current vs Prior 7-Day Avg -50.14%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/26 3:05pm) 198,564
Calls: 81,996 (41%)
Puts: 116,568 (59%)
Prior (10/23) 205,522
Calls: 84,859 (41%)
Puts: 120,663 (59%)
Current vs Prior -3.39%
Prior 7-Day Total 1,417,640
Calls: 602,447 (42%)
Puts: 815,193 (58%)
Prior 7-Day Average 202,520
Calls: 86,063 (42%)
Puts: 116,456 (58%)
Current vs Prior 7-Day Avg -1.95%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 5.85% | 14.29%16.32% | 22.72%
Prior 4.14% | 7.41%17.04% | 22.30%
Current vs Prior +41.12% | +92.85%-4.27% | +1.89%
Prior 7-Day Avg 4.08% | 7.45%9.07% | 21.60%
Current vs 7-Day Avg +43.22% | +91.80%+79.96% | +5.15%
Prior 7-Day Eod 4.14% | 7.41%16.93% | 22.56%
Current vs 7-Day Eod +41.12% | +92.85%-3.65% | +0.69%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 21.79% | 13.36%
Calls: 23.19% | 16.40%
Puts: 20.39% | 10.32%
Prior 19.29% | 15.54%
Calls: 15.04% | 16.09%
Puts: 23.53% | 15.00%
Current vs Prior +12.96% | -14.03%
Prior 7-Day Avg 34.97% | 17.47%
Calls: 28.96% | 16.91%
Puts: 40.98% | 18.03%
Current vs 7-Day Avg -37.69% | -23.53%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($2.55M). Elevated premium activity with dollar volume up 71% vs prior. Dollar volume significantly above 7-day average (99% higher). Bullish P/C ratio of 0.68.

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 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 28 of results (avg 6.8%, best 2.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$117.00Nov 206.857.10$6.983.6%80.4516
$114.00Nov 208.008.35$8.184.3%4940.5030
$115.00Nov 207.607.95$7.784.5%1520.48457
$109.00Nov 2010.1510.75$10.455.7%70.591
$123.00Nov 204.805.10$4.956.1%--0.3610
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Nov 209.8510.10$9.982.5%700.50--
$115.00Nov 2010.4510.80$10.633.3%--0.522.5K
$116.00Nov 2010.9011.30$11.103.6%--0.5322
$113.00Nov 209.309.65$9.483.7%30.482
$108.00Nov 206.707.05$6.885.1%180.39--

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 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$94.00Oct 3017.0019.25$18.1312.4%11.00--
$97.00Oct 3014.1016.40$15.2515.1%21.005
$98.00Oct 3012.9015.70$14.3019.6%10.943
$96.00Oct 3015.0517.00$16.0212.2%150.94--
$95.00Oct 3016.3017.90$17.109.4%160.942
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Oct 3016.8519.55$18.2014.8%20.951
$129.00Oct 3015.8018.95$17.3818.1%20.93--
$125.00Oct 3012.0515.10$13.5822.5%10.93--
$123.00Oct 3010.1012.70$11.4022.8%80.90--
$124.00Oct 3011.1013.95$12.5222.8%10.89--

Most actively traded options today. High liquidity = easy entry/exit. 147 active (total vol 3.2K, top 494)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Nov 208.008.35$8.184.3%4940.5030
$115.00Nov 207.607.95$7.784.5%1520.48457
$111.00Nov 67.558.90$8.2316.4%960.5526
$120.00Dec 46.507.80$7.1518.2%820.431
$121.00Dec 46.257.40$6.8316.8%680.424
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$111.00Nov 66.457.70$7.0817.7%1810.4523
$109.00Nov 206.907.50$7.208.3%1630.411
$110.00Nov 66.107.15$6.6315.8%1270.43240
$107.00Dec 46.858.10$7.4816.7%1180.381
$108.00Dec 47.258.80$8.0319.3%1140.3938

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 159 found (best R:R 0.59, avg 2.44)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$99.00$105.00Nov 6$3.77$2.23$3.7779%0.59$102.77
$107.00$109.00Nov 6$0.62$1.38$0.6264%2.23$107.62
$110.00$115.00Nov 13$2.10$2.90$2.1058%1.38$112.10
$125.00$128.00Nov 6$0.31$2.69$0.3129%8.68$125.31
$120.00$125.00Nov 13$1.25$3.75$1.2540%3.00$121.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$107.00$105.00Nov 20$0.45$1.55$0.4538%3.44$106.55
$117.00$115.00Nov 6$0.88$1.12$0.8857%1.27$116.12
$109.00$108.00Nov 27$0.27$0.73$0.2741%2.70$108.73
$106.00$105.00Nov 13$0.22$0.78$0.2235%3.55$105.78
$99.00$98.00Nov 6$0.10$0.90$0.1021%9.00$98.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 134 found (best R:R 2.23, avg 0.60)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$129.00$130.00Nov 6$0.55$0.55$0.4575%1.22$129.55
$124.00$125.00Oct 30$0.22$0.22$0.7889%0.28$124.22
$113.00$114.00Dec 4$0.64$0.64$0.3646%1.78$113.64
$115.00$116.00Dec 4$0.60$0.60$0.4050%1.50$115.60
$117.00$118.00Nov 6$0.50$0.50$0.5057%1.00$117.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$92.00$91.00Oct 30$0.69$0.69$0.3189%2.23$91.31
$105.00$100.00Nov 20$2.02$2.02$2.9866%0.68$102.98
$92.00$91.00Nov 13$0.55$0.55$0.4584%1.22$91.45
$100.00$98.00Nov 13$0.83$0.83$1.1775%0.71$99.17
$107.00$106.00Nov 27$0.68$0.68$0.3262%2.12$106.32

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $4.96, cheapest $5.75)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$114.00Oct 30Nov 20$6.1264.0%78.9%
$109.00Oct 30Nov 6$4.9563.7%95.3%
$110.00Oct 30Nov 6$4.6064.6%97.5%
$111.00Oct 30Nov 6$4.7863.5%96.8%
$112.00Oct 30Nov 6$4.8064.4%100.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$113.00Oct 30Nov 20$5.7563.6%76.9%
$114.00Oct 30Nov 20$5.7364.0%78.9%
$116.00Oct 30Nov 20$5.5763.2%78.5%
$109.00Oct 30Nov 6$4.2163.7%95.3%
$110.00Oct 30Nov 6$4.4364.6%97.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 40 found (cheapest 5.38% of stock, avg 11.42%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$112.00Oct 30$2.93$3.09$6.02$105.98$118.025.38%
$111.00Oct 30$3.45$2.59$6.04$104.96$117.045.40%
$113.00Oct 30$2.44$3.73$6.17$106.83$119.175.52%
$110.00Oct 30$4.10$2.20$6.30$103.70$116.305.63%
$114.00Oct 30$2.06$4.25$6.31$107.69$120.315.64%
$109.00Oct 30$4.68$1.77$6.45$102.55$115.455.77%
$115.00Oct 30$1.65$4.85$6.50$108.50$121.505.81%
$108.00Oct 30$5.38$1.42$6.80$101.20$114.806.08%
$116.00Oct 30$1.37$5.53$6.90$109.10$122.906.17%
$107.00Oct 30$6.03$1.17$7.20$99.80$114.206.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 2.33% of stock, avg 11.01%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$117.00$108.00Oct 30$1.19$1.42$2.61$105.39$119.61
$116.00$108.00Oct 30$1.37$1.42$2.79$105.21$118.79
$117.00$109.00Oct 30$1.19$1.77$2.96$106.04$119.96
$115.00$108.00Oct 30$1.65$1.42$3.07$104.93$118.07
$116.00$109.00Oct 30$1.37$1.77$3.14$105.86$119.14
$115.00$109.00Oct 30$1.65$1.77$3.42$105.58$118.42
$117.00$110.00Oct 30$1.19$2.20$3.39$106.61$120.39
$114.00$108.00Oct 30$2.06$1.42$3.48$104.52$117.48
$116.00$110.00Oct 30$1.37$2.20$3.57$106.43$119.57
$115.00$110.00Oct 30$1.65$2.20$3.85$106.15$118.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 112 found (best R:R 6.14, avg credit $0.60)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
91/92119/120Oct 30$0.86$0.1470%6.14$91.14$119.86
91/92118/119Oct 30$0.89$0.1166%8.09$91.11$118.89
91/92116/117Oct 30$0.87$0.1359%6.69$91.13$116.87
91/92127/130Oct 30$0.84$2.1681%0.39$91.16$127.84
96/97128/129Nov 6$0.60$0.4055%1.50$96.40$128.60
101/102124/125Oct 30$0.33$0.6779%0.49$101.67$124.33
108/109124/125Oct 30$0.57$0.4355%1.33$108.43$124.57
105/106124/125Oct 30$0.42$0.5868%0.72$105.58$124.42
99/100127/128Nov 27$0.68$0.3242%2.13$99.32$127.68
96/97127/128Nov 27$0.63$0.3746%1.70$96.37$127.63

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 61 found (best R:R 30.25, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$92.50$95.00$97.50Nov 20$0.08$2.427%30.25
$95.00$97.50$100.00Nov 20$0.09$2.417%26.78
$121.00$122.00$123.00Dec 4$0.06$0.943%15.67
$111.00$112.00$113.00Nov 6$0.07$0.934%13.29
$112.00$113.00$114.00Oct 30$0.11$0.8910%8.09
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$113.00$114.00$115.00Oct 30$0.08$0.9210%11.50
$108.00$109.00$110.00Oct 30$0.08$0.9210%11.50
$114.00$115.00$116.00Oct 30$0.08$0.9210%11.50
$90.00$92.50$95.00Nov 20$0.12$2.387%19.83
$104.00$105.00$106.00Dec 4$0.05$0.953%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. 39 found (best net $-0.03, 37 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$127.00$130.001:2Oct 30-$0.03$2.97
$125.00$126.001:2Oct 30-$0.16$0.84
$122.00$123.001:2Oct 30-$0.28$0.72
$121.00$122.001:2Oct 30-$0.37$0.63
$119.00$120.001:2Oct 30-$0.43$0.57
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$98.00$97.001:2Oct 30-$0.08$0.92
$99.00$98.001:2Oct 30-$0.10$0.90
$100.00$99.001:2Oct 30-$0.14$0.86
$102.00$101.001:2Oct 30-$0.17$0.83
$101.00$100.001:2Oct 30-$0.16$0.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 65 found (best yield 5.59%, avg 4.01%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$121.00Dec 4$6.250.428.2%5.59%13.77%684
$117.00Dec 4$7.600.474.6%6.79%11.40%222
$119.00Dec 4$6.800.456.4%6.08%12.47%543
$120.00Dec 4$6.500.437.3%5.81%13.10%821
$123.00Dec 4$5.650.3910.0%5.05%15.02%22
$118.00Dec 4$7.150.465.5%6.39%11.89%223
$115.00Dec 4$8.350.502.8%7.47%10.28%62
$113.00Dec 4$9.300.541.0%8.31%9.34%6--
$124.00Dec 4$5.300.3810.9%4.74%15.60%24
$122.00Dec 4$5.800.409.1%5.19%14.26%404

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 2,804
Total Puts 1,910
Put/Call Ratio 0.68
Net Difference 894

Prior's Put/Call Breakdown

Total Calls 4,780
Total Puts 2,471
Put/Call Ratio 0.52
Net Difference 2,309

Prior 7-Day Put/Call Summary

Total Calls 13,150
Total Puts 14,970
Average Put/Call Ratio 1.37
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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