Tour v531
W
WAYFAIR INC A
$112.95 -0.09%
◀ 10/27 15:06 ▶

Option Volume

Detail
ℹ
Current (10/27 3:05pm) 2,992
Calls: 1,183 (40%)
Puts: 1,809 (60%)
Prior (10/26) 4,714
Calls: 2,804 (59%)
Puts: 1,910 (41%)
Current vs Prior -36.53%
Calls: -57.81% (Calls)
Puts: -5.29% (Puts)
Prior 7-Day Total 31,618
Calls: 15,536 (49%)
Puts: 16,082 (51%)
Prior 7-Day Average 4,516
Calls: 2,219 (49%)
Puts: 2,297 (51%)
Current vs Prior 7-Day Avg -33.76%
Calls: -46.70%
Puts: -21.26%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/27 3:05pm) $1.55M
Calls: $660.6K (43%)
Puts: $886.9K (57%)
Prior (10/26) $3.93M
Calls: $2.55M (65%)
Puts: $1.37M (35%)
Current vs Prior -60.59%
Calls: -74.12%
Puts: -35.48%
Prior 7-Day Total $14.98M
Calls: $9.00M (60%)
Puts: $5.98M (40%)
Prior 7-Day Average $2.14M
Calls: $1.29M (60%)
Puts: $854.5K (40%)
Current vs Prior 7-Day Avg -27.69%
Calls: -48.62%
Puts: +3.79%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/27 3:05pm) 1.53
Prior (10/26) 0.68
Current vs Prior +124.49%
Prior 7-Day Average 1.36
Current vs Prior 7-Day Avg +12.52%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/27 3:05pm) 200,491
Calls: 82,924 (41%)
Puts: 117,567 (59%)
Prior (10/26) 198,564
Calls: 81,996 (41%)
Puts: 116,568 (59%)
Current vs Prior +0.97%
Prior 7-Day Total 1,419,927
Calls: 599,389 (42%)
Puts: 820,538 (58%)
Prior 7-Day Average 202,846
Calls: 85,627 (42%)
Puts: 117,219 (58%)
Current vs Prior 7-Day Avg -1.16%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 5.19% | 14.10%16.41% | 21.94%
Prior 1.64% | 6.27%16.87% | 22.15%
Current vs Prior +215.78% | +124.88%-2.76% | -0.97%
Prior 7-Day Avg 3.91% | 7.36%10.49% | 21.68%
Current vs 7-Day Avg +32.61% | +91.65%+56.38% | +1.21%
Prior 7-Day Eod 1.64% | 6.27%16.24% | 22.34%
Current vs 7-Day Eod +215.78% | +124.88%+1.02% | -1.81%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 15.16% | 10.19%
Calls: 15.38% | 16.50%
Puts: 14.94% | 3.87%
Prior 132.03% | 12.88%
Calls: 142.86% | 17.65%
Puts: 121.19% | 8.11%
Current vs Prior -88.52% | -20.89%
Prior 7-Day Avg 46.69% | 16.02%
Calls: 44.51% | 16.87%
Puts: 48.88% | 15.17%
Current vs 7-Day Avg -67.53% | -36.39%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 61% vs prior. Extreme bearish P/C ratio of 1.53 - heavy put buying. P/C ratio rising 124% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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 30 of results (avg 7.3%, best 3.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Nov 2010.3010.90$10.605.7%--0.591.5K
$115.00Nov 208.008.50$8.256.1%20.51525
$113.00Nov 67.558.05$7.806.4%680.53485
$108.00Nov 2011.2512.00$11.636.4%--0.6338
$124.00Nov 204.805.15$4.977.0%30.366
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$113.00Nov 67.607.90$7.753.9%600.477
$120.00Nov 2012.6513.30$12.985.0%--0.58261
$130.00Nov 2019.7020.75$20.235.2%100.7215
$115.00Nov 209.6510.20$9.935.5%120.492.5K
$118.00Nov 2011.3512.15$11.756.8%250.556

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. 62 found (avg delta 0.68, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Oct 3011.6514.20$12.9319.7%80.9744
$99.00Oct 3013.1515.35$14.2515.4%--0.9722
$96.00Oct 3016.0517.80$16.9310.3%10.9715
$97.00Oct 3014.6017.60$16.1018.6%--0.9611
$101.00Oct 3010.7013.30$12.0021.7%80.961
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$128.00Oct 3014.3015.90$15.1010.6%60.94--
$127.00Oct 3013.4014.95$14.1810.9%60.92--
$120.00Oct 306.359.10$7.7335.6%--0.8311
$130.00Nov 2019.7020.75$20.235.2%100.7215
$117.00Oct 304.855.30$5.078.9%--0.7128

Most actively traded options today. High liquidity = easy entry/exit. 148 active (total vol 2.4K, top 201)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$113.00Oct 302.412.95$2.6820.1%1790.51127
$120.00Oct 300.490.71$0.6036.7%1130.17344
$113.00Nov 67.558.05$7.806.4%680.53485
$135.00Nov 202.352.85$2.6019.2%510.22364
$110.00Nov 68.709.85$9.2712.4%500.5991
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$113.00Oct 302.412.80$2.6114.9%2010.4940
$103.00Oct 300.170.26$0.2240.9%1100.0729
$100.00Oct 300.040.12$0.08100.0%1060.032.3K
$110.00Nov 207.057.55$7.306.8%960.41697
$106.00Nov 275.556.70$6.1318.8%860.3416

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 30.8%, max 36.1%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$135.00Nov 6Nov 20107.3%78.9%36.1%51554
$122.00Nov 13Dec 487.7%69.9%25.5%2214
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 171 found (best R:R 1.38, avg 2.39)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$110.00$115.00Nov 27$2.10$2.90$2.1059%1.38$112.10
$106.00$109.00Nov 6$1.40$1.60$1.4068%1.14$107.40
$100.00$105.00Nov 20$3.12$1.88$3.1276%0.60$103.12
$110.00$115.00Nov 13$2.30$2.70$2.3059%1.17$112.30
$107.00$108.00Nov 20$0.27$0.73$0.2765%2.70$107.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$111.00$110.00Nov 13$0.25$0.75$0.2543%3.00$110.75
$117.00$116.00Nov 20$0.37$0.63$0.3753%1.70$116.63
$106.00$105.00Dec 4$0.22$0.78$0.2235%3.55$105.78
$103.00$102.00Nov 6$0.16$0.84$0.1627%5.25$102.84
$95.00$92.50Nov 20$0.29$2.21$0.2917%7.62$94.71

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 144 found (best R:R 6.69, avg 0.62)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$115.00$116.00Dec 4$0.73$0.73$0.2748%2.70$115.73
$119.00$120.00Dec 4$0.62$0.62$0.3854%1.63$119.62
$115.00$117.00Nov 27$1.15$1.15$0.8549%1.35$116.15
$117.00$118.00Nov 6$0.55$0.55$0.4555%1.22$117.55
$119.00$120.00Nov 13$0.52$0.52$0.4857%1.08$119.52
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$93.00$92.00Oct 30$0.87$0.87$0.1389%6.69$92.13
$98.00$97.00Nov 6$0.56$0.56$0.4482%1.27$97.44
$101.00$100.00Nov 6$0.57$0.57$0.4376%1.33$100.43
$100.00$98.00Nov 13$0.71$0.71$1.2977%0.55$99.29
$105.00$101.00Nov 20$1.38$1.38$2.6268%0.53$103.62

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $4.87, cheapest $0.98)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$122.00Nov 13Nov 27$0.9887.7%72.8%
$110.00Oct 30Nov 6$4.7764.6%98.8%
$111.00Oct 30Nov 6$5.0564.1%98.4%
$112.00Oct 30Nov 6$4.9363.7%101.1%
$113.00Oct 30Nov 6$5.1263.7%103.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$116.00Oct 30Nov 20$6.2863.7%77.8%
$114.00Oct 30Nov 20$6.1463.9%78.2%
$110.00Oct 30Nov 6$4.5564.6%98.8%
$111.00Oct 30Nov 6$4.6564.1%98.4%
$112.00Oct 30Nov 6$4.9463.7%101.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 39 found (cheapest 4.67% of stock, avg 11.83%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$114.00Oct 30$2.19$3.09$5.28$108.72$119.284.67%
$113.00Oct 30$2.68$2.61$5.29$107.71$118.294.68%
$112.00Oct 30$3.25$2.13$5.38$106.62$117.384.76%
$115.00Oct 30$1.77$3.63$5.40$109.60$120.404.78%
$111.00Oct 30$3.85$1.73$5.58$105.42$116.584.94%
$116.00Oct 30$1.44$4.30$5.74$110.26$121.745.08%
$110.00Oct 30$4.50$1.38$5.88$104.12$115.885.21%
$117.00Oct 30$1.16$5.07$6.23$110.77$123.235.52%
$108.00Oct 30$5.98$0.85$6.83$101.17$114.836.05%
$107.00Oct 30$6.45$0.70$7.15$99.85$114.156.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.86% of stock, avg 11.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$118.00$109.00Oct 30$1.02$1.08$2.10$106.90$120.10
$117.00$109.00Oct 30$1.16$1.08$2.24$106.76$119.24
$118.00$110.00Oct 30$1.02$1.38$2.40$107.60$120.40
$117.00$110.00Oct 30$1.16$1.38$2.54$107.46$119.54
$116.00$109.00Oct 30$1.44$1.08$2.52$106.48$118.52
$116.00$110.00Oct 30$1.44$1.38$2.82$107.18$118.82
$118.00$111.00Oct 30$1.02$1.73$2.75$108.25$120.75
$117.00$111.00Oct 30$1.16$1.73$2.89$108.11$119.89
$116.00$111.00Oct 30$1.44$1.73$3.17$107.83$119.17
$115.00$109.00Oct 30$1.77$1.08$2.85$106.15$117.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 82 found (best R:R 1.70, avg credit $0.72)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
94/95121/123Oct 30$1.26$0.7473%1.70$93.74$122.26
94/95127/130Oct 30$1.18$1.8281%0.65$93.82$128.18
92/93121/123Oct 30$1.11$0.8974%1.25$91.89$122.11
92/93127/130Oct 30$1.03$1.9782%0.52$91.97$128.03
97/98128/129Nov 6$0.82$0.1856%4.56$97.18$128.82
100/101128/129Nov 6$0.83$0.1750%4.88$100.17$128.83
105/106118/119Oct 30$0.49$0.5160%0.96$105.51$118.49
103/104118/119Oct 30$0.42$0.5866%0.72$103.58$118.42
94/95128/129Nov 6$0.47$0.5359%0.89$94.53$128.47
109/110118/119Oct 30$0.61$0.3944%1.56$109.39$118.61

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 62 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$113.00$114.00$115.00Oct 30$0.07$0.9312%13.29
$112.00$113.00$114.00Oct 30$0.08$0.9212%11.50
$119.00$120.00$121.00Oct 30$0.05$0.955%19.00
$114.00$115.00$116.00Oct 30$0.09$0.9112%10.11
$117.00$118.00$119.00Nov 13$0.10$0.903%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$109.00$110.00$111.00Oct 30$0.05$0.9511%19.00
$113.00$114.00$115.00Oct 30$0.06$0.9412%15.67
$111.00$112.00$113.00Oct 30$0.08$0.9212%11.50
$108.00$109.00$110.00Oct 30$0.07$0.9310%13.29
$93.00$94.00$95.00Nov 6$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. 44 found (best net $-1.28, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$121.00$123.001:2Oct 30-$0.06$1.94
$130.00$132.001:2Oct 30-$0.09$1.91
$124.00$125.001:2Oct 30-$0.09$0.91
$130.00$135.001:2Nov 6-$1.02$3.98
$125.00$126.001:2Oct 30-$0.11$0.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$127.00$120.001:2Oct 30-$1.28$5.72
$120.00$117.001:2Oct 30-$2.41$0.59
$102.00$101.001:2Oct 30-$0.07$0.93
$104.00$103.001:2Oct 30-$0.11$0.89
$99.00$98.001:2Oct 30-$0.11$0.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 67 found (best yield 6.37%, avg 4.29%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$119.00Dec 4$7.200.465.4%6.37%11.73%1220
$115.00Dec 4$8.800.521.8%7.79%9.61%23
$114.00Dec 4$9.300.530.9%8.23%9.16%4--
$118.00Dec 4$7.350.474.5%6.51%10.98%68
$124.00Dec 4$5.450.389.8%4.83%14.61%43
$125.00Dec 4$5.150.3710.7%4.56%15.23%221
$113.00Dec 4$9.550.540.0%8.46%8.50%43
$123.00Dec 4$5.550.408.9%4.91%13.81%41
$120.00Dec 4$6.400.446.2%5.67%11.91%1012
$122.00Dec 4$5.750.418.0%5.09%13.10%2014

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 1,183
Total Puts 1,809
Put/Call Ratio 1.53
Net Difference -626

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 15,536
Total Puts 16,082
Average Put/Call Ratio 1.36
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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