Tour v533
W
WAYFAIR INC A
$114.45 -1.26%
◀ 11/2 15:06 ▶

Option Volume

Detail
ℹ
Current (11/02 3:05pm) 4,169
Calls: 1,537 (37%)
Puts: 2,632 (63%)
Prior (10/30) 9,644
Calls: 4,444 (46%)
Puts: 5,200 (54%)
Current vs Prior -56.77%
Calls: -65.41% (Calls)
Puts: -49.38% (Puts)
Prior 7-Day Total 36,459
Calls: 18,582 (51%)
Puts: 17,877 (49%)
Prior 7-Day Average 5,208
Calls: 2,654 (51%)
Puts: 2,553 (49%)
Current vs Prior 7-Day Avg -19.96%
Calls: -42.10%
Puts: +3.06%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/02 3:05pm) $2.18M
Calls: $779.5K (36%)
Puts: $1.40M (64%)
Prior (10/30) $5.87M
Calls: $4.26M (73%)
Puts: $1.61M (27%)
Current vs Prior -62.76%
Calls: -81.69%
Puts: -12.61%
Prior 7-Day Total $19.58M
Calls: $12.24M (62%)
Puts: $7.34M (38%)
Prior 7-Day Average $2.80M
Calls: $1.75M (62%)
Puts: $1.05M (38%)
Current vs Prior 7-Day Avg -21.92%
Calls: -55.41%
Puts: +33.86%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/02 3:05pm) 1.71
Prior (10/30) 1.17
Current vs Prior +46.35%
Prior 7-Day Average 1.15
Current vs Prior 7-Day Avg +48.58%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/02 3:05pm) 202,882
Calls: 81,642 (40%)
Puts: 121,240 (60%)
Prior (10/30) 211,635
Calls: 85,662 (40%)
Puts: 125,973 (60%)
Current vs Prior -4.14%
Prior 7-Day Total 1,417,701
Calls: 586,508 (41%)
Puts: 831,193 (59%)
Prior 7-Day Average 202,528
Calls: 83,786 (41%)
Puts: 118,741 (59%)
Current vs Prior 7-Day Avg +0.17%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 13.18% | 14.57%16.18% | 21.80%
Prior 3.85% | 13.53%15.80% | 21.65%
Current vs Prior +242.12% | +7.72%+2.45% | +0.71%
Prior 7-Day Avg 4.30% | 10.18%14.98% | 22.15%
Current vs 7-Day Avg +206.40% | +43.21%+8.00% | -1.57%
Prior 7-Day Eod 3.85% | 13.53%15.81% | 21.70%
Current vs 7-Day Eod +242.12% | +7.72%+2.33% | +0.47%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 15.57% | 18.29%
Calls: 17.11% | 18.50%
Puts: 14.04% | 18.07%
Prior 38.49% | 12.23%
Calls: 25.51% | 10.00%
Puts: 51.47% | 14.46%
Current vs Prior -59.55% | +49.55%
Prior 7-Day Avg 37.45% | 13.50%
Calls: 37.11% | 15.46%
Puts: 37.78% | 11.54%
Current vs 7-Day Avg -58.42% | +35.45%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 64% put dollar volume ($1.40M). Light premium activity with dollar volume down 63% vs prior. Below-average activity with volume down 57% vs prior. Extreme bearish P/C ratio of 1.71 - heavy put buying.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 9 of results (avg 7.5%, best 5.8%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.00Nov 65.756.15$5.956.7%240.4651
$105.00Nov 612.1513.40$12.789.8%60.7214
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$127.00Nov 615.2016.10$15.655.8%10.70--
$125.00Nov 2015.0015.90$15.455.8%--0.6349
$130.00Nov 2018.5519.85$19.206.8%--0.7126
$128.00Nov 615.6016.80$16.207.4%10.71--
$120.00Nov 2011.7012.65$12.187.8%10.55262

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. 64 found (avg delta 0.64, highest 0.88)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.50Nov 2022.1524.85$23.5011.5%--0.8882
$95.00Nov 2020.1022.85$21.4812.8%--0.8577
$100.00Nov 615.1517.75$16.4515.8%10.8240
$97.50Nov 2018.3020.90$19.6013.3%--0.81373
$100.00Nov 1315.7018.25$16.9815.0%--0.8021
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$137.00Nov 622.6525.65$24.1512.4%10.84--
$136.00Nov 621.7524.60$23.1812.3%20.83--
$135.00Nov 620.9023.95$22.4213.6%10.831
$132.00Nov 618.5521.00$19.7712.4%140.78--
$131.00Nov 617.7019.90$18.8011.7%140.77--

Most actively traded options today. High liquidity = easy entry/exit. 136 active (total vol 2.9K, top 391)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Nov 61.251.95$1.6043.7%860.17216
$124.00Dec 116.008.00$7.0028.6%820.414
$125.00Dec 115.558.05$6.8036.8%820.404
$122.00Dec 116.759.25$8.0031.2%780.457
$123.00Dec 116.408.10$7.2523.4%740.438
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Nov 60.431.05$0.7483.8%3910.08703
$108.00Nov 63.804.90$4.3525.3%3820.33769
$110.00Nov 64.556.00$5.2827.5%3620.38146
$115.00Nov 208.809.85$9.3211.3%1290.472.5K
$104.00Nov 203.904.80$4.3520.7%1050.2810

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 44 strikes (avg 99.0%, max 135.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$123.00Nov 6Dec 11165.0%70.2%135.3%7431
$119.00Nov 6Dec 11164.9%70.6%133.7%127
$113.00Nov 6Dec 11150.9%67.5%123.7%2563
$125.00Nov 6Dec 11157.7%71.6%120.3%8479
$115.00Nov 6Dec 4161.8%73.6%119.9%7156
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$115.00Nov 6Dec 11161.8%69.6%132.6%1357
$109.00Nov 6Dec 11152.8%67.0%128.1%11165
$118.00Nov 6Dec 11157.4%69.6%126.3%412
$98.00Nov 6Dec 4153.9%68.3%125.1%155
$101.00Nov 6Dec 11152.4%67.7%125.0%4150

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 166 found (best R:R 0.57, avg 2.72)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$100.00$110.00Nov 27$6.37$3.63$6.3779%0.57$106.37
$113.00$119.00Dec 11$2.37$3.63$2.3757%1.53$115.37
$100.00$107.00Nov 13$4.68$2.32$4.6880%0.50$104.68
$119.00$125.00Nov 27$1.85$4.15$1.8547%2.24$120.85
$110.00$115.00Nov 27$2.25$2.75$2.2562%1.22$112.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$123.00$121.00Nov 6$0.95$1.05$0.9563%1.11$122.05
$115.00$114.00Nov 6$0.20$0.80$0.2048%4.00$114.80
$119.00$118.00Nov 6$0.32$0.68$0.3256%2.13$118.68
$108.00$107.00Dec 11$0.13$0.87$0.1335%6.69$107.87
$116.00$115.00Nov 20$0.28$0.72$0.2849%2.57$115.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 145 found (best R:R 1.03, avg 0.80)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$119.00$120.00Nov 6$0.83$0.83$0.1756%4.88$119.83
$120.00$121.00Nov 13$0.80$0.80$0.2056%4.00$120.80
$125.00$126.00Nov 27$0.73$0.73$0.2762%2.70$125.73
$128.00$129.00Nov 6$0.60$0.60$0.4072%1.50$128.60
$120.00$121.00Nov 20$0.75$0.75$0.2555%3.00$120.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$105.00$102.00Dec 11$1.52$1.52$1.4869%1.03$103.48
$100.00$98.00Dec 4$1.04$1.04$0.9677%1.08$98.96
$101.00$100.00Nov 27$0.79$0.79$0.2176%3.76$100.21
$110.00$109.00Dec 11$0.85$0.85$0.1562%5.67$109.15
$106.00$105.00Dec 4$0.75$0.75$0.2568%3.00$105.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 35 found (avg debit $0.99, cheapest $1.63)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$123.00Nov 6Nov 20$1.37165.0%91.9%
$113.00Nov 6Nov 20$1.50150.9%87.6%
$112.00Nov 6Nov 20$1.50149.7%86.7%
$119.00Nov 6Nov 13$0.80164.9%109.5%
$115.00Nov 6Nov 13$0.77161.8%107.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$119.00Nov 6Nov 20$1.63164.9%90.8%
$115.00Nov 6Nov 20$1.84161.8%91.7%
$121.00Nov 6Nov 20$1.15156.6%87.9%
$117.00Nov 6Nov 20$1.45155.8%87.1%
$114.00Nov 6Nov 20$1.32154.8%86.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 38 found (cheapest 12.70% of stock, avg 15.03%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$113.00Nov 6$7.95$6.58$14.53$98.47$127.5312.70%
$116.00Nov 6$6.65$8.15$14.80$101.20$130.8012.93%
$115.00Nov 6$7.43$7.48$14.91$100.09$129.9113.03%
$110.00Nov 6$9.65$5.28$14.93$95.07$124.9313.04%
$109.00Nov 6$10.13$4.83$14.96$94.04$123.9613.07%
$112.00Nov 6$8.93$6.03$14.96$97.04$126.9613.07%
$111.00Nov 6$9.43$5.78$15.21$95.79$126.2113.29%
$117.00Nov 6$6.28$8.95$15.23$101.77$132.2313.31%
$118.00Nov 6$5.95$9.63$15.58$102.42$133.5813.61%
$120.00Nov 6$5.10$10.60$15.70$104.30$135.7013.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 9.42% of stock, avg 12.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$127.00$108.00Nov 27$5.03$5.75$10.78$97.22$137.78
$120.00$111.00Nov 6$5.10$5.78$10.88$100.12$130.88
$121.00$108.00Nov 13$5.43$4.90$10.33$97.67$131.33
$126.00$108.00Nov 27$5.20$5.75$10.95$97.05$136.95
$120.00$112.00Nov 6$5.10$6.03$11.13$100.87$131.13
$121.00$109.00Nov 13$5.43$5.23$10.66$98.34$131.66
$127.00$109.00Nov 27$5.03$6.28$11.31$97.69$138.31
$126.00$109.00Nov 27$5.20$6.28$11.48$97.52$137.48
$121.00$110.00Nov 13$5.43$5.88$11.31$98.69$132.31
$121.00$111.00Nov 13$5.43$6.23$11.66$99.34$132.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 47 found (best R:R 7.33, avg credit $0.95)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
100/101128/129Nov 6$0.88$0.1252%7.33$100.12$128.88
97/98128/129Nov 6$0.81$0.1956%4.26$97.19$128.81
101/102128/129Nov 6$0.84$0.1650%5.25$101.16$128.84
98/99128/129Nov 6$0.77$0.2355%3.35$98.23$128.77
99/100128/129Nov 6$0.76$0.2454%3.17$99.24$128.76
96/97128/129Nov 6$0.71$0.2958%2.45$96.29$128.71
103/104128/129Nov 6$0.79$0.2146%3.76$103.21$128.79
95/96129/130Nov 6$0.48$0.5262%0.92$95.52$129.48
104/105129/130Nov 6$0.58$0.4247%1.38$104.42$129.58
102/103129/130Nov 6$0.54$0.4651%1.17$102.46$129.54

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 79 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$113.00$114.00$115.00Nov 20$0.05$0.953%19.00
$123.00$124.00$125.00Dec 11$0.05$0.952%19.00
$92.50$95.00$97.50Nov 20$0.14$2.367%16.86
$122.00$123.00$124.00Dec 4$0.08$0.922%11.50
$124.00$125.00$126.00Dec 11$0.08$0.922%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$96.00$97.00$98.00Nov 13$0.05$0.952%19.00
$97.00$98.00$99.00Nov 13$0.06$0.942%15.67
$104.00$105.00$106.00Nov 13$0.07$0.934%13.29
$112.00$113.00$114.00Dec 11$0.09$0.913%10.11
$105.00$106.00$107.00Dec 11$0.09$0.913%10.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 17 found (best net $-5.31, 17 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$110.001:2Nov 27-$5.31$4.69
$125.00$130.001:2Nov 13-$1.90$3.10
$125.00$130.001:2Nov 20-$2.20$2.80
$130.00$135.001:2Nov 20-$1.94$3.06
$135.00$137.001:2Nov 6-$1.42$0.58
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$112.001:2Nov 27-$2.67$5.33
$95.00$92.501:2Nov 20-$0.44$2.06
$96.00$95.001:2Nov 6-$0.49$0.51
$118.00$112.001:2Nov 13-$3.31$2.69
$96.00$95.001:2Nov 13-$0.61$0.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 67 found (best yield 5.90%, avg 4.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$122.00Dec 11$6.750.456.6%5.90%12.49%787
$123.00Dec 11$6.400.437.5%5.59%13.06%748
$120.00Dec 11$7.400.474.8%6.47%11.31%--15
$119.00Dec 11$7.700.494.0%6.73%10.70%--14
$124.00Dec 11$6.000.418.3%5.24%13.59%824
$126.00Dec 11$5.400.3910.1%4.72%14.81%84
$121.00Dec 11$6.850.465.7%5.99%11.71%41
$125.00Dec 11$5.550.409.2%4.85%14.07%824
$127.00Dec 11$5.000.3811.0%4.37%15.33%8--
$124.00Dec 4$5.700.418.3%4.98%13.32%1017

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 1,537
Total Puts 2,632
Put/Call Ratio 1.71
Net Difference -1,095

Prior's Put/Call Breakdown

Total Calls 4,444
Total Puts 5,200
Put/Call Ratio 1.17
Net Difference -756

Prior 7-Day Put/Call Summary

Total Calls 18,582
Total Puts 17,877
Average Put/Call Ratio 1.15
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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