Tour v536
W
WAYFAIR INC A
$113.27 -8.33%
◀ 11/5 15:06 ▶

Option Volume

Detail
ℹ
Current (11/05 3:05pm) 14,471
Calls: 11,412 (79%)
Puts: 3,059 (21%)
Prior (11/04) 14,201
Calls: 10,175 (72%)
Puts: 4,026 (28%)
Current vs Prior +1.90%
Calls: +12.16% (Calls)
Puts: -24.02% (Puts)
Prior 7-Day Total 43,076
Calls: 21,869 (51%)
Puts: 21,207 (49%)
Prior 7-Day Average 6,153
Calls: 3,124 (51%)
Puts: 3,029 (49%)
Current vs Prior 7-Day Avg +135.16%
Calls: +265.28%
Puts: +0.97%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/05 3:05pm) $8.17M
Calls: $6.06M (74%)
Puts: $2.11M (26%)
Prior (11/04) $7.30M
Calls: $6.11M (84%)
Puts: $1.18M (16%)
Current vs Prior +11.99%
Calls: -0.89%
Puts: +78.49%
Prior 7-Day Total $23.69M
Calls: $13.86M (58%)
Puts: $9.83M (42%)
Prior 7-Day Average $3.38M
Calls: $1.98M (58%)
Puts: $1.40M (42%)
Current vs Prior 7-Day Avg +141.58%
Calls: +206.17%
Puts: +50.54%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/05 3:05pm) 0.27
Prior (11/04) 0.40
Current vs Prior -32.25%
Prior 7-Day Average 1.10
Current vs Prior 7-Day Avg -75.73%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/05 3:05pm) 216,068
Calls: 89,740 (42%)
Puts: 126,328 (58%)
Prior (11/04) 212,123
Calls: 86,482 (41%)
Puts: 125,641 (59%)
Current vs Prior +1.86%
Prior 7-Day Total 1,431,569
Calls: 583,666 (41%)
Puts: 847,903 (59%)
Prior 7-Day Average 204,509
Calls: 83,380 (41%)
Puts: 121,129 (59%)
Current vs Prior 7-Day Avg +5.65%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 5.01% | 8.41%11.22% | 18.18%
Prior 13.19% | 14.78%16.39% | 21.91%
Current vs Prior -61.99% | -43.06%-31.52% | -17.05%
Prior 7-Day Avg 6.37% | 13.01%16.30% | 22.00%
Current vs 7-Day Avg -21.29% | -35.34%-31.18% | -17.38%
Prior 7-Day Eod 13.19% | 14.78%9.94% | 16.92%
Current vs 7-Day Eod -61.99% | -43.06%+12.90% | +7.41%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 62.19% | 25.76%
Calls: 33.64% | 24.85%
Puts: 90.73% | 26.67%
Prior 8.75% | 13.04%
Calls: 10.46% | 11.83%
Puts: 7.04% | 14.25%
Current vs Prior +610.74% | +97.55%
Prior 7-Day Avg 43.48% | 14.10%
Calls: 38.17% | 15.93%
Puts: 48.80% | 12.27%
Current vs 7-Day Avg +43.02% | +82.71%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($6.06M). Dollar volume significantly above 7-day average (142% higher). Volume explosion - 135% above 7-day average (14,471 vs avg 6,153). Extreme bullish P/C ratio of 0.27 - heavy call buying (11,412 calls vs 3,059 puts).

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 4 of results (avg 7.6%, best 5.6%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Dec 188.108.65$8.386.6%480.522.2K
$106.00Nov 138.859.65$9.258.6%20.7691
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Dec 186.957.35$7.155.6%1750.40629
$105.00Dec 184.905.40$5.159.7%2440.31399

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. 92 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$96.00Nov 616.4019.10$17.7515.2%--0.9520
$101.00Nov 611.5014.05$12.7820.0%--0.9411
$102.00Nov 610.5013.05$11.7821.6%--0.9411
$100.00Nov 612.4514.90$13.6817.9%--0.9245
$97.00Nov 615.8018.10$16.9513.6%--0.9220
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Nov 615.1517.70$16.4315.5%51.0017
$126.00Nov 611.2013.70$12.4520.1%20.984
$125.00Nov 610.1012.55$11.3321.6%20.976
$132.00Nov 616.7019.90$18.3017.5%--0.9313
$135.00Nov 619.6523.55$21.6018.1%10.922

Most actively traded options today. High liquidity = easy entry/exit. 179 active (total vol 8.5K, top 2.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Nov 200.500.84$0.6750.7%2.1K0.102.0K
$105.00Nov 2010.1512.35$11.2519.6%1.1K0.731.4K
$120.00Nov 131.782.39$2.0929.2%4020.3042
$119.00Nov 60.281.02$0.65113.8%3020.2018
$120.00Nov 60.250.65$0.4588.9%2550.15597
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Dec 184.905.40$5.159.7%2440.31399
$110.00Nov 203.755.35$4.5535.2%2140.39757
$115.00Nov 206.157.00$6.5812.9%2040.522.6K
$110.00Dec 186.957.35$7.155.6%1750.40629
$92.50Dec 181.512.35$1.9343.5%1330.141.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 66.5%, max 95.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$112.00Nov 6Dec 4105.1%53.8%95.4%2271
$116.00Nov 6Dec 11102.7%58.9%74.1%1192
$110.00Nov 6Dec 1898.5%57.5%71.1%16483
$113.00Nov 6Dec 1196.2%56.7%69.7%1472
$119.00Nov 6Dec 11100.4%59.3%69.4%32633
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$112.00Nov 6Dec 11105.1%55.9%87.9%114199
$111.00Nov 6Dec 11104.6%58.5%78.8%14236
$108.00Nov 6Dec 498.9%55.4%78.6%8585
$116.00Nov 6Dec 11102.7%58.9%74.1%--23
$110.00Nov 6Dec 1898.5%57.5%71.1%2291.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 155 found (best R:R 0.66, avg 3.01)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$100.00$105.00Dec 18$3.02$1.98$3.0277%0.66$103.02
$100.00$101.00Nov 20$0.30$0.70$0.3083%2.33$100.30
$108.00$110.00Nov 20$0.88$1.12$0.8866%1.27$108.88
$114.00$115.00Nov 20$0.13$0.87$0.1350%6.69$114.13
$115.00$120.00Dec 18$1.98$3.02$1.9852%1.53$116.98
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$119.00$118.00Nov 13$0.13$0.87$0.1366%6.69$118.87
$115.00$113.00Dec 4$0.45$1.55$0.4551%3.44$114.55
$117.00$116.00Nov 6$0.20$0.80$0.2074%4.00$116.80
$115.00$114.00Nov 6$0.16$0.84$0.1660%5.25$114.84
$115.00$114.00Nov 20$0.15$0.85$0.1552%5.67$114.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 128 found (best R:R 3.00, avg 0.74)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$129.00$130.00Nov 6$0.56$0.56$0.4489%1.27$129.56
$122.00$123.00Dec 4$0.81$0.81$0.1964%4.26$122.81
$114.00$115.00Dec 11$0.87$0.87$0.1348%6.69$114.87
$125.00$126.00Nov 27$0.61$0.61$0.3972%1.56$125.61
$123.00$124.00Dec 11$0.68$0.68$0.3264%2.13$123.68
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$103.00$102.00Nov 20$0.75$0.75$0.2577%3.00$102.25
$92.00$91.00Nov 13$0.57$0.57$0.4389%1.33$91.43
$106.00$105.00Nov 27$0.77$0.77$0.2370%3.35$105.23
$105.00$100.00Dec 18$1.75$1.75$3.2569%0.54$103.25
$100.00$99.00Nov 13$0.58$0.58$0.4284%1.38$99.42

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $2.80, cheapest $3.34)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$112.00Nov 6Nov 20$3.34105.1%59.4%
$114.00Nov 6Nov 13$2.02100.4%67.7%
$116.00Nov 6Nov 13$2.12102.7%70.6%
$113.00Nov 6Nov 20$3.6896.2%65.4%
$115.00Nov 6Nov 13$2.3993.4%70.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$112.00Nov 6Nov 13$1.72105.1%63.0%
$111.00Nov 6Nov 13$1.76104.6%64.4%
$116.00Nov 6Nov 20$3.30102.7%64.3%
$114.00Nov 6Nov 20$3.35100.4%64.3%
$113.00Nov 6Nov 20$3.7996.2%65.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 61 found (cheapest 4.14% of stock, avg 10.20%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$113.00Nov 6$2.60$2.09$4.69$108.31$117.694.14%
$115.00Nov 6$1.61$3.24$4.85$110.15$119.854.28%
$112.00Nov 6$3.19$1.86$5.05$106.95$117.054.46%
$117.00Nov 6$0.87$4.25$5.12$111.88$122.124.52%
$114.00Nov 6$2.20$3.08$5.28$108.72$119.284.66%
$111.00Nov 6$3.84$1.46$5.30$105.70$116.304.68%
$116.00Nov 6$1.46$4.05$5.51$110.49$121.514.86%
$110.00Nov 6$4.58$1.00$5.58$104.42$115.584.93%
$118.00Nov 6$0.79$5.10$5.89$112.11$123.895.20%
$109.00Nov 6$5.35$0.71$6.06$102.94$115.065.35%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 1.32% of stock, avg 8.09%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$118.00$109.00Nov 6$0.79$0.71$1.50$107.50$119.50
$117.00$109.00Nov 6$0.87$0.71$1.58$107.42$118.58
$118.00$110.00Nov 6$0.79$1.00$1.79$108.21$119.79
$117.00$110.00Nov 6$0.87$1.00$1.87$108.13$118.87
$117.00$111.00Nov 6$0.87$1.46$2.33$108.67$119.33
$118.00$111.00Nov 6$0.79$1.46$2.25$108.75$120.25
$116.00$109.00Nov 6$1.46$0.71$2.17$106.83$118.17
$116.00$110.00Nov 6$1.46$1.00$2.46$107.54$118.46
$115.00$109.00Nov 6$1.61$0.71$2.32$106.68$117.32
$116.00$111.00Nov 6$1.46$1.46$2.92$108.08$118.92

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 187 found (best R:R 3.17, avg credit $0.66)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
95/96120/122Nov 13$1.52$0.4856%3.17$94.48$121.52
96/97129/130Nov 6$0.84$0.1681%5.25$96.16$129.84
95/96129/130Nov 6$0.80$0.2084%4.00$95.20$129.80
99/100129/130Nov 6$0.75$0.2581%3.00$99.25$129.75
98/99129/130Nov 6$0.70$0.3084%2.33$98.30$129.70
91/92125/126Nov 13$0.78$0.2271%3.55$91.22$125.78
91/92126/127Nov 13$0.75$0.2573%3.00$91.25$126.75
109/110129/130Nov 6$0.85$0.1562%5.67$109.15$129.85
105/106129/130Nov 6$0.70$0.3076%2.33$105.30$129.70
104/105129/130Nov 6$0.66$0.3480%1.94$104.34$129.66

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 87 found (best R:R 54.56, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Dec 18$0.09$4.9117%54.56
$115.00$120.00$125.00Dec 18$0.23$4.7717%20.74
$125.00$130.00$135.00Dec 18$0.25$4.7514%19.00
$111.00$112.00$113.00Nov 6$0.06$0.9412%15.67
$110.00$111.00$112.00Nov 6$0.09$0.9113%10.11
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Dec 18$0.17$4.8317%28.41
$100.00$105.00$110.00Dec 18$0.25$4.7517%19.00
$115.00$120.00$125.00Dec 18$0.39$4.6117%11.82
$92.50$95.00$97.50Nov 20$0.11$2.396%21.73
$101.00$102.00$103.00Nov 6$0.06$0.941%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 81 found (best net $-0.18, 73 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$112.001:2Dec 4-$0.18$11.82
$100.00$110.001:2Nov 27-$1.76$8.24
$110.00$114.001:2Nov 13-$1.84$2.16
$130.00$135.001:2Nov 20-$0.16$4.84
$126.00$130.001:2Nov 20-$0.56$3.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$117.00$112.001:2Nov 13-$1.01$3.99
$135.00$125.001:2Dec 18-$7.38$2.62
$100.00$99.001:2Nov 6$0.00$1.00
$105.00$104.001:2Nov 6-$0.11$0.89
$106.00$105.001:2Nov 6-$0.17$0.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 83 found (best yield 7.15%, avg 2.33%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$115.00Dec 18$8.100.521.5%7.15%8.68%482.2K
$120.00Dec 18$5.850.435.9%5.16%11.11%5242
$125.00Dec 18$4.150.3510.4%3.66%14.02%--2.2K
$114.00Dec 11$7.550.520.6%6.67%7.31%--24
$118.00Dec 11$5.600.454.2%4.94%9.12%41
$130.00Dec 18$3.000.2814.8%2.65%17.42%15164
$123.00Dec 11$3.750.368.6%3.31%11.90%430
$116.00Dec 11$5.750.482.4%5.08%7.49%--21
$119.00Dec 11$4.600.435.1%4.06%9.12%2415
$115.00Dec 11$6.200.501.5%5.47%7.00%--30

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 11,412
Total Puts 3,059
Put/Call Ratio 0.27
Net Difference 8,353

Prior's Put/Call Breakdown

Total Calls 10,175
Total Puts 4,026
Put/Call Ratio 0.40
Net Difference 6,149

Prior 7-Day Put/Call Summary

Total Calls 21,869
Total Puts 21,207
Average Put/Call Ratio 1.10
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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