Tour v536
W
WAYFAIR INC A
$112.30 -0.95%
◀ 11/6 15:06 ▶

Option Volume

Detail
ℹ
Current (11/06 3:05pm) 5,443
Calls: 2,780 (51%)
Puts: 2,663 (49%)
Prior (11/05) 14,471
Calls: 11,412 (79%)
Puts: 3,059 (21%)
Current vs Prior -62.39%
Calls: -75.64% (Calls)
Puts: -12.95% (Puts)
Prior 7-Day Total 50,026
Calls: 27,264 (54%)
Puts: 22,762 (46%)
Prior 7-Day Average 7,146
Calls: 3,894 (54%)
Puts: 3,251 (46%)
Current vs Prior 7-Day Avg -23.84%
Calls: -28.62%
Puts: -18.10%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 3:05pm) $3.06M
Calls: $2.15M (70%)
Puts: $919.1K (30%)
Prior (11/05) $8.17M
Calls: $6.06M (74%)
Puts: $2.11M (26%)
Current vs Prior -62.50%
Calls: -64.59%
Puts: -56.52%
Prior 7-Day Total $28.69M
Calls: $18.47M (64%)
Puts: $10.22M (36%)
Prior 7-Day Average $4.10M
Calls: $2.64M (64%)
Puts: $1.46M (36%)
Current vs Prior 7-Day Avg -25.21%
Calls: -18.66%
Puts: -37.05%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06 3:05pm) 0.96
Prior (11/05) 0.27
Current vs Prior +257.36%
Prior 7-Day Average 1.09
Current vs Prior 7-Day Avg -11.89%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06 3:05pm) 223,108
Calls: 95,261 (43%)
Puts: 127,847 (57%)
Prior (11/05) 216,068
Calls: 89,740 (42%)
Puts: 126,328 (58%)
Current vs Prior +3.26%
Prior 7-Day Total 1,438,170
Calls: 585,289 (41%)
Puts: 852,881 (59%)
Prior 7-Day Average 205,452
Calls: 83,612 (41%)
Puts: 121,840 (59%)
Current vs Prior 7-Day Avg +8.59%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 2.17% | 6.86%9.51% | 17.36%
Prior 5.29% | 8.37%9.56% | 16.65%
Current vs Prior -58.93% | -18.09%-0.54% | +4.27%
Prior 7-Day Avg 6.89% | 13.31%15.26% | 21.22%
Current vs 7-Day Avg -68.47% | -48.49%-37.68% | -18.16%
Prior 7-Day Eod 5.29% | 8.37%10.55% | 17.92%
Current vs 7-Day Eod -58.93% | -18.09%-9.84% | -3.11%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 267.26% | 23.52%
Calls: 347.69% | 20.00%
Puts: 186.84% | 27.03%
Prior 57.66% | 34.28%
Calls: 45.37% | 37.84%
Puts: 69.96% | 30.72%
Current vs Prior +363.51% | -31.39%
Prior 7-Day Avg 32.86% | 17.16%
Calls: 24.25% | 18.81%
Puts: 41.48% | 15.50%
Current vs 7-Day Avg +713.33% | +37.10%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($2.15M). Light premium activity with dollar volume down 62% vs prior. Below-average activity with volume down 62% vs prior. P/C ratio rising 257% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 13 of results (avg 7.6%, best 5.7%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Dec 1812.4013.15$12.785.9%10.68219
$100.00Dec 1815.7516.95$16.357.3%--0.77696
$95.00Dec 1819.5021.35$20.439.1%10.84182
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Dec 1815.3016.20$15.755.7%10.6943
$125.00Nov 2013.5014.40$13.956.5%10.8176
$120.00Nov 209.5010.15$9.826.6%10.69263
$115.00Dec 189.109.75$9.436.9%--0.51416
$110.00Dec 186.657.15$6.907.2%180.41647

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 0.77, highest 1.01)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Nov 621.6524.35$23.0011.7%11.01--
$100.00Nov 611.6514.30$12.9820.4%401.0045
$107.00Nov 64.757.30$6.0342.3%10.9919
$108.00Nov 63.756.30$5.0350.7%20.992
$109.00Nov 62.625.10$3.8664.2%10.98249
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Nov 60.512.53$1.52132.9%1901.0040
$115.00Nov 62.343.40$2.8736.9%1121.0074
$116.00Nov 62.444.50$3.4759.4%2161.0010
$117.00Nov 62.705.25$3.9864.1%131.0045
$118.00Nov 63.706.35$5.0352.7%--1.00115

Most actively traded options today. High liquidity = easy entry/exit. 150 active (total vol 3.7K, top 407)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$123.00Nov 130.491.12$0.8177.8%2790.1657
$118.00Nov 202.633.40$3.0125.6%770.3754
$120.00Nov 130.911.45$1.1845.8%650.23432
$125.00Nov 130.330.88$0.6190.2%580.13570
$114.00Dec 116.357.75$7.0519.9%540.5224
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$112.00Nov 60.100.57$0.34138.2%4070.33206
$113.00Nov 60.551.26$0.9178.0%4020.62204
$116.00Nov 62.444.50$3.4759.4%2161.0010
$114.00Nov 60.512.53$1.52132.9%1901.0040
$110.00Nov 60.010.20$0.11172.7%1610.10484

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 909.0%, max 1596.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$124.00Nov 6Dec 11849.9%54.6%1455.8%41692
$122.00Nov 6Dec 11755.3%54.3%1290.5%8116
$129.00Nov 6Nov 131070.1%78.4%1264.7%--117
$121.00Nov 6Dec 11703.7%55.2%1174.7%8991
$119.00Nov 6Dec 11597.9%55.1%986.0%10316
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$102.00Nov 6Dec 4958.0%56.5%1596.8%1187
$101.00Nov 6Dec 111019.3%60.9%1573.2%28170
$103.00Nov 6Dec 4898.3%54.9%1536.1%--134
$104.00Nov 6Dec 11839.5%53.2%1478.4%42258
$121.00Nov 6Dec 11703.7%55.2%1174.7%--39

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 154 found (best R:R 4.00, avg 2.98)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$111.00$112.00Nov 6$0.20$0.80$0.2090%4.00$111.20
$95.00$97.50Dec 18$1.55$0.95$1.5584%0.61$96.55
$105.00$110.00Dec 18$2.71$2.29$2.7168%0.85$107.71
$110.00$115.00Dec 18$2.34$2.66$2.3459%1.14$112.34
$107.00$108.00Nov 20$0.37$0.63$0.3770%1.70$107.37
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$120.00$118.00Nov 13$0.90$1.10$0.9078%1.22$119.10
$115.00$112.00Dec 4$0.93$2.07$0.9352%2.23$114.07
$117.00$116.00Nov 6$0.51$0.49$0.51100%0.96$116.49
$116.00$115.00Nov 6$0.60$0.40$0.60100%0.67$115.40
$114.00$113.00Dec 11$0.17$0.83$0.1749%4.88$113.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 127 found (best R:R 4.26, avg 0.61)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$122.00$123.00Nov 6$0.79$0.79$0.2180%3.76$122.79
$129.00$130.00Nov 13$0.39$0.39$0.6189%0.64$129.39
$126.00$128.00Nov 27$0.58$0.58$1.4276%0.41$126.58
$115.00$117.00Nov 27$1.05$1.05$0.9553%1.11$116.05
$117.00$118.00Nov 20$0.54$0.54$0.4660%1.17$117.54
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$97.00$96.00Nov 13$0.81$0.81$0.1987%4.26$96.19
$97.00$95.00Dec 4$0.93$0.93$1.0782%0.87$96.07
$109.00$105.00Dec 11$1.88$1.88$2.1261%0.89$107.12
$103.00$102.00Nov 27$0.73$0.73$0.2775%2.70$102.27
$93.00$92.00Nov 6$0.57$0.57$0.4389%1.33$92.43

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $3.70, cheapest $4.60)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$113.00Nov 6Nov 20$4.60163.4%59.2%
$114.00Nov 6Nov 20$4.31117.3%58.9%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$113.00Nov 6Nov 13$2.79163.4%59.4%
$112.00Nov 6Nov 13$3.11142.4%59.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 56 found (cheapest 1.24% of stock, avg 8.98%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$113.00Nov 6$0.48$0.91$1.39$111.61$114.391.24%
$114.00Nov 6$0.29$1.52$1.81$112.19$115.811.61%
$111.00Nov 6$1.73$0.10$1.83$109.17$112.831.63%
$112.00Nov 6$1.53$0.34$1.87$110.13$113.871.67%
$110.00Nov 6$2.69$0.11$2.80$107.20$112.802.49%
$115.00Nov 6$0.21$2.87$3.08$111.92$118.082.74%
$116.00Nov 6$0.16$3.47$3.63$112.37$119.633.23%
$109.00Nov 6$3.86$0.02$3.88$105.12$112.883.46%
$117.00Nov 6$0.11$3.98$4.09$112.91$121.093.64%
$108.00Nov 6$5.03$0.02$5.05$102.95$113.054.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.49% of stock, avg 6.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$115.00$112.00Nov 6$0.21$0.34$0.55$111.45$115.55
$114.00$112.00Nov 6$0.29$0.34$0.63$111.37$114.63
$115.00$104.00Nov 6$0.21$1.07$1.28$102.72$116.28
$115.00$103.00Nov 6$0.21$1.06$1.27$101.73$116.27
$115.00$102.00Nov 6$0.21$1.06$1.27$100.73$116.27
$115.00$101.00Nov 6$0.21$1.07$1.28$99.72$116.28
$119.00$112.00Nov 6$1.06$0.34$1.40$110.60$120.40
$114.00$104.00Nov 6$0.29$1.07$1.36$102.64$115.36
$114.00$103.00Nov 6$0.29$1.06$1.35$101.65$115.35
$114.00$102.00Nov 6$0.29$1.06$1.35$100.65$115.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 195 found (best R:R 2.13, avg credit $0.61)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
92/93127/128Nov 6$0.68$0.3285%2.13$92.32$127.68
92/93125/126Nov 6$0.68$0.3285%2.13$92.32$125.68
96/97118/120Nov 13$1.26$0.7458%1.70$95.74$119.26
91/92129/130Nov 13$0.59$0.4180%1.44$91.41$129.59
95/97124/125Dec 4$1.31$0.6952%1.90$95.69$125.31
102/103126/128Nov 27$1.31$0.6952%1.90$101.69$127.31
107/108129/130Nov 13$0.73$0.2759%2.70$107.27$129.73
96/97120/122Nov 13$1.03$0.9764%1.06$95.97$121.03
101/102129/130Nov 13$0.54$0.4676%1.17$101.46$129.54
100/101124/125Dec 4$0.81$0.1948%4.26$100.19$124.81

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 93 found (best R:R 25.32, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$110.00$115.00$120.00Dec 18$0.26$4.7418%18.23
$115.00$120.00$125.00Dec 18$0.31$4.6918%15.13
$105.00$110.00$115.00Dec 18$0.37$4.6318%12.51
$113.00$114.00$115.00Nov 6$0.11$0.8936%8.09
$98.00$99.00$100.00Nov 6$0.05$0.9512%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$105.00$110.00Dec 18$0.19$4.8118%25.32
$110.00$115.00$120.00Dec 18$0.27$4.7318%17.52
$111.00$112.00$113.00Nov 6$0.33$0.6750%2.03
$92.50$95.00$97.50Dec 18$0.11$2.397%21.73
$109.00$110.00$111.00Dec 4$0.05$0.954%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. 81 found (best net $-1.28, 68 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$115.001:2Nov 13-$0.15$4.85
$119.00$125.001:2Nov 27-$0.57$5.43
$100.00$107.001:2Nov 27-$4.67$2.33
$113.00$114.001:2Nov 6-$0.10$0.90
$110.00$111.001:2Nov 6-$0.77$0.23
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$132.00$123.001:2Nov 6-$1.28$7.72
$115.00$114.001:2Nov 6-$0.17$0.83
$125.00$120.001:2Nov 13-$3.53$1.47
$114.00$113.001:2Nov 6-$0.30$0.70
$95.00$90.001:2Dec 4-$0.23$4.77

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 72 found (best yield 6.32%, avg 2.40%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$115.00Dec 18$7.100.502.4%6.32%8.73%342.2K
$120.00Dec 18$5.050.416.9%4.50%11.35%1243
$115.00Dec 11$6.300.502.4%5.61%8.01%2630
$125.00Dec 18$3.500.3211.3%3.12%14.43%302.2K
$118.00Dec 11$5.050.445.1%4.50%9.57%182
$116.00Dec 11$5.750.483.3%5.12%8.41%3621
$119.00Dec 11$4.600.426.0%4.10%10.06%1023
$113.00Dec 11$7.000.540.6%6.23%6.86%5224
$120.00Dec 11$4.300.406.9%3.83%10.69%1024
$121.00Dec 11$4.000.387.8%3.56%11.31%813

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 2,780
Total Puts 2,663
Put/Call Ratio 0.96
Net Difference 117

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 27,264
Total Puts 22,762
Average Put/Call Ratio 1.09
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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