Tour v536
W
WAYFAIR INC A
$111.74 -1.45%
$112.00 (+0.23%)🌙
as of 11/06 06:07 PM
◀ 11/6 18:07

Option Volume

Detail
ℹ
Current (11/06) 5,825
Calls: 2,912 (50%)
Puts: 2,913 (50%)
Prior (11/05) 18,352
Calls: 13,439 (73%)
Puts: 4,913 (27%)
Current vs Prior -68.26%
Calls: -78.33% (Calls)
Puts: -40.71% (Puts)
Prior 7-Day Total 73,827
Calls: 43,703 (59%)
Puts: 30,124 (41%)
Prior 7-Day Average 10,546
Calls: 6,243 (59%)
Puts: 4,303 (41%)
Current vs Prior 7-Day Avg -44.77%
Calls: -53.36%
Puts: -32.31%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06) $3.18M
Calls: $2.12M (67%)
Puts: $1.06M (33%)
Prior (11/05) $9.05M
Calls: $6.70M (74%)
Puts: $2.36M (26%)
Current vs Prior -64.93%
Calls: -68.41%
Puts: -55.03%
Prior 7-Day Total $39.17M
Calls: $26.27M (67%)
Puts: $12.91M (33%)
Prior 7-Day Average $5.60M
Calls: $3.75M (67%)
Puts: $1.84M (33%)
Current vs Prior 7-Day Avg -43.25%
Calls: -43.60%
Puts: -42.54%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 1.00
Prior (11/05) 0.37
Current vs Prior +173.63%
Prior 7-Day Average 0.99
Current vs Prior 7-Day Avg +1.01%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06) 223,108
Calls: 95,261 (43%)
Puts: 127,847 (57%)
Prior (11/05) 65,771
Calls: 34,058 (52%)
Puts: 31,713 (48%)
Current vs Prior +239.22%
Prior 7-Day Total 1,197,625
Calls: 503,333 (42%)
Puts: 694,292 (58%)
Prior 7-Day Average 171,089
Calls: 71,904 (42%)
Puts: 99,184 (58%)
Current vs Prior 7-Day Avg +30.40%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 1.39% | 7.05%9.83% | 17.34%
Prior 4.46% | 8.27%10.55% | 17.92%
Current vs Prior +58.02% | +18.78%-6.85% | -3.23%
Prior 7-Day Avg 8.81% | 12.35%14.02% | 20.23%
Current vs 7-Day Avg -19.98% | -20.42%-29.94% | -14.28%
Prior 7-Day Eod 2.13% | 7.02%10.55% | 17.92%
Current vs 7-Day Eod +231.09% | +39.93%-6.85% | -3.23%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 267.26% | 23.52%
Calls: 347.69% | 20.00%
Puts: 186.84% | 27.03%
Prior 62.19% | 25.76%
Calls: 33.64% | 24.85%
Puts: 90.73% | 26.67%
Current vs Prior +329.75% | -8.70%
Prior 7-Day Avg 74.87% | 19.92%
Calls: 27.46% | 20.61%
Puts: 57.62% | 20.16%
Current vs 7-Day Avg +256.98% | +18.09%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($2.12M). Light premium activity with dollar volume down 65% vs prior. Below-average activity with volume down 68% vs prior. Slightly bearish P/C ratio of 1.00.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
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 NEUTRAL
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 7 of results (avg 7.9%, best 6.5%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Dec 1819.2520.55$19.906.5%20.83182
$105.00Dec 1812.1013.10$12.607.9%10.67219
$100.00Dec 1815.5516.95$16.258.6%--0.75696
$90.00Dec 1823.1525.30$24.238.9%--0.89237
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Dec 1819.2020.55$19.886.8%10.773
$120.00Dec 1812.1013.10$12.607.9%--0.6032
$125.00Dec 1815.2516.65$15.958.8%10.6943

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. 96 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Nov 621.0523.85$22.4512.5%11.00--
$100.00Nov 611.1013.80$12.4521.7%401.0045
$101.00Nov 610.1012.05$11.0817.6%--1.0011
$109.00Nov 62.274.30$3.2961.7%11.00249
$110.00Nov 61.222.65$1.9473.7%201.0090
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Nov 66.559.00$7.7831.5%170.9821
$123.00Nov 69.2011.95$10.5826.0%20.906
$125.00Nov 1311.9014.20$13.0517.6%--0.8912
$130.00Nov 2016.5019.30$17.9015.6%--0.8826
$134.00Nov 620.2022.85$21.5312.3%160.86--

Most actively traded options today. High liquidity = easy entry/exit. 164 active (total vol 4.0K, top 468)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$123.00Nov 130.450.84$0.6560.0%2790.1457
$118.00Nov 202.493.10$2.8021.8%770.3554
$120.00Nov 130.741.47$1.1165.8%670.22432
$125.00Nov 130.130.92$0.53149.1%580.12570
$125.00Nov 200.871.68$1.2763.8%550.19419
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$112.00Nov 60.120.82$0.47148.9%4680.64206
$113.00Nov 60.321.65$0.99134.3%4040.70204
$116.00Nov 62.584.90$3.7462.0%2160.7310
$114.00Nov 60.702.73$1.72118.0%1900.7240
$110.00Nov 60.000.01$0.01100.0%1660.02484

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 31 strikes (avg 1356.0%, max 2696.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$127.00Nov 6Dec 111598.5%57.2%2696.9%1882
$124.00Nov 6Dec 111399.6%57.5%2332.1%41692
$122.00Nov 6Dec 111258.9%54.3%2219.2%8116
$121.00Nov 6Dec 111185.5%56.3%2005.3%9991
$105.00Nov 6Dec 181051.5%55.3%1802.9%2231
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$102.00Nov 6Dec 41331.8%62.5%2031.8%1187
$121.00Nov 6Dec 111185.5%56.3%2005.3%--39
$103.00Nov 6Dec 41239.4%59.1%1998.5%--134
$104.00Nov 6Dec 111146.1%56.7%1922.9%42258
$105.00Nov 6Dec 181051.5%55.3%1802.9%35387

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 152 found (best R:R 0.60, avg 2.91)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$100.00$112.00Dec 4$7.52$4.48$7.5281%0.60$107.52
$115.00$117.00Nov 20$0.40$1.60$0.4044%4.00$115.40
$108.00$110.00Nov 20$0.88$1.12$0.8866%1.27$108.88
$119.00$125.00Nov 27$1.27$4.73$1.2736%3.72$120.27
$115.00$116.00Dec 11$0.13$0.87$0.1347%6.69$115.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$113.00$112.00Dec 11$0.15$0.85$0.1548%5.67$112.85
$118.00$117.00Nov 20$0.32$0.68$0.3265%2.12$117.68
$121.00$120.00Nov 20$0.45$0.55$0.4573%1.22$120.55
$113.00$112.00Nov 20$0.25$0.75$0.2550%3.00$112.75
$114.00$113.00Dec 11$0.27$0.73$0.2750%2.70$113.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 124 found (best R:R 4.56, avg 0.73)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$122.00$123.00Nov 6$0.69$0.69$0.3181%2.23$122.69
$116.00$117.00Nov 6$0.65$0.65$0.3573%1.86$116.65
$116.00$119.00Dec 4$1.62$1.62$1.3854%1.17$117.62
$125.00$126.00Nov 27$0.54$0.54$0.4676%1.17$125.54
$117.00$118.00Nov 20$0.65$0.65$0.3561%1.86$117.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$97.00$96.00Nov 13$0.82$0.82$0.1887%4.56$96.18
$106.00$105.00Nov 27$0.89$0.89$0.1168%8.09$105.11
$97.00$95.00Dec 4$0.88$0.88$1.1282%0.79$96.12
$93.00$92.00Nov 6$0.57$0.57$0.4389%1.33$92.43
$92.50$90.00Nov 20$0.66$0.66$1.8489%0.36$91.84

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $3.61, cheapest $2.86)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$113.00Nov 6Nov 13$2.86276.8%60.0%
$112.00Nov 6Nov 20$5.2788.5%59.1%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$113.00Nov 6Nov 13$3.19276.8%60.0%
$112.00Nov 6Nov 13$3.1188.5%59.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 60 found (cheapest 0.61% of stock, avg 9.11%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$112.00Nov 6$0.21$0.47$0.68$111.32$112.680.61%
$111.00Nov 6$1.08$0.08$1.16$109.84$112.161.04%
$113.00Nov 6$0.44$0.99$1.43$111.57$114.431.28%
$110.00Nov 6$1.94$0.01$1.95$108.05$111.951.75%
$114.00Nov 6$0.60$1.72$2.32$111.68$116.322.08%
$109.00Nov 6$3.29$0.12$3.41$105.59$112.413.05%
$115.00Nov 6$1.06$2.92$3.98$111.02$118.983.56%
$108.00Nov 6$4.40$0.22$4.62$103.38$112.624.13%
$116.00Nov 6$1.07$3.74$4.81$111.19$120.814.30%
$117.00Nov 6$0.42$4.43$4.85$112.15$121.854.34%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 1.15% of stock, avg 7.05%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$112.00$107.00Nov 6$0.21$1.07$1.28$105.72$113.28
$113.00$107.00Nov 6$0.44$1.07$1.51$105.49$114.51
$112.00$106.00Nov 6$0.21$1.07$1.28$104.72$113.28
$113.00$106.00Nov 6$0.44$1.07$1.51$104.49$114.51
$112.00$105.00Nov 6$0.21$1.07$1.28$103.72$113.28
$113.00$105.00Nov 6$0.44$1.07$1.51$103.49$114.51
$112.00$104.00Nov 6$0.21$1.07$1.28$102.72$113.28
$113.00$104.00Nov 6$0.44$1.07$1.51$102.49$114.51
$112.00$103.00Nov 6$0.21$1.07$1.28$101.72$113.28
$113.00$103.00Nov 6$0.44$1.07$1.51$101.49$114.51

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 179 found (best R:R 9.00, avg credit $0.61)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
104/105125/126Nov 27$0.90$0.1048%9.00$104.10$125.90
100/101122/123Dec 4$0.89$0.1144%8.09$100.11$122.89
100/101123/124Dec 4$0.87$0.1346%6.69$100.13$123.87
101/102119/120Nov 20$0.84$0.1647%5.25$101.16$119.84
96/97120/122Nov 13$1.01$0.9965%1.02$95.99$121.01
104/105119/120Nov 20$0.89$0.1140%8.09$104.11$119.89
101/102125/126Nov 27$0.75$0.2553%3.00$101.25$125.75
95/97124/125Dec 4$1.20$0.8052%1.50$95.80$125.20
99/100125/126Nov 27$0.66$0.3458%1.94$99.34$125.66
91/92122/123Nov 13$0.49$0.5174%0.96$91.51$122.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 84 found (best R:R 34.71, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$120.00$125.00$130.00Dec 18$0.14$4.8616%34.71
$105.00$110.00$115.00Dec 18$0.44$4.5619%10.36
$110.00$115.00$120.00Dec 18$0.46$4.5418%9.87
$115.00$120.00$125.00Dec 18$0.47$4.5317%9.64
$126.00$127.00$128.00Nov 13$0.07$0.932%13.29
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$111.00$112.00$113.00Nov 6$0.13$0.8752%6.69
$110.00$115.00$120.00Dec 18$0.40$4.6018%11.50
$110.00$111.00$112.00Nov 6$0.32$0.6862%2.13
$115.00$120.00$125.00Dec 18$0.40$4.6017%11.50
$105.00$110.00$115.00Dec 18$0.48$4.5219%9.42

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 82 found (best net $-1.71, 70 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$107.001:2Nov 27-$4.12$2.88
$110.00$111.001:2Nov 6-$0.22$0.78
$119.00$125.001:2Nov 27-$0.81$5.19
$109.00$110.001:2Nov 6-$0.59$0.41
$125.00$130.001:2Dec 18-$1.11$3.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$132.00$123.001:2Nov 6-$1.71$7.29
$114.00$113.001:2Nov 6-$0.26$0.74
$95.00$90.001:2Dec 4-$0.20$4.80
$115.00$114.001:2Nov 6-$0.52$0.48
$125.00$120.001:2Nov 13-$4.21$0.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 74 found (best yield 6.09%, avg 2.34%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$115.00Dec 18$6.800.492.9%6.09%9.00%352.2K
$120.00Dec 18$4.750.407.4%4.25%11.64%4243
$116.00Dec 11$5.550.463.8%4.97%8.78%3621
$125.00Dec 18$3.400.3111.9%3.04%14.91%322.2K
$118.00Dec 11$4.850.425.6%4.34%9.94%182
$119.00Dec 11$4.400.406.5%3.94%10.43%1023
$113.00Dec 11$6.550.521.1%5.86%6.99%5224
$117.00Dec 11$4.900.434.7%4.39%9.09%2819
$114.00Dec 11$6.050.492.0%5.41%7.44%5424
$121.00Dec 11$3.800.368.3%3.40%11.69%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 2,912
Total Puts 2,913
Put/Call Ratio 1.00
Net Difference -1

Prior's Put/Call Breakdown

Total Calls 13,439
Total Puts 4,913
Put/Call Ratio 0.37
Net Difference 8,526

Prior 7-Day Put/Call Summary

Total Calls 43,703
Total Puts 30,124
Average Put/Call Ratio 0.99
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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