Tour v366
WRBY
WARBY PARKER INC A
$24.59 -6.89%
$24.65 (+0.24%)🌙
as of 07/20 07:17 PM
7/20 19:17

Option Volume

Detail
Current (07/20) 8,279
Calls: 5,945 (72%)
Puts: 2,334 (28%)
Prior (07/17) 1,742
Calls: 928 (53%)
Puts: 814 (47%)
Current vs Prior +375.26%
Calls: +540.62% (Calls)
Puts: +186.73% (Puts)
Prior 7-Day Total 31,053
Calls: 9,643 (31%)
Puts: 21,410 (69%)
Prior 7-Day Average 4,436
Calls: 1,377 (31%)
Puts: 3,058 (69%)
Current vs Prior 7-Day Avg +86.63%
Calls: +331.56%
Puts: -23.69%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $2.70M
Calls: $2.18M (81%)
Puts: $514.5K (19%)
Prior (07/17) $336.2K
Calls: $170.3K (51%)
Puts: $165.9K (49%)
Current vs Prior +702.60%
Calls: +1182.50%
Puts: +210.10%
Prior 7-Day Total $4.87M
Calls: $1.51M (31%)
Puts: $3.36M (69%)
Prior 7-Day Average $695.6K
Calls: $215.8K (31%)
Puts: $479.8K (69%)
Current vs Prior 7-Day Avg +287.88%
Calls: +911.87%
Puts: +7.23%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.39
Prior (07/17) 0.88
Current vs Prior -55.24%
Prior 7-Day Average 1.76
Current vs Prior 7-Day Avg -77.63%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 49,780
Calls: 42,965 (86%)
Puts: 6,815 (14%)
Prior (07/17) 42,810
Calls: 39,346 (92%)
Puts: 3,464 (8%)
Current vs Prior +16.28%
Prior 7-Day Total 177,883
Calls: 157,837 (89%)
Puts: 20,046 (11%)
Prior 7-Day Average 25,411
Calls: 22,548 (89%)
Puts: 2,863 (11%)
Current vs Prior 7-Day Avg +95.89%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 10.04% | 14.03%24.93% | 29.89%
Prior 10.98% | 14.43%4.92% | 23.67%
Current vs Prior -8.52% | -2.75%+406.44% | +26.30%
Prior 7-Day Avg 8.11% | 12.41%7.77% | 24.63%
Current vs 7-Day Avg +23.90% | +13.01%+220.92% | +21.36%
Prior 7-Day Eod 10.98% | 14.43%4.92% | 23.67%
Current vs 7-Day Eod -8.52% | -2.75%+406.44% | +26.30%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 97.36% | 28.15%
Calls: 89.66% | 26.67%
Puts: 105.07% | 29.63%
Prior 97.36% | 28.15%
Calls: 89.66% | 26.67%
Puts: 105.07% | 29.63%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 97.36% | 28.15%
Calls: 89.66% | 26.67%
Puts: 105.07% | 29.63%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 81% of dollar volume in calls ($2.18M) vs puts ($514.5K). Massive premium surge with dollar volume up 703% vs prior. Dollar volume significantly above 7-day average (288% higher). Unusually high activity with volume up 375% vs prior - elevated interest.

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 BEARISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 3 of results (avg 8.0%, best 7.3%)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Jul 242.652.85$2.757.3%100.76--
$27.00Jul 312.953.20$3.088.1%100.69--
$26.50Jul 242.252.45$2.358.5%860.71125

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.77, cheapest $0.77)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Jul 240.700.85$0.7719.5%10.41--
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 15 found (avg delta 0.63, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 314.205.60$4.9028.6%10.93--
$23.00Jul 242.002.40$2.2018.2%10.75--
$23.00Aug 213.604.00$3.8010.5%3.0K0.66--
$24.50Jul 311.451.90$1.6726.9%20.56--
$25.00Aug 212.553.00$2.7816.2%2490.5560
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Jul 242.652.85$2.757.3%100.76--
$26.50Jul 242.252.45$2.358.5%860.71125
$27.00Jul 312.953.20$3.088.1%100.69--
$26.00Jul 241.852.05$1.9510.3%10.662.1K
$25.50Jul 241.451.70$1.5815.8%20.60--

Most actively traded options today. High liquidity = easy entry/exit. 54 active (total vol 5.9K, top 3.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 213.604.00$3.8010.5%3.0K0.66--
$29.00Jul 310.300.55$0.4358.1%3990.2015
$25.00Aug 212.553.00$2.7816.2%2490.5560
$28.50Jul 240.150.35$0.2580.0%200.15539
$27.00Jul 240.300.50$0.4050.0%190.24115
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Aug 212.302.80$2.5519.6%1.5K0.40--
$20.00Jul 310.100.20$0.1566.7%1250.0848
$23.00Jul 240.350.55$0.4544.4%1000.2598
$26.50Jul 242.252.45$2.358.5%860.71125
$21.00Jul 240.000.15$0.08187.5%570.0630

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 14.3%, max 29.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.00Jul 24Aug 21129.8%100.1%29.7%2081
$25.00Jul 24Aug 21120.4%97.8%23.1%25560
$24.50Jul 24Jul 31108.7%90.3%20.4%4--
$28.50Jul 24Aug 7128.7%110.0%17.0%22539
$27.00Jul 24Aug 21115.5%99.1%16.5%30115
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Jul 24Aug 21120.4%97.8%23.1%63.6K
$27.00Jul 24Jul 31115.5%93.9%22.9%20--
$20.00Jul 24Aug 21119.1%100.6%18.4%2--
$26.00Jul 24Aug 21112.2%95.5%17.5%22.1K
$23.00Jul 24Jul 31110.3%95.0%16.0%10298

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 34 found (best R:R 6.14, avg 2.16)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$27.50$29.00Jul 31$0.25$1.25$0.255.00$27.75
$27.50$28.00Jul 24$0.11$0.39$0.113.55$27.61
$24.50$25.00Jul 24$0.12$0.38$0.123.17$24.62
$26.00$26.50Jul 24$0.13$0.37$0.132.85$26.13
$26.00$27.50Jul 31$0.40$1.10$0.402.75$26.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.00$21.00Jul 24$0.14$0.86$0.146.14$21.86
$22.00$21.00Jul 31$0.17$0.83$0.174.88$21.83
$23.00$22.00Jul 24$0.23$0.77$0.233.35$22.77
$21.00$20.00Jul 31$0.23$0.77$0.233.35$20.77
$23.50$23.00Jul 24$0.15$0.35$0.152.33$23.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 37 found (best R:R 4.00, avg 0.91)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$20.00$24.50Jul 31$3.23$3.23$1.272.54$23.23
$23.00$24.50Jul 24$1.00$1.00$0.502.00$24.00
$25.00$25.50Jul 24$0.31$0.31$0.191.63$25.31
$26.50$27.00Aug 21$0.30$0.30$0.201.50$26.80
$23.00$25.00Aug 21$1.02$1.02$0.981.04$24.02
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$27.00$26.50Jul 24$0.40$0.40$0.104.00$26.60
$26.00$25.50Jul 24$0.37$0.37$0.132.85$25.63
$26.00$25.00Aug 21$0.65$0.65$0.351.86$25.35
$25.50$25.00Jul 24$0.31$0.31$0.191.63$25.19
$27.00$23.00Jul 31$2.23$2.23$1.771.26$24.77

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $0.83, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$29.00Jul 24Jul 31$0.23129.8%98.3%
$25.00Jul 24Jul 31$0.35120.4%91.0%
$27.50Jul 24Jul 31$0.35118.0%95.6%
$26.00Jul 24Jul 31$0.45112.2%93.6%
$24.50Jul 24Jul 31$0.47108.7%90.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$20.00Jul 24Jul 31$0.10119.1%92.0%
$21.00Jul 24Jul 31$0.30104.7%101.1%
$22.00Jul 24Jul 31$0.33111.0%96.0%
$27.00Jul 24Jul 31$0.33115.5%93.9%
$23.00Jul 24Jul 31$0.40110.3%95.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 9.03% of stock, avg 13.84%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$24.50Jul 24$1.20$1.02$2.22$22.28$26.729.03%
$25.00Jul 24$1.08$1.27$2.35$22.65$27.359.56%
$25.50Jul 24$0.77$1.58$2.35$23.15$27.859.56%
$26.00Jul 24$0.63$1.95$2.58$23.42$28.5810.49%
$23.00Jul 24$2.20$0.45$2.65$20.35$25.6510.78%
$26.50Jul 24$0.50$2.35$2.85$23.65$29.3511.59%
$27.00Jul 24$0.40$2.75$3.15$23.85$30.1512.81%
$26.00Aug 7$1.90$3.10$5.00$21.00$31.0020.33%
$20.00Jul 31$4.90$0.15$5.05$14.95$25.0520.54%
$25.00Aug 21$2.78$3.05$5.83$19.17$30.8323.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 55 found (cheapest 2.36% of stock, avg 8.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$29.00$20.00Jul 31$0.43$0.15$0.58$19.42$29.58
$27.00$22.00Jul 24$0.40$0.22$0.62$21.38$27.62
$26.50$22.00Jul 24$0.50$0.22$0.72$21.28$27.22
$29.00$21.00Jul 31$0.43$0.38$0.81$20.19$29.81
$27.50$20.00Jul 31$0.68$0.15$0.83$19.17$28.33
$26.00$22.00Jul 24$0.63$0.22$0.85$21.15$26.85
$27.00$23.00Jul 24$0.40$0.45$0.85$22.15$27.85
$26.50$23.00Jul 24$0.50$0.45$0.95$22.05$27.45
$29.00$22.00Jul 31$0.43$0.55$0.98$21.02$29.98
$25.50$22.00Jul 24$0.77$0.22$0.99$21.01$26.49

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 52 found (best R:R 4.00, avg credit $0.63)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
24/2526/27Aug 21$0.80$0.204.00$24.20$27.30
24/2526/26Jul 24$0.39$0.113.55$24.61$25.89
21/2223/24Jul 24$1.14$0.363.17$20.86$24.14
24/2426/26Jul 24$0.38$0.123.17$24.12$25.88
24/2526/26Jul 24$0.38$0.123.17$24.62$26.38
24/2426/26Jul 24$0.37$0.132.85$24.13$26.37
22/2427/29Aug 21$1.47$0.532.77$22.53$28.47
24/2528/28Jul 24$0.36$0.142.57$24.64$27.86
21/2223/25Aug 21$1.42$0.582.45$20.58$24.42
24/2428/28Jul 24$0.35$0.152.33$24.15$27.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 13.29, cheapest $0.06)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$26.00$27.50$29.00Jul 31$0.15$1.359.00
$27.50$28.00$28.50Jul 24$0.14$0.362.57
$25.00$25.50$26.00Jul 24$0.17$0.331.94
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$20.00$21.00$22.00Aug 21$0.07$0.9313.29
$21.00$22.00$23.00Jul 24$0.09$0.9110.11
$20.00$21.00$22.00Jul 24$0.11$0.898.09
$23.50$24.00$24.50Jul 24$0.06$0.447.33
$24.50$25.00$25.50Jul 24$0.06$0.447.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 27 found (best net $-0.18, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.50$29.001:2Jul 31-$0.18$1.32
$23.00$24.501:2Jul 24-$0.20$1.30
$27.00$29.001:2Aug 14-$0.71$1.29
$26.00$27.501:2Jul 31-$0.28$1.22
$27.00$29.001:2Aug 21-$0.95$1.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.00$22.001:2Aug 21-$0.71$1.29
$22.00$21.001:2Jul 31-$0.21$0.79
$23.00$22.001:2Jul 31-$0.25$0.75
$21.00$20.001:2Aug 21-$0.57$0.43
$23.50$23.001:2Jul 24-$0.30$0.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 24 found (best yield 10.37%, avg 4.02%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$25.00Aug 21$2.550.551.7%10.37%12.04%24960
$26.50Aug 21$2.050.487.8%8.34%16.10%11--
$26.00Aug 14$1.950.485.7%7.93%13.66%10--
$26.00Aug 7$1.700.485.7%6.91%12.65%2--
$27.00Aug 21$1.700.459.8%6.91%16.71%11--
$27.00Aug 14$1.600.439.8%6.51%16.31%511
$29.00Aug 21$1.300.3617.9%5.29%23.22%3--
$25.00Jul 31$1.250.511.7%5.08%6.75%196
$27.50Aug 7$1.200.3911.8%4.88%16.71%1--
$28.00Aug 7$1.100.3713.9%4.47%18.34%1--

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 5,945
Total Puts 2,334
Put/Call Ratio 0.39
Net Difference 3,611

Prior's Put/Call Breakdown

Total Calls 928
Total Puts 814
Put/Call Ratio 0.88
Net Difference 114

Prior 7-Day Put/Call Summary

Total Calls 9,643
Total Puts 21,410
Average Put/Call Ratio 1.76
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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