Tour v381
WRBY
WARBY PARKER INC A
$24.60 +0.04%
$24.57 (-0.12%)🌙
as of 07/21 07:16 PM
7/21 19:16

Option Volume

Detail
Current (07/21) 5,036
Calls: 1,201 (24%)
Puts: 3,835 (76%)
Prior (07/20) 8,279
Calls: 5,945 (72%)
Puts: 2,334 (28%)
Current vs Prior -39.17%
Calls: -79.80% (Calls)
Puts: +64.31% (Puts)
Prior 7-Day Total 38,288
Calls: 14,932 (39%)
Puts: 23,356 (61%)
Prior 7-Day Average 5,469
Calls: 2,133 (39%)
Puts: 3,336 (61%)
Current vs Prior 7-Day Avg -7.93%
Calls: -43.70%
Puts: +14.94%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/21) $1.31M
Calls: $159.0K (12%)
Puts: $1.15M (88%)
Prior (07/20) $2.70M
Calls: $2.18M (81%)
Puts: $514.5K (19%)
Current vs Prior -51.60%
Calls: -92.72%
Puts: +122.93%
Prior 7-Day Total $7.36M
Calls: $3.51M (48%)
Puts: $3.85M (52%)
Prior 7-Day Average $1.05M
Calls: $501.0K (48%)
Puts: $550.7K (52%)
Current vs Prior 7-Day Avg +24.17%
Calls: -68.26%
Puts: +108.27%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/21) 3.19
Prior (07/20) 0.39
Current vs Prior +713.34%
Prior 7-Day Average 1.73
Current vs Prior 7-Day Avg +84.92%
Sentiment BEARISH

Open Interest

Detail
Current (07/21) 43,104
Calls: 28,991 (67%)
Puts: 14,113 (33%)
Prior (07/20) 49,780
Calls: 42,965 (86%)
Puts: 6,815 (14%)
Current vs Prior -13.41%
Prior 7-Day Total 215,573
Calls: 191,692 (89%)
Puts: 23,881 (11%)
Prior 7-Day Average 30,796
Calls: 27,384 (89%)
Puts: 3,411 (11%)
Current vs Prior 7-Day Avg +39.97%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 8.94% | 13.13%24.19% | 29.88%
Prior 10.04% | 14.03%24.93% | 29.89%
Current vs Prior -10.97% | -6.41%-2.98% | -0.04%
Prior 7-Day Avg 8.53% | 12.88%9.79% | 25.39%
Current vs 7-Day Avg +4.86% | +1.95%+147.07% | +17.67%
Prior 7-Day Eod 10.04% | 14.03%24.93% | 29.89%
Current vs 7-Day Eod -10.97% | -6.41%-2.98% | -0.04%
Sentiment BULLISHBULLISH

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
+
Add Card

🤖 AI Insights

Strong bearish conviction with 88% of dollar volume in puts ($1.15M) vs calls ($159.0K). Light premium activity with dollar volume down 52% vs prior. Extreme bearish P/C ratio of 3.19 - heavy put buying. P/C ratio rising 713% - increased hedging/bearish positioning.

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

No options available for this category

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. 16 found (avg delta 0.69, highest 0.90)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 243.305.60$4.4551.7%40.90--
$20.00Jul 314.105.40$4.7527.4%10.89--
$21.00Jul 242.654.50$3.5851.7%10.892
$24.00Jul 311.651.90$1.7814.0%20.59--
$24.50Aug 212.403.30$2.8531.6%100.55--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Jul 243.805.40$4.6034.8%10.8738
$28.00Jul 242.854.30$3.5840.5%20.85--
$28.50Jul 243.905.10$4.5026.7%20.85--
$27.50Jul 242.553.90$3.2241.9%10.83--
$25.50Jul 240.852.30$1.5891.8%30.6546

Most actively traded options today. High liquidity = easy entry/exit. 46 active (total vol 4.1K, top 3.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Jul 240.200.90$0.55127.3%1490.3223
$25.00Aug 212.452.80$2.6313.3%1110.53111
$26.50Jul 240.200.70$0.45111.1%900.27166
$27.00Aug 71.301.60$1.4520.7%260.39--
$28.00Aug 141.201.65$1.4231.7%220.36--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 212.803.40$3.1019.4%3.5K0.473.6K
$22.00Jul 240.100.35$0.22113.6%260.15172
$23.00Jul 240.050.75$0.40175.0%220.26192
$24.00Jul 311.051.25$1.1517.4%140.4138
$23.00Jul 310.650.95$0.8037.5%130.317

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 32.8%, max 88.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$20.00Jul 24Jul 31197.9%105.2%88.1%5--
$28.00Jul 24Aug 21133.8%99.2%34.9%10425
$26.00Jul 24Aug 21129.7%101.8%27.4%15123
$24.50Jul 24Aug 21111.5%99.4%12.2%122
$27.00Jul 24Aug 14113.4%104.1%8.9%1113
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.00Jul 24Jul 31156.8%97.7%60.5%869
$22.00Jul 24Jul 31122.1%95.1%28.4%32259
$23.00Jul 24Jul 31112.7%92.0%22.5%35199
$25.50Jul 24Aug 21107.9%96.1%12.3%1146

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 23 found (best R:R 9.00, avg 2.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$26.00$26.50Jul 24$0.10$0.40$0.104.00$26.10
$27.00$28.00Aug 7$0.22$0.78$0.223.55$27.22
$27.00$28.00Aug 14$0.25$0.75$0.253.00$27.25
$25.50$28.00Jul 31$0.63$1.87$0.632.97$26.13
$28.00$28.50Aug 7$0.13$0.37$0.132.85$28.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$21.00$20.00Jul 31$0.10$0.90$0.109.00$20.90
$23.00$22.00Jul 24$0.18$0.82$0.184.56$22.82
$22.00$21.00Jul 31$0.20$0.80$0.204.00$21.80
$23.00$22.00Jul 31$0.27$0.73$0.272.70$22.73
$24.00$23.00Jul 31$0.35$0.65$0.351.86$23.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 28 found (best R:R 6.69, avg 1.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$20.00$21.00Jul 24$0.87$0.87$0.136.69$20.87
$21.00$24.50Jul 24$2.63$2.63$0.873.02$23.63
$20.00$24.00Jul 31$2.97$2.97$1.032.88$22.97
$24.50$25.00Jul 24$0.32$0.32$0.181.78$24.82
$24.00$24.50Jul 31$0.28$0.28$0.221.27$24.28
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$27.50$25.50Jul 24$1.64$1.64$0.364.56$25.86
$28.00$27.50Jul 24$0.36$0.36$0.142.57$27.64
$25.50$25.00Jul 24$0.33$0.33$0.171.94$25.17
$25.50$25.00Aug 21$0.30$0.30$0.201.50$25.20
$26.50$25.50Aug 21$0.60$0.60$0.401.50$25.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $0.81, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.00Jul 24Jul 31$0.25133.8%94.7%
$20.00Jul 24Jul 31$0.30197.9%105.2%
$24.50Jul 24Jul 31$0.55111.5%90.8%
$25.00Jul 24Jul 31$0.6799.0%93.7%
$27.00Jul 24Aug 7$1.23113.4%114.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$21.00Jul 24Jul 31$0.10156.8%97.7%
$22.00Jul 24Jul 31$0.31122.1%95.1%
$23.00Jul 24Jul 31$0.40112.7%92.0%
$24.00Jul 24Jul 31$0.5889.9%87.7%
$25.50Jul 24Aug 21$1.82107.9%96.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 7.64% of stock, avg 14.49%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.00Jul 24$0.63$1.25$1.88$23.12$26.887.64%
$24.50Jul 24$0.95$1.00$1.95$22.55$26.457.93%
$24.00Jul 31$1.78$1.15$2.93$21.07$26.9311.91%
$27.50Jul 24$0.23$3.22$3.45$24.05$30.9514.02%
$28.00Jul 24$0.20$3.58$3.78$24.22$31.7815.37%
$21.00Jul 24$3.58$0.23$3.81$17.19$24.8115.49%
$20.00Jul 31$4.75$0.23$4.98$15.02$24.9820.24%
$25.00Aug 21$2.63$3.10$5.73$19.27$30.7323.29%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 47 found (cheapest 1.79% of stock, avg 6.57%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$27.00$22.00Jul 24$0.22$0.22$0.44$21.56$27.44
$27.50$22.00Jul 24$0.23$0.22$0.45$21.55$27.95
$27.00$23.00Jul 24$0.22$0.40$0.62$22.38$27.62
$27.50$23.00Jul 24$0.23$0.40$0.63$22.37$28.13
$26.50$22.00Jul 24$0.45$0.22$0.67$21.33$27.17
$28.00$20.00Jul 31$0.45$0.23$0.68$19.32$28.68
$27.00$23.50Jul 24$0.22$0.50$0.72$22.78$27.72
$27.50$23.50Jul 24$0.23$0.50$0.73$22.77$28.23
$26.00$22.00Jul 24$0.55$0.22$0.77$21.23$26.77
$28.00$21.00Jul 31$0.45$0.33$0.78$20.22$28.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 21 found (best R:R 2.33, avg credit $0.58)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
24/2526/26Jul 24$0.35$0.152.33$24.65$26.35
24/2526/28Aug 21$1.27$0.731.74$23.73$27.27
23/2425/26Jul 31$0.57$0.431.33$23.43$25.57
22/2324/24Jul 31$0.55$0.451.22$22.45$24.55
23/2424/25Jul 31$0.55$0.451.22$23.45$25.05
22/2324/25Jul 24$0.50$0.501.00$22.50$25.00
25/2626/28Aug 21$1.00$1.001.00$24.50$27.00
22/2325/26Jul 31$0.49$0.510.96$22.51$25.49
21/2224/24Jul 31$0.48$0.520.92$21.52$24.48
22/2324/25Jul 31$0.47$0.530.89$22.53$24.97

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 13.29, cheapest $0.07)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$24.00$24.50$25.00Jul 31$0.08$0.425.25
$26.50$27.00$27.50Jul 24$0.24$0.261.08
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$21.00$22.00$23.00Jul 31$0.07$0.9313.29
$22.00$23.00$24.00Jul 31$0.08$0.9211.50
$20.00$21.00$22.00Jul 31$0.10$0.909.00
$24.50$25.00$25.50Jul 24$0.08$0.425.25
$21.00$22.00$23.00Jul 24$0.19$0.814.26

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 18 found (best net $-0.85, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$26.00$28.001:2Aug 21-$0.85$1.15
$25.00$26.001:2Jul 24-$0.47$0.53
$27.50$28.001:2Jul 24-$0.17$0.33
$27.00$27.501:2Jul 24-$0.24$0.26
$24.50$25.001:2Jul 24-$0.31$0.19
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.00$20.001:2Jul 31-$0.13$0.87
$22.00$21.001:2Jul 31-$0.13$0.87
$22.00$21.001:2Jul 24-$0.24$0.76
$23.00$22.001:2Jul 31-$0.26$0.74
$24.00$23.001:2Jul 31-$0.45$0.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 9.96%, avg 4.01%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$25.00Aug 21$2.450.531.6%9.96%11.59%111111
$26.00Aug 21$2.050.475.7%8.33%14.02%2--
$27.00Aug 14$1.450.419.8%5.89%15.65%1013
$27.00Aug 7$1.300.399.8%5.28%15.04%26--
$28.00Aug 14$1.200.3613.8%4.88%18.70%22--
$28.00Aug 21$1.200.3713.8%4.88%18.70%2--
$25.00Jul 31$1.150.481.6%4.67%6.30%217
$28.00Aug 7$1.000.3413.8%4.07%17.89%38
$25.50Jul 31$0.950.433.7%3.86%7.52%1--
$28.50Aug 7$0.900.3115.8%3.66%19.51%12

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 1,201
Total Puts 3,835
Put/Call Ratio 3.19
Net Difference -2,634

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 14,932
Total Puts 23,356
Average Put/Call Ratio 1.73
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All