Tour v390
WRBY
WARBY PARKER INC A
$24.55 -0.20%
$24.50 (-0.20%)🌙
as of 07/22 09:25 PM
7/22 21:25

Option Volume

Detail
Current (07/22) 2,320
Calls: 2,102 (91%)
Puts: 218 (9%)
Prior (07/21) 5,036
Calls: 1,201 (24%)
Puts: 3,835 (76%)
Current vs Prior -53.93%
Calls: +75.02% (Calls)
Puts: -94.32% (Puts)
Prior 7-Day Total 40,458
Calls: 13,558 (34%)
Puts: 26,900 (66%)
Prior 7-Day Average 5,779
Calls: 1,936 (34%)
Puts: 3,842 (66%)
Current vs Prior 7-Day Avg -59.86%
Calls: +8.53%
Puts: -94.33%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $694.1K
Calls: $675.5K (97%)
Puts: $18.6K (3%)
Prior (07/21) $1.31M
Calls: $159.0K (12%)
Puts: $1.15M (88%)
Current vs Prior -46.86%
Calls: +324.72%
Puts: -98.38%
Prior 7-Day Total $8.47M
Calls: $3.49M (41%)
Puts: $4.99M (59%)
Prior 7-Day Average $1.21M
Calls: $498.1K (41%)
Puts: $712.1K (59%)
Current vs Prior 7-Day Avg -42.65%
Calls: +35.61%
Puts: -97.39%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.10
Prior (07/21) 3.19
Current vs Prior -96.75%
Prior 7-Day Average 2.17
Current vs Prior 7-Day Avg -95.21%
Sentiment BULLISH

Open Interest

Detail
Current (07/22) 55,386
Calls: 47,244 (85%)
Puts: 8,142 (15%)
Prior (07/21) 43,104
Calls: 28,991 (67%)
Puts: 14,113 (33%)
Current vs Prior +28.49%
Prior 7-Day Total 247,344
Calls: 211,097 (85%)
Puts: 36,247 (15%)
Prior 7-Day Average 35,334
Calls: 30,156 (85%)
Puts: 5,178 (15%)
Current vs Prior 7-Day Avg +56.75%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 7.13% | 12.14%22.93% | 27.90%
Prior 8.94% | 13.13%24.19% | 29.88%
Current vs Prior -20.29% | -7.55%-5.19% | -6.61%
Prior 7-Day Avg 8.37% | 12.83%11.80% | 26.32%
Current vs 7-Day Avg -14.79% | -5.37%+94.28% | +6.03%
Prior 7-Day Eod 8.94% | 13.13%24.19% | 29.88%
Current vs 7-Day Eod -20.29% | -7.55%-5.19% | -6.61%
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
+
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🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($675.5K) vs puts ($18.6K). Below-average activity with volume down 54% vs prior. Extreme bullish P/C ratio of 0.10 - heavy call buying (2,102 calls vs 218 puts). P/C ratio dropping 97% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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. 9 found (avg delta 0.72, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Jul 243.003.90$3.4526.1%20.95--
$20.00Jul 244.205.10$4.6519.4%20.95--
$23.00Aug 213.303.80$3.5514.1%1.5K0.633.0K
$23.50Aug 213.003.50$3.2515.4%150.60--
$24.00Jul 311.501.75$1.6315.3%50.59--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Jul 242.353.10$2.7327.5%20.87--
$26.50Jul 241.902.60$2.2531.1%40.81--

Most actively traded options today. High liquidity = easy entry/exit. 31 active (total vol 2.0K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 213.303.80$3.5514.1%1.5K0.633.0K
$24.50Aug 212.402.90$2.6518.9%2040.5410
$29.00Jul 310.150.60$0.38118.4%510.18396
$23.50Aug 213.003.50$3.2515.4%150.60--
$24.50Jul 240.650.85$0.7526.7%120.53--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Jul 240.400.60$0.5040.0%550.37137
$21.00Jul 310.200.30$0.2540.0%290.13--
$21.00Jul 240.000.10$0.05200.0%160.0574
$22.00Jul 240.000.30$0.15200.0%140.12192
$23.00Jul 240.150.25$0.2050.0%110.19198

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 21.0%, max 42.3%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Jul 24Jul 31100.4%89.8%11.9%719
$24.50Jul 24Aug 21100.0%98.1%1.9%21610
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.00Jul 24Jul 31135.8%95.4%42.3%16280
$21.00Jul 24Aug 28134.4%98.3%36.7%1874
$23.00Jul 24Aug 28106.5%95.0%12.2%13198

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 15 found (best R:R 5.67, avg 2.39)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$25.50$29.00Jul 31$0.60$2.90$0.604.83$26.10
$25.00$26.00Jul 24$0.25$0.75$0.253.00$25.25
$24.50$27.50Aug 21$1.00$2.00$1.002.00$25.50
$25.00$25.50Jul 31$0.17$0.33$0.171.94$25.17
$24.50$25.00Jul 24$0.22$0.28$0.221.27$24.72
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$21.00$20.00Jul 31$0.15$0.85$0.155.67$20.85
$22.00$21.00Jul 31$0.23$0.77$0.233.35$21.77
$24.00$23.50Jul 24$0.12$0.38$0.123.17$23.88
$21.00$20.00Aug 28$0.25$0.75$0.253.00$20.75
$23.50$23.00Jul 24$0.18$0.32$0.181.78$23.32

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 3.65, avg 0.95)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$21.00$24.50Jul 24$2.70$2.70$0.803.38$23.70
$23.00$23.50Aug 21$0.30$0.30$0.201.50$23.30
$23.50$24.50Aug 21$0.60$0.60$0.401.50$24.10
$24.00$25.00Jul 31$0.48$0.48$0.520.92$24.48
$24.50$25.00Jul 24$0.22$0.22$0.280.79$24.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$26.50$24.50Jul 24$1.57$1.57$0.433.65$24.93
$23.00$21.00Aug 28$0.75$0.75$1.250.60$22.25
$23.50$23.00Jul 24$0.18$0.18$0.320.56$23.32
$24.50$24.00Jul 24$0.18$0.18$0.320.56$24.32
$21.00$20.00Aug 28$0.25$0.25$0.750.33$20.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.95, cheapest $0.20)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Jul 24Jul 31$0.62100.4%89.8%
$24.50Jul 24Aug 21$1.90100.0%98.1%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$21.00Jul 24Jul 31$0.20134.4%93.8%
$22.00Jul 24Jul 31$0.33135.8%95.4%
$20.00Jul 31Aug 14$0.7089.3%108.8%
$23.00Jul 24Aug 28$1.95106.5%95.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 5.82% of stock, avg 10.43%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$24.50Jul 24$0.75$0.68$1.43$23.07$25.935.82%
$26.50Jul 24$0.20$2.25$2.45$24.05$28.959.98%
$27.00Jul 24$0.13$2.73$2.86$24.14$29.8611.65%
$21.00Jul 24$3.45$0.05$3.50$17.50$24.5014.26%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 29 found (cheapest 1.14% of stock, avg 3.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$27.00$22.00Jul 24$0.13$0.15$0.28$21.72$27.28
$27.00$23.00Jul 24$0.13$0.20$0.33$22.67$27.33
$26.50$22.00Jul 24$0.20$0.15$0.35$21.65$26.85
$26.50$23.00Jul 24$0.20$0.20$0.40$22.60$26.90
$26.00$22.00Jul 24$0.28$0.15$0.43$21.57$26.43
$26.00$23.00Jul 24$0.28$0.20$0.48$22.52$26.48
$29.00$20.00Jul 31$0.38$0.10$0.48$19.52$29.48
$27.00$23.50Jul 24$0.13$0.38$0.51$22.99$27.51
$26.50$23.50Jul 24$0.20$0.38$0.58$22.92$27.08
$27.00$24.00Jul 24$0.13$0.50$0.63$23.37$27.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 11 found (best R:R 4.00, avg credit $0.51)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
23/2424/25Jul 24$0.40$0.104.00$23.10$24.90
21/2224/25Jul 31$0.71$0.292.45$21.29$24.71
24/2424/25Jul 24$0.34$0.162.12$23.66$24.84
20/2124/25Jul 31$0.63$0.371.70$20.37$24.63
23/2425/26Jul 24$0.43$0.570.75$23.07$25.43
24/2425/26Jul 24$0.43$0.570.75$24.07$25.43
21/2225/26Jul 31$0.40$0.600.67$21.60$25.40
24/2425/26Jul 24$0.37$0.630.59$23.63$25.37
20/2125/26Jul 31$0.32$0.680.47$20.68$25.32
21/2226/29Jul 31$0.83$2.670.31$21.17$26.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 2 found (best R:R 11.50, cheapest $0.06)

CALLS (0)
No calls found
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$20.00$21.00$22.00Jul 31$0.08$0.9211.50
$23.50$24.00$24.50Jul 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. 13 found (best net $-0.65, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.50$27.501:2Aug 21-$0.65$2.35
$26.50$27.001:2Jul 24-$0.06$0.44
$26.00$26.501:2Jul 24-$0.12$0.38
$24.00$25.001:2Jul 31-$0.67$0.33
$24.50$25.001:2Jul 24-$0.31$0.19
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.00$21.001:2Aug 28-$0.65$1.35
$23.00$22.001:2Jul 24-$0.10$0.90
$24.00$23.501:2Jul 24-$0.26$0.24
$24.50$24.001:2Jul 24-$0.32$0.18
$21.00$20.001:2Aug 28-$0.90$0.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 5.50%, avg 2.40%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$27.50Aug 21$1.350.3912.0%5.50%17.52%2--
$25.00Jul 31$1.050.471.8%4.28%6.11%519
$28.00Aug 7$1.000.3214.1%4.07%18.13%1--
$25.50Jul 31$0.850.423.9%3.46%7.33%1--
$25.00Jul 24$0.450.421.8%1.83%3.67%2--
$26.00Jul 24$0.200.255.9%0.81%6.72%2--
$26.50Jul 24$0.150.197.9%0.61%8.55%5--
$29.00Jul 31$0.150.1818.1%0.61%18.74%51396
$27.00Jul 24$0.100.1310.0%0.41%10.39%4--

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 2,102
Total Puts 218
Put/Call Ratio 0.10
Net Difference 1,884

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 13,558
Total Puts 26,900
Average Put/Call Ratio 2.17
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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