Tour v394
WRBY
WARBY PARKER INC A
$24.31 -0.98%
$24.55 (+0.99%)🌙
as of 07/23 07:20 PM
7/23 19:20

Option Volume

Detail
Current (07/23) 3,811
Calls: 3,476 (91%)
Puts: 335 (9%)
Prior (07/22) 2,320
Calls: 2,102 (91%)
Puts: 218 (9%)
Current vs Prior +64.27%
Calls: +65.37% (Calls)
Puts: +53.67% (Puts)
Prior 7-Day Total 40,326
Calls: 14,173 (35%)
Puts: 26,153 (65%)
Prior 7-Day Average 5,760
Calls: 2,024 (35%)
Puts: 3,736 (65%)
Current vs Prior 7-Day Avg -33.85%
Calls: +71.68%
Puts: -91.03%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/23) $713.5K
Calls: $672.7K (94%)
Puts: $40.9K (6%)
Prior (07/22) $694.1K
Calls: $675.5K (97%)
Puts: $18.6K (3%)
Current vs Prior +2.81%
Calls: -0.42%
Puts: +120.01%
Prior 7-Day Total $8.83M
Calls: $3.90M (44%)
Puts: $4.93M (56%)
Prior 7-Day Average $1.26M
Calls: $556.9K (44%)
Puts: $704.7K (56%)
Current vs Prior 7-Day Avg -43.44%
Calls: +20.79%
Puts: -94.20%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/23) 0.10
Prior (07/22) 0.10
Current vs Prior -7.07%
Prior 7-Day Average 2.09
Current vs Prior 7-Day Avg -95.39%
Sentiment BULLISH

Open Interest

Detail
Current (07/23) 25,091
Calls: 18,628 (74%)
Puts: 6,463 (26%)
Prior (07/22) 55,386
Calls: 47,244 (85%)
Puts: 8,142 (15%)
Current vs Prior -54.70%
Prior 7-Day Total 271,248
Calls: 228,602 (84%)
Puts: 42,646 (16%)
Prior 7-Day Average 38,749
Calls: 32,657 (84%)
Puts: 6,092 (16%)
Current vs Prior 7-Day Avg -35.25%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 4.94% | 11.23%23.78% | 28.10%
Prior 7.13% | 12.14%22.93% | 27.90%
Current vs Prior -30.75% | -7.48%+3.68% | +0.69%
Prior 7-Day Avg 8.19% | 12.83%13.88% | 26.97%
Current vs 7-Day Avg -39.69% | -12.44%+71.28% | +4.19%
Prior 7-Day Eod 7.13% | 12.14%22.93% | 27.90%
Current vs 7-Day Eod -30.75% | -7.48%+3.68% | +0.69%
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 94% of dollar volume in calls ($672.7K) vs puts ($40.9K). Above-average activity with volume up 64% vs prior. Extreme bullish P/C ratio of 0.10 - heavy call buying (3,476 calls vs 335 puts). Call-heavy open interest (18,628 calls vs 6,463 puts) suggests bullish positioning.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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. 12 found (avg delta 0.67, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Jul 240.601.75$1.1897.5%20.78--
$23.00Aug 212.853.60$3.2323.2%10.634.5K
$24.00Jul 240.050.95$0.50180.0%700.601
$24.50Aug 212.502.85$2.6813.1%1030.54214
$25.00Aug 212.202.50$2.3512.8%2.0K0.51173
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Jul 242.755.10$3.9359.8%40.9252
$27.00Jul 242.303.50$2.9041.4%60.87342
$26.50Jul 241.802.80$2.3043.5%10.85--
$28.00Aug 74.205.00$4.6017.4%10.69--
$24.50Jul 240.351.05$0.70100.0%30.62--

Most actively traded options today. High liquidity = easy entry/exit. 44 active (total vol 3.6K, top 2.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 212.202.50$2.3512.8%2.0K0.51173
$27.00Aug 71.001.45$1.2336.6%1.0K0.3632
$24.50Aug 212.502.85$2.6813.1%1030.54214
$24.00Jul 240.050.95$0.50180.0%700.601
$27.00Jul 310.200.55$0.3892.1%340.224
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 210.701.10$0.9044.4%600.20--
$24.00Jul 240.050.65$0.35171.4%590.45190
$25.00Jul 311.251.80$1.5335.9%180.56--
$23.50Jul 240.000.45$0.23195.7%100.2952
$22.00Jul 240.000.25$0.13192.3%90.12182

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 62.1%, max 117.0%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$26.50Jul 24Jul 31172.1%85.7%100.9%21260
$27.00Jul 24Aug 28184.4%94.2%95.8%44--
$28.00Jul 24Aug 7198.6%115.5%72.0%17436
$25.00Jul 24Aug 21114.4%98.2%16.4%2.0K209
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.00Jul 24Aug 21219.2%101.0%117.0%674
$28.00Jul 24Aug 7198.6%115.5%72.0%552
$23.00Jul 24Jul 31126.1%84.4%49.5%10209
$24.50Jul 24Jul 3195.8%80.8%18.6%4--
$20.00Aug 7Aug 21116.6%99.8%16.8%64--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 5.67, avg 2.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$28.00$29.00Jul 31$0.15$0.85$0.155.67$28.15
$25.50$26.50Jul 31$0.20$0.80$0.204.00$25.70
$27.00$28.00Aug 7$0.23$0.77$0.233.35$27.23
$25.00$29.00Aug 21$1.20$2.80$1.202.33$26.20
$26.00$27.00Aug 7$0.32$0.68$0.322.12$26.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.00$21.00Jul 31$0.30$1.70$0.305.67$22.70
$24.00$23.50Jul 24$0.12$0.38$0.123.17$23.88
$21.00$20.00Aug 7$0.25$0.75$0.253.00$20.75
$21.00$20.00Aug 21$0.35$0.65$0.351.86$20.65
$24.00$21.00Aug 7$1.13$1.87$1.131.65$22.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 4.00, avg 0.93)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$24.50$25.00Aug 21$0.33$0.33$0.171.94$24.83
$24.00$24.50Jul 24$0.20$0.20$0.300.67$24.20
$24.50$25.50Jul 31$0.40$0.40$0.600.67$24.90
$23.00$24.50Aug 21$0.55$0.55$0.950.58$23.55
$26.00$27.00Aug 7$0.32$0.32$0.680.47$26.32
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$26.50$24.50Jul 24$1.60$1.60$0.404.00$24.90
$24.50$24.00Jul 24$0.35$0.35$0.152.33$24.15
$28.00$24.00Aug 7$2.62$2.62$1.381.90$25.38
$25.00$24.50Jul 31$0.30$0.30$0.201.50$24.70
$25.00$23.50Aug 21$0.75$0.75$0.751.00$24.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $0.86, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Jul 24Jul 31$0.25184.4%86.0%
$28.00Jul 24Jul 31$0.25198.6%97.6%
$26.50Jul 24Jul 31$0.33172.1%85.7%
$24.50Jul 24Jul 31$0.7895.8%80.8%
$29.00Jul 31Aug 14$0.9293.5%110.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$21.00Jul 24Jul 31$0.20219.2%105.8%
$20.00Aug 7Aug 21$0.30116.6%99.8%
$23.00Jul 24Jul 31$0.43126.1%84.4%
$24.50Jul 24Jul 31$0.5395.8%80.8%
$28.00Jul 24Aug 7$0.67198.6%115.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 3.50% of stock, avg 11.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$24.00Jul 24$0.50$0.35$0.85$23.15$24.853.50%
$24.50Jul 24$0.30$0.70$1.00$23.50$25.504.11%
$23.50Jul 24$1.18$0.23$1.41$22.09$24.915.80%
$24.50Jul 31$1.08$1.23$2.31$22.19$26.819.50%
$26.50Jul 24$0.15$2.30$2.45$24.05$28.9510.08%
$27.00Jul 24$0.13$2.90$3.03$23.97$30.0312.46%
$28.00Jul 24$0.08$3.93$4.01$23.99$32.0116.50%
$25.00Aug 21$2.35$3.05$5.40$19.60$30.4022.21%
$28.00Aug 7$1.00$4.60$5.60$22.40$33.6023.04%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 49 found (cheapest 0.86% of stock, avg 4.67%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$28.00$22.00Jul 24$0.08$0.13$0.21$21.79$28.21
$28.00$21.00Jul 24$0.08$0.13$0.21$20.79$28.21
$27.00$22.00Jul 24$0.13$0.13$0.26$21.74$27.26
$27.00$21.00Jul 24$0.13$0.13$0.26$20.74$27.26
$26.50$22.00Jul 24$0.15$0.13$0.28$21.72$26.78
$26.50$21.00Jul 24$0.15$0.13$0.28$20.72$26.78
$28.00$23.00Jul 24$0.08$0.20$0.28$22.72$28.28
$28.00$23.50Jul 24$0.08$0.23$0.31$23.19$28.31
$27.00$23.00Jul 24$0.13$0.20$0.33$22.67$27.33
$26.50$23.00Jul 24$0.15$0.20$0.35$22.65$26.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 16 found (best R:R 2.13, avg credit $0.92)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
20/2124/25Aug 21$0.68$0.322.13$20.32$25.18
20/2123/24Aug 21$0.90$0.601.50$20.10$23.90
20/2126/27Aug 7$0.57$0.431.33$20.43$26.57
21/2425/29Aug 21$2.25$1.751.29$21.25$27.25
21/2424/25Aug 21$1.38$1.121.23$22.12$25.88
23/2426/26Jul 31$0.80$0.701.14$23.70$26.30
23/2428/29Jul 31$0.75$0.751.00$23.75$28.75
24/2526/26Jul 31$0.50$0.501.00$24.50$26.00
21/2426/27Aug 7$1.45$1.550.94$22.55$27.45
20/2127/28Aug 7$0.48$0.520.92$20.52$27.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 13.29, cheapest $0.07)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$26.00$27.00$28.00Aug 7$0.09$0.9110.11
$24.50$25.50$26.50Jul 31$0.20$0.804.00
$24.00$24.50$25.00Jul 24$0.13$0.372.85
$23.50$24.00$24.50Jul 24$0.48$0.020.04
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$21.00$22.00$23.00Jul 24$0.07$0.9313.29
$23.00$23.50$24.00Jul 24$0.09$0.414.56
$23.50$24.00$24.50Jul 24$0.23$0.271.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 24 found (best net $-0.20, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$26.501:2Jul 24-$0.07$1.43
$24.50$25.501:2Jul 31-$0.28$0.72
$25.50$26.501:2Jul 31-$0.28$0.72
$27.00$28.001:2Jul 31-$0.28$0.72
$24.00$24.501:2Jul 24-$0.10$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.50$21.001:2Aug 21-$0.20$2.30
$23.00$21.001:2Jul 31-$0.03$1.97
$24.50$23.001:2Jul 31-$0.03$1.47
$23.00$22.001:2Jul 24-$0.06$0.94
$22.00$21.001:2Jul 24-$0.13$0.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 10.28%, avg 4.02%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$24.50Aug 21$2.500.540.8%10.28%11.07%103214
$25.00Aug 21$2.200.512.8%9.05%11.89%2.0K173
$27.00Aug 28$1.400.4211.1%5.76%16.82%19--
$26.00Aug 7$1.300.437.0%5.35%12.30%2--
$27.00Aug 7$1.000.3611.1%4.11%15.18%1.0K32
$24.50Jul 31$0.900.500.8%3.70%4.48%11--
$29.00Aug 14$0.850.3019.3%3.50%22.79%1--
$28.00Aug 7$0.800.3115.2%3.29%18.47%1410
$29.00Aug 21$0.750.3119.3%3.09%22.38%51
$25.50Jul 31$0.450.374.9%1.85%6.75%11

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 3,476
Total Puts 335
Put/Call Ratio 0.10
Net Difference 3,141

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 14,173
Total Puts 26,153
Average Put/Call Ratio 2.09
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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