Tour v423
WRBY
WARBY PARKER INC A
$24.86 +1.22%
$24.87 (+0.04%)🌙
as of 07/27 07:17 PM
7/27 19:17

Option Volume

Detail
Current (07/27) 1,295
Calls: 605 (47%)
Puts: 690 (53%)
Prior (07/24) 1,271
Calls: 953 (75%)
Puts: 318 (25%)
Current vs Prior +1.89%
Calls: -36.52% (Calls)
Puts: +116.98% (Puts)
Prior 7-Day Total 25,963
Calls: 15,531 (60%)
Puts: 10,432 (40%)
Prior 7-Day Average 3,709
Calls: 2,218 (60%)
Puts: 1,490 (40%)
Current vs Prior 7-Day Avg -65.08%
Calls: -72.73%
Puts: -53.70%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/27) $110.8K
Calls: $57.6K (52%)
Puts: $53.3K (48%)
Prior (07/24) $119.8K
Calls: $84.3K (70%)
Puts: $35.6K (30%)
Current vs Prior -7.50%
Calls: -31.67%
Puts: +49.77%
Prior 7-Day Total $6.24M
Calls: $4.09M (65%)
Puts: $2.15M (35%)
Prior 7-Day Average $891.4K
Calls: $583.7K (65%)
Puts: $307.6K (35%)
Current vs Prior 7-Day Avg -87.57%
Calls: -90.13%
Puts: -82.69%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 1.14
Prior (07/24) 0.33
Current vs Prior +241.79%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg +2.61%
Sentiment BEARISH

Open Interest

Detail
Current (07/27) 26,656
Calls: 22,436 (84%)
Puts: 4,220 (16%)
Prior (07/24) 42,966
Calls: 38,343 (89%)
Puts: 4,623 (11%)
Current vs Prior -37.96%
Prior 7-Day Total 283,603
Calls: 237,358 (84%)
Puts: 46,245 (16%)
Prior 7-Day Average 40,514
Calls: 33,908 (84%)
Puts: 6,606 (16%)
Current vs Prior 7-Day Avg -34.21%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 9.05% | 18.42%21.92% | 27.76%
Prior 10.02% | 18.65%22.19% | 28.30%
Current vs Prior -9.64% | -1.21%-1.21% | -1.92%
Prior 7-Day Avg 8.18% | 13.59%18.30% | 27.66%
Current vs 7-Day Avg +10.70% | +35.57%+19.78% | +0.33%
Prior 7-Day Eod 10.02% | 18.65%22.19% | 28.30%
Current vs 7-Day Eod -9.64% | -1.21%-1.21% | -1.92%
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

Slightly bearish P/C ratio of 1.14. P/C ratio rising 242% - increased hedging/bearish positioning. Call-heavy open interest (22,436 calls vs 4,220 puts) suggests bullish positioning. Declining open interest (down 38%) indicates positions being closed.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
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 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. 1 found (avg $0.88, cheapest $0.88)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 70.800.95$0.8817.0%80.2511

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 15 found (avg delta 0.68, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Jul 311.351.65$1.5020.0%10.6811
$23.00Aug 213.403.90$3.6513.7%20.68--
$24.50Jul 311.101.35$1.2320.3%400.5912
$25.00Aug 212.502.80$2.6511.3%300.562.2K
$25.00Aug 142.152.60$2.3818.9%10.55--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.50Jul 313.104.20$3.6530.1%10.92--
$29.00Jul 313.904.40$4.1512.0%30.90--
$28.00Jul 313.003.60$3.3018.2%10.89--
$27.50Jul 312.603.20$2.9020.7%10.84--
$27.00Jul 312.252.50$2.3810.5%100.8029

Most actively traded options today. High liquidity = easy entry/exit. 46 active (total vol 734, top 191)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Jul 310.350.60$0.4852.1%1030.3448
$26.50Jul 310.300.55$0.4358.1%540.295
$24.50Jul 311.101.35$1.2320.3%400.5912
$25.50Jul 310.550.90$0.7347.9%300.43--
$25.00Aug 212.502.80$2.6511.3%300.562.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 310.200.45$0.3375.8%1910.219
$22.00Jul 310.100.30$0.20100.0%640.13115
$26.00Aug 142.653.20$2.9318.8%190.53--
$20.00Aug 70.300.60$0.4566.7%130.144
$27.00Jul 312.252.50$2.3810.5%100.8029

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 9.8%, max 13.8%)

CALLS (0)
No calls found
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.00Aug 7Aug 14126.0%110.8%13.8%67
$22.00Jul 31Aug 14113.2%107.1%5.7%66121

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 27 found (best R:R 10.76, avg 2.42)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$27.00$29.00Aug 7$0.32$1.68$0.325.25$27.32
$26.00$26.50Aug 21$0.14$0.36$0.142.57$26.14
$26.50$27.00Jul 31$0.15$0.35$0.152.33$26.65
$26.00$27.00Aug 7$0.36$0.64$0.361.78$26.36
$25.00$26.00Aug 7$0.42$0.58$0.421.38$25.42
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.00$20.00Jul 31$0.17$1.83$0.1710.76$21.83
$23.00$22.00Jul 31$0.13$0.87$0.136.69$22.87
$21.00$20.00Aug 14$0.17$0.83$0.174.88$20.83
$21.00$20.00Aug 7$0.20$0.80$0.204.00$20.80
$22.00$21.00Aug 7$0.23$0.77$0.233.35$21.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 30 found (best R:R 4.00, avg 0.98)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$24.00$24.50Jul 31$0.27$0.27$0.231.17$24.27
$24.50$25.00Jul 31$0.25$0.25$0.251.00$24.75
$25.00$25.50Jul 31$0.25$0.25$0.251.00$25.25
$25.50$26.00Jul 31$0.25$0.25$0.251.00$25.75
$23.00$25.00Aug 21$1.00$1.00$1.001.00$24.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$27.00$26.50Jul 31$0.40$0.40$0.104.00$26.60
$28.00$27.50Jul 31$0.40$0.40$0.104.00$27.60
$28.50$28.00Jul 31$0.35$0.35$0.152.33$28.15
$26.50$25.50Jul 31$0.65$0.65$0.351.86$25.85
$25.50$25.00Jul 31$0.31$0.31$0.191.63$25.19

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $0.92, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$29.00Jul 31Aug 7$0.80113.7%137.4%
$27.00Jul 31Aug 7$0.9991.3%125.3%
$25.00Jul 31Aug 7$1.0797.4%127.5%
$26.00Jul 31Aug 7$1.1586.3%126.2%
$26.50Jul 31Aug 21$1.6596.1%102.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$21.00Aug 7Aug 14$0.15126.0%110.8%
$20.00Jul 31Aug 7$0.42109.7%128.8%
$22.00Jul 31Aug 7$0.68113.2%120.8%
$23.50Jul 31Aug 7$0.80109.7%112.8%
$23.00Jul 31Aug 7$0.87102.3%118.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 8.05% of stock, avg 11.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$24.00Jul 31$1.50$0.50$2.00$22.00$26.008.05%
$25.00Jul 31$0.98$1.02$2.00$23.00$27.008.05%
$24.50Jul 31$1.23$0.78$2.01$22.49$26.518.09%
$25.50Jul 31$0.73$1.33$2.06$23.44$27.568.29%
$26.50Jul 31$0.43$1.98$2.41$24.09$28.919.69%
$27.00Jul 31$0.28$2.38$2.66$24.34$29.6610.70%
$27.50Jul 31$0.22$2.90$3.12$24.38$30.6212.55%
$28.00Jul 31$0.15$3.30$3.45$24.55$31.4513.88%
$28.50Jul 31$0.10$3.65$3.75$24.75$32.2515.08%
$29.00Jul 31$0.15$4.15$4.30$24.70$33.3017.30%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 47 found (cheapest 2.21% of stock, avg 7.12%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$27.50$23.00Jul 31$0.22$0.33$0.55$22.45$28.05
$27.00$23.00Jul 31$0.28$0.33$0.61$22.39$27.61
$27.50$24.00Jul 31$0.22$0.50$0.72$23.28$28.22
$27.50$23.50Jul 31$0.22$0.53$0.75$22.75$28.25
$26.50$23.00Jul 31$0.43$0.33$0.76$22.24$27.26
$27.00$24.00Jul 31$0.28$0.50$0.78$23.22$27.78
$26.00$23.00Jul 31$0.48$0.33$0.81$22.19$26.81
$27.00$23.50Jul 31$0.28$0.53$0.81$22.69$27.81
$26.50$24.00Jul 31$0.43$0.50$0.93$23.07$27.43
$26.50$23.50Jul 31$0.43$0.53$0.96$22.54$27.46

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 28 found (best R:R 3.55, avg credit $0.53)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
24/2526/27Jul 31$0.39$0.113.55$24.61$26.89
22/2325/26Aug 7$0.74$0.262.85$22.26$25.74
21/2225/26Aug 14$0.73$0.272.70$21.27$25.73
23/2426/27Jul 31$0.35$0.152.33$23.15$26.85
22/2425/26Aug 21$1.03$0.472.19$22.97$26.03
22/2326/27Aug 7$0.68$0.322.12$22.32$26.68
21/2225/26Aug 7$0.65$0.351.86$21.35$25.65
20/2125/26Aug 14$0.65$0.351.86$20.35$25.65
20/2125/26Aug 7$0.62$0.381.63$20.38$25.62
21/2226/27Aug 7$0.59$0.411.44$21.41$26.59

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 15.67, cheapest $0.06)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$25.00$26.00$27.00Aug 7$0.06$0.9415.67
$26.50$27.00$27.50Jul 31$0.09$0.414.56
$28.00$28.50$29.00Jul 31$0.10$0.404.00
$25.50$26.00$26.50Jul 31$0.20$0.301.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$20.00$21.00$22.00Aug 14$0.08$0.9211.50
$21.00$22.00$23.00Aug 7$0.09$0.9110.11
$24.50$25.00$25.50Jul 31$0.07$0.436.14
$26.50$27.00$27.50Jul 31$0.12$0.383.17
$28.00$28.50$29.00Jul 31$0.15$0.352.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 23 found (best net $-0.63, 21 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.00$29.001:2Aug 7-$0.63$1.37
$28.00$28.501:2Jul 31-$0.05$0.45
$27.50$28.001:2Jul 31-$0.08$0.42
$26.50$27.001:2Jul 31-$0.13$0.37
$23.00$25.001:2Aug 21-$1.65$0.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.00$22.001:2Jul 31-$0.07$0.93
$21.00$20.001:2Aug 7-$0.25$0.75
$24.00$22.501:2Aug 21-$0.88$0.62
$22.00$21.001:2Aug 7-$0.42$0.58
$21.00$20.001:2Aug 14-$0.46$0.54

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 10.06%, avg 4.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$25.00Aug 21$2.500.560.6%10.06%10.62%302.2K
$25.00Aug 14$2.150.550.6%8.65%9.21%1--
$26.00Aug 21$2.050.504.6%8.25%12.83%11--
$25.00Aug 7$1.850.520.6%7.44%8.00%3--
$26.50Aug 21$1.800.476.6%7.24%13.84%1--
$26.00Aug 14$1.650.484.6%6.64%11.22%2--
$26.00Aug 7$1.500.454.6%6.03%10.62%13
$27.00Aug 7$1.100.388.6%4.42%13.03%14--
$25.00Jul 31$0.850.510.6%3.42%3.98%1324
$29.00Aug 7$0.600.2916.6%2.41%19.07%112

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 605
Total Puts 690
Put/Call Ratio 1.14
Net Difference -85

Prior's Put/Call Breakdown

Total Calls 953
Total Puts 318
Put/Call Ratio 0.33
Net Difference 635

Prior 7-Day Put/Call Summary

Total Calls 15,531
Total Puts 10,432
Average Put/Call Ratio 1.11
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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