Tour v452
WRBY
WARBY PARKER INC A
$26.00 +4.59%
$25.48 (-2.00%)🌙
as of 07/28 07:17 PM
7/28 19:17

Option Volume

Detail
Current (07/28) 2,305
Calls: 1,724 (75%)
Puts: 581 (25%)
Prior (07/27) 1,295
Calls: 605 (47%)
Puts: 690 (53%)
Current vs Prior +77.99%
Calls: +184.96% (Calls)
Puts: -15.80% (Puts)
Prior 7-Day Total 23,754
Calls: 15,210 (64%)
Puts: 8,544 (36%)
Prior 7-Day Average 3,393
Calls: 2,172 (64%)
Puts: 1,220 (36%)
Current vs Prior 7-Day Avg -32.07%
Calls: -20.66%
Puts: -52.40%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/28) $592.7K
Calls: $533.4K (90%)
Puts: $59.3K (10%)
Prior (07/27) $110.8K
Calls: $57.6K (52%)
Puts: $53.3K (48%)
Current vs Prior +434.70%
Calls: +826.23%
Puts: +11.32%
Prior 7-Day Total $5.98M
Calls: $4.00M (67%)
Puts: $1.98M (33%)
Prior 7-Day Average $854.1K
Calls: $571.8K (67%)
Puts: $282.2K (33%)
Current vs Prior 7-Day Avg -30.61%
Calls: -6.73%
Puts: -79.00%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/28) 0.34
Prior (07/27) 1.14
Current vs Prior -70.45%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -61.56%
Sentiment BULLISH

Open Interest

Detail
Current (07/28) 24,878
Calls: 23,555 (95%)
Puts: 1,323 (5%)
Prior (07/27) 26,656
Calls: 22,436 (84%)
Puts: 4,220 (16%)
Current vs Prior -6.67%
Prior 7-Day Total 285,793
Calls: 237,953 (83%)
Puts: 47,840 (17%)
Prior 7-Day Average 40,827
Calls: 33,993 (83%)
Puts: 6,834 (17%)
Current vs Prior 7-Day Avg -39.07%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 5.88% | 15.58%19.81% | 26.46%
Prior 9.05% | 18.42%21.92% | 27.76%
Current vs Prior -34.98% | -15.45%-9.65% | -4.66%
Prior 7-Day Avg 8.73% | 14.58%20.69% | 27.93%
Current vs 7-Day Avg -32.58% | +6.87%-4.28% | -5.25%
Prior 7-Day Eod 9.05% | 18.42%21.92% | 27.76%
Current vs 7-Day Eod -34.98% | -15.45%-9.65% | -4.66%
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 bullish conviction with 90% of dollar volume in calls ($533.4K) vs puts ($59.3K). Massive premium surge with dollar volume up 435% vs prior. Above-average activity with volume up 78% vs prior. Extreme bullish P/C ratio of 0.34 - heavy call buying (1,724 calls vs 581 puts).

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 BULLISH
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 -- 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. 13 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Jul 313.505.20$4.3539.1%41.00--
$22.00Jul 312.704.20$3.4543.5%10.94--
$25.00Jul 311.151.45$1.3023.1%170.6921
$25.00Aug 212.803.30$3.0516.4%280.612.2K
$25.00Sep 43.203.80$3.5017.1%100.61--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Jul 314.906.50$5.7028.1%20.95--
$30.00Jul 313.905.40$4.6532.3%20.93--
$29.00Jul 313.004.30$3.6535.6%10.883
$28.50Jul 312.553.80$3.1839.3%10.861
$27.00Jul 310.902.20$1.5583.9%140.66--

Most actively traded options today. High liquidity = easy entry/exit. 41 active (total vol 676, top 292)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Jul 310.000.95$0.48197.9%2920.3393
$28.00Aug 211.602.00$1.8022.2%1320.43--
$27.50Jul 310.000.45$0.23195.7%280.2220
$25.00Aug 212.803.30$3.0516.4%280.612.2K
$25.00Jul 311.151.45$1.3023.1%170.6921
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Jul 310.902.20$1.5583.9%140.66--
$23.50Jul 310.000.25$0.13192.3%130.1116
$24.50Jul 310.000.50$0.25200.0%100.228
$21.00Aug 70.151.15$0.65153.8%100.175
$27.00Aug 72.553.70$3.1336.7%100.53--

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 19.9%, max 30.6%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.00Aug 7Aug 21128.4%98.3%30.6%227
$28.00Jul 31Aug 21116.8%97.8%19.3%144--
$30.00Aug 7Aug 21110.1%100.9%9.0%13453
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.00Aug 7Aug 14153.5%117.6%30.5%127
$22.00Jul 31Aug 14121.7%110.5%10.1%12144

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 20 found (best R:R 7.33, avg 2.02)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$29.00$30.00Aug 21$0.20$0.80$0.204.00$29.20
$25.50$26.50Jul 31$0.25$0.75$0.253.00$25.75
$28.00$29.00Aug 21$0.30$0.70$0.302.33$28.30
$27.00$28.00Aug 21$0.37$0.63$0.371.70$27.37
$25.50$27.50Aug 7$0.83$1.17$0.831.41$26.33
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$24.50$23.50Jul 31$0.12$0.88$0.127.33$24.38
$22.00$21.00Aug 14$0.15$0.85$0.155.67$21.85
$23.00$22.00Aug 7$0.35$0.65$0.351.86$22.65
$23.00$22.00Aug 14$0.35$0.65$0.351.86$22.65
$25.00$24.50Jul 31$0.20$0.30$0.201.50$24.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 9.00, avg 1.21)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$21.00$22.00Jul 31$0.90$0.90$0.109.00$21.90
$22.00$25.00Jul 31$2.15$2.15$0.852.53$24.15
$25.00$25.50Jul 31$0.32$0.32$0.181.78$25.32
$27.50$28.00Aug 7$0.27$0.27$0.231.17$27.77
$26.50$27.00Jul 31$0.25$0.25$0.251.00$26.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$27.00$25.00Jul 31$1.10$1.10$0.901.22$25.90
$27.00$23.00Aug 7$2.18$2.18$1.821.20$24.82
$25.00$24.50Jul 31$0.20$0.20$0.300.67$24.80
$23.00$22.00Aug 7$0.35$0.35$0.650.54$22.65
$23.00$22.00Aug 14$0.35$0.35$0.650.54$22.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $1.11, cheapest $0.32)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$30.00Aug 7Aug 14$0.32110.1%101.7%
$29.00Aug 7Aug 21$0.37128.4%98.3%
$28.00Jul 31Aug 7$1.05116.8%128.6%
$28.50Jul 31Aug 7$1.2094.5%133.5%
$27.50Jul 31Aug 7$1.4781.0%134.7%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.00Jul 31Aug 7$0.52121.7%127.3%
$23.00Jul 31Aug 7$0.85102.2%132.5%
$23.50Jul 31Aug 14$0.9594.1%99.1%
$27.00Jul 31Aug 7$1.5897.1%120.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 6.73% of stock, avg 10.23%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.00Jul 31$1.30$0.45$1.75$23.25$26.756.73%
$27.00Jul 31$0.48$1.55$2.03$24.97$29.037.81%
$28.50Jul 31$0.15$3.18$3.33$25.17$31.8312.81%
$22.00Jul 31$3.45$0.08$3.53$18.47$25.5313.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 44 found (cheapest 0.88% of stock, avg 4.55%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$28.50$22.00Jul 31$0.15$0.08$0.23$21.77$28.73
$28.50$23.00Jul 31$0.15$0.10$0.25$22.75$28.75
$28.50$23.50Jul 31$0.15$0.13$0.28$23.22$28.78
$27.50$22.00Jul 31$0.23$0.08$0.31$21.69$27.81
$27.50$23.00Jul 31$0.23$0.10$0.33$22.67$27.83
$27.50$23.50Jul 31$0.23$0.13$0.36$23.14$27.86
$28.50$24.50Jul 31$0.15$0.25$0.40$24.10$28.90
$28.00$22.00Jul 31$0.38$0.08$0.46$21.54$28.46
$28.00$23.00Jul 31$0.38$0.10$0.48$22.52$28.48
$27.50$24.50Jul 31$0.23$0.25$0.48$24.02$27.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 14 found (best R:R 5.67, avg credit $1.03)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
22/2329/30Aug 7$0.85$0.155.67$22.15$29.85
23/2729/30Aug 7$2.68$1.322.03$24.32$31.68
25/2728/28Jul 31$1.33$0.671.99$25.67$29.33
22/2328/28Aug 7$0.62$0.381.63$22.38$28.12
23/2728/28Aug 7$2.45$1.551.58$24.55$29.95
23/2728/29Aug 7$2.40$1.601.50$24.60$30.90
22/2326/28Aug 7$1.18$0.821.44$21.82$26.68
22/2328/29Aug 7$0.57$0.431.33$22.43$29.07
24/2526/26Jul 31$0.45$0.550.82$24.55$25.95
24/2425/26Jul 31$0.44$0.560.79$24.06$25.44

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 13.29, cheapest $0.07)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$27.00$28.00$29.00Aug 21$0.07$0.9313.29
$28.00$29.00$30.00Aug 21$0.10$0.909.00
$27.50$28.00$28.50Aug 7$0.19$0.311.63
$27.00$27.50$28.00Jul 31$0.40$0.100.25
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$21.00$22.00$23.00Aug 14$0.20$0.804.00
$21.00$22.00$23.00Aug 7$0.40$0.601.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $-0.87, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.50$27.501:2Aug 7-$0.87$1.13
$29.00$30.001:2Aug 7-$0.13$0.87
$25.00$27.001:2Aug 21-$1.29$0.71
$25.50$26.501:2Jul 31-$0.48$0.52
$26.50$27.001:2Jul 31-$0.23$0.27
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.00$22.001:2Jul 31-$0.06$0.94
$23.00$22.001:2Aug 7-$0.25$0.75
$23.00$22.001:2Aug 14-$0.45$0.55
$22.00$21.001:2Aug 14-$0.50$0.50
$23.50$23.001:2Jul 31-$0.07$0.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 7.12%, avg 3.39%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$27.00Aug 21$1.850.493.9%7.12%10.96%212
$28.00Aug 21$1.600.437.7%6.15%13.85%132--
$29.00Aug 21$1.300.3811.5%5.00%16.54%127
$27.50Aug 7$1.250.455.8%4.81%10.58%11--
$30.00Aug 21$1.150.3415.4%4.42%19.81%9437
$28.00Aug 7$1.100.417.7%4.23%11.92%324
$28.50Aug 7$0.950.389.6%3.65%13.27%1--
$29.00Aug 7$0.800.3411.5%3.08%14.62%1--
$30.00Aug 14$0.750.2915.4%2.88%18.27%116
$30.00Aug 7$0.400.2415.4%1.54%16.92%416

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 1,724
Total Puts 581
Put/Call Ratio 0.34
Net Difference 1,143

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 15,210
Total Puts 8,544
Average Put/Call Ratio 0.88
Ratio Trend Falling

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