Tour v462
WRBY
WARBY PARKER INC A
$26.03 +0.12%
$26.07 (+0.15%)🌙
as of 07/29 07:32 PM
7/29 19:32

Option Volume

Detail
Current (07/29) 3,000
Calls: 2,476 (83%)
Puts: 524 (17%)
Prior (07/28) 2,305
Calls: 1,724 (75%)
Puts: 581 (25%)
Current vs Prior +30.15%
Calls: +43.62% (Calls)
Puts: -9.81% (Puts)
Prior 7-Day Total 24,317
Calls: 16,006 (66%)
Puts: 8,311 (34%)
Prior 7-Day Average 3,473
Calls: 2,286 (66%)
Puts: 1,187 (34%)
Current vs Prior 7-Day Avg -13.64%
Calls: +8.28%
Puts: -55.87%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/29) $1.03M
Calls: $933.6K (91%)
Puts: $94.3K (9%)
Prior (07/28) $592.7K
Calls: $533.4K (90%)
Puts: $59.3K (10%)
Current vs Prior +73.44%
Calls: +75.04%
Puts: +59.06%
Prior 7-Day Total $6.24M
Calls: $4.37M (70%)
Puts: $1.87M (30%)
Prior 7-Day Average $890.7K
Calls: $623.7K (70%)
Puts: $267.0K (30%)
Current vs Prior 7-Day Avg +15.41%
Calls: +49.69%
Puts: -64.69%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/29) 0.21
Prior (07/28) 0.34
Current vs Prior -37.20%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg -73.54%
Sentiment BULLISH

Open Interest

Detail
Current (07/29) 21,606
Calls: 20,278 (94%)
Puts: 1,328 (6%)
Prior (07/28) 24,878
Calls: 23,555 (95%)
Puts: 1,323 (5%)
Current vs Prior -13.15%
Prior 7-Day Total 267,861
Calls: 222,162 (83%)
Puts: 45,699 (17%)
Prior 7-Day Average 38,265
Calls: 31,737 (83%)
Puts: 6,528 (17%)
Current vs Prior 7-Day Avg -43.54%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 7.11% | 16.37%20.09% | 24.97%
Prior 5.88% | 15.58%19.81% | 26.46%
Current vs Prior +20.78% | +5.06%+1.44% | -5.63%
Prior 7-Day Avg 8.00% | 14.74%22.82% | 28.33%
Current vs 7-Day Avg -11.17% | +11.03%-11.96% | -11.84%
Prior 7-Day Eod 5.88% | 15.58%19.81% | 26.46%
Current vs 7-Day Eod +20.78% | +5.06%+1.44% | -5.63%
Sentiment BEARISHBEARISH

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 91% of dollar volume in calls ($933.6K) vs puts ($94.3K). Elevated premium activity with dollar volume up 73% vs prior. Extreme bullish P/C ratio of 0.21 - heavy call buying (2,476 calls vs 524 puts). P/C ratio dropping 37% - 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 BULLISH
7-Day Avg BULLISH
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. 18 found (avg delta 0.72, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Jul 314.206.50$5.3543.0%30.94--
$23.00Jul 312.454.20$3.3352.6%20.91--
$22.00Jul 313.205.30$4.2549.4%20.90--
$23.50Jul 312.003.30$2.6549.1%10.89--
$24.00Jul 311.703.10$2.4058.3%10.8310
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.50Jul 311.703.00$2.3555.3%10.82--
$31.00Aug 74.306.50$5.4040.7%10.78--
$28.00Jul 311.202.75$1.9878.3%10.78--

Most actively traded options today. High liquidity = easy entry/exit. 39 active (total vol 218, top 60)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 212.803.20$3.0013.3%600.612.2K
$26.50Aug 71.601.95$1.7819.7%230.49--
$28.50Jul 310.000.45$0.23195.7%150.17--
$27.00Jul 310.050.75$0.40175.0%120.32385
$25.00Jul 310.952.10$1.5375.2%100.7028
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Jul 310.150.65$0.40125.0%90.30180
$23.00Jul 310.000.25$0.13192.3%60.10193
$23.50Aug 70.801.10$0.9531.6%60.271
$23.00Aug 140.851.15$1.0030.0%60.265
$21.00Aug 70.300.55$0.4358.1%50.145

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 19.6%, max 30.4%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$26.00Aug 7Aug 28123.5%94.7%30.4%34
$25.00Jul 31Aug 28106.4%94.1%13.1%1328
$30.00Aug 14Aug 28109.6%97.7%12.2%718
$25.50Jul 31Aug 21101.1%94.1%7.3%739
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.00Aug 7Aug 21130.6%100.6%29.9%518
$23.00Jul 31Aug 14134.8%104.3%29.2%12198
$23.50Aug 7Aug 14125.8%109.5%14.8%82

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 21 found (best R:R 9.00, avg 2.68)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$27.00$28.00Jul 31$0.10$0.90$0.109.00$27.10
$27.00$29.00Aug 7$0.58$1.42$0.582.45$27.58
$26.00$30.00Aug 14$1.19$2.81$1.192.36$27.19
$26.00$30.00Aug 28$1.27$2.73$1.272.15$27.27
$26.00$26.50Aug 7$0.20$0.30$0.201.50$26.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$24.00$23.00Jul 31$0.10$0.90$0.109.00$23.90
$22.00$21.00Aug 7$0.14$0.86$0.146.14$21.86
$25.00$24.00Jul 31$0.17$0.83$0.174.88$24.83
$23.00$22.00Aug 7$0.23$0.77$0.233.35$22.77
$24.00$23.50Aug 7$0.13$0.37$0.132.85$23.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 3.17, avg 0.93)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$25.00$25.50Jul 31$0.38$0.38$0.123.17$25.38
$25.50$26.50Jul 31$0.65$0.65$0.351.86$26.15
$25.00$25.50Aug 21$0.30$0.30$0.201.50$25.30
$25.00$26.00Aug 28$0.55$0.55$0.451.22$25.55
$23.50$24.00Jul 31$0.25$0.25$0.251.00$23.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$28.50$28.00Jul 31$0.37$0.37$0.132.85$28.13
$31.00$24.00Aug 7$4.32$4.32$2.681.61$26.68
$23.50$23.00Aug 14$0.27$0.27$0.231.17$23.23
$28.00$25.00Jul 31$1.58$1.58$1.421.11$26.42
$23.50$23.00Aug 7$0.15$0.15$0.350.43$23.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $0.76, cheapest $0.16)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.00Aug 7Aug 14$0.19123.5%105.0%
$30.00Aug 14Aug 28$0.50109.6%97.7%
$25.50Jul 31Aug 7$1.05101.1%122.9%
$27.00Jul 31Aug 7$1.13107.3%121.6%
$26.50Jul 31Aug 7$1.2898.1%124.7%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.00Aug 7Aug 14$0.16130.6%106.1%
$23.50Aug 7Aug 14$0.32125.8%109.5%
$23.00Jul 31Aug 7$0.67134.8%126.6%
$24.00Jul 31Aug 7$0.85121.1%121.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 7.41% of stock, avg 9.89%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.00Jul 31$1.53$0.40$1.93$23.07$26.937.41%
$28.00Jul 31$0.30$1.98$2.28$25.72$30.288.76%
$28.50Jul 31$0.23$2.35$2.58$25.92$31.089.91%
$24.00Jul 31$2.40$0.23$2.63$21.37$26.6310.10%
$23.00Jul 31$3.33$0.13$3.46$19.54$26.4613.29%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 30 found (cheapest 1.38% of stock, avg 5.90%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$28.50$23.00Jul 31$0.23$0.13$0.36$22.64$28.86
$28.00$23.00Jul 31$0.30$0.13$0.43$22.57$28.43
$28.50$24.00Jul 31$0.23$0.23$0.46$23.54$28.96
$27.00$23.00Jul 31$0.40$0.13$0.53$22.47$27.53
$28.00$24.00Jul 31$0.30$0.23$0.53$23.47$28.53
$26.50$23.00Jul 31$0.50$0.13$0.63$22.37$27.13
$27.00$24.00Jul 31$0.40$0.23$0.63$23.37$27.63
$28.50$25.00Jul 31$0.23$0.40$0.63$24.37$29.13
$28.00$25.00Jul 31$0.30$0.40$0.70$24.30$28.70
$26.50$24.00Jul 31$0.50$0.23$0.73$23.27$27.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 24 found (best R:R 4.56, avg credit $0.57)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
24/2526/26Jul 31$0.82$0.184.56$24.18$26.32
23/2426/27Aug 7$0.40$0.104.00$23.10$26.90
24/2426/27Aug 7$0.38$0.123.17$23.62$26.88
23/2426/26Jul 31$0.75$0.253.00$23.25$26.25
23/2426/26Aug 7$0.37$0.132.85$23.13$25.87
23/2426/26Aug 7$0.35$0.152.33$23.15$26.35
24/2426/26Aug 7$0.35$0.152.33$23.65$25.85
24/2426/26Aug 7$0.33$0.171.94$23.67$26.33
23/2424/25Jul 31$0.55$0.451.22$23.45$25.05
23/2425/26Jul 31$0.48$0.520.92$23.52$25.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 13.29, cheapest $0.07)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$24.50$25.00$25.50Jul 31$0.07$0.436.14
$21.00$22.00$23.00Jul 31$0.18$0.824.56
$23.00$23.50$24.00Jul 31$0.43$0.070.16
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$23.00$24.00$25.00Jul 31$0.07$0.9313.29
$21.00$22.00$23.00Aug 7$0.09$0.9110.11

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 $-0.21, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$26.00$30.001:2Aug 28-$0.21$3.79
$27.00$29.001:2Aug 7-$0.37$1.63
$27.00$28.001:2Jul 31-$0.20$0.80
$28.00$28.501:2Jul 31-$0.16$0.34
$26.50$27.001:2Jul 31-$0.30$0.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$24.001:2Jul 31-$0.06$0.94
$22.00$21.001:2Aug 7-$0.29$0.71
$23.00$22.001:2Aug 7-$0.34$0.66
$23.00$22.001:2Aug 14-$0.46$0.54
$31.00$24.001:2Aug 7$3.24$3.76

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 6.15%, avg 4.34%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$26.50Aug 7$1.600.491.8%6.15%7.95%23--
$27.00Aug 7$1.300.453.7%4.99%8.72%2--
$30.00Aug 28$1.200.3515.2%4.61%19.86%12
$29.00Aug 7$0.800.3211.4%3.07%14.48%214
$30.00Aug 14$0.750.2915.2%2.88%18.13%616

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 2,476
Total Puts 524
Put/Call Ratio 0.21
Net Difference 1,952

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 16,006
Total Puts 8,311
Average Put/Call Ratio 0.80
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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