Tour v473
WRBY
WARBY PARKER INC A
$26.02 -0.04%
7/30 19:49

Option Volume

Detail
Current (07/30) 756
Calls: 281 (37%)
Puts: 475 (63%)
Prior (07/29) 3,000
Calls: 2,476 (83%)
Puts: 524 (17%)
Current vs Prior -74.80%
Calls: -88.65% (Calls)
Puts: -9.35% (Puts)
Prior 7-Day Total 19,038
Calls: 12,537 (66%)
Puts: 6,501 (34%)
Prior 7-Day Average 2,719
Calls: 1,791 (66%)
Puts: 928 (34%)
Current vs Prior 7-Day Avg -72.20%
Calls: -84.31%
Puts: -48.85%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/30) $90.5K
Calls: $63.0K (70%)
Puts: $27.5K (30%)
Prior (07/29) $1.03M
Calls: $933.6K (91%)
Puts: $94.3K (9%)
Current vs Prior -91.20%
Calls: -93.25%
Puts: -70.82%
Prior 7-Day Total $4.56M
Calls: $3.12M (68%)
Puts: $1.45M (32%)
Prior 7-Day Average $652.1K
Calls: $445.2K (68%)
Puts: $207.0K (32%)
Current vs Prior 7-Day Avg -86.12%
Calls: -85.85%
Puts: -86.70%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30) 1.69
Prior (07/29) 0.21
Current vs Prior +698.74%
Prior 7-Day Average 0.77
Current vs Prior 7-Day Avg +118.47%
Sentiment BEARISH

Open Interest

Detail
Current (07/30) 19,101
Calls: 9,355 (49%)
Puts: 9,746 (51%)
Prior (07/29) 21,606
Calls: 20,278 (94%)
Puts: 1,328 (6%)
Current vs Prior -11.59%
Prior 7-Day Total 239,687
Calls: 199,475 (83%)
Puts: 40,212 (17%)
Prior 7-Day Average 34,241
Calls: 28,496 (83%)
Puts: 5,744 (17%)
Current vs Prior 7-Day Avg -44.22%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 4.61% | 15.95%19.87% | 24.71%
Prior 7.11% | 16.37%20.09% | 24.97%
Current vs Prior -35.11% | -2.54%-1.11% | -1.04%
Prior 7-Day Avg 7.58% | 15.07%22.13% | 27.62%
Current vs 7-Day Avg -39.17% | +5.81%-10.22% | -10.54%
Prior 7-Day Eod 7.11% | 16.37%20.09% | 24.97%
Current vs 7-Day Eod -35.11% | -2.54%-1.11% | -1.04%
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

Moderately bullish flow with 70% call dollar volume ($63.0K). Light premium activity with dollar volume down 91% vs prior. Below-average activity with volume down 75% vs prior. Extreme bearish P/C ratio of 1.69 - heavy put buying.

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 BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 6 of results (avg 6.9%, best 5.0%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Aug 212.702.90$2.807.1%60.584
$30.00Aug 211.101.20$1.158.7%10.32--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Aug 212.953.10$3.035.0%10.51--
$28.00Aug 213.503.70$3.605.6%20.59--
$26.50Aug 212.602.80$2.707.4%40.481
$25.00Aug 211.852.00$1.937.8%60.392.1K

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. 14 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.50Jul 311.302.40$1.8559.5%401.0052
$24.00Jul 311.752.45$2.1033.3%10.91--
$23.50Jul 312.252.95$2.6026.9%10.90--
$25.00Aug 212.753.20$2.9815.1%180.612.2K
$25.00Sep 43.203.80$3.5017.1%100.6010
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Jul 312.153.70$2.9352.9%20.834
$28.50Jul 311.702.85$2.2850.4%10.822
$28.00Jul 311.202.60$1.9073.7%10.8132
$28.00Aug 213.503.70$3.605.6%20.59--
$26.00Jul 310.351.20$0.77110.4%400.556

Most actively traded options today. High liquidity = easy entry/exit. 37 active (total vol 254, top 40)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.50Jul 311.302.40$1.8559.5%401.0052
$26.00Aug 71.802.10$1.9515.4%400.545
$25.00Aug 212.753.20$2.9815.1%180.612.2K
$26.00Jul 310.250.75$0.50100.0%110.46147
$27.00Jul 310.000.40$0.20200.0%100.23395
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Jul 310.351.20$0.77110.4%400.556
$21.00Aug 70.250.35$0.3033.3%70.115
$22.00Aug 70.450.60$0.5328.3%70.1718
$23.00Aug 70.550.85$0.7042.9%70.23--
$25.00Aug 211.852.00$1.937.8%60.392.1K

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 38.9%, max 96.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$28.00Jul 31Aug 7179.2%130.2%37.6%6--
$30.00Aug 7Aug 21131.2%99.1%32.3%620
$28.50Aug 7Aug 14130.2%104.9%24.2%64
$26.50Jul 31Aug 21120.8%102.9%17.3%312
$25.00Aug 21Sep 495.7%90.3%6.0%282.2K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$28.00Jul 31Aug 21179.2%91.4%96.0%332
$24.00Jul 31Aug 28155.8%93.7%66.3%8--
$22.00Jul 31Aug 7209.2%135.0%55.0%918
$23.00Jul 31Aug 7146.6%127.4%15.1%10--

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 2.16)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$28.50$30.00Aug 7$0.35$1.15$0.353.29$28.85
$26.50$27.00Jul 31$0.13$0.37$0.132.85$26.63
$28.00$28.50Aug 7$0.15$0.35$0.152.33$28.15
$27.00$28.00Aug 7$0.32$0.68$0.322.12$27.32
$26.00$26.50Jul 31$0.17$0.33$0.171.94$26.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$24.00$23.00Jul 31$0.15$0.85$0.155.67$23.85
$23.00$22.00Aug 7$0.17$0.83$0.174.88$22.83
$22.00$21.00Aug 7$0.23$0.77$0.233.35$21.77
$24.00$23.00Aug 7$0.30$0.70$0.302.33$23.70
$24.50$24.00Aug 7$0.18$0.32$0.181.78$24.32

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 9.00, avg 1.19)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$24.50$26.00Jul 31$1.35$1.35$0.159.00$25.85
$24.00$24.50Jul 31$0.25$0.25$0.251.00$24.25
$25.50$26.50Aug 21$0.42$0.42$0.580.72$25.92
$26.00$27.00Aug 7$0.40$0.40$0.600.67$26.40
$25.00$25.50Aug 21$0.18$0.18$0.320.56$25.18
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$28.50$28.00Jul 31$0.38$0.38$0.123.17$28.12
$27.00$26.50Aug 21$0.33$0.33$0.171.94$26.67
$28.00$27.00Aug 21$0.57$0.57$0.431.33$27.43
$28.00$26.00Jul 31$1.13$1.13$0.871.30$26.87
$26.50$25.00Aug 21$0.77$0.77$0.731.05$25.73

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $1.03, cheapest $0.19)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.50Aug 7Aug 14$0.19130.2%104.9%
$30.00Aug 7Aug 21$0.42131.2%99.1%
$25.00Aug 21Sep 4$0.5295.7%90.3%
$28.00Jul 31Aug 7$1.00179.2%130.2%
$27.00Jul 31Aug 7$1.35122.0%128.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.00Jul 31Aug 7$0.45209.2%135.0%
$23.00Jul 31Aug 7$0.65146.6%127.4%
$24.00Jul 31Aug 7$0.80155.8%125.4%
$28.00Jul 31Aug 21$1.70179.2%91.4%
$25.00Jul 31Aug 21$1.7588.0%95.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 4.88% of stock, avg 12.06%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$26.00Jul 31$0.50$0.77$1.27$24.73$27.274.88%
$28.00Jul 31$0.23$1.90$2.13$25.87$30.138.19%
$24.00Jul 31$2.10$0.20$2.30$21.70$26.308.84%
$25.00Aug 21$2.98$1.93$4.91$20.09$29.9118.87%
$26.50Aug 21$2.38$2.70$5.08$21.42$31.5819.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 42 found (cheapest 0.96% of stock, avg 4.93%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$27.00$23.00Jul 31$0.20$0.05$0.25$22.75$27.25
$27.00$22.00Jul 31$0.20$0.08$0.28$21.72$27.28
$28.00$23.00Jul 31$0.23$0.05$0.28$22.72$28.28
$28.00$22.00Jul 31$0.23$0.08$0.31$21.69$28.31
$26.50$23.00Jul 31$0.33$0.05$0.38$22.62$26.88
$27.00$25.00Jul 31$0.20$0.18$0.38$24.62$27.38
$27.00$25.50Jul 31$0.20$0.20$0.40$25.10$27.40
$27.00$24.00Jul 31$0.20$0.20$0.40$23.60$27.40
$26.50$22.00Jul 31$0.33$0.08$0.41$21.59$26.91
$28.00$25.00Jul 31$0.23$0.18$0.41$24.59$28.41

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 2.33, avg credit $0.50)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
23/2426/27Aug 7$0.70$0.302.33$23.30$26.70
24/2428/28Aug 7$0.33$0.171.94$24.17$28.33
21/2226/27Aug 7$0.63$0.371.70$21.37$26.63
23/2427/28Aug 7$0.62$0.381.63$23.38$27.62
24/2426/27Aug 7$0.58$0.421.38$23.92$26.58
22/2326/27Aug 7$0.57$0.431.33$22.43$26.57
21/2227/28Aug 7$0.55$0.451.22$21.45$27.55
24/2427/28Aug 7$0.50$0.501.00$24.00$27.50
22/2327/28Aug 7$0.49$0.510.96$22.51$27.49
23/2428/28Aug 7$0.45$0.550.82$23.55$28.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 11.50, cheapest $0.08)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$26.00$27.00$28.00Aug 7$0.08$0.9211.50
$23.50$24.00$24.50Jul 31$0.25$0.251.00
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$22.00$23.00$24.00Aug 7$0.13$0.876.69
$22.00$23.00$24.00Jul 31$0.18$0.824.56
$28.00$28.50$29.00Jul 31$0.27$0.230.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 17 found (best net $-0.38, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$28.50$30.001:2Aug 7-$0.38$1.12
$27.00$28.001:2Jul 31-$0.26$0.74
$26.50$27.001:2Jul 31-$0.07$0.43
$26.00$26.501:2Jul 31-$0.16$0.34
$27.00$28.001:2Aug 7-$0.91$0.09
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.00$21.001:2Aug 7-$0.07$0.93
$23.00$22.001:2Jul 31-$0.11$0.89
$25.00$24.001:2Jul 31-$0.22$0.78
$23.00$22.001:2Aug 7-$0.36$0.64
$24.00$23.001:2Aug 7-$0.40$0.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 8.65%, avg 4.11%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$26.50Aug 21$2.250.521.8%8.65%10.49%212
$27.00Aug 7$1.450.463.8%5.57%9.34%11.0K
$30.00Aug 21$1.100.3215.3%4.23%19.52%1--
$28.50Aug 7$1.000.359.5%3.84%13.37%54
$28.50Aug 14$1.000.389.5%3.84%13.37%1--
$28.00Aug 7$0.950.397.6%3.65%11.26%1--
$30.00Aug 7$0.650.2615.3%2.50%17.79%520
$26.50Jul 31$0.150.331.8%0.58%2.42%1--

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 281
Total Puts 475
Put/Call Ratio 1.69
Net Difference -194

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 12,537
Total Puts 6,501
Average Put/Call Ratio 0.77
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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