Tour v477
WRBY
WARBY PARKER INC A
$26.69 +2.57%
$26.21 (-1.80%)🌙
as of 07/31 07:19 PM
7/31 19:20

Option Volume

Detail
Current (07/31) 3,214
Calls: 2,136 (66%)
Puts: 1,078 (34%)
Prior (07/30) 756
Calls: 281 (37%)
Puts: 475 (63%)
Current vs Prior +325.13%
Calls: +660.14% (Calls)
Puts: +126.95% (Puts)
Prior 7-Day Total 14,758
Calls: 11,617 (79%)
Puts: 3,141 (21%)
Prior 7-Day Average 2,108
Calls: 1,659 (79%)
Puts: 448 (21%)
Current vs Prior 7-Day Avg +52.45%
Calls: +28.71%
Puts: +140.24%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $1.66M
Calls: $1.38M (83%)
Puts: $281.9K (17%)
Prior (07/30) $90.5K
Calls: $63.0K (70%)
Puts: $27.5K (30%)
Current vs Prior +1738.39%
Calls: +2093.98%
Puts: +924.53%
Prior 7-Day Total $3.35M
Calls: $3.02M (90%)
Puts: $329.4K (10%)
Prior 7-Day Average $478.5K
Calls: $431.4K (90%)
Puts: $47.1K (10%)
Current vs Prior 7-Day Avg +247.70%
Calls: +220.27%
Puts: +499.16%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 0.50
Prior (07/30) 1.69
Current vs Prior -70.14%
Prior 7-Day Average 0.56
Current vs Prior 7-Day Avg -9.72%
Sentiment BULLISH

Open Interest

Detail
Current (07/31) 27,114
Calls: 22,930 (85%)
Puts: 4,184 (15%)
Prior (07/30) 19,101
Calls: 9,355 (49%)
Puts: 9,746 (51%)
Current vs Prior +41.95%
Prior 7-Day Total 215,684
Calls: 179,839 (83%)
Puts: 35,845 (17%)
Prior 7-Day Average 30,812
Calls: 25,691 (83%)
Puts: 5,120 (17%)
Current vs Prior 7-Day Avg -12.00%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 5.17% | 16.30%19.33% | 25.10%
Prior 4.61% | 15.95%19.87% | 24.71%
Current vs Prior +253.40% | +9.24%-2.70% | +1.58%
Prior 7-Day Avg 6.96% | 15.48%21.51% | 26.89%
Current vs 7-Day Avg +134.10% | +12.58%-10.13% | -6.63%
Prior 7-Day Eod 4.61% | 15.95%19.87% | 24.71%
Current vs 7-Day Eod +253.40% | +9.24%-2.70% | +1.58%
Sentiment BEARISHBULLISH

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 83% of dollar volume in calls ($1.38M) vs puts ($281.9K). Massive premium surge with dollar volume up 1738% vs prior. Dollar volume significantly above 7-day average (248% higher). Unusually high activity with volume up 325% vs prior - elevated interest.

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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 1 of results (avg 8.7%, best 8.7%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 214.404.80$4.608.7%10.64--

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. 20 found (avg delta 0.68, highest 0.88)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.50Jul 311.253.50$2.3894.5%120.8852
$25.00Jul 310.452.10$1.28128.9%10.8827
$24.00Jul 311.704.00$2.8580.7%10.83--
$23.00Aug 213.805.10$4.4529.2%20.764.5K
$25.50Jul 310.901.70$1.3061.5%230.7237
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Jul 312.804.50$3.6546.6%20.833
$28.00Jul 310.852.40$1.6395.1%10.77--
$27.50Jul 310.502.45$1.48131.8%10.69--
$30.00Aug 214.404.80$4.608.7%10.64--
$27.00Jul 310.002.15$1.08199.1%1150.6125

Most actively traded options today. High liquidity = easy entry/exit. 52 active (total vol 656, top 141)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.50Jul 310.000.60$0.30200.0%1410.6762
$24.50Aug 212.954.00$3.4830.2%690.68341
$25.50Jul 310.901.70$1.3061.5%230.7237
$29.00Aug 71.001.30$1.1526.1%210.3716
$30.00Aug 70.751.00$0.8828.4%210.3025
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Jul 310.002.15$1.08199.1%1150.6125
$23.00Aug 210.801.25$1.0244.1%660.2420
$25.00Aug 71.051.50$1.2735.4%180.33--
$22.00Aug 70.250.60$0.4381.4%120.1418
$24.50Jul 310.000.25$0.13192.3%70.1212

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 558.0%, max 2248.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Jul 31Aug 211006.5%98.5%922.1%81393
$26.00Jul 31Aug 14943.4%107.2%779.8%3--
$25.50Jul 31Aug 71109.5%131.1%746.5%2437
$28.00Jul 31Aug 21835.6%107.0%680.8%2135
$25.00Jul 31Aug 21778.0%100.0%678.0%202.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.00Jul 31Aug 282352.0%100.2%2248.4%8140
$25.00Jul 31Aug 28778.0%95.9%711.4%3178
$24.50Jul 31Aug 71006.5%146.1%588.9%1313
$27.00Jul 31Aug 14503.3%110.9%353.7%11625
$23.00Aug 7Aug 28140.7%98.5%42.9%4--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 27 found (best R:R 4.88, avg 2.00)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$30.00$31.00Aug 14$0.22$0.78$0.223.55$30.22
$29.00$30.00Aug 7$0.27$0.73$0.272.70$29.27
$27.50$28.00Aug 7$0.15$0.35$0.152.33$27.65
$30.00$31.00Aug 21$0.32$0.68$0.322.13$30.32
$27.00$30.00Aug 14$1.03$1.97$1.031.91$28.03
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.00$22.00Aug 7$0.17$0.83$0.174.88$22.83
$26.50$25.00Jul 31$0.28$1.22$0.284.36$26.22
$24.00$23.50Aug 7$0.12$0.38$0.123.17$23.88
$23.00$22.00Aug 21$0.25$0.75$0.253.00$22.75
$23.50$23.00Aug 7$0.13$0.37$0.132.85$23.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 29 found (best R:R 4.00, avg 0.89)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$23.00$24.50Aug 21$0.97$0.97$0.531.83$23.97
$25.50$26.00Aug 7$0.32$0.32$0.181.78$25.82
$26.00$26.50Jul 31$0.30$0.30$0.201.50$26.30
$27.00$27.50Aug 7$0.30$0.30$0.201.50$27.30
$25.00$27.50Aug 21$1.30$1.30$1.201.08$26.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$27.50$27.00Jul 31$0.40$0.40$0.104.00$27.10
$31.00$28.00Jul 31$2.02$2.02$0.982.06$28.98
$24.50$24.00Aug 7$0.28$0.28$0.221.27$24.22
$30.00$23.00Aug 21$3.58$3.58$3.421.05$26.42
$27.00$23.50Aug 14$1.50$1.50$2.000.75$25.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $1.06, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$30.00Aug 7Aug 14$0.22136.5%110.4%
$31.00Aug 14Aug 21$0.22110.7%101.2%
$24.50Jul 31Aug 21$1.101006.5%98.5%
$28.00Jul 31Aug 7$1.27835.6%138.2%
$27.50Jul 31Aug 7$1.35758.6%135.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.50Aug 7Aug 14$0.12139.9%104.8%
$22.00Jul 31Aug 7$0.132352.0%145.5%
$23.00Aug 7Aug 14$0.28140.7%116.0%
$24.50Jul 31Aug 7$1.001006.5%146.1%
$25.00Jul 31Aug 7$1.17778.0%142.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 2.55% of stock, avg 10.63%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$26.50Jul 31$0.30$0.38$0.68$25.82$27.182.55%
$27.00Jul 31$0.28$1.08$1.36$25.64$28.365.10%
$25.00Jul 31$1.28$0.10$1.38$23.62$26.385.17%
$27.50Jul 31$0.30$1.48$1.78$25.72$29.286.67%
$28.00Jul 31$0.23$1.63$1.86$26.14$29.866.97%
$24.50Jul 31$2.38$0.13$2.51$21.99$27.019.40%
$27.00Aug 14$2.13$2.35$4.48$22.52$31.4816.79%
$23.00Aug 21$4.45$1.02$5.47$17.53$28.4720.49%
$30.00Aug 21$1.42$4.60$6.02$23.98$36.0222.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 49 found (cheapest 1.24% of stock, avg 7.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$28.00$25.00Jul 31$0.23$0.10$0.33$24.67$28.33
$28.00$24.50Jul 31$0.23$0.13$0.36$24.14$28.36
$27.00$25.00Jul 31$0.28$0.10$0.38$24.62$27.38
$27.50$25.00Jul 31$0.30$0.10$0.40$24.60$27.90
$27.00$24.50Jul 31$0.28$0.13$0.41$24.09$27.41
$27.50$24.50Jul 31$0.30$0.13$0.43$24.07$27.93
$28.00$22.00Jul 31$0.23$0.30$0.53$21.47$28.53
$27.00$22.00Jul 31$0.28$0.30$0.58$21.42$27.58
$27.50$22.00Jul 31$0.30$0.30$0.60$21.40$28.10
$28.00$26.50Jul 31$0.23$0.38$0.61$25.89$28.61

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 28 found (best R:R 2.85, avg credit $0.52)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
24/2526/26Aug 7$0.37$0.132.85$24.63$26.37
23/2426/26Aug 7$0.36$0.142.57$23.14$26.36
24/2426/26Aug 7$0.35$0.152.33$23.65$26.35
24/2526/27Aug 7$0.34$0.162.13$24.66$26.84
23/2426/27Aug 7$0.33$0.171.94$23.17$26.83
24/2426/27Aug 7$0.32$0.181.78$23.68$26.82
24/2428/29Aug 7$0.63$0.371.70$23.87$28.63
22/2325/28Aug 21$1.55$0.951.63$21.45$26.55
24/2528/28Aug 7$0.29$0.211.38$24.71$27.79
22/2330/31Aug 21$0.57$0.431.33$22.43$30.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 11.50, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$28.00$29.00$30.00Aug 7$0.08$0.9211.50
$25.50$26.00$26.50Aug 7$0.09$0.414.56
$27.00$27.50$28.00Aug 7$0.15$0.352.33
$26.00$26.50$27.00Jul 31$0.28$0.220.79
$25.50$26.00$26.50Jul 31$0.40$0.100.25
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$23.50$24.00$24.50Aug 7$0.16$0.342.13

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 $-0.07, 18 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.00$30.001:2Aug 14-$0.07$2.93
$25.00$27.501:2Aug 21-$0.80$1.70
$28.00$30.001:2Aug 21-$0.71$1.29
$29.00$30.001:2Aug 7-$0.61$0.39
$27.50$28.001:2Jul 31-$0.16$0.34
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.50$22.001:2Jul 31-$0.47$2.03
$25.00$23.001:2Aug 28-$0.51$1.49
$23.00$22.001:2Aug 7-$0.26$0.74
$23.00$22.001:2Aug 21-$0.52$0.48
$25.00$24.501:2Jul 31-$0.16$0.34

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 4.83%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$27.00Aug 14$1.900.521.2%7.12%8.28%1--
$27.50Aug 21$1.750.493.0%6.56%9.59%52
$28.00Aug 21$1.750.474.9%6.56%11.46%1135
$27.00Aug 7$1.700.521.2%6.37%7.53%1--
$27.50Aug 7$1.500.483.0%5.62%8.65%912
$28.00Aug 7$1.350.444.9%5.06%9.97%1026
$30.00Aug 28$1.350.3812.4%5.06%17.46%1--
$30.00Aug 21$1.200.3612.4%4.50%16.90%3--
$29.00Aug 7$1.000.378.7%3.75%12.40%2116
$30.00Aug 14$0.900.3312.4%3.37%15.77%8--

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 2,136
Total Puts 1,078
Put/Call Ratio 0.50
Net Difference 1,058

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 11,617
Total Puts 3,141
Average Put/Call Ratio 0.56
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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