Tour v487
WRBY
WARBY PARKER INC A
$28.28 +5.96%
$27.99 (-1.03%)🌙
as of 08/03 07:04 PM
8/3 19:04

Option Volume

Detail
Current (08/03) 6,993
Calls: 5,572 (80%)
Puts: 1,421 (20%)
Prior (07/31) 3,214
Calls: 2,136 (66%)
Puts: 1,078 (34%)
Current vs Prior +117.58%
Calls: +160.86% (Calls)
Puts: +31.82% (Puts)
Prior 7-Day Total 15,652
Calls: 11,651 (74%)
Puts: 4,001 (26%)
Prior 7-Day Average 2,236
Calls: 1,664 (74%)
Puts: 571 (26%)
Current vs Prior 7-Day Avg +212.75%
Calls: +234.77%
Puts: +148.61%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/03) $2.21M
Calls: $2.01M (91%)
Puts: $207.8K (9%)
Prior (07/31) $1.66M
Calls: $1.38M (83%)
Puts: $281.9K (17%)
Current vs Prior +33.03%
Calls: +45.13%
Puts: -26.29%
Prior 7-Day Total $4.32M
Calls: $3.73M (86%)
Puts: $592.7K (14%)
Prior 7-Day Average $617.0K
Calls: $532.3K (86%)
Puts: $84.7K (14%)
Current vs Prior 7-Day Avg +258.69%
Calls: +276.71%
Puts: +145.42%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03) 0.26
Prior (07/31) 0.50
Current vs Prior -49.47%
Prior 7-Day Average 0.62
Current vs Prior 7-Day Avg -58.63%
Sentiment BULLISH

Open Interest

Detail
Current (08/03) 37,493
Calls: 32,347 (86%)
Puts: 5,146 (14%)
Prior (07/31) 27,114
Calls: 22,930 (85%)
Puts: 4,184 (15%)
Current vs Prior +38.28%
Prior 7-Day Total 187,412
Calls: 155,525 (83%)
Puts: 31,887 (17%)
Prior 7-Day Average 26,773
Calls: 22,217 (83%)
Puts: 4,555 (17%)
Current vs Prior 7-Day Avg +40.04%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 14.07% | 16.80%19.02% | 24.75%
Prior 16.30% | 17.42%19.33% | 25.10%
Current vs Prior -13.65% | -3.59%-1.60% | -1.40%
Prior 7-Day Avg 8.27% | 16.23%21.00% | 26.49%
Current vs 7-Day Avg +70.13% | +3.48%-9.40% | -6.54%
Prior 7-Day Eod 16.30% | 17.42%19.33% | 25.10%
Current vs 7-Day Eod -13.65% | -3.59%-1.60% | -1.40%
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

Strong bullish conviction with 91% of dollar volume in calls ($2.01M) vs puts ($207.8K). Dollar volume significantly above 7-day average (259% higher). Unusually high activity with volume up 118% vs prior - elevated interest. Volume explosion - 213% above 7-day average (6,993 vs avg 2,236).

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. 20 found (avg delta 0.68, highest 0.90)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 74.606.20$5.4029.6%10.90--
$23.50Aug 74.805.90$5.3520.6%10.86--
$24.00Aug 74.405.40$4.9020.4%20.85--
$24.50Aug 73.805.10$4.4529.2%10.82--
$23.50Aug 215.306.40$5.8518.8%50.82--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 72.753.20$2.9815.1%20.60--

Most actively traded options today. High liquidity = easy entry/exit. 60 active (total vol 4.3K, top 3.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Aug 72.402.75$2.5813.6%3.3K0.651.0K
$31.00Aug 70.751.10$0.9337.6%2910.333
$33.00Aug 70.400.70$0.5554.5%510.219
$28.00Aug 71.802.25$2.0322.2%360.5636
$30.00Aug 71.051.40$1.2328.5%240.40--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 70.150.40$0.2889.3%3120.1016
$26.50Aug 211.501.70$1.6012.5%510.345
$25.00Aug 211.001.25$1.1322.1%310.252.1K
$24.50Aug 140.600.95$0.7745.5%220.21--
$26.00Aug 70.751.05$0.9033.3%180.2844

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 60.9%, max 92.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$28.00Aug 7Sep 11160.3%83.3%92.4%3936
$32.00Aug 7Sep 11165.5%87.4%89.4%1220
$33.00Aug 7Aug 28167.0%96.2%73.7%589
$23.50Aug 7Aug 21180.5%108.0%67.2%6--
$27.00Aug 7Aug 21161.3%97.6%65.3%3.3K1.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$26.00Aug 7Aug 21163.9%98.3%66.7%1944
$27.00Aug 7Aug 21161.3%97.6%65.3%251
$24.50Aug 7Aug 21169.2%103.7%63.1%3--
$24.00Aug 7Aug 21170.0%104.7%62.4%71.6K
$23.00Aug 7Aug 21173.0%107.5%61.0%314102

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 38 found (best R:R 4.56, avg 2.07)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$32.00$33.00Aug 7$0.18$0.82$0.184.56$32.18
$31.00$32.00Aug 7$0.20$0.80$0.204.00$31.20
$31.00$33.00Aug 14$0.45$1.55$0.453.44$31.45
$32.00$33.00Aug 28$0.28$0.72$0.282.57$32.28
$30.00$31.00Aug 7$0.30$0.70$0.302.33$30.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$24.50$24.00Aug 7$0.10$0.40$0.104.00$24.40
$24.00$23.00Aug 21$0.20$0.80$0.204.00$23.80
$25.50$24.50Aug 7$0.22$0.78$0.223.55$25.28
$25.00$24.50Aug 14$0.11$0.39$0.113.55$24.89
$23.50$23.00Aug 7$0.12$0.38$0.123.17$23.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 43 found (best R:R 9.00, avg 1.02)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$23.50$24.50Aug 21$0.90$0.90$0.109.00$24.40
$24.50$27.00Aug 7$1.87$1.87$0.632.97$26.37
$24.50$25.00Aug 21$0.35$0.35$0.152.33$24.85
$27.00$27.50Aug 7$0.28$0.28$0.221.27$27.28
$27.00$27.50Aug 14$0.28$0.28$0.221.27$27.28
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$27.50$27.00Aug 21$0.38$0.38$0.123.17$27.12
$30.00$28.50Aug 7$1.03$1.03$0.472.19$28.97
$28.00$27.50Aug 7$0.25$0.25$0.251.00$27.75
$28.50$28.00Aug 7$0.25$0.25$0.251.00$28.25
$26.50$26.00Aug 21$0.25$0.25$0.251.00$26.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 19 found (avg debit $0.40, cheapest $0.17)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$33.00Aug 7Aug 14$0.25167.0%116.2%
$30.00Aug 7Aug 14$0.32161.5%113.1%
$31.00Aug 7Aug 14$0.32161.6%114.2%
$27.00Aug 7Aug 14$0.35161.3%113.6%
$27.50Aug 7Aug 14$0.35159.6%113.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Aug 7Aug 14$0.17170.0%116.7%
$23.50Aug 7Aug 14$0.20180.5%125.9%
$23.00Aug 7Aug 14$0.24173.0%128.6%
$24.50Aug 7Aug 14$0.24169.2%120.3%
$25.00Aug 14Aug 21$0.25117.3%104.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 13.19% of stock, avg 17.27%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$28.00Aug 7$2.03$1.70$3.73$24.27$31.7313.19%
$27.50Aug 7$2.30$1.45$3.75$23.75$31.2513.26%
$28.50Aug 7$1.80$1.95$3.75$24.75$32.2513.26%
$27.00Aug 7$2.58$1.25$3.83$23.17$30.8313.54%
$30.00Aug 7$1.23$2.98$4.21$25.79$34.2114.89%
$24.50Aug 7$4.45$0.53$4.98$19.52$29.4817.61%
$27.00Aug 21$3.35$1.75$5.10$21.90$32.1018.03%
$26.00Aug 21$3.90$1.35$5.25$20.75$31.2518.56%
$24.00Aug 7$4.90$0.43$5.33$18.67$29.3318.85%
$25.50Aug 21$4.10$1.27$5.37$20.13$30.8718.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 55 found (cheapest 4.95% of stock, avg 8.88%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$33.00$24.00Aug 14$0.80$0.60$1.40$22.60$34.40
$33.00$23.50Aug 14$0.80$0.60$1.40$22.10$34.40
$33.00$26.00Aug 7$0.55$0.90$1.45$24.55$34.45
$33.00$24.50Aug 14$0.80$0.77$1.57$22.93$34.57
$32.00$26.00Aug 7$0.73$0.90$1.63$24.37$33.63
$33.00$25.00Aug 14$0.80$0.88$1.68$23.32$34.68
$33.00$27.00Aug 7$0.55$1.25$1.80$25.20$34.80
$31.00$26.00Aug 7$0.93$0.90$1.83$24.17$32.83
$31.00$24.00Aug 14$1.25$0.60$1.85$22.15$32.85
$31.00$23.50Aug 14$1.25$0.60$1.85$21.65$32.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 89 found (best R:R 4.56, avg credit $0.57)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
28/3031/32Aug 7$1.23$0.274.56$28.77$32.23
26/2627/28Aug 21$0.80$0.204.00$25.70$27.80
26/2628/29Aug 21$0.80$0.204.00$25.70$28.80
23/2424/27Aug 7$1.99$0.513.90$21.51$26.49
23/2428/28Aug 7$0.39$0.113.55$23.11$27.89
24/2527/28Aug 14$0.39$0.113.55$24.61$27.39
24/2427/28Aug 7$0.38$0.123.17$24.12$27.38
26/2628/28Aug 7$0.38$0.123.17$25.62$28.38
24/2526/26Aug 21$0.38$0.123.17$24.62$25.88
23/2426/27Aug 21$0.75$0.253.00$23.25$26.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$29.00$30.00$31.00Aug 7$0.05$0.9519.00
$30.00$31.00$32.00Aug 7$0.10$0.909.00
$29.00$30.00$31.00Aug 14$0.10$0.909.00
$28.00$29.00$30.00Aug 21$0.20$0.804.00
$25.00$25.50$26.00Aug 21$0.30$0.200.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$27.00$27.50$28.00Aug 7$0.05$0.459.00
$24.50$25.00$25.50Aug 14$0.06$0.447.33
$24.00$24.50$25.00Aug 21$0.06$0.447.33
$23.50$24.00$24.50Aug 7$0.07$0.436.14
$23.50$24.00$24.50Aug 14$0.17$0.331.94

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 19 found (best net $-0.46, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$28.00$32.001:2Sep 11-$0.46$3.54
$24.50$27.001:2Aug 7-$0.71$1.79
$31.00$33.001:2Aug 14-$0.35$1.65
$32.00$33.001:2Aug 7-$0.37$0.63
$31.00$32.001:2Aug 7-$0.53$0.47
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.50$24.501:2Aug 7-$0.31$0.69
$30.00$28.501:2Aug 7-$0.92$0.58
$24.00$23.001:2Aug 21-$0.43$0.57
$27.00$26.001:2Aug 7-$0.55$0.45
$23.50$23.001:2Aug 7-$0.16$0.34

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 6.90%, avg 4.20%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$29.00Aug 21$1.950.512.5%6.90%9.44%15--
$29.00Aug 14$1.700.502.5%6.01%8.56%10--
$30.00Aug 21$1.650.456.1%5.83%11.92%1--
$28.50Aug 7$1.600.520.8%5.66%6.44%99
$32.00Sep 11$1.400.3913.2%4.95%18.10%5--
$29.00Aug 7$1.350.482.5%4.77%7.32%1537
$30.00Aug 14$1.300.436.1%4.60%10.68%217
$31.00Aug 21$1.300.399.6%4.60%14.21%1--
$32.00Aug 28$1.300.3613.2%4.60%17.75%3--
$32.00Sep 4$1.300.3713.2%4.60%17.75%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 5,572
Total Puts 1,421
Put/Call Ratio 0.26
Net Difference 4,151

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 11,651
Total Puts 4,001
Average Put/Call Ratio 0.62
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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