Tour v492
WRBY
WARBY PARKER INC A
$29.27 -2.17%
$29.03 (-0.82%)🌙
as of 08/05 06:16 PM
8/5 18:16

Option Volume

Detail
Current (08/05) 16,217
Calls: 8,289 (51%)
Puts: 7,928 (49%)
Prior (08/04) 5,772
Calls: 4,787 (83%)
Puts: 985 (17%)
Current vs Prior +180.96%
Calls: +73.16% (Calls)
Puts: +704.87% (Puts)
Prior 7-Day Total 23,335
Calls: 17,581 (75%)
Puts: 5,754 (25%)
Prior 7-Day Average 3,333
Calls: 2,511 (75%)
Puts: 822 (25%)
Current vs Prior 7-Day Avg +386.48%
Calls: +230.03%
Puts: +864.48%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05) $3.78M
Calls: $2.80M (74%)
Puts: $979.9K (26%)
Prior (08/04) $2.28M
Calls: $2.17M (95%)
Puts: $118.2K (5%)
Current vs Prior +65.66%
Calls: +29.44%
Puts: +729.06%
Prior 7-Day Total $7.98M
Calls: $7.14M (89%)
Puts: $842.3K (11%)
Prior 7-Day Average $1.14M
Calls: $1.02M (89%)
Puts: $120.3K (11%)
Current vs Prior 7-Day Avg +231.71%
Calls: +174.77%
Puts: +714.43%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05) 0.96
Prior (08/04) 0.21
Current vs Prior +364.82%
Prior 7-Day Average 0.62
Current vs Prior 7-Day Avg +54.08%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/05) 61,090
Calls: 52,863 (87%)
Puts: 8,227 (13%)
Prior (08/04) 64,028
Calls: 55,848 (87%)
Puts: 8,180 (13%)
Current vs Prior -4.59%
Prior 7-Day Total 220,876
Calls: 186,749 (85%)
Puts: 34,127 (15%)
Prior 7-Day Average 31,553
Calls: 26,678 (85%)
Puts: 4,875 (15%)
Current vs Prior 7-Day Avg +93.61%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 14.38% | 16.95%18.79% | 23.68%
Prior 13.47% | 16.04%18.48% | 23.40%
Current vs Prior +6.79% | +5.63%+1.67% | +1.20%
Prior 7-Day Avg 10.07% | 16.65%19.79% | 25.31%
Current vs 7-Day Avg +42.82% | +1.75%-5.05% | -6.45%
Prior 7-Day Eod 13.47% | 16.04%18.48% | 23.40%
Current vs 7-Day Eod +6.79% | +5.63%+1.67% | +1.20%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 18.16% | 16.98%
Calls: 19.66% | 15.77%
Puts: 16.67% | 18.18%
Prior 97.36% | 28.15%
Calls: 89.66% | 26.67%
Puts: 105.07% | 29.63%
Current vs Prior -81.35% | -39.68%
Prior 7-Day Avg 97.36% | 28.15%
Calls: 89.66% | 26.67%
Puts: 105.07% | 29.63%
Current vs 7-Day Avg -81.35% | -39.68%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($2.80M). Elevated premium activity with dollar volume up 66% vs prior. Dollar volume significantly above 7-day average (232% higher). Unusually high activity with volume up 181% vs prior - elevated interest.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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. 26 found (avg delta 0.68, highest 0.90)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Aug 73.906.80$5.3554.2%20.90--
$25.50Aug 73.804.50$4.1516.9%10.82--
$24.50Aug 214.705.90$5.3022.6%2000.81410
$26.00Aug 72.105.00$3.5581.7%20.8045
$25.00Aug 214.505.30$4.9016.3%1170.792.2K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Aug 144.806.30$5.5527.0%20.772
$32.00Aug 72.604.80$3.7059.5%30.683
$30.00Aug 71.453.30$2.3877.7%5710.533
$30.00Aug 212.553.40$2.9728.6%20.51--

Most actively traded options today. High liquidity = easy entry/exit. 68 active (total vol 9.0K, top 2.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Aug 70.501.35$0.9391.4%1.5K0.3232
$27.00Aug 72.253.50$2.8843.4%1.0K0.716.8K
$30.00Sep 182.953.40$3.1814.2%6670.534.7K
$30.00Aug 211.902.40$2.1523.3%2580.48439
$29.00Aug 70.952.70$1.8395.6%2320.5566
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Aug 70.451.45$0.95105.3%2.0K0.2828
$28.00Aug 71.002.10$1.5571.0%1.1K0.3730
$26.00Aug 70.200.85$0.53122.6%5740.2043
$30.00Aug 71.453.30$2.3877.7%5710.533
$25.00Aug 210.651.05$0.8547.1%500.21--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 123.3%, max 193.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$28.00Aug 7Sep 11256.9%87.7%193.0%1571
$32.00Aug 7Sep 11226.2%85.5%164.6%1.5K37
$35.00Aug 7Sep 18222.9%89.8%148.2%121489
$30.00Aug 7Sep 18212.3%86.1%146.5%6824.7K
$31.00Aug 7Aug 28220.3%95.4%130.9%71295
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Aug 7Sep 18231.9%88.8%161.2%4427
$24.00Aug 7Sep 11215.4%85.2%152.8%1939
$30.00Aug 7Sep 18212.3%86.1%146.5%5863
$27.00Aug 7Aug 21230.1%96.8%137.8%2.0K39
$23.50Aug 7Aug 21240.1%106.5%125.5%7--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 32 found (best R:R 3.00, avg 1.64)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$31.00$32.00Aug 7$0.25$0.75$0.253.00$31.25
$33.00$34.00Aug 7$0.25$0.75$0.253.00$33.25
$30.00$35.00Sep 18$1.43$3.57$1.432.50$31.43
$30.00$31.00Aug 7$0.30$0.70$0.302.33$30.30
$25.00$25.50Aug 21$0.15$0.35$0.152.33$25.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$26.00$25.00Aug 21$0.28$0.72$0.282.57$25.72
$25.00$24.50Aug 7$0.15$0.35$0.152.33$24.85
$25.00$24.00Aug 21$0.35$0.65$0.351.86$24.65
$25.00$24.00Sep 4$0.35$0.65$0.351.86$24.65
$27.50$27.00Aug 7$0.18$0.32$0.181.78$27.32

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 39 found (best R:R 4.88, avg 1.21)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$24.50$25.00Aug 21$0.40$0.40$0.104.00$24.90
$26.00$27.00Aug 14$0.75$0.75$0.253.00$26.75
$26.50$27.00Aug 7$0.37$0.37$0.132.85$26.87
$28.00$28.50Aug 7$0.37$0.37$0.132.85$28.37
$26.00$27.50Aug 21$1.07$1.07$0.432.49$27.07
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$30.00$29.00Aug 7$0.83$0.83$0.174.88$29.17
$27.50$27.00Aug 21$0.37$0.37$0.132.85$27.13
$32.00$30.00Aug 7$1.32$1.32$0.681.94$30.68
$25.00$24.50Aug 14$0.30$0.30$0.201.50$24.70
$34.00$26.00Aug 14$4.67$4.67$3.331.40$29.33

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $0.43, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$35.00Aug 7Aug 14$0.22222.9%121.2%
$28.00Aug 7Aug 14$0.23256.9%123.8%
$27.00Aug 7Aug 14$0.37230.1%127.2%
$26.00Aug 7Aug 14$0.45210.2%124.7%
$29.00Aug 7Aug 14$0.55199.6%119.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.50Aug 7Aug 14$0.12217.8%115.3%
$23.50Aug 7Aug 14$0.15240.1%130.7%
$25.50Aug 7Aug 14$0.20226.2%122.2%
$25.00Aug 7Aug 14$0.27231.9%132.3%
$24.00Aug 7Aug 21$0.30215.4%97.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 11.55% of stock, avg 16.50%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$29.00Aug 7$1.83$1.55$3.38$25.62$32.3811.55%
$27.50Aug 7$2.60$1.13$3.73$23.77$31.2312.74%
$28.50Aug 7$2.28$1.53$3.81$24.69$32.3113.02%
$27.00Aug 7$2.88$0.95$3.83$23.17$30.8313.09%
$30.00Aug 7$1.48$2.38$3.86$26.14$33.8613.19%
$26.00Aug 7$3.55$0.53$4.08$21.92$30.0813.94%
$28.00Aug 7$2.65$1.55$4.20$23.80$32.2014.35%
$32.00Aug 7$0.93$3.70$4.63$27.37$36.6315.82%
$25.50Aug 7$4.15$0.50$4.65$20.85$30.1515.89%
$26.00Aug 14$4.00$0.88$4.88$21.12$30.8816.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 48 found (cheapest 3.25% of stock, avg 8.59%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$35.00$23.50Aug 14$0.57$0.38$0.95$22.55$35.95
$35.00$24.50Aug 14$0.57$0.40$0.97$23.53$35.97
$35.00$25.50Aug 14$0.57$0.70$1.27$24.23$36.27
$35.00$25.00Aug 14$0.57$0.70$1.27$23.73$36.27
$34.00$27.00Aug 7$0.35$0.95$1.30$25.70$35.30
$35.00$26.00Aug 14$0.57$0.88$1.45$24.55$36.45
$34.00$27.50Aug 7$0.35$1.13$1.48$26.02$35.48
$33.00$27.00Aug 7$0.60$0.95$1.55$25.45$34.55
$33.00$27.50Aug 7$0.60$1.13$1.73$25.77$34.73
$32.00$27.00Aug 7$0.93$0.95$1.88$25.12$33.88

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 33 found (best R:R 6.69, avg credit $0.82)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
26/2728/29Aug 7$0.87$0.136.69$26.13$29.37
24/2528/29Aug 14$0.80$0.204.00$24.20$28.80
24/2526/26Aug 21$0.80$0.204.00$24.20$26.30
26/2728/28Aug 7$0.79$0.213.76$26.21$28.79
26/2729/30Aug 7$0.77$0.233.35$26.23$29.77
28/2829/30Aug 7$0.77$0.233.35$27.23$29.77
26/2730/31Aug 7$0.72$0.282.57$26.28$30.72
28/2830/31Aug 7$0.72$0.282.57$27.28$30.72
27/2830/31Aug 21$0.72$0.282.57$26.78$30.72
24/2530/31Aug 21$0.70$0.302.33$24.30$30.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$30.00$31.00$32.00Aug 7$0.05$0.9519.00
$32.00$33.00$34.00Aug 7$0.08$0.9211.50
$26.50$27.00$27.50Aug 7$0.09$0.414.56
$25.00$30.00$35.00Sep 18$1.04$3.963.81
$33.00$34.00$35.00Aug 7$0.25$0.753.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$24.00$24.50$25.00Aug 7$0.07$0.436.14
$23.50$24.00$24.50Aug 7$0.11$0.393.55
$25.00$25.50$26.00Aug 14$0.18$0.321.78
$27.00$27.50$28.00Aug 7$0.24$0.261.08
$26.50$27.00$27.50Aug 21$0.34$0.160.47

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 26 found (best net $-0.32, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$35.001:2Sep 18-$0.32$4.68
$25.00$30.001:2Sep 18-$0.71$4.29
$28.00$32.001:2Sep 11-$0.50$3.50
$27.50$30.001:2Aug 21-$1.07$1.43
$33.00$34.001:2Aug 7-$0.10$0.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$27.501:2Aug 21-$0.53$1.97
$32.00$30.001:2Aug 7-$1.06$0.94
$27.00$26.001:2Aug 7-$0.11$0.89
$25.00$24.001:2Aug 21-$0.15$0.85
$24.50$23.501:2Aug 14-$0.36$0.64

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 10.08%, avg 4.05%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Sep 18$2.950.532.5%10.08%12.57%6674.7K
$30.00Aug 21$1.900.482.5%6.49%8.99%258439
$31.00Aug 28$1.600.465.9%5.47%11.38%5--
$32.00Sep 11$1.450.429.3%4.95%14.28%55
$35.00Sep 18$1.450.3419.6%4.95%24.53%91474
$31.00Aug 21$1.250.435.9%4.27%10.18%2--
$32.00Aug 28$1.150.409.3%3.93%13.26%3--
$32.00Aug 21$1.100.379.3%3.76%13.09%10--
$30.00Aug 7$0.850.472.5%2.90%5.40%1567
$31.00Aug 7$0.750.395.9%2.56%8.47%66295

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 8,289
Total Puts 7,928
Put/Call Ratio 0.96
Net Difference 361

Prior's Put/Call Breakdown

Total Calls 4,787
Total Puts 985
Put/Call Ratio 0.21
Net Difference 3,802

Prior 7-Day Put/Call Summary

Total Calls 17,581
Total Puts 5,754
Average Put/Call Ratio 0.62
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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