Tour v492
WRBY
WARBY PARKER INC A
$26.96 -7.89%
$27.10 (+0.52%)🌙
as of 08/06 06:09 PM
8/6 18:09

Option Volume

Detail
Current (08/06) 16,612
Calls: 9,209 (55%)
Puts: 7,403 (45%)
Prior (08/05) 16,217
Calls: 8,289 (51%)
Puts: 7,928 (49%)
Current vs Prior +2.44%
Calls: +11.10% (Calls)
Puts: -6.62% (Puts)
Prior 7-Day Total 38,257
Calls: 25,265 (66%)
Puts: 12,992 (34%)
Prior 7-Day Average 5,465
Calls: 3,609 (66%)
Puts: 1,856 (34%)
Current vs Prior 7-Day Avg +203.95%
Calls: +155.15%
Puts: +298.87%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/06) $2.77M
Calls: $2.08M (75%)
Puts: $692.3K (25%)
Prior (08/05) $3.78M
Calls: $2.80M (74%)
Puts: $979.9K (26%)
Current vs Prior -26.76%
Calls: -25.85%
Puts: -29.36%
Prior 7-Day Total $11.65M
Calls: $9.88M (85%)
Puts: $1.77M (15%)
Prior 7-Day Average $1.66M
Calls: $1.41M (85%)
Puts: $252.7K (15%)
Current vs Prior 7-Day Avg +66.41%
Calls: +47.17%
Puts: +173.94%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06) 0.80
Prior (08/05) 0.96
Current vs Prior -15.95%
Prior 7-Day Average 0.59
Current vs Prior 7-Day Avg +35.24%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/06) 94,119
Calls: 72,553 (77%)
Puts: 21,566 (23%)
Prior (08/05) 61,090
Calls: 52,863 (87%)
Puts: 8,227 (13%)
Current vs Prior +54.07%
Prior 7-Day Total 255,310
Calls: 217,176 (85%)
Puts: 38,134 (15%)
Prior 7-Day Average 36,472
Calls: 31,025 (85%)
Puts: 5,447 (15%)
Current vs Prior 7-Day Avg +158.05%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 5.97% | 9.57%12.05% | 18.66%
Prior 14.38% | 16.95%18.79% | 23.68%
Current vs Prior -58.48% | -43.53%-35.85% | -21.20%
Prior 7-Day Avg 10.83% | 16.44%19.34% | 24.72%
Current vs 7-Day Avg -44.87% | -41.80%-37.68% | -24.54%
Prior 7-Day Eod 14.38% | 16.95%18.79% | 23.68%
Current vs 7-Day Eod -58.48% | -43.53%-35.85% | -21.20%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 67.22% | 21.06%
Calls: 54.88% | 18.12%
Puts: 79.55% | 24.00%
Prior 18.16% | 16.98%
Calls: 19.66% | 15.77%
Puts: 16.67% | 18.18%
Current vs Prior +270.15% | +24.03%
Prior 7-Day Avg 86.05% | 26.55%
Calls: 79.66% | 25.11%
Puts: 92.44% | 27.99%
Current vs 7-Day Avg -21.88% | -20.69%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 75% of dollar volume in calls ($2.08M) vs puts ($692.3K). Dollar volume significantly above 7-day average (66% higher). Volume explosion - 204% above 7-day average (16,612 vs avg 5,465). Call-heavy open interest (72,553 calls vs 21,566 puts) suggests bullish positioning.

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 NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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. 35 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Aug 71.653.40$2.5369.2%71.004
$25.00Aug 70.802.20$1.5093.3%31.004
$25.50Aug 71.301.70$1.5026.7%2351.003
$23.00Aug 72.604.30$3.4549.3%80.914
$23.50Aug 72.103.80$2.9557.6%10.895
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Aug 74.706.70$5.7035.1%50.966
$30.00Aug 72.604.50$3.5553.5%270.93574
$28.50Aug 71.203.30$2.2593.3%80.8815
$29.00Aug 71.803.50$2.6564.2%260.8215
$30.00Aug 213.404.10$3.7518.7%--0.7635

Most actively traded options today. High liquidity = easy entry/exit. 75 active (total vol 5.7K, top 2.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 142.252.75$2.5020.0%4000.771
$30.00Sep 181.401.55$1.4810.1%2550.374.2K
$25.50Aug 71.301.70$1.5026.7%2351.003
$27.50Aug 70.000.90$0.45200.0%1720.3518
$30.00Aug 210.250.70$0.4893.7%900.23386
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Aug 70.101.85$0.98178.6%2.0K0.562.0K
$25.00Sep 181.401.65$1.5316.3%1.0K0.33496
$25.50Aug 70.000.35$0.18194.4%2000.218
$23.00Aug 140.050.15$0.10100.0%1740.0739
$22.00Aug 140.000.15$0.08187.5%1080.0535

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 26 strikes (avg 132.2%, max 287.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.00Aug 7Aug 21281.4%72.6%287.6%83.8K
$23.50Aug 7Aug 21268.1%71.4%275.7%120
$26.50Aug 7Aug 21192.5%69.2%178.3%1847
$24.50Aug 7Aug 21200.6%76.2%163.2%1326
$31.00Aug 7Aug 21181.4%73.4%147.2%37318
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.00Aug 7Sep 4281.4%74.7%276.8%5184
$23.50Aug 7Aug 14268.1%81.6%228.4%37101
$22.00Aug 7Aug 21223.3%84.5%164.3%107198
$24.50Aug 7Aug 21200.6%76.2%163.2%159
$28.00Aug 7Aug 28165.2%70.3%134.9%111.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 35 found (best R:R 6.69, avg 1.90)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$30.00$31.00Aug 14$0.13$0.87$0.136.69$30.13
$29.00$30.00Aug 7$0.15$0.85$0.155.67$29.15
$28.00$29.00Aug 14$0.22$0.78$0.223.55$28.22
$27.00$27.50Aug 7$0.12$0.38$0.123.17$27.12
$29.00$30.00Aug 21$0.30$0.70$0.302.33$29.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.50$23.00Aug 14$0.10$0.40$0.104.00$23.40
$24.00$23.00Aug 21$0.22$0.78$0.223.55$23.78
$23.00$22.00Aug 7$0.23$0.77$0.233.35$22.77
$26.00$25.50Aug 7$0.15$0.35$0.152.33$25.85
$24.50$24.00Aug 14$0.15$0.35$0.152.33$24.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 42 found (best R:R 9.00, avg 1.35)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$25.00$26.00Aug 14$0.80$0.80$0.204.00$25.80
$26.00$26.50Aug 14$0.35$0.35$0.152.33$26.35
$26.00$26.50Aug 21$0.35$0.35$0.152.33$26.35
$22.50$25.00Sep 18$1.60$1.60$0.901.78$24.10
$26.00$26.50Aug 7$0.30$0.30$0.201.50$26.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$30.00$29.00Aug 7$0.90$0.90$0.109.00$29.10
$28.50$28.00Aug 7$0.40$0.40$0.104.00$28.10
$29.00$28.50Aug 7$0.40$0.40$0.104.00$28.60
$30.00$27.50Aug 21$1.85$1.85$0.652.85$28.15
$27.00$26.00Aug 7$0.65$0.65$0.351.86$26.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 23 found (avg debit $0.45, cheapest $0.13)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$31.00Aug 7Aug 14$0.20181.4%87.4%
$29.00Aug 7Aug 14$0.28171.8%77.0%
$28.00Aug 7Aug 14$0.32165.2%73.0%
$30.00Aug 7Aug 14$0.33150.3%85.3%
$23.50Aug 7Aug 21$0.35268.1%71.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.50Aug 7Aug 14$0.13200.6%84.8%
$24.00Aug 7Aug 14$0.20150.0%80.8%
$30.00Aug 7Aug 21$0.20150.3%69.0%
$25.50Aug 7Aug 14$0.25107.7%62.5%
$27.00Aug 7Aug 14$0.25137.7%74.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 26 found (cheapest 4.67% of stock, avg 11.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$26.00Aug 7$0.93$0.33$1.26$24.74$27.264.67%
$27.00Aug 7$0.57$0.98$1.55$25.45$28.555.75%
$25.00Aug 7$1.50$0.15$1.65$23.35$26.656.12%
$25.50Aug 7$1.50$0.18$1.68$23.82$27.186.23%
$27.50Aug 7$0.45$1.60$2.05$25.45$29.557.60%
$28.00Aug 7$0.38$1.85$2.23$25.77$30.238.27%
$24.50Aug 7$2.03$0.30$2.33$22.17$26.838.64%
$28.50Aug 7$0.08$2.25$2.33$26.17$30.838.64%
$27.00Aug 14$1.13$1.23$2.36$24.64$29.368.75%
$26.00Aug 14$1.70$0.75$2.45$23.55$28.459.09%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 74 found (cheapest 0.85% of stock, avg 4.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$28.50$25.00Aug 7$0.08$0.15$0.23$24.77$28.73
$28.50$25.50Aug 7$0.08$0.18$0.26$25.24$28.76
$29.00$25.00Aug 7$0.20$0.15$0.35$24.65$29.35
$29.00$25.50Aug 7$0.20$0.18$0.38$25.12$29.38
$28.50$24.50Aug 7$0.08$0.30$0.38$24.12$28.88
$28.50$26.00Aug 7$0.08$0.33$0.41$25.59$28.91
$28.50$23.50Aug 7$0.08$0.33$0.41$23.09$28.91
$29.00$24.50Aug 7$0.20$0.30$0.50$24.00$29.50
$28.00$25.00Aug 7$0.38$0.15$0.53$24.47$28.53
$29.00$26.00Aug 7$0.20$0.33$0.53$25.47$29.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 48 found (best R:R 8.09, avg credit $0.54)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
25/2628/29Aug 21$0.89$0.118.09$25.11$28.89
23/2425/26Aug 21$0.85$0.155.67$23.15$25.85
25/2627/28Aug 21$0.85$0.155.67$25.15$27.85
25/2629/30Aug 21$0.82$0.184.56$25.18$29.82
22/2326/26Aug 7$0.80$0.204.00$22.20$26.30
26/2729/30Aug 7$0.80$0.204.00$26.20$29.80
27/2829/30Aug 7$0.77$0.233.35$26.73$29.77
22/2324/25Aug 7$0.76$0.243.17$22.24$25.26
26/2627/28Aug 14$0.75$0.253.00$25.25$27.75
24/2426/27Aug 14$0.37$0.132.85$24.13$26.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 13.29, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$28.00$29.00$30.00Aug 21$0.07$0.9313.29
$30.00$31.00$32.00Aug 21$0.10$0.909.00
$28.00$29.00$30.00Aug 14$0.12$0.887.33
$29.00$30.00$31.00Aug 7$0.15$0.855.67
$23.00$23.50$24.00Aug 7$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$23.50$24.00$24.50Aug 14$0.07$0.436.14
$22.00$22.50$23.00Aug 21$0.07$0.436.14
$25.00$25.50$26.00Aug 7$0.12$0.383.17
$27.50$28.00$28.50Aug 7$0.15$0.352.33
$24.50$25.00$25.50Aug 7$0.18$0.321.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 45 found (best net $-0.05, 35 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$31.001:2Aug 7-$0.05$0.95
$30.00$31.001:2Aug 14-$0.12$0.88
$29.00$30.001:2Aug 21-$0.18$0.82
$28.00$29.001:2Aug 14-$0.26$0.74
$27.00$28.001:2Aug 14-$0.27$0.73
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$27.501:2Aug 21-$0.05$2.45
$28.00$26.001:2Aug 28-$0.21$1.79
$23.00$22.001:2Aug 14-$0.06$0.94
$24.00$23.001:2Aug 21-$0.06$0.94
$26.00$25.001:2Aug 21-$0.23$0.77

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 5.19%, avg 2.11%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Sep 18$1.400.3711.3%5.19%16.47%2554.2K
$27.00Aug 21$1.200.510.1%4.45%4.60%3513
$29.00Sep 4$1.000.407.6%3.71%11.28%11
$28.00Aug 21$0.900.423.9%3.34%7.20%--134
$27.00Aug 28$0.650.510.1%2.41%2.56%2019
$27.00Aug 14$0.600.510.1%2.23%2.37%5310
$29.00Aug 21$0.500.327.6%1.85%9.42%443
$28.00Aug 14$0.400.373.9%1.48%5.34%3928
$30.00Aug 21$0.250.2311.3%0.93%12.20%90386
$27.00Aug 7$0.150.450.1%0.56%0.70%356.8K

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 9,209
Total Puts 7,403
Put/Call Ratio 0.80
Net Difference 1,806

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 25,265
Total Puts 12,992
Average Put/Call Ratio 0.59
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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