Tour v526
WRBY
WARBY PARKER INC A
$24.19 -1.67%
$24.18 (-0.03%)🌙
as of 09/01 07:16 PM
9/1 19:16

Option Volume

Detail
Current (09/01) 885
Calls: 733 (83%)
Puts: 152 (17%)
Prior (08/31) 2,210
Calls: 1,943 (88%)
Puts: 267 (12%)
Current vs Prior -59.95%
Calls: -62.27% (Calls)
Puts: -43.07% (Puts)
Prior 7-Day Total 11,792
Calls: 6,739 (57%)
Puts: 5,053 (43%)
Prior 7-Day Average 1,684
Calls: 962 (57%)
Puts: 721 (43%)
Current vs Prior 7-Day Avg -47.46%
Calls: -23.86%
Puts: -78.94%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/01) $96.1K
Calls: $73.0K (76%)
Puts: $23.1K (24%)
Prior (08/31) $249.4K
Calls: $216.7K (87%)
Puts: $32.7K (13%)
Current vs Prior -61.46%
Calls: -66.31%
Puts: -29.36%
Prior 7-Day Total $1.74M
Calls: $1.09M (63%)
Puts: $651.3K (37%)
Prior 7-Day Average $249.0K
Calls: $155.9K (63%)
Puts: $93.0K (37%)
Current vs Prior 7-Day Avg -61.40%
Calls: -53.18%
Puts: -75.17%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/01) 0.21
Prior (08/31) 0.14
Current vs Prior +50.90%
Prior 7-Day Average 1.18
Current vs Prior 7-Day Avg -82.45%
Sentiment BULLISH

Open Interest

Detail
Current (09/01) 55,744
Calls: 52,215 (94%)
Puts: 3,529 (6%)
Prior (08/31) 39,497
Calls: 35,475 (90%)
Puts: 4,022 (10%)
Current vs Prior +41.13%
Prior 7-Day Total 322,966
Calls: 274,522 (85%)
Puts: 48,444 (15%)
Prior 7-Day Average 46,138
Calls: 39,217 (85%)
Puts: 6,920 (15%)
Current vs Prior 7-Day Avg +20.82%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 7.23% | 9.63%12.53% | 18.11%
Prior 6.42% | 9.88%12.24% | 17.89%
Current vs Prior +12.64% | -2.49%+2.37% | +1.23%
Prior 7-Day Avg 5.89% | 9.32%10.20% | 18.09%
Current vs 7-Day Avg +22.84% | +3.40%+22.78% | +0.09%
Prior 7-Day Eod 6.42% | 9.88%12.24% | 17.89%
Current vs 7-Day Eod +12.64% | -2.49%+2.37% | +1.23%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 67.22% | 21.06%
Calls: 54.88% | 18.12%
Puts: 79.55% | 24.00%
Prior 67.22% | 21.06%
Calls: 54.88% | 18.12%
Puts: 79.55% | 24.00%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 67.22% | 21.06%
Calls: 54.88% | 18.12%
Puts: 79.55% | 24.00%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($73.0K) vs puts ($23.1K). Light premium activity with dollar volume down 61% vs prior. Below-average activity with volume down 60% vs prior. Extreme bullish P/C ratio of 0.21 - heavy call buying (733 calls vs 152 puts).

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. 8 found (avg delta 0.67, highest 0.87)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Sep 41.652.90$2.2854.8%10.87--
$22.50Sep 182.102.60$2.3521.3%20.73641
$23.50Sep 181.401.90$1.6530.3%10.62--
$24.00Sep 181.351.65$1.5020.0%40.56--
$24.50Sep 181.001.35$1.1829.7%10.501
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.50Sep 112.353.00$2.6824.3%30.81--
$25.50Sep 41.201.75$1.4837.2%10.7828
$25.00Oct 162.252.70$2.4818.1%50.51--

Most actively traded options today. High liquidity = easy entry/exit. 45 active (total vol 655, top 327)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 180.901.15$1.0224.5%3270.452.6K
$28.00Sep 40.000.25$0.13192.3%1320.10--
$25.00Oct 161.752.05$1.9015.8%210.501
$29.00Oct 20.250.60$0.4381.4%150.19--
$27.50Sep 40.000.20$0.10200.0%100.1039
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Sep 110.200.30$0.2540.0%210.1815
$22.50Sep 180.550.75$0.6530.8%190.282.3K
$23.00Sep 40.050.40$0.23152.2%100.22150
$22.00Sep 180.400.65$0.5347.2%100.23--
$20.00Oct 160.550.80$0.6836.8%60.1859

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 19.8%, max 25.7%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Sep 4Sep 1871.6%61.2%17.1%244
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.00Sep 4Oct 281.4%64.7%25.7%11150
$24.00Sep 4Sep 1873.7%63.3%16.5%770

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 29 found (best R:R 2.33, avg 3.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$23.50$24.00Sep 18$0.15$0.35$0.1562%2.33$23.65
$26.00$28.00Sep 11$0.15$1.85$0.1525%12.33$26.15
$28.00$29.00Oct 2$0.10$0.90$0.1023%9.00$28.10
$25.50$27.50Sep 4$0.13$1.87$0.1324%14.38$25.63
$24.50$25.00Sep 18$0.16$0.34$0.1650%2.13$24.66
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$23.00$22.00Oct 2$0.25$0.75$0.2535%3.00$22.75
$21.00$20.00Sep 25$0.10$0.90$0.1018%9.00$20.90
$24.00$23.00Sep 4$0.27$0.73$0.2742%2.70$23.73
$22.50$22.00Sep 18$0.12$0.38$0.1228%3.17$22.38
$25.50$24.00Sep 4$0.98$0.52$0.9878%0.53$24.52

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 24 found (best R:R 0.48, avg 0.35)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$27.00$28.00Oct 2$0.30$0.30$0.7068%0.43$27.30
$25.00$25.50Sep 11$0.20$0.20$0.3061%0.67$25.20
$27.00$28.00Sep 18$0.17$0.17$0.8377%0.20$27.17
$25.50$26.00Sep 11$0.13$0.13$0.3769%0.35$25.63
$25.00$26.00Sep 18$0.37$0.37$0.6356%0.59$25.37
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$22.00$20.00Oct 2$0.65$0.65$1.3572%0.48$21.35
$22.00$21.00Sep 25$0.33$0.33$0.6773%0.49$21.67
$22.00$21.00Sep 18$0.28$0.28$0.7277%0.39$21.72
$24.00$22.50Sep 18$0.53$0.53$0.9756%0.55$23.47
$23.00$22.00Sep 11$0.23$0.23$0.7770%0.30$22.77

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.55, cheapest $0.65)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.50Sep 4Sep 18$0.6571.6%61.2%
$25.00Sep 4Sep 11$0.3373.1%65.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Sep 4Sep 18$0.6873.7%63.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 7.07% of stock, avg 12.16%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.50Sep 4$0.23$1.48$1.71$23.79$27.217.07%
$24.00Sep 18$1.50$1.18$2.68$21.32$26.6811.08%
$22.50Sep 18$2.35$0.65$3.00$19.50$25.5012.40%
$25.00Oct 16$1.90$2.48$4.38$20.62$29.3818.11%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 53 found (cheapest 1.36% of stock, avg 4.64%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$28.00$21.00Sep 11$0.20$0.13$0.33$20.67$28.33
$27.50$23.00Sep 4$0.10$0.23$0.33$22.67$27.83
$28.00$23.00Sep 4$0.13$0.23$0.36$22.64$28.36
$28.00$22.00Sep 11$0.20$0.25$0.45$21.55$28.45
$25.50$23.00Sep 4$0.23$0.23$0.46$22.54$25.96
$28.00$21.00Sep 18$0.23$0.25$0.48$20.52$28.48
$26.00$21.00Sep 11$0.35$0.13$0.48$20.52$26.48
$26.00$22.00Sep 11$0.35$0.25$0.60$21.40$26.60
$25.00$23.00Sep 4$0.35$0.23$0.58$22.42$25.58
$27.00$21.00Sep 18$0.40$0.25$0.65$20.35$27.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 10 found (best R:R 0.82, avg credit $0.46)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
21/2227/28Sep 18$0.45$0.5554%0.82$21.55$27.45
21/2226/27Sep 18$0.53$0.4744%1.13$21.47$26.53
22/2227/28Sep 18$0.29$0.7149%0.41$22.21$27.29
22/2226/27Sep 18$0.37$0.6339%0.59$22.13$26.37
21/2226/26Sep 11$0.25$0.7551%0.33$21.75$25.75
20/2227/28Oct 2$0.95$1.0540%0.90$21.05$27.95
22/2326/26Sep 11$0.36$0.6439%0.56$22.64$25.86
20/2228/29Oct 2$0.75$1.2549%0.60$21.25$28.75
21/2226/28Sep 11$0.27$1.7358%0.16$21.73$26.27
22/2326/28Sep 11$0.38$1.6245%0.23$22.62$26.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 11.50, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$26.00$27.00$28.00Sep 18$0.08$0.9218%11.50
$24.50$25.00$25.50Sep 4$0.06$0.4422%7.33
$25.00$26.00$27.00Sep 18$0.12$0.8822%7.33
$25.00$25.50$26.00Sep 11$0.07$0.4314%6.14
$24.00$24.50$25.00Sep 18$0.16$0.3412%2.12
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$21.00$22.00$23.00Sep 11$0.11$0.8920%8.09
$20.00$21.00$22.00Sep 25$0.23$0.7713%3.35

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $-0.11, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$27.001:2Oct 2-$0.11$1.89
$26.00$28.001:2Sep 11-$0.05$1.95
$26.00$27.001:2Sep 18-$0.15$0.85
$27.00$28.001:2Sep 18-$0.06$0.94
$25.00$26.001:2Sep 18-$0.28$0.72
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.00$22.501:2Sep 18-$0.12$1.38
$22.00$21.001:2Sep 25-$0.12$0.88
$21.00$20.001:2Sep 25-$0.25$0.75
$21.00$20.001:2Oct 9-$0.32$0.68
$22.50$22.001:2Sep 18-$0.41$0.09

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 7.23%, avg 2.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$25.00Oct 16$1.750.503.4%7.23%10.58%211
$25.00Oct 2$1.300.483.4%5.37%8.72%11
$29.00Oct 9$0.450.2419.9%1.86%21.74%31
$27.00Oct 2$0.650.3211.6%2.69%14.30%103
$25.00Sep 18$0.900.453.4%3.72%7.07%3272.6K
$29.00Oct 2$0.250.1919.9%1.03%20.92%15--
$24.50Sep 18$1.000.501.3%4.13%5.42%11
$28.00Oct 2$0.200.2315.8%0.83%16.58%35
$26.00Sep 18$0.450.337.5%1.86%9.34%14
$27.00Sep 18$0.250.2311.6%1.03%12.65%10--

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 733
Total Puts 152
Put/Call Ratio 0.21
Net Difference 581

Prior's Put/Call Breakdown

Total Calls 1,943
Total Puts 267
Put/Call Ratio 0.14
Net Difference 1,676

Prior 7-Day Put/Call Summary

Total Calls 6,739
Total Puts 5,053
Average Put/Call Ratio 1.18
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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