Tour v526
WRBY
WARBY PARKER INC A
$23.91 -1.16%
$24.01 (+0.42%)🌙
as of 09/02 07:10 PM
9/2 19:10

Option Volume

Detail
Current (09/02) 2,962
Calls: 2,292 (77%)
Puts: 670 (23%)
Prior (09/01) 885
Calls: 733 (83%)
Puts: 152 (17%)
Current vs Prior +234.69%
Calls: +212.69% (Calls)
Puts: +340.79% (Puts)
Prior 7-Day Total 10,823
Calls: 6,427 (59%)
Puts: 4,396 (41%)
Prior 7-Day Average 1,546
Calls: 918 (59%)
Puts: 628 (41%)
Current vs Prior 7-Day Avg +91.57%
Calls: +149.63%
Puts: +6.69%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02) $910.0K
Calls: $623.2K (68%)
Puts: $286.8K (32%)
Prior (09/01) $96.1K
Calls: $73.0K (76%)
Puts: $23.1K (24%)
Current vs Prior +846.86%
Calls: +753.57%
Puts: +1141.75%
Prior 7-Day Total $1.45M
Calls: $834.9K (58%)
Puts: $610.9K (42%)
Prior 7-Day Average $206.5K
Calls: $119.3K (58%)
Puts: $87.3K (42%)
Current vs Prior 7-Day Avg +340.60%
Calls: +422.49%
Puts: +228.68%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02) 0.29
Prior (09/01) 0.21
Current vs Prior +40.97%
Prior 7-Day Average 1.10
Current vs Prior 7-Day Avg -73.45%
Sentiment BULLISH

Open Interest

Detail
Current (09/02) 29,020
Calls: 24,943 (86%)
Puts: 4,077 (14%)
Prior (09/01) 55,744
Calls: 52,215 (94%)
Puts: 3,529 (6%)
Current vs Prior -47.94%
Prior 7-Day Total 306,262
Calls: 260,441 (85%)
Puts: 45,821 (15%)
Prior 7-Day Average 43,751
Calls: 37,205 (85%)
Puts: 6,545 (15%)
Current vs Prior 7-Day Avg -33.67%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 5.90% | 8.91%11.71% | 18.19%
Prior 7.23% | 9.63%12.53% | 18.11%
Current vs Prior -18.49% | -7.51%-6.51% | +0.48%
Prior 7-Day Avg 6.38% | 9.43%11.45% | 18.41%
Current vs 7-Day Avg -7.52% | -5.56%+2.32% | -1.20%
Prior 7-Day Eod 7.23% | 9.63%12.53% | 18.11%
Current vs 7-Day Eod -18.49% | -7.51%-6.51% | +0.48%
Sentiment BULLISHBULLISH

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
+
Add Card

🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($623.2K). Massive premium surge with dollar volume up 847% vs prior. Dollar volume significantly above 7-day average (341% higher). Unusually high activity with volume up 235% 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 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. 1 found (avg $0.83, cheapest $0.83)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Sep 180.750.90$0.8318.1%50.351

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 11 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Sep 43.804.70$4.2521.2%10.891
$21.00Sep 42.803.70$3.2527.7%10.86--
$23.00Sep 40.901.60$1.2556.0%10.78--
$24.00Sep 40.450.75$0.6050.0%10.57--
$24.00Sep 110.851.20$1.0234.3%10.56--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Sep 42.803.80$3.3030.3%11.00--
$27.00Sep 42.303.30$2.8035.7%20.9512
$25.00Sep 40.701.30$1.0060.0%10.80--
$25.00Sep 111.151.60$1.3832.6%40.6618
$24.50Sep 40.601.10$0.8558.8%350.6566

Most actively traded options today. High liquidity = easy entry/exit. 40 active (total vol 967, top 668)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 180.801.15$0.9835.7%6680.423.0K
$25.50Sep 110.300.55$0.4358.1%420.314
$27.00Sep 110.050.30$0.18138.9%120.15--
$26.00Sep 250.651.00$0.8342.2%100.35--
$27.50Sep 180.150.45$0.30100.0%50.1810
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Sep 40.100.35$0.22113.6%870.23160
$24.50Sep 40.601.10$0.8558.8%350.6566
$21.00Sep 110.050.15$0.10100.0%160.0813
$23.00Sep 110.350.55$0.4544.4%110.29--
$22.00Sep 180.300.60$0.4566.7%110.2314

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 31.7%, max 44.5%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Sep 4Oct 1680.4%64.9%23.8%473
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.00Sep 4Sep 1894.8%65.6%44.5%92161
$23.50Sep 4Sep 1186.4%60.1%43.7%9138
$24.00Sep 4Sep 1870.3%61.3%14.6%1072

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 20 found (best R:R 2.33, avg 3.67)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$27.00Sep 4$0.10$1.90$0.1029%19.00$25.10
$23.00$24.00Sep 4$0.65$0.35$0.6578%0.54$23.65
$24.50$25.00Sep 4$0.13$0.37$0.1342%2.85$24.63
$24.50$25.50Sep 11$0.34$0.66$0.3447%1.94$24.84
$24.00$24.50Sep 4$0.22$0.28$0.2257%1.27$24.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$24.50Sep 4$0.15$0.35$0.1580%2.33$24.85
$21.00$20.00Oct 9$0.15$0.85$0.1522%5.67$20.85
$24.00$23.00Sep 18$0.37$0.63$0.3747%1.70$23.63
$25.00$24.00Sep 11$0.55$0.45$0.5566%0.82$24.45
$23.50$23.00Sep 4$0.11$0.39$0.1133%3.55$23.39

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 0.21, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$27.00Sep 18$0.63$0.63$1.3758%0.46$25.63
$24.00$24.50Sep 11$0.25$0.25$0.2544%1.00$24.25
$25.50$27.00Sep 11$0.25$0.25$1.2569%0.20$25.75
$24.00$24.50Sep 4$0.22$0.22$0.2843%0.79$24.22
$24.50$25.50Sep 11$0.34$0.34$0.6653%0.52$24.84
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$23.00$21.00Sep 11$0.35$0.35$1.6571%0.21$22.65
$23.00$22.50Sep 18$0.23$0.23$0.2765%0.85$22.77
$22.50$22.00Sep 18$0.15$0.15$0.3572%0.43$22.35
$22.00$21.00Sep 18$0.17$0.17$0.8377%0.20$21.83
$21.00$20.00Sep 18$0.10$0.10$0.9085%0.11$20.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.37, cheapest $0.27)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.50Sep 4Sep 11$0.3974.4%61.1%
$24.00Sep 4Sep 11$0.4270.3%60.1%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.50Sep 4Sep 11$0.2786.4%60.1%
$24.00Sep 4Sep 11$0.4070.3%60.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 4.31% of stock, avg 5.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$24.00Sep 4$0.60$0.43$1.03$22.97$25.034.31%
$24.50Sep 4$0.38$0.85$1.23$23.27$25.735.14%
$25.00Sep 4$0.25$1.00$1.25$23.75$26.255.23%
$23.00Sep 4$1.25$0.22$1.47$21.53$24.476.15%
$24.00Sep 11$1.02$0.83$1.85$22.15$25.857.74%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 43 found (cheapest 1.17% of stock, avg 4.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$27.00$21.00Sep 11$0.18$0.10$0.28$20.72$27.28
$28.00$21.00Sep 11$0.23$0.10$0.33$20.67$28.33
$27.00$23.00Sep 4$0.15$0.22$0.37$22.63$27.37
$25.00$23.00Sep 4$0.25$0.22$0.47$22.53$25.47
$27.00$23.50Sep 4$0.15$0.33$0.48$23.02$27.48
$27.50$21.00Sep 18$0.30$0.28$0.58$20.42$28.08
$25.00$23.50Sep 4$0.25$0.33$0.58$22.92$25.58
$27.00$21.00Sep 18$0.35$0.28$0.63$20.37$27.63
$25.50$21.00Sep 11$0.43$0.10$0.53$20.47$26.03
$24.50$23.00Sep 4$0.38$0.22$0.60$22.40$25.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.43, avg credit $0.40)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
21/2326/27Sep 11$0.60$1.4040%0.43$22.40$26.10
23/2425/27Sep 4$0.21$1.7938%0.12$23.29$25.21

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 13.29, cheapest $0.07)

CALLS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$24.00$24.50$25.00Sep 4$0.09$0.4128%4.56
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$20.00$21.00$22.00Sep 18$0.07$0.9313%13.29
$23.00$23.50$24.00Sep 11$0.08$0.4217%5.25
$22.00$22.50$23.00Sep 18$0.08$0.4212%5.25
$23.50$24.00$24.50Sep 4$0.32$0.1832%0.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 23 found (best net $-0.28, 17 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.50$25.501:2Sep 11-$0.09$0.91
$25.00$27.001:2Sep 4-$0.05$1.95
$24.00$24.501:2Sep 4-$0.16$0.34
$24.50$25.001:2Sep 4-$0.12$0.38
$27.00$28.001:2Sep 11-$0.28$0.72
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$24.001:2Sep 11-$0.28$0.72
$22.00$21.001:2Sep 18-$0.11$0.89
$21.00$20.001:2Sep 18-$0.08$0.92
$23.50$23.001:2Sep 4-$0.11$0.39
$24.00$23.501:2Sep 4-$0.23$0.27

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 6.90%, avg 2.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$25.00Oct 16$1.650.484.6%6.90%11.46%1--
$28.00Oct 9$0.550.2717.1%2.30%19.41%1--
$26.00Sep 25$0.650.358.7%2.72%11.46%10--
$25.00Sep 18$0.800.424.6%3.35%7.90%6683.0K
$24.00Sep 11$0.850.560.4%3.55%3.93%1--
$24.50Sep 11$0.600.472.5%2.51%4.98%1--
$27.00Sep 18$0.200.2112.9%0.84%13.76%2--
$27.50Sep 18$0.150.1815.0%0.63%15.64%510
$25.50Sep 11$0.300.316.7%1.25%7.90%424
$24.00Sep 4$0.450.570.4%1.88%2.26%1--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 2,292
Total Puts 670
Put/Call Ratio 0.29
Net Difference 1,622

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,427
Total Puts 4,396
Average Put/Call Ratio 1.10
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All