Tour v526
WRBY
WARBY PARKER INC A
$23.29 -2.59%
$23.21 (-0.34%)🌙
as of 09/03 07:11 PM
9/3 19:11

Option Volume

Detail
Current (09/03) 1,699
Calls: 1,265 (74%)
Puts: 434 (26%)
Prior (09/02) 2,962
Calls: 2,292 (77%)
Puts: 670 (23%)
Current vs Prior -42.64%
Calls: -44.81% (Calls)
Puts: -35.22% (Puts)
Prior 7-Day Total 11,706
Calls: 6,977 (60%)
Puts: 4,729 (40%)
Prior 7-Day Average 1,672
Calls: 996 (60%)
Puts: 675 (40%)
Current vs Prior 7-Day Avg +1.60%
Calls: +26.92%
Puts: -35.76%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/03) $367.4K
Calls: $316.7K (86%)
Puts: $50.7K (14%)
Prior (09/02) $910.0K
Calls: $623.2K (68%)
Puts: $286.8K (32%)
Current vs Prior -59.63%
Calls: -49.19%
Puts: -82.32%
Prior 7-Day Total $2.09M
Calls: $1.21M (58%)
Puts: $882.0K (42%)
Prior 7-Day Average $298.2K
Calls: $172.2K (58%)
Puts: $126.0K (42%)
Current vs Prior 7-Day Avg +23.19%
Calls: +83.89%
Puts: -59.76%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03) 0.34
Prior (09/02) 0.29
Current vs Prior +17.37%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg -69.23%
Sentiment BULLISH

Open Interest

Detail
Current (09/03) 26,013
Calls: 23,866 (92%)
Puts: 2,147 (8%)
Prior (09/02) 29,020
Calls: 24,943 (86%)
Puts: 4,077 (14%)
Current vs Prior -10.36%
Prior 7-Day Total 276,396
Calls: 235,966 (85%)
Puts: 40,430 (15%)
Prior 7-Day Average 39,485
Calls: 33,709 (85%)
Puts: 5,775 (15%)
Current vs Prior 7-Day Avg -34.12%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 5.71% | 7.94%11.08% | 17.30%
Prior 5.90% | 8.91%11.71% | 18.19%
Current vs Prior -3.16% | -10.83%-5.40% | -4.89%
Prior 7-Day Avg 6.07% | 9.07%12.69% | 18.73%
Current vs 7-Day Avg -5.98% | -12.38%-12.68% | -7.63%
Prior 7-Day Eod 5.90% | 8.91%11.71% | 18.19%
Current vs 7-Day Eod -3.16% | -10.83%-5.40% | -4.89%
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

Strong bullish conviction with 86% of dollar volume in calls ($316.7K) vs puts ($50.7K). Light premium activity with dollar volume down 60% vs prior. Below-average activity with volume down 43% vs prior. Extreme bullish P/C ratio of 0.34 - heavy call buying (1,265 calls vs 434 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. 12 found (avg delta 0.74, highest 1.00)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Oct 22.102.60$2.3521.3%100.68--
$23.00Oct 91.702.20$1.9525.6%200.56--
$23.50Sep 181.001.35$1.1829.7%10.531
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Sep 112.904.00$3.4531.9%101.00--
$25.50Sep 41.702.30$2.0030.0%20.92--
$24.50Sep 40.851.35$1.1045.5%110.8891
$25.00Sep 41.301.85$1.5834.8%180.85--
$27.00Sep 183.104.00$3.5525.4%100.84--

Most actively traded options today. High liquidity = easy entry/exit. 34 active (total vol 845, top 254)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Oct 161.251.50$1.3818.1%2540.4222
$25.00Sep 180.200.70$0.45111.1%1310.303.6K
$24.00Sep 40.050.35$0.20150.0%260.301
$23.00Oct 91.702.20$1.9525.6%200.56--
$27.50Sep 40.000.10$0.05200.0%130.05--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Sep 110.150.30$0.2268.2%1850.20--
$23.00Sep 110.400.70$0.5554.5%370.3938
$25.00Sep 41.301.85$1.5834.8%180.85--
$25.00Sep 181.902.30$2.1019.0%180.73--
$22.50Oct 161.351.65$1.5020.0%120.3951

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 89.0%, max 119.9%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Sep 4Oct 16137.5%62.6%119.9%25822
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Sep 4Sep 1192.1%58.3%58.0%13100

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 14 found (best R:R 9.00, avg 2.93)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$26.00Sep 18$0.10$0.90$0.1030%9.00$25.10
$25.00$26.00Sep 11$0.10$0.90$0.1025%9.00$25.10
$23.50$24.00Sep 4$0.13$0.37$0.1347%2.85$23.63
$23.50$24.00Sep 18$0.23$0.27$0.2353%1.17$23.73
$24.00$24.50Sep 18$0.20$0.30$0.2046%1.50$24.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$24.00$23.00Sep 4$0.43$0.57$0.4373%1.33$23.57
$25.00$22.00Sep 18$1.53$1.47$1.5373%0.96$23.47
$24.00$23.00Sep 11$0.50$0.50$0.5060%1.00$23.50
$22.00$21.00Sep 11$0.12$0.88$0.1220%7.33$21.88
$23.00$22.00Sep 25$0.42$0.58$0.4243%1.38$22.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 0.52, avg 0.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.50$25.00Sep 18$0.30$0.30$0.2061%1.50$24.80
$24.00$24.50Sep 18$0.20$0.20$0.3054%0.67$24.20
$23.50$24.00Sep 18$0.23$0.23$0.2747%0.85$23.73
$23.50$24.00Sep 4$0.13$0.13$0.3753%0.35$23.63
$25.00$26.00Sep 11$0.10$0.10$0.9075%0.11$25.10
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$22.00$21.00Sep 18$0.34$0.34$0.6671%0.52$21.66
$23.00$22.00Sep 11$0.33$0.33$0.6761%0.49$22.67
$23.00$22.00Sep 25$0.42$0.42$0.5857%0.72$22.58
$22.00$21.00Sep 11$0.12$0.12$0.8880%0.14$21.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.65, cheapest $0.75)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Sep 4Sep 18$0.7592.1%62.1%
$23.50Sep 4Sep 18$0.8579.7%60.2%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Sep 4Sep 11$0.3578.2%57.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 3.56% of stock, avg 10.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$24.00Sep 4$0.20$0.63$0.83$23.17$24.833.56%
$25.00Sep 4$0.15$1.58$1.73$23.27$26.737.43%
$25.00Sep 18$0.45$2.10$2.55$22.45$27.5510.95%
$22.00Oct 2$2.35$0.95$3.30$18.70$25.3014.17%
$25.00Oct 16$1.38$2.85$4.23$20.77$29.2318.16%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 22 found (cheapest 0.77% of stock, avg 3.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$27.00$21.00Sep 11$0.08$0.10$0.18$20.82$27.18
$26.00$21.00Sep 11$0.18$0.10$0.28$20.72$26.28
$27.00$22.00Sep 11$0.08$0.22$0.30$21.70$27.30
$27.50$23.00Sep 4$0.05$0.20$0.25$22.75$27.75
$25.00$23.00Sep 4$0.15$0.20$0.35$22.65$25.35
$24.00$23.00Sep 4$0.20$0.20$0.40$22.60$24.40
$26.00$22.00Sep 11$0.18$0.22$0.40$21.60$26.40
$25.00$21.00Sep 11$0.28$0.10$0.38$20.62$25.38
$25.00$22.00Sep 11$0.28$0.22$0.50$21.50$25.50
$23.50$23.00Sep 4$0.33$0.20$0.53$22.47$24.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.79, avg credit $0.33)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
21/2225/26Sep 18$0.44$0.5641%0.79$21.56$25.44
21/2225/26Sep 11$0.22$0.7855%0.28$21.78$25.22

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 2 found (best R:R 4.88, cheapest $0.17)

CALLS (0)
No calls found
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$22.00$23.00$24.00Sep 11$0.17$0.8340%4.88
$21.00$22.00$23.00Sep 11$0.21$0.7929%3.76

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $-0.65, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.50$24.001:2Sep 4-$0.07$0.43
$24.00$25.001:2Sep 4-$0.10$0.90
$25.00$26.001:2Sep 11-$0.08$0.92
$24.50$25.001:2Sep 18-$0.15$0.35
$25.00$26.001:2Sep 18-$0.25$0.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.00$25.001:2Sep 18-$0.65$1.35
$25.00$22.501:2Oct 16-$0.15$2.35
$24.00$23.001:2Sep 11-$0.05$0.95
$24.50$24.001:2Sep 4-$0.16$0.34
$23.00$22.001:2Sep 25-$0.33$0.67

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 5.37%, avg 2.33%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$25.00Oct 16$1.250.427.3%5.37%12.71%25422
$24.00Sep 18$0.800.463.0%3.43%6.48%46
$23.50Sep 18$1.000.530.9%4.29%5.20%11
$24.50Sep 18$0.600.395.2%2.58%7.77%12
$26.00Sep 18$0.250.2311.6%1.07%12.71%1--
$25.00Sep 18$0.200.307.3%0.86%8.20%1313.6K
$25.00Sep 11$0.150.257.3%0.64%7.99%11--
$23.50Sep 4$0.100.470.9%0.43%1.33%2--

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 1,265
Total Puts 434
Put/Call Ratio 0.34
Net Difference 831

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,977
Total Puts 4,729
Average Put/Call Ratio 1.11
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