Tour v526
WRBY
WARBY PARKER INC A
$24.35 +4.55%
$24.20 (-0.62%)🌙
as of 09/04 07:12 PM
9/4 19:12

Option Volume

Detail
Current (09/04) 25,743
Calls: 25,234 (98%)
Puts: 509 (2%)
Prior (09/03) 1,699
Calls: 1,265 (74%)
Puts: 434 (26%)
Current vs Prior +1415.19%
Calls: +1894.78% (Calls)
Puts: +17.28% (Puts)
Prior 7-Day Total 12,400
Calls: 7,637 (62%)
Puts: 4,763 (38%)
Prior 7-Day Average 1,771
Calls: 1,091 (62%)
Puts: 680 (38%)
Current vs Prior 7-Day Avg +1353.23%
Calls: +2212.92%
Puts: -25.19%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/04) $4.56M
Calls: $4.49M (99%)
Puts: $60.9K (1%)
Prior (09/03) $367.4K
Calls: $316.7K (86%)
Puts: $50.7K (14%)
Current vs Prior +1139.98%
Calls: +1319.28%
Puts: +20.20%
Prior 7-Day Total $2.30M
Calls: $1.40M (61%)
Puts: $897.5K (39%)
Prior 7-Day Average $328.3K
Calls: $200.1K (61%)
Puts: $128.2K (39%)
Current vs Prior 7-Day Avg +1287.39%
Calls: +2145.80%
Puts: -52.47%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/04) 0.02
Prior (09/03) 0.34
Current vs Prior -94.12%
Prior 7-Day Average 1.07
Current vs Prior 7-Day Avg -98.11%
Sentiment BULLISH

Open Interest

Detail
Current (09/04) 65,869
Calls: 55,443 (84%)
Puts: 10,426 (16%)
Prior (09/03) 26,013
Calls: 23,866 (92%)
Puts: 2,147 (8%)
Current vs Prior +153.22%
Prior 7-Day Total 262,385
Calls: 228,239 (87%)
Puts: 34,146 (13%)
Prior 7-Day Average 37,483
Calls: 32,605 (87%)
Puts: 4,878 (13%)
Current vs Prior 7-Day Avg +75.73%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 2.26% | 7.43%11.09% | 17.66%
Prior 5.71% | 7.94%11.08% | 17.30%
Current vs Prior +30.17% | +39.59%+0.10% | +2.05%
Prior 7-Day Avg 6.19% | 8.96%12.33% | 18.32%
Current vs 7-Day Avg +20.16% | +23.70%-10.06% | -3.60%
Prior 7-Day Eod 5.71% | 7.94%11.08% | 17.30%
Current vs 7-Day Eod +30.17% | +39.59%+0.10% | +2.05%
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 99% of dollar volume in calls ($4.49M) vs puts ($60.9K). Massive premium surge with dollar volume up 1140% vs prior. Dollar volume significantly above 7-day average (1287% higher). Unusually high activity with volume up 1415% 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 1 of results (avg 8.0%, best 8.0%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Oct 161.801.95$1.888.0%10.50--
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.93, cheapest $0.93)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 180.851.00$0.9316.1%1470.433.8K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 19 found (avg delta 0.69, highest 0.89)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Sep 42.904.50$3.7043.2%50.89--
$22.00Sep 112.202.80$2.5024.0%20.87--
$21.00Sep 41.853.60$2.7364.1%60.861
$22.00Sep 41.652.60$2.1344.6%10.842
$22.00Oct 92.903.50$3.2018.8%300.731
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Sep 44.105.50$4.8029.2%20.862
$25.50Sep 40.801.85$1.3378.9%40.836
$25.50Sep 111.301.90$1.6037.5%10.71--
$25.00Sep 40.501.15$0.8378.3%10.6732
$25.00Sep 110.951.50$1.2344.7%10.6017

Most actively traded options today. High liquidity = easy entry/exit. 64 active (total vol 1.9K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 110.400.70$0.5554.5%1.0K0.4012
$25.00Sep 180.851.00$0.9316.1%1470.433.8K
$27.00Sep 250.450.85$0.6561.5%1440.281
$22.00Oct 92.903.50$3.2018.8%300.731
$22.50Oct 162.903.40$3.1515.9%230.686
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Sep 110.100.20$0.1566.7%1110.13213
$24.50Sep 40.000.40$0.20200.0%450.5881
$22.50Sep 180.350.60$0.4852.1%300.252.3K
$21.00Sep 250.200.45$0.3375.8%290.159
$24.00Sep 40.000.20$0.10200.0%270.2773

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 938.3%, max 1593.4%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$26.00Sep 4Oct 21082.2%64.5%1578.7%1744
$25.00Sep 4Oct 16753.7%65.8%1046.3%476
$24.00Sep 4Oct 2330.2%63.3%421.5%721
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.00Sep 4Sep 181039.9%61.4%1593.4%7251
$25.00Sep 4Oct 16753.7%65.8%1046.3%1332
$24.50Sep 4Sep 18354.5%64.5%449.3%4781
$24.00Sep 4Sep 18330.2%62.0%432.9%2882

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 27 found (best R:R 0.67, avg 2.64)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$21.00$22.00Sep 4$0.60$0.40$0.6086%0.67$21.60
$22.50$25.00Oct 16$1.27$1.23$1.2768%0.97$23.77
$26.00$27.00Sep 25$0.15$0.85$0.1535%5.67$26.15
$24.00$24.50Sep 4$0.15$0.35$0.1573%2.33$24.15
$24.00$26.00Oct 2$0.84$1.16$0.8456%1.38$24.84
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$24.50$24.00Sep 4$0.10$0.40$0.1058%4.00$24.40
$23.00$22.00Sep 11$0.10$0.90$0.1022%9.00$22.90
$22.00$21.00Sep 18$0.11$0.89$0.1119%8.09$21.89
$24.00$23.50Sep 11$0.15$0.35$0.1541%2.33$23.85
$23.00$22.50Sep 18$0.12$0.38$0.1230%3.17$22.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 0.43, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$25.50Sep 11$0.22$0.22$0.2860%0.79$25.22
$25.00$25.50Sep 18$0.20$0.20$0.3056%0.67$25.20
$24.50$25.00Sep 11$0.20$0.20$0.3051%0.67$24.70
$25.00$26.00Sep 25$0.35$0.35$0.6555%0.54$25.35
$26.00$27.00Sep 25$0.15$0.15$0.8565%0.18$26.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$21.00$20.00Oct 2$0.30$0.30$0.7081%0.43$20.70
$22.00$21.00Sep 25$0.27$0.27$0.7376%0.37$21.73
$23.50$23.00Sep 11$0.20$0.20$0.3068%0.67$23.30
$21.00$20.00Sep 18$0.12$0.12$0.8887%0.14$20.88
$22.50$22.00Sep 18$0.15$0.15$0.3575%0.43$22.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.47, cheapest $0.25)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Sep 4Sep 11$0.25753.7%61.4%
$24.50Sep 4Sep 11$0.55354.5%61.1%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Sep 4Sep 11$0.40753.7%61.4%
$24.50Sep 4Sep 11$0.68354.5%61.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 1.64% of stock, avg 8.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$24.50Sep 4$0.20$0.20$0.40$24.10$24.901.64%
$24.00Sep 4$0.35$0.10$0.45$23.55$24.451.85%
$25.00Sep 4$0.30$0.83$1.13$23.87$26.134.64%
$24.50Sep 11$0.75$0.88$1.63$22.87$26.136.69%
$25.00Sep 11$0.55$1.23$1.78$23.22$26.787.31%
$25.50Sep 11$0.33$1.60$1.93$23.57$27.437.93%
$22.00Sep 4$2.13$0.25$2.38$19.62$24.389.77%
$24.00Sep 18$1.40$1.02$2.42$21.58$26.429.94%
$25.00Sep 18$0.93$1.58$2.51$22.49$27.5110.31%
$22.00Sep 11$2.50$0.15$2.65$19.35$24.6510.88%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 73 found (cheapest 1.36% of stock, avg 3.86%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$27.00$22.00Sep 11$0.18$0.15$0.33$21.67$27.33
$24.50$24.00Sep 4$0.20$0.10$0.30$23.70$24.80
$27.00$24.00Sep 4$0.23$0.10$0.33$23.67$27.33
$26.00$24.00Sep 4$0.25$0.10$0.35$23.65$26.35
$26.50$24.00Sep 4$0.25$0.10$0.35$23.65$26.85
$27.00$20.00Sep 11$0.18$0.20$0.38$19.62$27.38
$25.00$24.00Sep 4$0.30$0.10$0.40$23.60$25.40
$26.00$22.00Sep 11$0.25$0.15$0.40$21.60$26.40
$27.00$23.00Sep 11$0.18$0.25$0.43$22.57$27.43
$27.00$22.00Sep 4$0.23$0.25$0.48$21.52$27.48

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

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 6.14, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$25.00$25.50$26.00Sep 11$0.14$0.3617%2.57
$25.00$26.00$27.00Sep 25$0.20$0.8017%4.00
$24.00$24.50$25.00Sep 4$0.25$0.2540%1.00
$25.00$25.50$26.00Sep 18$0.17$0.3310%1.94
$20.00$21.00$22.00Sep 4$0.37$0.635%1.70
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$24.00$24.50$25.00Sep 11$0.07$0.4319%6.14
$23.50$24.00$24.50Sep 18$0.06$0.4413%7.33
$22.50$23.00$23.50Sep 18$0.08$0.4212%5.25
$23.50$24.00$24.50Sep 11$0.13$0.3719%2.85
$20.00$21.00$22.00Sep 25$0.19$0.8113%4.26

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 36 found (best net $-0.04, 31 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$25.001:2Oct 16-$0.61$1.89
$24.00$26.001:2Oct 2-$0.24$1.76
$24.00$24.501:2Sep 4-$0.05$0.45
$26.00$27.001:2Sep 11-$0.11$0.89
$25.00$26.001:2Sep 4-$0.20$0.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$22.501:2Oct 16-$0.04$2.46
$22.00$21.001:2Sep 25-$0.06$0.94
$25.50$25.001:2Sep 4-$0.33$0.17
$22.00$21.001:2Sep 18-$0.11$0.89
$22.00$20.001:2Sep 11-$0.25$1.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 7.39%, avg 2.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$25.00Oct 16$1.800.502.7%7.39%10.06%1--
$26.00Oct 2$0.900.396.8%3.70%10.47%2--
$25.00Sep 25$0.950.452.7%3.90%6.57%1--
$27.00Sep 25$0.450.2810.9%1.85%12.73%1441
$25.00Sep 18$0.850.432.7%3.49%6.16%1473.8K
$25.50Sep 18$0.600.374.7%2.46%7.19%4--
$26.00Sep 18$0.450.346.8%1.85%8.62%136
$26.00Sep 25$0.400.356.8%1.64%8.42%2010
$25.00Sep 11$0.400.402.7%1.64%4.31%1.0K12
$25.50Sep 11$0.200.294.7%0.82%5.54%2--

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 25,234
Total Puts 509
Put/Call Ratio 0.02
Net Difference 24,725

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,637
Total Puts 4,763
Average Put/Call Ratio 1.07
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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