Tour v526
WRBY
WARBY PARKER INC A
$24.76 +1.68%
$25.09 (+1.33%)🌙
as of 09/08 07:08 PM
9/8 19:08

Option Volume

Detail
Current (09/08) 1,283
Calls: 774 (60%)
Puts: 509 (40%)
Prior (09/04) 25,743
Calls: 25,234 (98%)
Puts: 509 (2%)
Current vs Prior -95.02%
Calls: -96.93% (Calls)
Puts: +0.00% (Puts)
Prior 7-Day Total 35,487
Calls: 32,607 (92%)
Puts: 2,880 (8%)
Prior 7-Day Average 5,069
Calls: 4,658 (92%)
Puts: 411 (8%)
Current vs Prior 7-Day Avg -74.69%
Calls: -83.38%
Puts: +23.72%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/08) $122.8K
Calls: $100.3K (82%)
Puts: $22.5K (18%)
Prior (09/04) $4.56M
Calls: $4.49M (99%)
Puts: $60.9K (1%)
Current vs Prior -97.31%
Calls: -97.77%
Puts: -63.15%
Prior 7-Day Total $6.38M
Calls: $5.82M (91%)
Puts: $563.3K (9%)
Prior 7-Day Average $911.8K
Calls: $831.3K (91%)
Puts: $80.5K (9%)
Current vs Prior 7-Day Avg -86.54%
Calls: -87.93%
Puts: -72.09%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/08) 0.66
Prior (09/04) 0.02
Current vs Prior +3160.21%
Prior 7-Day Average 0.36
Current vs Prior 7-Day Avg +83.58%
Sentiment BULLISH

Open Interest

Detail
Current (09/08) 58,990
Calls: 54,498 (92%)
Puts: 4,492 (8%)
Prior (09/04) 65,869
Calls: 55,443 (84%)
Puts: 10,426 (16%)
Current vs Prior -10.44%
Prior 7-Day Total 291,624
Calls: 253,997 (87%)
Puts: 37,627 (13%)
Prior 7-Day Average 41,660
Calls: 36,285 (87%)
Puts: 5,375 (13%)
Current vs Prior 7-Day Avg +41.60%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 6.58% | 9.89%9.89% | 16.76%
Prior 7.43% | 11.09%11.09% | 17.66%
Current vs Prior -11.44% | -10.76%-10.76% | -5.09%
Prior 7-Day Avg 6.43% | 9.33%11.93% | 18.09%
Current vs 7-Day Avg +2.39% | +6.11%-17.09% | -7.37%
Prior 7-Day Eod 7.43% | 11.09%11.09% | 17.66%
Current vs 7-Day Eod -11.44% | -10.76%-10.76% | -5.09%
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
+
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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($100.3K) vs puts ($22.5K). Light premium activity with dollar volume down 97% vs prior. Below-average activity with volume down 95% vs prior. Bullish P/C ratio of 0.66.

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 0.70, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Sep 113.004.30$3.6535.6%40.94--
$20.00Sep 113.905.20$4.5528.6%50.89--
$22.00Oct 93.004.10$3.5531.0%300.7730
$22.50Oct 162.853.70$3.2825.9%230.7128
$24.00Sep 110.701.40$1.0566.7%10.68--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Sep 114.005.40$4.7029.8%10.84--
$28.00Sep 112.454.30$3.3854.7%10.841
$25.00Sep 251.301.65$1.4823.6%30.517

Most actively traded options today. High liquidity = easy entry/exit. 56 active (total vol 972, top 206)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Sep 110.050.20$0.13115.4%2060.1426
$26.00Sep 110.050.30$0.18138.9%560.2124
$24.50Sep 110.701.10$0.9044.4%520.584
$25.00Oct 161.852.25$2.0519.5%330.53277
$25.50Sep 110.200.55$0.3892.1%320.3546
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Sep 110.050.20$0.13115.4%1400.1494
$20.00Oct 160.350.55$0.4544.4%1010.1470
$22.00Sep 110.000.10$0.05200.0%460.06324
$22.50Oct 160.901.35$1.1339.8%380.2983
$23.50Sep 110.050.35$0.20150.0%360.216

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 16.3%, max 51.4%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.50Sep 11Sep 18116.7%77.1%51.4%515
$25.50Sep 11Sep 1875.8%67.7%11.9%3657
$26.50Sep 11Sep 1876.7%71.1%7.9%723
$25.00Sep 11Oct 1668.7%66.4%3.4%391.3K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Sep 11Oct 282.8%68.4%21.1%1840
$22.50Sep 18Oct 1670.6%69.0%2.3%522.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 26 found (best R:R 1.29, avg 2.60)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$22.00$28.00Oct 9$2.62$3.38$2.6277%1.29$24.62
$22.50$25.00Oct 16$1.23$1.27$1.2371%1.03$23.73
$24.00$24.50Sep 11$0.15$0.35$0.1568%2.33$24.15
$27.00$29.00Oct 2$0.38$1.62$0.3833%4.26$27.38
$25.00$25.50Sep 11$0.12$0.38$0.1245%3.17$25.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$24.50$24.00Sep 11$0.13$0.37$0.1342%2.85$24.37
$21.00$20.00Oct 9$0.10$0.90$0.1016%9.00$20.90
$23.50$22.50Sep 18$0.22$0.78$0.2229%3.55$23.28
$22.00$21.00Oct 2$0.20$0.80$0.2023%4.00$21.80
$22.00$21.00Sep 25$0.18$0.82$0.1819%4.56$21.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 0.37, avg 0.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$26.50$27.00Sep 18$0.30$0.30$0.2069%1.50$26.80
$28.00$29.00Oct 9$0.36$0.36$0.6468%0.56$28.36
$27.50$28.50Sep 18$0.22$0.22$0.7877%0.28$27.72
$25.50$26.00Sep 11$0.20$0.20$0.3065%0.67$25.70
$25.50$26.00Sep 18$0.20$0.20$0.3057%0.67$25.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$22.50$20.00Oct 16$0.68$0.68$1.8271%0.37$21.82
$22.00$21.00Oct 23$0.37$0.37$0.6374%0.59$21.63
$21.00$20.00Oct 2$0.23$0.23$0.7783%0.30$20.77
$24.00$22.00Oct 2$0.65$0.65$1.3561%0.48$23.35
$24.00$23.50Sep 11$0.20$0.20$0.3068%0.67$23.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.58, cheapest $0.93)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.50Sep 11Sep 18$0.3774.0%65.7%
$25.50Sep 11Sep 18$0.4575.8%67.7%
$25.00Sep 11Sep 18$0.5568.7%68.6%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Sep 11Oct 2$0.9382.8%68.4%
$25.00Sep 25Oct 16$0.6263.4%66.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 5.78% of stock, avg 11.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$24.50Sep 11$0.90$0.53$1.43$23.07$25.935.78%
$24.00Sep 11$1.05$0.40$1.45$22.55$25.455.86%
$25.00Oct 16$2.05$2.10$4.15$20.85$29.1516.76%
$22.50Oct 16$3.28$1.13$4.41$18.09$26.9117.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 65 found (cheapest 0.81% of stock, avg 3.45%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$26.50$22.00Sep 11$0.15$0.05$0.20$21.80$26.70
$26.00$22.00Sep 11$0.18$0.05$0.23$21.77$26.23
$26.50$23.00Sep 11$0.15$0.13$0.28$22.72$26.78
$27.50$22.00Sep 11$0.23$0.05$0.28$21.72$27.78
$26.00$23.00Sep 11$0.18$0.13$0.31$22.69$26.31
$26.50$23.50Sep 11$0.15$0.20$0.35$23.15$26.85
$27.50$23.00Sep 11$0.23$0.13$0.36$22.64$27.86
$26.00$23.50Sep 11$0.18$0.20$0.38$23.12$26.38
$27.00$21.00Sep 18$0.25$0.08$0.33$20.67$27.33
$27.50$23.50Sep 11$0.23$0.20$0.43$23.07$27.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 0.85, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
20/2128/29Oct 9$0.46$0.5452%0.85$20.54$28.46
22/2228/28Sep 18$0.34$0.6659%0.52$22.16$27.84
22/2428/28Sep 18$0.44$0.5648%0.79$23.06$27.94
22/2426/27Sep 18$0.52$0.4840%1.08$22.98$27.02
20/2127/29Oct 2$0.61$1.3950%0.44$20.39$27.61
21/2227/29Oct 2$0.58$1.4244%0.41$21.42$27.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 7.62, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$25.50$26.00$26.50Sep 18$0.12$0.3812%3.17
$25.50$26.00$26.50Sep 11$0.17$0.3318%1.94
$26.50$27.00$27.50Sep 11$0.12$0.380%3.17
$24.50$25.00$25.50Sep 11$0.28$0.2223%0.79
$26.50$27.00$27.50Sep 18$0.45$0.058%0.11
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$20.00$22.50$25.00Oct 16$0.29$2.2133%7.62
$20.00$21.00$22.00Sep 18$0.10$0.907%9.00
$23.00$23.50$24.00Sep 11$0.13$0.3718%2.85
$20.00$21.00$22.00Sep 25$0.16$0.8410%5.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 29 found (best net $-0.82, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$25.001:2Oct 16-$0.82$1.68
$27.00$29.001:2Oct 2-$0.07$1.93
$24.50$25.001:2Sep 11-$0.10$0.40
$28.00$29.001:2Oct 9-$0.21$0.79
$26.00$27.001:2Sep 25-$0.31$0.69
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$22.501:2Oct 16-$0.16$2.34
$24.00$22.001:2Oct 2-$0.03$1.97
$23.50$22.501:2Sep 18-$0.08$0.92
$23.50$23.001:2Sep 11-$0.06$0.44
$22.50$22.001:2Sep 18-$0.06$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 3.84%, avg 2.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$28.00Oct 23$0.950.3513.1%3.84%16.92%1--
$25.00Oct 16$1.850.531.0%7.47%8.44%33277
$28.00Oct 9$0.650.3213.1%2.63%15.71%23
$27.00Oct 2$0.700.339.1%2.83%11.87%110
$26.00Sep 25$0.800.395.0%3.23%8.24%3--
$29.00Oct 9$0.250.2317.1%1.01%18.13%21
$29.00Oct 2$0.350.2017.1%1.41%18.54%3--
$27.00Sep 25$0.500.299.1%2.02%11.07%3--
$25.00Sep 18$0.950.501.0%3.84%4.81%203.8K
$25.50Sep 18$0.700.433.0%2.83%5.82%411

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 774
Total Puts 509
Put/Call Ratio 0.66
Net Difference 265

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 32,607
Total Puts 2,880
Average Put/Call Ratio 0.36
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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