Tour v527
WRBY
WARBY PARKER INC A
$24.57 -0.77%
$24.20 (-1.51%)🌙
as of 09/09 07:12 PM
9/9 19:12

Option Volume

Detail
Current (09/09) 2,601
Calls: 1,067 (41%)
Puts: 1,534 (59%)
Prior (09/08) 1,283
Calls: 774 (60%)
Puts: 509 (40%)
Current vs Prior +102.73%
Calls: +37.86% (Calls)
Puts: +201.38% (Puts)
Prior 7-Day Total 35,653
Calls: 32,721 (92%)
Puts: 2,932 (8%)
Prior 7-Day Average 5,093
Calls: 4,674 (92%)
Puts: 418 (8%)
Current vs Prior 7-Day Avg -48.93%
Calls: -77.17%
Puts: +266.23%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/09) $206.0K
Calls: $102.2K (50%)
Puts: $103.8K (50%)
Prior (09/08) $122.8K
Calls: $100.3K (82%)
Puts: $22.5K (18%)
Current vs Prior +67.77%
Calls: +1.88%
Puts: +362.07%
Prior 7-Day Total $6.36M
Calls: $5.85M (92%)
Puts: $508.0K (8%)
Prior 7-Day Average $908.2K
Calls: $835.6K (92%)
Puts: $72.6K (8%)
Current vs Prior 7-Day Avg -77.32%
Calls: -87.77%
Puts: +42.97%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/09) 1.44
Prior (09/08) 0.66
Current vs Prior +118.62%
Prior 7-Day Average 0.35
Current vs Prior 7-Day Avg +307.02%
Sentiment BEARISH

Open Interest

Detail
Current (09/09) 64,194
Calls: 59,175 (92%)
Puts: 5,019 (8%)
Prior (09/08) 58,990
Calls: 54,498 (92%)
Puts: 4,492 (8%)
Current vs Prior +8.82%
Prior 7-Day Total 314,858
Calls: 279,066 (89%)
Puts: 35,792 (11%)
Prior 7-Day Average 44,979
Calls: 39,866 (89%)
Puts: 5,113 (11%)
Current vs Prior 7-Day Avg +42.72%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 6.23% | 9.08%9.08% | 16.81%
Prior 6.58% | 9.89%9.89% | 16.76%
Current vs Prior -5.41% | -8.28%-8.28% | +0.29%
Prior 7-Day Avg 6.69% | 9.54%11.49% | 17.78%
Current vs 7-Day Avg -6.86% | -4.81%-21.03% | -5.44%
Prior 7-Day Eod 6.58% | 9.89%9.89% | 16.76%
Current vs 7-Day Eod -5.41% | -8.28%-8.28% | +0.29%
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

Elevated premium activity with dollar volume up 68% vs prior. Unusually high activity with volume up 103% vs prior - elevated interest. Bearish P/C ratio of 1.44 indicates protective positioning. P/C ratio rising 119% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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. 11 found (avg delta 0.69, highest 0.88)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Sep 181.802.50$2.1532.6%40.82641
$22.00Sep 252.153.40$2.7845.0%20.80--
$23.50Sep 110.351.35$0.85117.6%30.75--
$22.50Oct 162.953.40$3.1814.2%40.6913
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Sep 112.203.60$2.9048.3%30.88--
$27.00Sep 182.203.70$2.9550.8%100.81--
$27.00Oct 233.504.20$3.8518.2%100.63--
$25.00Sep 110.601.40$1.0080.0%80.6217
$25.00Sep 181.101.55$1.3333.8%90.583.0K

Most actively traded options today. High liquidity = easy entry/exit. 41 active (total vol 2.4K, top 843)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 180.600.90$0.7540.0%4040.423.8K
$26.50Sep 180.100.45$0.28125.0%3480.2125
$25.00Oct 161.601.95$1.7819.7%510.49282
$25.00Oct 21.101.55$1.3333.8%200.47--
$25.00Sep 250.601.25$0.9369.9%110.431
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Sep 180.250.80$0.53103.8%8430.342
$24.00Sep 180.651.05$0.8547.1%5000.43--
$23.00Sep 110.050.25$0.15133.3%530.17212
$20.00Oct 160.350.60$0.4852.1%280.15171
$22.00Sep 110.000.15$0.08187.5%270.08351

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 29.8%, max 63.7%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Sep 11Oct 1694.2%66.8%41.0%581.3K
$25.50Sep 11Sep 1872.1%65.0%10.9%591
$22.50Sep 18Oct 1668.9%64.2%7.4%8654
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.50Sep 11Sep 1895.4%58.3%63.7%84942
$25.00Sep 11Oct 1694.2%66.8%41.0%91.1K
$23.00Sep 11Sep 1890.0%65.5%37.4%55219
$22.50Sep 18Oct 1668.9%64.2%7.4%6105

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 22 found (best R:R 2.13, avg 2.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$23.50$24.50Sep 11$0.32$0.68$0.3275%2.13$23.82
$22.50$24.50Sep 18$1.25$0.75$1.2582%0.60$23.75
$22.00$25.00Sep 25$1.85$1.15$1.8580%0.62$23.85
$22.50$25.00Oct 16$1.40$1.10$1.4069%0.79$23.90
$27.00$29.00Sep 25$0.15$1.85$0.1521%12.33$27.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$24.00Sep 18$0.48$0.52$0.4858%1.08$24.52
$23.00$22.50Sep 18$0.10$0.40$0.1028%4.00$22.90
$22.00$21.00Oct 23$0.25$0.75$0.2528%3.00$21.75
$22.50$22.00Sep 18$0.13$0.37$0.1322%2.85$22.37
$25.00$23.50Sep 11$0.70$0.80$0.7062%1.14$24.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 1.78, avg 0.69)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$26.00$26.50Sep 18$0.32$0.32$0.1868%1.78$26.32
$25.00$25.50Sep 11$0.28$0.28$0.2262%1.27$25.28
$25.00$25.50Sep 18$0.23$0.23$0.2758%0.85$25.23
$25.00$27.00Sep 25$0.58$0.58$1.4257%0.41$25.58
$27.00$29.00Sep 25$0.15$0.15$1.8579%0.08$27.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.00$21.00Sep 25$0.85$0.85$2.1555%0.40$23.15
$22.50$20.00Oct 16$0.65$0.65$1.8569%0.35$21.85
$24.00$23.50Sep 18$0.32$0.32$0.1857%1.78$23.68
$23.50$23.00Sep 11$0.15$0.15$0.3572%0.43$23.35
$22.50$22.00Sep 18$0.13$0.13$0.3778%0.35$22.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.33, cheapest $0.32)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Sep 11Sep 18$0.3294.2%68.7%
$24.50Sep 11Sep 18$0.3778.8%64.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Sep 11Sep 18$0.3394.2%68.7%
$24.00Sep 18Sep 25$0.2866.1%60.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 4.68% of stock, avg 11.11%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$23.50Sep 11$0.85$0.30$1.15$22.35$24.654.68%
$25.00Sep 11$0.43$1.00$1.43$23.57$26.435.82%
$25.00Sep 18$0.75$1.33$2.08$22.92$27.088.47%
$22.50Sep 18$2.15$0.35$2.50$20.00$25.0010.18%
$27.00Sep 11$0.10$2.90$3.00$24.00$30.0012.21%
$25.00Oct 2$1.33$1.90$3.23$21.77$28.2313.15%
$25.00Oct 16$1.78$2.35$4.13$20.87$29.1316.81%
$22.50Oct 16$3.18$1.13$4.31$18.19$26.8117.54%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 48 found (cheapest 0.53% of stock, avg 3.90%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$26.00$22.00Sep 11$0.05$0.08$0.13$21.87$26.13
$27.00$22.00Sep 11$0.10$0.08$0.18$21.82$27.18
$26.00$23.00Sep 11$0.05$0.15$0.20$22.80$26.20
$25.50$22.00Sep 11$0.15$0.08$0.23$21.77$25.73
$27.00$23.00Sep 11$0.10$0.15$0.25$22.75$27.25
$25.50$23.00Sep 11$0.15$0.15$0.30$22.70$25.80
$26.00$23.50Sep 11$0.05$0.30$0.35$23.15$26.35
$27.00$23.50Sep 11$0.10$0.30$0.40$23.10$27.40
$25.50$23.50Sep 11$0.15$0.30$0.45$23.05$25.95
$29.00$21.00Sep 25$0.20$0.28$0.48$20.52$29.48

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. 5 found (best R:R 3.39, cheapest $0.18)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$25.00$27.00$29.00Sep 25$0.43$1.5731%3.65
$25.00$25.50$26.00Sep 11$0.18$0.3229%1.78
$25.00$25.50$26.00Sep 18$0.31$0.1910%0.61
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$20.00$22.50$25.00Oct 16$0.57$1.9335%3.39
$23.00$23.50$24.00Sep 18$0.24$0.2615%1.08

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 $-0.38, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$25.001:2Oct 16-$0.38$2.12
$23.50$24.501:2Sep 11-$0.21$0.79
$27.00$29.001:2Sep 25-$0.05$1.95
$26.00$27.001:2Sep 11-$0.15$0.85
$25.00$25.501:2Sep 18-$0.29$0.21
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$24.001:2Sep 18-$0.37$0.63
$22.50$22.001:2Sep 18-$0.09$0.41
$24.00$23.501:2Sep 18-$0.21$0.29
$23.00$22.501:2Sep 18-$0.25$0.25
$23.50$23.001:2Sep 18-$0.37$0.13

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 6.51%, avg 2.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$25.00Oct 16$1.600.491.8%6.51%8.26%51282
$25.00Oct 2$1.100.471.8%4.48%6.23%20--
$25.00Sep 25$0.600.431.8%2.44%4.19%111
$25.00Sep 18$0.600.421.8%2.44%4.19%4043.8K
$26.00Sep 18$0.300.325.8%1.22%7.04%1--
$25.50Sep 18$0.350.343.8%1.42%5.21%315
$29.00Sep 25$0.100.1218.0%0.41%18.44%1--
$27.00Sep 25$0.100.219.9%0.41%10.30%1--
$26.50Sep 18$0.100.217.9%0.41%8.26%34825

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 1,067
Total Puts 1,534
Put/Call Ratio 1.44
Net Difference -467

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 32,721
Total Puts 2,932
Average Put/Call Ratio 0.35
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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