Tour v527
WRBY
WARBY PARKER INC A
$24.30 -1.10%
9/10 19:15

Option Volume

Detail
Current (09/10) 1,590
Calls: 481 (30%)
Puts: 1,109 (70%)
Prior (09/09) 2,601
Calls: 1,067 (41%)
Puts: 1,534 (59%)
Current vs Prior -38.87%
Calls: -54.92% (Calls)
Puts: -27.71% (Puts)
Prior 7-Day Total 37,383
Calls: 33,308 (89%)
Puts: 4,075 (11%)
Prior 7-Day Average 5,340
Calls: 4,758 (89%)
Puts: 582 (11%)
Current vs Prior 7-Day Avg -70.23%
Calls: -89.89%
Puts: +90.50%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/10) $114.9K
Calls: $60.6K (53%)
Puts: $54.3K (47%)
Prior (09/09) $206.0K
Calls: $102.2K (50%)
Puts: $103.8K (50%)
Current vs Prior -44.21%
Calls: -40.74%
Puts: -47.63%
Prior 7-Day Total $6.51M
Calls: $5.93M (91%)
Puts: $580.5K (9%)
Prior 7-Day Average $929.6K
Calls: $846.6K (91%)
Puts: $82.9K (9%)
Current vs Prior 7-Day Avg -87.64%
Calls: -92.85%
Puts: -34.47%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/10) 2.31
Prior (09/09) 1.44
Current vs Prior +60.37%
Prior 7-Day Average 0.44
Current vs Prior 7-Day Avg +421.34%
Sentiment BEARISH

Open Interest

Detail
Current (09/10) 36,394
Calls: 32,259 (89%)
Puts: 4,135 (11%)
Prior (09/09) 64,194
Calls: 59,175 (92%)
Puts: 5,019 (8%)
Current vs Prior -43.31%
Prior 7-Day Total 339,327
Calls: 305,615 (90%)
Puts: 33,712 (10%)
Prior 7-Day Average 48,475
Calls: 43,659 (90%)
Puts: 4,816 (10%)
Current vs Prior 7-Day Avg -24.92%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 5.88% | 8.23%8.23% | 16.50%
Prior 6.23% | 9.08%9.08% | 16.81%
Current vs Prior -5.50% | -9.32%-9.32% | -1.83%
Prior 7-Day Avg 6.50% | 9.49%11.09% | 17.53%
Current vs 7-Day Avg -9.48% | -13.26%-25.76% | -5.87%
Prior 7-Day Eod 6.23% | 9.08%9.08% | 16.81%
Current vs 7-Day Eod -5.50% | -9.32%-9.32% | -1.83%
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

Extreme bearish P/C ratio of 2.31 - heavy put buying. P/C ratio rising 60% - increased hedging/bearish positioning. Call-heavy open interest (32,259 calls vs 4,135 puts) suggests bullish positioning. Declining open interest (down 43%) indicates positions being closed.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 0.78, highest 0.89)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Sep 112.803.80$3.3030.3%10.89--
$20.00Sep 113.704.80$4.2525.9%10.88--
$22.50Sep 181.802.55$2.1734.6%50.82--
$23.50Sep 181.251.75$1.5033.3%20.692
$25.00Oct 161.552.00$1.7825.3%1670.50325
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Sep 114.105.10$4.6021.7%20.86--
$28.00Sep 113.004.90$3.9548.1%30.84--
$27.50Sep 112.354.00$3.1851.9%10.83--
$25.50Sep 110.351.35$0.85117.6%10.822
$26.50Sep 111.902.90$2.4041.7%10.81--

Most actively traded options today. High liquidity = easy entry/exit. 31 active (total vol 1.5K, top 603)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 180.600.80$0.7028.6%1740.434.1K
$25.00Oct 161.552.00$1.7825.3%1670.50325
$25.00Sep 110.100.25$0.1883.3%380.271.0K
$22.50Sep 181.802.55$2.1734.6%50.82--
$26.00Sep 180.050.80$0.43174.4%50.2927
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Sep 180.400.90$0.6576.9%6030.40508
$21.00Sep 180.000.25$0.13192.3%3300.0925
$22.50Sep 180.200.35$0.2853.6%950.192.2K
$24.00Sep 110.100.40$0.25120.0%190.3843
$23.50Sep 180.400.60$0.5040.0%90.32845

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 34.0%, max 63.2%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.50Sep 11Sep 18105.6%64.7%63.2%616
$25.00Sep 11Oct 1690.8%65.9%37.8%2051.3K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Sep 11Sep 1876.7%60.9%26.0%622551
$22.50Sep 18Oct 1669.3%63.7%8.8%1012.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 13 found (best R:R 1.50, avg 3.26)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$23.50$25.00Sep 18$0.80$0.70$0.8069%0.87$24.30
$28.00$29.00Oct 23$0.23$0.77$0.2332%3.35$28.23
$25.00$25.50Sep 18$0.18$0.32$0.1843%1.78$25.18
$27.00$28.00Oct 23$0.35$0.65$0.3538%1.86$27.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.50$24.00Sep 11$0.60$0.90$0.6082%1.50$24.90
$29.00$28.00Sep 11$0.65$0.35$0.6586%0.54$28.35
$25.50$24.00Sep 18$0.73$0.77$0.7367%1.05$24.77
$21.00$20.00Oct 9$0.10$0.90$0.1018%9.00$20.90
$24.00$23.50Sep 18$0.15$0.35$0.1540%2.33$23.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 9 found (best R:R 0.33, avg 0.32)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$27.00$28.00Oct 23$0.35$0.35$0.6562%0.54$27.35
$25.00$25.50Sep 18$0.18$0.18$0.3257%0.56$25.18
$28.00$29.00Oct 23$0.23$0.23$0.7768%0.30$28.23
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$22.50$20.00Oct 16$0.62$0.62$1.8870%0.33$21.88
$24.00$23.00Sep 11$0.17$0.17$0.8362%0.20$23.83
$22.50$21.00Sep 18$0.15$0.15$1.3581%0.11$22.35
$23.50$23.00Sep 18$0.12$0.12$0.3868%0.32$23.38
$24.00$23.50Sep 18$0.15$0.15$0.3560%0.43$23.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $0.40, cheapest $0.40)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Sep 11Sep 18$0.4076.7%60.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 4.03% of stock, avg 7.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.50Sep 11$0.13$0.85$0.98$24.52$26.484.03%
$25.50Sep 18$0.52$1.38$1.90$23.60$27.407.82%
$23.50Sep 18$1.50$0.50$2.00$21.50$25.508.23%
$22.50Sep 18$2.17$0.28$2.45$20.05$24.9510.08%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 19 found (cheapest 0.86% of stock, avg 3.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$25.50$23.00Sep 11$0.13$0.08$0.21$22.79$25.71
$25.00$23.00Sep 11$0.18$0.08$0.26$22.74$25.26
$25.50$24.00Sep 11$0.13$0.25$0.38$23.62$25.88
$25.00$24.00Sep 11$0.18$0.25$0.43$23.57$25.43
$26.00$21.00Sep 18$0.43$0.13$0.56$20.44$26.56
$26.00$22.50Sep 18$0.43$0.28$0.71$21.79$26.71
$26.00$23.00Sep 18$0.43$0.38$0.81$22.19$26.81
$25.50$21.00Sep 18$0.52$0.13$0.65$20.35$26.15
$25.50$22.50Sep 18$0.52$0.28$0.80$21.70$26.30
$26.00$23.50Sep 18$0.43$0.50$0.93$22.57$26.93

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. 2 found (best R:R 4.56, cheapest $0.09)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$25.00$25.50$26.00Sep 18$0.09$0.4114%4.56
$27.00$28.00$29.00Oct 23$0.12$0.8812%7.33
PUTS (0)
No puts found

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 18 found (best net $-0.08, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$25.501:2Sep 11-$0.08$0.42
$22.50$23.501:2Sep 18-$0.83$0.17
$25.00$25.501:2Sep 18-$0.34$0.16
$25.50$26.001:2Sep 18-$0.34$0.16
$28.00$29.001:2Oct 23-$0.54$0.46
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.00$22.501:2Sep 18-$0.18$0.32
$21.00$20.001:2Oct 9-$0.25$0.75
$23.50$23.001:2Sep 18-$0.26$0.24
$24.00$23.501:2Sep 18-$0.35$0.15
$25.50$24.001:2Sep 18$0.08$1.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 4.32%, avg 2.85%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$27.00Oct 23$1.050.3811.1%4.32%15.43%11
$28.00Oct 23$0.800.3215.2%3.29%18.52%21
$25.00Oct 16$1.550.502.9%6.38%9.26%167325
$29.00Oct 23$0.400.2619.3%1.65%20.99%1--
$25.00Sep 18$0.600.432.9%2.47%5.35%1744.1K
$25.50Sep 18$0.350.354.9%1.44%6.38%316
$25.00Sep 11$0.100.272.9%0.41%3.29%381.0K

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 481
Total Puts 1,109
Put/Call Ratio 2.31
Net Difference -628

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 33,308
Total Puts 4,075
Average Put/Call Ratio 0.44
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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