Tour v527
WRBY
WARBY PARKER INC A
$24.71 +1.69%
$24.55 (-0.65%)🌙
as of 09/11 07:12 PM
9/11 19:12

Option Volume

Detail
Current (09/11) 2,336
Calls: 1,886 (81%)
Puts: 450 (19%)
Prior (09/10) 1,590
Calls: 481 (30%)
Puts: 1,109 (70%)
Current vs Prior +46.92%
Calls: +292.10% (Calls)
Puts: -59.42% (Puts)
Prior 7-Day Total 36,763
Calls: 31,846 (87%)
Puts: 4,917 (13%)
Prior 7-Day Average 5,251
Calls: 4,549 (87%)
Puts: 702 (13%)
Current vs Prior 7-Day Avg -55.52%
Calls: -58.54%
Puts: -35.94%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/11) $130.1K
Calls: $61.8K (47%)
Puts: $68.4K (53%)
Prior (09/10) $114.9K
Calls: $60.6K (53%)
Puts: $54.3K (47%)
Current vs Prior +13.27%
Calls: +1.99%
Puts: +25.84%
Prior 7-Day Total $6.37M
Calls: $5.77M (91%)
Puts: $602.1K (9%)
Prior 7-Day Average $910.3K
Calls: $824.3K (91%)
Puts: $86.0K (9%)
Current vs Prior 7-Day Avg -85.70%
Calls: -92.51%
Puts: -20.50%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/11) 0.24
Prior (09/10) 2.31
Current vs Prior -89.65%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg -68.27%
Sentiment BULLISH

Open Interest

Detail
Current (09/11) 47,687
Calls: 36,087 (76%)
Puts: 11,600 (24%)
Prior (09/10) 36,394
Calls: 32,259 (89%)
Puts: 4,135 (11%)
Current vs Prior +31.03%
Prior 7-Day Total 336,224
Calls: 302,399 (90%)
Puts: 33,825 (10%)
Prior 7-Day Average 48,032
Calls: 43,199 (90%)
Puts: 4,832 (10%)
Current vs Prior 7-Day Avg -0.72%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 1.86% | 7.81%7.81% | 15.10%
Prior 5.88% | 8.23%8.23% | 16.50%
Current vs Prior +32.73% | +46.53%-5.10% | -8.53%
Prior 7-Day Avg 6.42% | 9.25%10.51% | 17.33%
Current vs 7-Day Avg +21.58% | +30.33%-25.72% | -12.91%
Prior 7-Day Eod 5.88% | 8.23%8.23% | 16.50%
Current vs 7-Day Eod +32.73% | +46.53%-5.10% | -8.53%
Sentiment BEARISHBULLISH

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 bullish P/C ratio of 0.24 - heavy call buying (1,886 calls vs 450 puts). P/C ratio dropping 90% - sentiment shifting bullish. Call-heavy open interest (36,087 calls vs 11,600 puts) suggests bullish positioning. Rising open interest (up 31%) indicates new positions being established.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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. 18 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 110.000.05$0.03166.7%1.0K1.001.0K
$22.00Sep 252.804.10$3.4537.7%10.86--
$22.50Sep 182.253.40$2.8340.6%30.85644
$22.50Oct 162.903.90$3.4029.4%20.7415
$24.50Sep 110.150.40$0.2889.3%70.6951
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 110.000.35$0.18194.4%61.00--
$26.00Sep 110.451.45$0.95105.3%10.89--
$28.00Sep 182.653.50$3.0827.6%200.89--
$29.00Sep 113.204.40$3.8031.6%10.85--
$27.00Sep 111.502.50$2.0050.0%30.8112

Most actively traded options today. High liquidity = easy entry/exit. 61 active (total vol 2.1K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 110.000.05$0.03166.7%1.0K1.001.0K
$27.50Sep 180.050.25$0.15133.3%3400.1415
$25.00Sep 180.600.80$0.7028.6%1420.503.9K
$26.00Sep 180.250.50$0.3865.8%410.3126
$26.50Sep 180.100.45$0.28125.0%380.24325
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Sep 180.801.40$1.1054.5%440.624
$25.00Sep 180.701.00$0.8535.3%380.522.9K
$22.00Sep 180.050.30$0.18138.9%330.1228
$24.50Sep 180.400.85$0.6371.4%290.415
$25.00Oct 161.752.05$1.9015.8%220.481.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 815.8%, max 1353.8%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.50Sep 11Sep 18842.6%58.0%1353.8%3696
$24.50Sep 11Sep 18221.9%60.3%267.9%959
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.50Sep 11Sep 18931.1%64.4%1345.2%21847
$24.00Sep 11Oct 23735.5%62.3%1081.2%1230
$22.50Sep 18Oct 1677.4%59.0%31.1%112.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 23 found (best R:R 1.00, avg 3.32)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$24.50$25.00Sep 11$0.25$0.25$0.2568%1.00$24.75
$26.00$27.00Sep 25$0.16$0.84$0.1640%5.25$26.16
$22.50$25.00Oct 16$1.57$0.93$1.5774%0.59$24.07
$25.00$25.50Sep 18$0.15$0.35$0.1550%2.33$25.15
$25.50$26.00Sep 18$0.17$0.33$0.1741%1.94$25.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$23.00$22.00Sep 25$0.10$0.90$0.1022%9.00$22.90
$23.00$22.00Oct 9$0.20$0.80$0.2029%4.00$22.80
$25.50$25.00Sep 18$0.25$0.25$0.2562%1.00$25.25
$22.00$21.00Oct 2$0.12$0.88$0.1218%7.33$21.88
$25.00$24.50Sep 18$0.22$0.28$0.2252%1.27$24.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 0.44, avg 0.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.50$26.00Sep 11$0.25$0.25$0.2569%1.00$25.75
$27.00$28.00Sep 25$0.22$0.22$0.7870%0.28$27.22
$25.50$26.00Sep 18$0.17$0.17$0.3359%0.52$25.67
$25.00$25.50Sep 18$0.15$0.15$0.3550%0.43$25.15
$26.00$27.00Sep 25$0.16$0.16$0.8460%0.19$26.16
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.00$21.00Oct 23$0.92$0.92$2.0862%0.44$23.08
$24.00$23.50Sep 18$0.27$0.27$0.2366%1.17$23.73
$23.00$22.00Oct 2$0.30$0.30$0.7072%0.43$22.70
$22.00$21.00Oct 9$0.25$0.25$0.7578%0.33$21.75
$22.00$21.00Sep 25$0.15$0.15$0.8584%0.18$21.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.48, cheapest $0.25)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.50Sep 11Sep 18$0.25842.6%58.0%
$24.50Sep 11Sep 18$0.80221.9%60.3%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.50Sep 11Sep 18$0.50842.6%58.0%
$24.00Sep 11Sep 18$0.32735.5%74.1%
$24.50Sep 11Sep 18$0.53221.9%60.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 0.85% of stock, avg 7.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.00Sep 11$0.03$0.18$0.21$24.79$25.210.85%
$24.50Sep 11$0.28$0.10$0.38$24.12$24.881.54%
$25.50Sep 11$0.30$0.60$0.90$24.60$26.403.64%
$26.00Sep 11$0.05$0.95$1.00$25.00$27.004.05%
$25.00Sep 18$0.70$0.85$1.55$23.45$26.556.27%
$25.50Sep 18$0.55$1.10$1.65$23.85$27.156.68%
$24.50Sep 18$1.08$0.63$1.71$22.79$26.216.92%
$24.00Sep 18$1.53$0.60$2.13$21.87$26.138.62%
$22.50Sep 18$2.83$0.23$3.06$19.44$25.5612.38%
$25.00Oct 16$1.83$1.90$3.73$21.27$28.7315.10%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 58 found (cheapest 0.61% of stock, avg 3.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$26.00$24.50Sep 11$0.05$0.10$0.15$24.35$26.15
$26.00$22.00Sep 11$0.05$0.25$0.30$21.70$26.30
$26.00$23.00Sep 11$0.05$0.25$0.30$22.70$26.30
$26.00$23.50Sep 11$0.05$0.25$0.30$23.20$26.30
$29.00$21.00Sep 25$0.20$0.15$0.35$20.65$29.35
$27.50$22.50Sep 18$0.15$0.23$0.38$22.12$27.88
$26.00$24.00Sep 11$0.05$0.28$0.33$23.67$26.33
$25.50$24.50Sep 11$0.30$0.10$0.40$24.10$25.90
$27.00$22.50Sep 18$0.22$0.23$0.45$22.05$27.45
$28.00$21.00Sep 25$0.30$0.15$0.45$20.55$28.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.59, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
21/2227/28Sep 25$0.37$0.6354%0.59$21.63$27.37
22/2327/28Sep 25$0.32$0.6848%0.47$22.68$27.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 0.92, cheapest $0.07)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$24.00$24.50$25.00Sep 18$0.07$0.4317%6.14
$25.50$26.00$26.50Sep 18$0.07$0.4317%6.14
$27.00$28.00$29.00Sep 25$0.12$0.8816%7.33
$24.50$25.00$25.50Sep 18$0.23$0.2720%1.17
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$24.00$24.50$25.00Sep 11$0.26$0.2470%0.92
$20.00$21.00$22.00Oct 9$0.10$0.9012%9.00
$25.50$26.00$26.50Sep 11$0.10$0.409%4.00
$21.00$22.00$23.00Oct 2$0.18$0.8215%4.56
$26.00$26.50$27.00Sep 11$0.15$0.359%2.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 40 found (best net $-0.20, 32 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$25.001:2Oct 16-$0.26$2.24
$22.50$24.001:2Sep 18-$0.23$1.27
$27.00$28.001:2Sep 25-$0.08$0.92
$27.50$29.001:2Sep 18-$0.05$1.45
$28.00$29.001:2Sep 25-$0.10$0.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$29.00$27.001:2Sep 11-$0.20$1.80
$26.00$25.501:2Sep 11-$0.25$0.25
$23.00$22.001:2Oct 2-$0.10$0.90
$22.00$21.001:2Sep 25$0.00$1.00
$24.00$23.501:2Sep 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. 12 found (best yield 3.24%, avg 1.84%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$28.00Oct 23$0.800.3613.3%3.24%16.55%4--
$25.00Oct 16$1.550.531.2%6.27%7.45%28484
$27.00Oct 9$0.650.379.3%2.63%11.90%10--
$27.00Sep 25$0.350.309.3%1.42%10.68%11--
$26.00Sep 25$0.400.405.2%1.62%6.84%1133
$28.00Sep 25$0.150.2013.3%0.61%13.92%132
$25.00Sep 18$0.600.501.2%2.43%3.60%1423.9K
$29.00Sep 25$0.100.1417.4%0.40%17.77%250
$25.50Sep 18$0.350.413.2%1.42%4.61%3116
$26.00Sep 18$0.250.315.2%1.01%6.23%4126

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 1,886
Total Puts 450
Put/Call Ratio 0.24
Net Difference 1,436

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 31,846
Total Puts 4,917
Average Put/Call Ratio 0.75
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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