Tour v528
WRBY
WARBY PARKER INC A
$24.34 -5.33%
$24.40 (+0.25%)🌙
as of 09/15 07:26 PM
9/15 19:26

Option Volume

Detail
Current (09/15) 8,402
Calls: 6,850 (82%)
Puts: 1,552 (18%)
Prior (09/11) 2,336
Calls: 1,886 (81%)
Puts: 450 (19%)
Current vs Prior +259.67%
Calls: +263.20% (Calls)
Puts: +244.89% (Puts)
Prior 7-Day Total 38,214
Calls: 32,999 (86%)
Puts: 5,215 (14%)
Prior 7-Day Average 5,459
Calls: 4,714 (86%)
Puts: 745 (14%)
Current vs Prior 7-Day Avg +53.91%
Calls: +45.31%
Puts: +108.32%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15) $355.3K
Calls: $234.0K (66%)
Puts: $121.3K (34%)
Prior (09/11) $130.1K
Calls: $61.8K (47%)
Puts: $68.4K (53%)
Current vs Prior +173.03%
Calls: +278.88%
Puts: +77.42%
Prior 7-Day Total $6.41M
Calls: $5.76M (90%)
Puts: $647.4K (10%)
Prior 7-Day Average $915.2K
Calls: $822.7K (90%)
Puts: $92.5K (10%)
Current vs Prior 7-Day Avg -61.17%
Calls: -71.56%
Puts: +31.18%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15) 0.23
Prior (09/11) 0.24
Current vs Prior -5.04%
Prior 7-Day Average 0.76
Current vs Prior 7-Day Avg -70.04%
Sentiment BULLISH

Open Interest

Detail
Current (09/15) 49,277
Calls: 42,885 (87%)
Puts: 6,392 (13%)
Prior (09/11) 47,687
Calls: 36,087 (76%)
Puts: 11,600 (24%)
Current vs Prior +3.33%
Prior 7-Day Total 328,167
Calls: 286,271 (87%)
Puts: 41,896 (13%)
Prior 7-Day Average 46,881
Calls: 40,895 (87%)
Puts: 5,985 (13%)
Current vs Prior 7-Day Avg +5.11%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 7.11% | 10.89%7.11% | 15.12%
Prior 7.81% | 12.06%7.81% | 15.10%
Current vs Prior -9.00% | -9.72%-9.00% | +0.16%
Prior 7-Day Avg 6.51% | 9.60%9.84% | 16.90%
Current vs 7-Day Avg +9.24% | +13.41%-27.78% | -10.56%
Prior 7-Day Eod 7.81% | 12.06%7.81% | 15.10%
Current vs 7-Day Eod -9.00% | -9.72%-9.00% | +0.16%
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

Moderately bullish flow with 66% call dollar volume ($234.0K). Massive premium surge with dollar volume up 173% vs prior. Unusually high activity with volume up 260% vs prior - elevated interest. Extreme bullish P/C ratio of 0.23 - heavy call buying (6,850 calls vs 1,552 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
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. 8 found (avg delta 0.74, highest 0.91)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Sep 181.452.60$2.0356.7%50.91640
$24.00Sep 180.651.10$0.8851.1%50.5722
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Sep 182.953.70$3.3322.5%20.91--
$27.00Sep 182.203.20$2.7037.0%10.87--
$28.00Sep 183.504.10$3.8015.8%10.85--
$25.00Sep 180.801.80$1.3076.9%3470.692.9K
$24.50Sep 180.551.15$0.8570.6%6100.5523

Most actively traded options today. High liquidity = easy entry/exit. 43 active (total vol 7.2K, top 3.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Sep 180.050.30$0.18138.9%3.8K0.18109
$25.00Sep 180.050.50$0.28160.7%8900.303.6K
$26.50Sep 180.000.35$0.18194.4%2510.16337
$27.00Oct 90.401.05$0.7389.0%2110.2916
$25.50Sep 180.050.60$0.33166.7%1840.2853
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.50Sep 180.551.15$0.8570.6%6100.5523
$25.00Sep 180.801.80$1.3076.9%3470.692.9K
$20.00Sep 250.000.10$0.05200.0%2680.0416
$22.50Oct 160.901.25$1.0832.4%340.32153
$21.00Oct 90.250.55$0.4075.0%290.177

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 11.0%, max 23.9%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$26.00Sep 18Sep 2584.9%68.5%23.9%3.8K133
$24.50Sep 18Sep 2579.4%72.4%9.6%1415
$25.00Sep 18Oct 3067.5%67.2%0.4%9053.6K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.00Sep 18Oct 285.5%69.8%22.5%2839
$24.00Sep 18Sep 2571.7%67.9%5.6%141.1K
$25.00Sep 18Oct 1667.5%64.8%4.1%3594.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 2.81, avg 2.90)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$29.00Oct 30$1.05$2.95$1.0549%2.81$26.05
$26.00$28.00Sep 25$0.23$1.77$0.2327%7.70$26.23
$25.00$26.00Sep 25$0.27$0.73$0.2739%2.70$25.27
$25.50$26.00Sep 18$0.15$0.35$0.1528%2.33$25.65
$24.50$25.00Sep 25$0.28$0.22$0.2847%0.79$24.78
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$24.00$23.00Sep 18$0.24$0.76$0.2444%3.17$23.76
$23.50$23.00Sep 25$0.15$0.35$0.1538%2.33$23.35
$21.00$20.00Oct 9$0.12$0.88$0.1217%7.33$20.88
$24.00$23.50Sep 25$0.24$0.26$0.2446%1.08$23.76
$22.00$21.00Sep 25$0.17$0.83$0.1720%4.88$21.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 0.37, avg 0.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.50$25.00Sep 18$0.27$0.27$0.2355%1.17$24.77
$24.50$25.00Sep 25$0.28$0.28$0.2253%1.27$24.78
$25.50$26.00Sep 18$0.15$0.15$0.3572%0.43$25.65
$25.00$26.00Sep 25$0.27$0.27$0.7361%0.37$25.27
$26.00$28.00Sep 25$0.23$0.23$1.7773%0.13$26.23
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$22.50$20.00Oct 16$0.68$0.68$1.8268%0.37$21.82
$23.00$21.00Oct 2$0.55$0.55$1.4567%0.38$22.45
$21.00$20.00Sep 25$0.13$0.13$0.8788%0.15$20.87
$23.00$22.50Sep 18$0.15$0.15$0.3576%0.43$22.85
$23.00$22.00Sep 25$0.28$0.28$0.7268%0.39$22.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.56, cheapest $0.43)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.50Sep 18Sep 25$0.4379.4%72.4%
$25.00Sep 18Sep 25$0.4267.5%67.3%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Sep 18Sep 25$0.5071.7%67.9%
$25.00Sep 18Oct 16$0.9067.5%64.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 5.75% of stock, avg 8.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$24.00Sep 18$0.88$0.52$1.40$22.60$25.405.75%
$24.50Sep 18$0.55$0.85$1.40$23.10$25.905.75%
$25.00Sep 18$0.28$1.30$1.58$23.42$26.586.49%
$22.50Sep 18$2.03$0.13$2.16$20.34$24.668.87%
$25.00Oct 16$1.48$2.20$3.68$21.32$28.6815.12%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 53 found (cheapest 1.15% of stock, avg 4.07%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$26.50$22.00Sep 18$0.18$0.10$0.28$21.72$26.78
$26.00$22.00Sep 18$0.18$0.10$0.28$21.72$26.28
$26.50$22.50Sep 18$0.18$0.13$0.31$22.19$26.81
$26.00$22.50Sep 18$0.18$0.13$0.31$22.19$26.31
$28.50$21.00Sep 25$0.18$0.18$0.36$20.64$28.86
$28.00$21.00Sep 25$0.20$0.18$0.38$20.62$28.38
$25.00$22.00Sep 18$0.28$0.10$0.38$21.62$25.38
$26.00$23.00Sep 18$0.18$0.28$0.46$22.54$26.46
$25.00$22.50Sep 18$0.28$0.13$0.41$22.09$25.41
$26.50$23.00Sep 18$0.18$0.28$0.46$22.54$26.96

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 1.50, avg credit $0.39)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
22/2326/26Sep 18$0.30$0.2048%1.50$22.70$25.80
20/2126/28Sep 25$0.36$1.6462%0.22$20.64$26.36
21/2226/28Sep 25$0.40$1.6053%0.25$21.60$26.40
22/2326/28Sep 25$0.51$1.4941%0.34$22.49$26.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 4.68, cheapest $0.06)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$24.00$24.50$25.00Sep 18$0.06$0.4427%7.33
$25.50$26.00$26.50Sep 18$0.15$0.3511%2.33
$24.50$25.00$25.50Sep 18$0.32$0.1817%0.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$20.00$22.50$25.00Oct 16$0.44$2.0638%4.68
$21.00$22.00$23.00Sep 25$0.11$0.8920%8.09
$24.00$24.50$25.00Sep 18$0.12$0.3826%3.17
$23.00$23.50$24.00Sep 25$0.09$0.4114%4.56
$22.00$22.50$23.00Sep 18$0.12$0.3814%3.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 21 found (best net $-0.07, 13 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$26.001:2Sep 25-$0.16$0.84
$24.00$24.501:2Sep 18-$0.22$0.28
$26.50$27.001:2Sep 18-$0.08$0.42
$26.00$26.501:2Sep 18-$0.18$0.32
$28.00$28.501:2Sep 25-$0.16$0.34
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.00$22.001:2Sep 25-$0.07$0.93
$24.50$24.001:2Sep 18-$0.19$0.31
$22.50$22.001:2Sep 18-$0.07$0.43
$21.00$20.001:2Oct 9-$0.16$0.84
$25.00$24.501:2Sep 18-$0.40$0.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 6.57%, avg 2.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$25.00Oct 30$1.600.492.7%6.57%9.29%151
$29.00Oct 30$0.550.2719.1%2.26%21.41%2--
$25.00Oct 16$1.200.472.7%4.93%7.64%174492
$27.00Oct 9$0.400.2910.9%1.64%12.57%21116
$25.00Oct 2$0.650.442.7%2.67%5.38%1120
$24.50Sep 25$0.550.470.7%2.26%2.92%2--
$25.00Sep 25$0.300.392.7%1.23%3.94%1--
$24.50Sep 18$0.350.450.7%1.44%2.10%1215
$27.00Sep 18$0.100.1210.9%0.41%11.34%103141

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 6,850
Total Puts 1,552
Put/Call Ratio 0.23
Net Difference 5,298

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 32,999
Total Puts 5,215
Average Put/Call Ratio 0.76
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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