Tour v528
WRBY
WARBY PARKER INC A
$22.50 -6.95%
$22.94 (+1.95%)🌙
as of 09/18 07:15 PM
9/18 19:15

Option Volume

Detail
Current (09/18) 15,089
Calls: 6,470 (43%)
Puts: 8,619 (57%)
Prior (09/15) 8,402
Calls: 6,850 (82%)
Puts: 1,552 (18%)
Current vs Prior +79.59%
Calls: -5.55% (Calls)
Puts: +455.35% (Puts)
Prior 7-Day Total 43,654
Calls: 37,557 (86%)
Puts: 6,097 (14%)
Prior 7-Day Average 6,236
Calls: 5,365 (86%)
Puts: 871 (14%)
Current vs Prior 7-Day Avg +141.95%
Calls: +20.59%
Puts: +889.55%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/18) $2.03M
Calls: $951.6K (47%)
Puts: $1.08M (53%)
Prior (09/15) $355.3K
Calls: $234.0K (66%)
Puts: $121.3K (34%)
Current vs Prior +471.07%
Calls: +306.65%
Puts: +788.24%
Prior 7-Day Total $5.85M
Calls: $5.37M (92%)
Puts: $481.9K (8%)
Prior 7-Day Average $836.0K
Calls: $767.1K (92%)
Puts: $68.8K (8%)
Current vs Prior 7-Day Avg +142.75%
Calls: +24.05%
Puts: +1465.37%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/18) 1.33
Prior (09/15) 0.23
Current vs Prior +487.96%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg +78.31%
Sentiment BEARISH

Open Interest

Detail
Current (09/18) 35,205
Calls: 26,887 (76%)
Puts: 8,318 (24%)
Prior (09/15) 49,277
Calls: 42,885 (87%)
Puts: 6,392 (13%)
Current vs Prior -28.56%
Prior 7-Day Total 348,424
Calls: 304,213 (87%)
Puts: 44,211 (13%)
Prior 7-Day Average 49,774
Calls: 43,459 (87%)
Puts: 6,315 (13%)
Current vs Prior 7-Day Avg -29.27%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 3.33% | 9.69%3.33% | 14.00%
Prior 7.11% | 10.89%7.11% | 15.12%
Current vs Prior +36.32% | +17.57%-53.10% | -7.40%
Prior 7-Day Avg 6.68% | 9.88%9.18% | 16.46%
Current vs 7-Day Avg +45.05% | +29.52%-63.70% | -14.97%
Prior 7-Day Eod 7.11% | 10.89%7.11% | 15.12%
Current vs 7-Day Eod +36.32% | +17.57%-53.10% | -7.40%
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

Massive premium surge with dollar volume up 471% vs prior. Dollar volume significantly above 7-day average (143% higher). Above-average activity with volume up 80% vs prior. Volume explosion - 142% above 7-day average (15,089 vs avg 6,236).

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. 25 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Sep 180.000.70$0.35200.0%4171.004
$19.00Sep 183.404.90$4.1536.1%110.973
$19.00Oct 23.504.60$4.0527.2%30.94--
$20.00Sep 182.403.90$3.1547.6%110.8517
$22.50Oct 161.451.90$1.6726.9%60.5513
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Sep 180.050.70$0.38171.1%61.0082
$25.00Sep 181.602.60$2.1047.6%1.1K0.98--
$25.50Sep 252.153.20$2.6839.2%10.93--
$26.50Sep 182.604.70$3.6557.5%10.851
$26.00Sep 182.204.20$3.2062.5%50.843

Most actively traded options today. High liquidity = easy entry/exit. 69 active (total vol 12.6K, top 2.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.50Sep 250.150.55$0.35114.3%2.5K0.253
$23.50Sep 180.000.50$0.25200.0%7420.282
$23.00Sep 180.000.70$0.35200.0%4171.004
$25.00Oct 160.601.00$0.8050.0%1110.33510
$24.00Oct 20.501.00$0.7566.7%920.383
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Sep 250.350.70$0.5267.3%2.5K0.36119
$23.00Oct 21.101.60$1.3537.0%1.5K0.5315
$22.50Oct 161.251.70$1.4830.4%1.1K0.46186
$25.00Sep 181.602.60$2.1047.6%1.1K0.98--
$23.50Sep 251.051.50$1.2735.4%8620.6414

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 1091.5%, max 2224.0%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Sep 18Sep 251283.9%78.6%1534.1%2.5K330
$24.00Sep 18Oct 21089.8%70.5%1445.6%102324
$22.50Sep 18Oct 16334.2%61.9%440.4%1213
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.50Sep 18Sep 251635.0%70.4%2224.0%545
$24.50Sep 18Oct 21283.9%57.3%2138.8%2616
$24.00Sep 18Oct 21089.8%70.5%1445.6%321.1K
$23.50Sep 18Oct 2876.8%66.2%1224.8%22863
$22.50Sep 18Oct 16334.2%61.9%440.4%1.1K2.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 32 found (best R:R 1.94, avg 2.63)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$22.50$23.00Sep 18$0.20$0.30$0.2055%1.50$22.70
$23.00$24.00Oct 2$0.20$0.80$0.2049%4.00$23.20
$22.50$25.00Oct 16$0.87$1.63$0.8755%1.87$23.37
$23.00$27.00Oct 23$1.10$2.90$1.1052%2.64$24.10
$25.00$26.00Sep 25$0.10$0.90$0.1018%9.00$25.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$23.50$23.00Sep 18$0.17$0.33$0.1773%1.94$23.33
$25.50$24.50Sep 25$0.65$0.35$0.6593%0.54$24.85
$23.00$22.50Sep 18$0.18$0.32$0.18100%1.78$22.82
$23.50$23.00Oct 2$0.13$0.37$0.1359%2.85$23.37
$21.00$20.00Oct 23$0.12$0.88$0.1231%7.33$20.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 0.71, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.50$25.00Sep 18$0.22$0.22$0.2879%0.79$24.72
$24.50$25.00Sep 25$0.15$0.15$0.3575%0.43$24.65
$25.00$25.50Oct 2$0.15$0.15$0.3574%0.43$25.15
$24.00$25.00Oct 2$0.32$0.32$0.6862%0.47$24.32
$23.00$23.50Sep 25$0.22$0.22$0.2853%0.79$23.22
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$22.00$20.00Oct 30$0.83$0.83$1.1759%0.71$21.17
$20.00$19.00Oct 23$0.35$0.35$0.6575%0.54$19.65
$21.00$20.00Sep 25$0.23$0.23$0.7779%0.30$20.77
$20.00$19.00Oct 2$0.20$0.20$0.8083%0.25$19.80
$21.00$20.00Oct 9$0.28$0.28$0.7272%0.39$20.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $1.08, cheapest $1.12)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.50Sep 18Oct 16$1.12334.2%61.9%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.50Sep 18Oct 16$1.28334.2%61.9%
$22.00Sep 25Oct 23$0.8366.1%61.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 3.24% of stock, avg 8.66%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$23.00Sep 18$0.35$0.38$0.73$22.27$23.733.24%
$22.50Sep 18$0.55$0.20$0.75$21.75$23.253.33%
$23.50Sep 18$0.25$0.55$0.80$22.70$24.303.56%
$24.00Sep 18$0.25$1.20$1.45$22.55$25.456.44%
$23.00Sep 25$0.77$0.98$1.75$21.25$24.757.78%
$23.50Sep 25$0.55$1.27$1.82$21.68$25.328.09%
$24.50Sep 18$0.25$1.65$1.90$22.60$26.408.44%
$24.00Sep 25$0.50$1.63$2.13$21.87$26.139.47%
$23.00Oct 2$0.95$1.35$2.30$20.70$25.3010.22%
$24.50Sep 25$0.35$2.03$2.38$22.12$26.8810.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 47 found (cheapest 1.11% of stock, avg 3.96%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$25.00$20.00Sep 25$0.20$0.05$0.25$19.75$25.25
$25.50$19.00Oct 2$0.28$0.10$0.38$18.62$25.88
$25.00$21.00Sep 25$0.20$0.28$0.48$20.52$25.48
$24.50$20.00Sep 25$0.35$0.05$0.40$19.60$24.90
$27.00$18.00Oct 9$0.33$0.13$0.46$17.54$27.46
$23.50$22.50Sep 18$0.25$0.20$0.45$22.05$23.95
$25.50$18.00Oct 2$0.28$0.23$0.51$17.49$26.01
$24.00$22.50Sep 18$0.25$0.20$0.45$22.05$24.45
$25.50$20.00Oct 2$0.28$0.30$0.58$19.42$26.08
$24.50$22.50Sep 18$0.25$0.20$0.45$22.05$24.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 0.49, avg credit $0.36)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
20/2125/26Sep 25$0.33$0.6762%0.49$20.67$25.33
19/2025/26Oct 2$0.35$0.6558%0.54$19.65$25.35
20/2124/25Sep 25$0.38$0.6254%0.61$20.62$24.88
20/2124/24Sep 25$0.38$0.6247%0.61$20.62$24.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 4.00, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$23.00$23.50$24.00Sep 18$0.10$0.4076%4.00
$22.50$23.00$23.50Sep 18$0.10$0.4027%4.00
$25.00$26.00$27.00Sep 25$0.10$0.909%9.00
$23.00$23.50$24.00Sep 25$0.17$0.3314%1.94
$24.50$25.00$25.50Sep 18$0.44$0.064%0.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$20.00$22.50$25.00Oct 16$0.74$1.7646%2.38
$21.00$22.00$23.00Sep 25$0.22$0.7834%3.55
$23.00$23.50$24.00Sep 25$0.07$0.4315%6.14
$18.00$19.00$20.00Oct 30$0.09$0.9111%10.11
$21.00$22.00$23.00Oct 23$0.15$0.8518%5.67

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 $-0.06, 28 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$23.001:2Sep 18-$0.15$0.35
$24.00$25.001:2Oct 2-$0.11$0.89
$23.00$23.501:2Sep 18-$0.15$0.35
$25.00$26.001:2Sep 25$0.00$1.00
$24.50$25.001:2Sep 25-$0.05$0.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.00$22.001:2Sep 25-$0.06$0.94
$23.50$23.001:2Sep 18-$0.21$0.29
$21.00$20.001:2Oct 9-$0.07$0.93
$20.00$19.001:2Oct 23-$0.13$0.87
$21.00$20.001:2Oct 2-$0.22$0.78

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 6.22%, avg 2.31%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.00Oct 23$1.400.522.2%6.22%8.44%10--
$22.50Oct 16$1.450.550.0%6.44%6.44%613
$25.00Oct 16$0.600.3311.1%2.67%13.78%111510
$27.00Oct 23$0.250.2220.0%1.11%21.11%2--
$24.00Oct 2$0.500.386.7%2.22%8.89%923
$25.00Oct 2$0.300.2611.1%1.33%12.44%1135
$23.00Oct 2$0.650.492.2%2.89%5.11%2--
$24.00Sep 25$0.250.336.7%1.11%7.78%51
$25.50Oct 2$0.100.1913.3%0.44%13.78%3--
$24.50Sep 25$0.150.258.9%0.67%9.56%2.5K3

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 6,470
Total Puts 8,619
Put/Call Ratio 1.33
Net Difference -2,149

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 37,557
Total Puts 6,097
Average Put/Call Ratio 0.75
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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