Tour v528
WRBY
WARBY PARKER INC A
$23.25 +3.33%
$23.31 (+0.26%)🌙
as of 09/21 07:14 PM
9/21 19:14

Option Volume

Detail
Current (09/21) 4,170
Calls: 3,668 (88%)
Puts: 502 (12%)
Prior (09/18) 15,089
Calls: 6,470 (43%)
Puts: 8,619 (57%)
Current vs Prior -72.36%
Calls: -43.31% (Calls)
Puts: -94.18% (Puts)
Prior 7-Day Total 57,044
Calls: 42,762 (75%)
Puts: 14,282 (25%)
Prior 7-Day Average 8,149
Calls: 6,108 (75%)
Puts: 2,040 (25%)
Current vs Prior 7-Day Avg -48.83%
Calls: -39.96%
Puts: -75.40%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21) $1.12M
Calls: $1.07M (95%)
Puts: $51.9K (5%)
Prior (09/18) $2.03M
Calls: $951.6K (47%)
Puts: $1.08M (53%)
Current vs Prior -44.67%
Calls: +12.54%
Puts: -95.19%
Prior 7-Day Total $7.51M
Calls: $6.00M (80%)
Puts: $1.51M (20%)
Prior 7-Day Average $1.07M
Calls: $857.8K (80%)
Puts: $215.5K (20%)
Current vs Prior 7-Day Avg +4.61%
Calls: +24.84%
Puts: -75.93%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 0.14
Prior (09/18) 1.33
Current vs Prior -89.73%
Prior 7-Day Average 0.89
Current vs Prior 7-Day Avg -84.59%
Sentiment BULLISH

Open Interest

Detail
Current (09/21) 57,426
Calls: 43,833 (76%)
Puts: 13,593 (24%)
Prior (09/18) 35,205
Calls: 26,887 (76%)
Puts: 8,318 (24%)
Current vs Prior +63.12%
Prior 7-Day Total 357,616
Calls: 307,234 (86%)
Puts: 50,382 (14%)
Prior 7-Day Average 51,088
Calls: 43,890 (86%)
Puts: 7,197 (14%)
Current vs Prior 7-Day Avg +12.41%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 7.61% | 10.67%14.88% | 24.30%
Prior 9.69% | 12.80%3.33% | 14.00%
Current vs Prior -21.43% | -16.67%+346.46% | +73.58%
Prior 7-Day Avg 7.25% | 10.58%8.08% | 15.99%
Current vs 7-Day Avg +5.04% | +0.85%+84.24% | +51.96%
Prior 7-Day Eod 9.69% | 12.80%3.33% | 14.00%
Current vs 7-Day Eod -21.43% | -16.67%+346.46% | +73.58%
Sentiment BULLISHBEARISH

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

Strong bullish conviction with 95% of dollar volume in calls ($1.07M) vs puts ($51.9K). Below-average activity with volume down 72% vs prior. Extreme bullish P/C ratio of 0.14 - heavy call buying (3,668 calls vs 502 puts). P/C ratio dropping 90% - sentiment shifting bullish.

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 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. 19 found (avg delta 0.65, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Sep 253.203.90$3.5519.7%30.98--
$19.00Sep 254.105.10$4.6021.7%20.90--
$20.00Oct 23.304.20$3.7524.0%30.89--
$21.00Oct 302.904.10$3.5034.3%10.75--
$22.00Oct 91.902.70$2.3034.8%10.7121
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Oct 91.852.65$2.2535.6%50.65--
$24.00Sep 250.601.20$0.9066.7%20.651.7K
$25.00Oct 162.152.70$2.4222.7%30.621.1K
$24.50Oct 161.652.40$2.0336.9%130.57--
$24.00Oct 21.251.55$1.4021.4%20.579

Most actively traded options today. High liquidity = easy entry/exit. 59 active (total vol 1.3K, top 385)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Sep 250.050.20$0.13115.4%3850.1336
$25.00Oct 160.951.10$1.0214.7%1040.40586
$24.00Oct 20.601.05$0.8354.2%940.4592
$25.50Sep 250.050.25$0.15133.3%440.161
$24.00Sep 250.300.55$0.4358.1%370.395
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Oct 160.500.70$0.6033.3%1710.23--
$22.00Sep 250.150.25$0.2050.0%870.202.6K
$22.50Oct 160.951.35$1.1534.8%400.381.2K
$23.00Sep 250.400.70$0.5554.5%170.40383
$24.50Oct 161.652.40$2.0336.9%130.57--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 8.9%, max 25.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.00Sep 25Oct 2378.7%62.9%25.2%723
$24.50Sep 25Oct 276.5%69.0%10.8%282.5K
$25.00Sep 25Oct 1672.2%66.3%8.8%113626
$22.00Oct 9Oct 1667.3%66.9%0.7%221
$23.50Sep 25Oct 1666.2%66.0%0.3%2113
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.00Sep 25Oct 278.7%68.1%15.6%191.9K
$22.00Sep 25Oct 274.7%68.9%8.5%932.6K
$25.00Oct 9Oct 1667.3%66.3%1.5%81.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 35 found (best R:R 1.04, avg 2.55)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$21.00$26.00Oct 30$2.45$2.55$2.4575%1.04$23.45
$23.50$25.00Oct 16$0.53$0.97$0.5354%1.83$24.03
$25.50$26.50Oct 16$0.20$0.80$0.2035%4.00$25.70
$24.00$25.00Oct 9$0.32$0.68$0.3248%2.13$24.32
$24.00$24.50Oct 2$0.13$0.37$0.1345%2.85$24.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$24.00$23.50Sep 25$0.15$0.35$0.1565%2.33$23.85
$24.50$24.00Oct 16$0.18$0.32$0.1857%1.78$24.32
$23.50$23.00Sep 25$0.20$0.30$0.2052%1.50$23.30
$23.50$23.00Oct 2$0.22$0.28$0.2249%1.27$23.28
$21.00$20.00Oct 9$0.15$0.85$0.1521%5.67$20.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 24 found (best R:R 0.58, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$26.50$27.00Oct 2$0.13$0.13$0.3782%0.35$26.63
$24.50$25.00Oct 2$0.22$0.22$0.2861%0.79$24.72
$24.50$25.00Sep 25$0.15$0.15$0.3569%0.43$24.65
$27.00$27.50Oct 16$0.12$0.12$0.3875%0.32$27.12
$26.00$27.00Oct 9$0.22$0.22$0.7872%0.28$26.22
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$22.50$21.00Oct 16$0.55$0.55$0.9562%0.58$21.95
$20.00$19.00Oct 2$0.15$0.15$0.8588%0.18$19.85
$23.00$22.00Sep 25$0.35$0.35$0.6560%0.54$22.65
$23.00$22.00Oct 2$0.38$0.38$0.6258%0.61$22.62
$21.00$20.00Oct 16$0.22$0.22$0.7876%0.28$20.78

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.40, cheapest $0.33)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Sep 25Oct 2$0.3678.7%68.1%
$24.50Sep 25Oct 2$0.3576.5%69.0%
$24.00Sep 25Oct 2$0.4067.1%65.3%
$23.50Sep 25Oct 9$0.7566.2%67.8%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Sep 25Oct 2$0.3378.7%68.1%
$24.00Sep 25Oct 2$0.5067.1%65.3%
$25.00Oct 9Oct 16$0.1767.3%66.3%
$23.50Sep 25Oct 2$0.3566.2%66.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 5.72% of stock, avg 9.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$24.00Sep 25$0.43$0.90$1.33$22.67$25.335.72%
$23.50Sep 25$0.63$0.75$1.38$22.12$24.885.94%
$23.00Sep 25$1.02$0.55$1.57$21.43$24.576.75%
$24.00Oct 2$0.83$1.40$2.23$21.77$26.239.59%
$23.00Oct 2$1.38$0.88$2.26$20.74$25.269.72%
$25.00Oct 9$0.83$2.25$3.08$21.92$28.0813.25%
$25.00Oct 16$1.02$2.42$3.44$21.56$28.4414.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 60 found (cheapest 0.90% of stock, avg 4.65%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$26.00$21.00Sep 25$0.13$0.08$0.21$20.79$26.21
$25.50$21.00Sep 25$0.15$0.08$0.23$20.77$25.73
$25.00$21.00Sep 25$0.20$0.08$0.28$20.72$25.28
$26.00$22.00Sep 25$0.13$0.20$0.33$21.67$26.33
$25.50$22.00Sep 25$0.15$0.20$0.35$21.65$25.85
$25.00$22.00Sep 25$0.20$0.20$0.40$21.60$25.40
$24.50$21.00Sep 25$0.35$0.08$0.43$20.57$24.93
$26.00$20.00Oct 2$0.35$0.20$0.55$19.45$26.55
$24.50$22.00Sep 25$0.35$0.20$0.55$21.45$25.05
$27.00$20.00Oct 9$0.35$0.30$0.65$19.35$27.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 7 found (best R:R 0.39, avg credit $0.33)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
19/2026/27Oct 2$0.28$0.7270%0.39$19.72$26.78
20/2126/27Oct 9$0.37$0.6351%0.59$20.63$26.37
20/2127/28Oct 16$0.34$0.6651%0.52$20.66$27.34
20/2126/27Oct 16$0.33$0.6748%0.49$20.67$26.83
21/2224/25Sep 25$0.27$0.7350%0.37$21.73$24.77
20/2126/26Oct 9$0.26$0.7447%0.35$20.74$25.76
20/2226/27Oct 2$0.43$1.5754%0.27$21.57$26.93

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$26.00$26.50$27.00Sep 25$0.05$0.455%9.00
$24.50$25.00$25.50Sep 25$0.10$0.4015%4.00
$23.50$24.00$24.50Sep 25$0.12$0.3820%3.17
$23.00$23.50$24.00Sep 25$0.19$0.3123%1.63
$22.00$23.50$25.00Oct 16$0.39$1.1129%2.85
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$21.00$22.50$24.00Oct 16$0.15$1.3529%9.00
$23.00$23.50$24.00Oct 2$0.08$0.4216%5.25
$21.00$22.00$23.00Sep 25$0.23$0.7731%3.35
$24.00$24.50$25.00Oct 16$0.21$0.2910%1.38

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 35 found (best net $-0.46, 28 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.00$23.501:2Oct 9-$0.46$1.04
$22.00$23.501:2Oct 16-$0.63$0.87
$23.00$24.001:2Oct 2-$0.28$0.72
$23.50$25.001:2Oct 16-$0.49$1.01
$26.00$27.001:2Oct 9-$0.13$0.87
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$21.001:2Oct 16-$0.05$1.45
$24.00$22.501:2Oct 16-$0.45$1.05
$23.00$22.001:2Oct 2-$0.12$0.88
$21.00$20.001:2Oct 16-$0.16$0.84
$21.00$20.001:2Oct 9-$0.15$0.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 4.09%, avg 2.24%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$26.00Oct 30$0.950.3611.8%4.09%15.91%1--
$25.00Oct 16$0.950.407.5%4.09%11.61%104586
$25.50Oct 16$0.650.359.7%2.80%12.47%2--
$26.50Oct 16$0.500.2814.0%2.15%16.13%30--
$27.00Oct 16$0.400.2516.1%1.72%17.85%14--
$23.50Oct 16$1.200.541.1%5.16%6.24%15--
$25.00Oct 9$0.650.387.5%2.80%10.32%1--
$24.00Oct 9$0.950.483.2%4.09%7.31%2--
$23.50Oct 9$1.150.541.1%4.95%6.02%4--
$25.50Oct 9$0.500.329.7%2.15%11.83%1--

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 3,668
Total Puts 502
Put/Call Ratio 0.14
Net Difference 3,166

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 42,762
Total Puts 14,282
Average Put/Call Ratio 0.89
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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