Tour v531
WRBY
WARBY PARKER INC A
$25.91 +0.93%
◀ 10/23 19:02 ▶

Option Volume

Detail
ℹ
Current (10/23) 15,327
Calls: 14,470 (94%)
Puts: 857 (6%)
Prior (10/22) 4,955
Calls: 3,991 (81%)
Puts: 964 (19%)
Current vs Prior +209.32%
Calls: +262.57% (Calls)
Puts: -11.10% (Puts)
Prior 7-Day Total 19,614
Calls: 12,998 (66%)
Puts: 6,616 (34%)
Prior 7-Day Average 2,802
Calls: 1,856 (66%)
Puts: 945 (34%)
Current vs Prior 7-Day Avg +447.00%
Calls: +679.27%
Puts: -9.33%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/23) $1.85M
Calls: $1.81M (98%)
Puts: $42.8K (2%)
Prior (10/22) $1.12M
Calls: $961.1K (86%)
Puts: $155.0K (14%)
Current vs Prior +65.84%
Calls: +88.13%
Puts: -72.39%
Prior 7-Day Total $5.16M
Calls: $3.92M (76%)
Puts: $1.24M (24%)
Prior 7-Day Average $737.4K
Calls: $560.0K (76%)
Puts: $177.5K (24%)
Current vs Prior 7-Day Avg +151.01%
Calls: +222.92%
Puts: -75.89%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/23) 0.06
Prior (10/22) 0.24
Current vs Prior -75.48%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -93.06%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/23) 78,435
Calls: 72,495 (92%)
Puts: 5,940 (8%)
Prior (10/22) 45,625
Calls: 42,611 (93%)
Puts: 3,014 (7%)
Current vs Prior +71.91%
Prior 7-Day Total 419,495
Calls: 375,436 (89%)
Puts: 44,059 (11%)
Prior 7-Day Average 59,927
Calls: 53,633 (89%)
Puts: 6,294 (11%)
Current vs Prior 7-Day Avg +30.88%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 3.67% | 9.07%20.65% | 25.09%
Prior 4.56% | 10.21%21.35% | 25.05%
Current vs Prior +98.99% | +75.84%-3.28% | +0.15%
Prior 7-Day Avg 6.88% | 11.26%17.46% | 24.58%
Current vs 7-Day Avg +31.79% | +59.33%+18.28% | +2.05%
Prior 7-Day Eod 4.56% | 10.21%21.35% | 25.05%
Current vs 7-Day Eod +98.99% | +75.84%-3.28% | +0.15%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 41.97% | 42.74%
Calls: 39.82% | 68.00%
Puts: 44.12% | 17.48%
Prior 41.97% | 42.74%
Calls: 39.82% | 68.00%
Puts: 44.12% | 17.48%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 41.97% | 42.74%
Calls: 39.82% | 68.00%
Puts: 44.12% | 17.48%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 98% of dollar volume in calls ($1.81M) vs puts ($42.8K). Elevated premium activity with dollar volume up 66% vs prior. Dollar volume significantly above 7-day average (151% higher). Unusually high activity with volume up 209% vs prior - elevated interest.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
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. 1 found (avg $0.83, cheapest $0.83)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.50Oct 300.750.90$0.8318.1%10.44326
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 18 found (avg delta 0.71, highest 0.90)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Oct 233.004.30$3.6535.6%10.89--
$25.00Oct 230.501.30$0.9088.9%20.79--
$24.50Oct 230.851.95$1.4078.6%20.77--
$24.50Oct 301.602.30$1.9535.9%20.711
$23.50Nov 203.704.20$3.9512.7%30.70--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Oct 232.603.70$3.1534.9%20.90--
$31.00Oct 234.606.20$5.4029.6%10.86--
$30.00Oct 233.604.80$4.2028.6%10.85--
$28.50Oct 232.103.40$2.7547.3%10.81--
$28.00Oct 231.752.70$2.2342.6%20.79--

Most actively traded options today. High liquidity = easy entry/exit. 45 active (total vol 3.6K, top 2.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Nov 201.952.20$2.0812.0%2.3K0.46--
$25.50Oct 301.201.40$1.3015.4%2210.597
$25.50Oct 230.250.85$0.55109.1%1330.69452
$27.00Oct 300.500.75$0.6339.7%280.379
$26.00Oct 300.901.20$1.0528.6%260.52318
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Oct 300.100.55$0.33136.4%6700.17876
$24.00Oct 300.300.60$0.4566.7%250.2341
$22.00Nov 130.651.10$0.8851.1%200.216
$25.00Oct 300.550.95$0.7553.3%190.35--
$22.00Nov 200.851.15$1.0030.0%180.2274

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 445.5%, max 564.2%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Oct 23Nov 20603.2%90.8%564.2%1237
$25.50Oct 23Oct 30419.3%79.7%425.8%354459
$26.00Oct 23Nov 20295.0%90.0%227.7%27271
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Oct 23Nov 20603.2%90.8%564.2%143.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 20 found (best R:R 3.92, avg 1.88)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$27.00$30.00Nov 6$0.61$2.39$0.6146%3.92$27.61
$28.00$31.00Nov 20$0.82$2.18$0.8243%2.66$28.82
$26.00$27.00Nov 20$0.38$0.62$0.3855%1.63$26.38
$25.00$26.00Nov 20$0.45$0.55$0.4561%1.22$25.45
$23.50$25.00Nov 20$0.87$0.63$0.8770%0.72$24.37
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$26.00$25.00Oct 30$0.30$0.70$0.3048%2.33$25.70
$25.00$24.00Oct 30$0.30$0.70$0.3035%2.33$24.70
$23.50$23.00Oct 30$0.12$0.38$0.1221%3.17$23.38
$22.00$21.00Nov 27$0.28$0.72$0.2823%2.57$21.72
$25.00$24.50Nov 20$0.27$0.23$0.2739%0.85$24.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 0.50, avg 0.62)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$26.00$27.00Nov 6$0.57$0.57$0.4346%1.33$26.57
$27.50$28.00Nov 20$0.28$0.28$0.2254%1.27$27.78
$26.50$27.00Oct 30$0.20$0.20$0.3056%0.67$26.70
$27.00$27.50Oct 30$0.15$0.15$0.3563%0.43$27.15
$26.00$26.50Oct 30$0.22$0.22$0.2848%0.79$26.22
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.50$22.00Nov 20$0.83$0.83$1.6764%0.50$23.67
$23.00$22.00Oct 30$0.20$0.20$0.8084%0.25$22.80
$25.00$24.50Nov 20$0.27$0.27$0.2361%1.17$24.73
$22.00$21.00Nov 27$0.28$0.28$0.7277%0.39$21.72
$23.50$23.00Oct 30$0.12$0.12$0.3879%0.32$23.38

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $1.07, cheapest $0.75)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.50Oct 23Oct 30$0.75419.3%79.7%
$26.00Oct 23Oct 30$0.87295.0%74.5%
$27.50Oct 30Nov 20$1.6072.9%94.7%
$27.00Oct 30Nov 6$1.0072.9%101.6%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.00Oct 30Nov 6$1.1274.5%107.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 4.05% of stock, avg 10.76%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.00Oct 23$0.90$0.15$1.05$23.95$26.054.05%
$24.50Oct 23$1.40$0.28$1.68$22.82$26.186.48%
$26.00Oct 30$1.05$1.05$2.10$23.90$28.108.10%
$25.00Oct 30$1.60$0.75$2.35$22.65$27.359.07%
$26.00Nov 6$2.20$2.17$4.37$21.63$30.3716.87%
$25.00Nov 20$3.08$2.10$5.18$19.82$30.1819.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 38 found (cheapest 1.27% of stock, avg 7.55%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$26.00$25.00Oct 23$0.18$0.15$0.33$24.67$26.33
$30.00$25.00Oct 23$0.25$0.15$0.40$24.60$30.40
$26.00$24.50Oct 23$0.18$0.28$0.46$24.04$26.46
$30.00$24.50Oct 23$0.25$0.28$0.53$23.97$30.53
$27.50$23.00Oct 30$0.48$0.33$0.81$22.19$28.31
$27.50$24.00Oct 30$0.48$0.45$0.93$23.07$28.43
$28.00$23.00Oct 30$0.55$0.33$0.88$22.12$28.88
$27.50$23.50Oct 30$0.48$0.45$0.93$22.57$28.43
$28.00$24.00Oct 30$0.55$0.45$1.00$23.00$29.00
$28.00$23.50Oct 30$0.55$0.45$1.00$22.50$29.00

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. 6 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$25.00$26.00$27.00Nov 20$0.07$0.9312%13.29
$26.50$27.00$27.50Oct 30$0.05$0.4514%9.00
$25.00$25.50$26.00Oct 30$0.05$0.4514%9.00
$24.50$25.00$25.50Oct 23$0.15$0.358%2.33
$27.00$27.50$28.00Oct 30$0.22$0.288%1.27
PUTS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$29.00$30.00$31.00Oct 23$0.15$0.854%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. 18 found (best net $-0.16, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$28.00$31.001:2Nov 20-$0.16$2.84
$27.00$30.001:2Nov 6-$0.41$2.59
$26.00$30.001:2Oct 23-$0.32$3.68
$25.00$25.501:2Oct 23-$0.20$0.30
$24.50$25.001:2Oct 23-$0.40$0.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.50$22.001:2Nov 20-$0.17$2.33
$25.00$24.001:2Oct 30-$0.15$0.85
$26.00$25.001:2Oct 30-$0.45$0.55
$23.50$23.001:2Oct 30-$0.21$0.29
$25.00$24.501:2Oct 23-$0.41$0.09

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 14 found (best yield 7.53%, avg 4.85%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$27.50Nov 20$1.950.466.1%7.53%13.66%2.3K--
$28.00Nov 20$1.600.438.1%6.18%14.24%1--
$27.00Nov 20$1.950.494.2%7.53%11.73%42.0K
$26.00Nov 20$2.400.550.3%9.26%9.61%49
$26.00Nov 13$2.200.540.3%8.49%8.84%2--
$31.00Nov 20$0.750.2819.6%2.89%22.54%1573
$26.00Nov 6$1.950.540.3%7.53%7.87%5--
$30.00Nov 6$0.750.3015.8%2.89%18.68%2--
$27.00Nov 6$1.250.464.2%4.82%9.03%4--
$26.50Oct 30$0.750.442.3%2.89%5.17%1326

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 14,470
Total Puts 857
Put/Call Ratio 0.06
Net Difference 13,613

Prior's Put/Call Breakdown

Total Calls 3,991
Total Puts 964
Put/Call Ratio 0.24
Net Difference 3,027

Prior 7-Day Put/Call Summary

Total Calls 12,998
Total Puts 6,616
Average Put/Call Ratio 0.85
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All