Tour v533
WRBY
WARBY PARKER INC A
$23.86 -3.05%
$23.98 (+0.50%)🌙
as of 11/02 06:59 PM
◀ 11/2 18:59 ▶

Option Volume

Detail
ℹ
Current (11/02) 5,364
Calls: 5,044 (94%)
Puts: 320 (6%)
Prior (10/30) 3,869
Calls: 2,658 (69%)
Puts: 1,211 (31%)
Current vs Prior +38.64%
Calls: +89.77% (Calls)
Puts: -73.58% (Puts)
Prior 7-Day Total 48,712
Calls: 40,835 (84%)
Puts: 7,877 (16%)
Prior 7-Day Average 6,958
Calls: 5,833 (84%)
Puts: 1,125 (16%)
Current vs Prior 7-Day Avg -22.92%
Calls: -13.53%
Puts: -71.56%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/02) $1.17M
Calls: $1.09M (93%)
Puts: $82.2K (7%)
Prior (10/30) $499.5K
Calls: $419.8K (84%)
Puts: $79.7K (16%)
Current vs Prior +133.75%
Calls: +158.55%
Puts: +3.12%
Prior 7-Day Total $7.56M
Calls: $6.25M (83%)
Puts: $1.31M (17%)
Prior 7-Day Average $1.08M
Calls: $892.6K (83%)
Puts: $186.9K (17%)
Current vs Prior 7-Day Avg +8.15%
Calls: +21.59%
Puts: -56.03%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/02) 0.06
Prior (10/30) 0.46
Current vs Prior -86.08%
Prior 7-Day Average 0.31
Current vs Prior 7-Day Avg -79.74%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/02) 57,470
Calls: 53,527 (93%)
Puts: 3,943 (7%)
Prior (10/30) 79,390
Calls: 73,855 (93%)
Puts: 5,535 (7%)
Current vs Prior -27.61%
Prior 7-Day Total 430,573
Calls: 392,754 (91%)
Puts: 37,819 (9%)
Prior 7-Day Average 61,510
Calls: 56,107 (91%)
Puts: 5,402 (9%)
Current vs Prior 7-Day Avg -6.57%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 15.84% | 18.44%19.82% | 24.60%
Prior 16.70% | 19.63%19.91% | 24.91%
Current vs Prior -5.14% | -6.04%-0.43% | -1.23%
Prior 7-Day Avg 8.43% | 16.71%20.69% | 24.74%
Current vs 7-Day Avg +87.90% | +10.35%-4.20% | -0.55%
Prior 7-Day Eod 16.70% | 19.63%19.91% | 24.91%
Current vs 7-Day Eod -5.14% | -6.04%-0.43% | -1.23%
Sentiment BULLISHBULLISH

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
+
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🤖 AI Insights

Strong bullish conviction with 93% of dollar volume in calls ($1.09M) vs puts ($82.2K). Massive premium surge with dollar volume up 134% vs prior. Extreme bullish P/C ratio of 0.06 - heavy call buying (5,044 calls vs 320 puts). P/C ratio dropping 86% - 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 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. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 10 found (avg delta 0.57, highest 0.67)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Nov 202.102.60$2.3521.3%30.55--
$24.00Dec 42.253.00$2.6328.5%10.55--
$24.00Nov 61.601.95$1.7819.7%10.5378
$24.50Nov 201.702.10$1.9021.1%60.5122
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Nov 133.904.40$4.1512.0%100.6710
$27.00Nov 203.804.50$4.1516.9%100.66--
$26.00Nov 62.403.30$2.8531.6%30.64--
$25.00Nov 62.302.55$2.4210.3%80.5685
$25.00Nov 272.753.30$3.0318.2%60.52--

Most actively traded options today. High liquidity = easy entry/exit. 32 active (total vol 524, top 79)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Nov 60.851.10$0.9825.5%790.36785
$25.00Nov 201.452.05$1.7534.3%530.481.2K
$27.00Nov 60.350.80$0.5778.9%390.2655
$26.50Nov 130.851.15$1.0030.0%200.35--
$28.00Nov 60.400.90$0.6576.9%190.25242
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Nov 201.552.10$1.8330.1%750.3885
$23.00Nov 271.652.10$1.8823.9%750.371
$21.00Nov 60.600.80$0.7028.6%270.2356
$20.00Nov 60.400.95$0.6880.9%130.1930
$23.00Nov 61.151.55$1.3529.6%100.3892

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 83.7%, max 114.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$28.00Nov 6Dec 4195.3%95.4%104.7%20242
$24.00Nov 6Dec 4183.2%90.8%101.8%278
$25.00Nov 6Nov 20177.0%101.4%74.6%651.2K
$27.50Nov 6Nov 20182.9%105.3%73.6%1345
$26.50Nov 6Nov 13184.8%113.5%62.8%2122
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.00Nov 6Dec 11188.7%87.9%114.6%739
$25.00Nov 6Nov 27177.0%85.0%108.3%1485
$21.00Nov 6Nov 27195.4%102.8%90.2%3756
$23.00Nov 6Nov 27184.7%101.3%82.3%8593
$27.00Nov 13Nov 20125.7%101.3%24.0%2010

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 18 found (best R:R 2.08, avg 1.48)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$24.00$28.00Dec 4$1.30$2.70$1.3055%2.08$25.30
$25.00$27.50Nov 20$0.70$1.80$0.7048%2.57$25.70
$24.50$25.00Nov 20$0.15$0.35$0.1551%2.33$24.65
$25.00$25.50Nov 6$0.15$0.35$0.1544%2.33$25.15
$25.50$26.00Nov 6$0.17$0.33$0.1740%1.94$25.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$26.00$25.00Nov 6$0.43$0.57$0.4364%1.33$25.57
$24.50$24.00Nov 6$0.27$0.23$0.2751%0.85$24.23
$22.00$21.00Nov 6$0.28$0.72$0.2830%2.57$21.72
$23.00$22.00Nov 6$0.37$0.63$0.3738%1.70$22.63
$25.00$24.50Nov 6$0.32$0.18$0.3256%0.56$24.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 0.64, avg 0.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$26.50$27.00Nov 6$0.33$0.33$0.1767%1.94$26.83
$28.00$28.50Nov 6$0.17$0.17$0.3375%0.52$28.17
$24.00$25.00Nov 6$0.48$0.48$0.5247%0.92$24.48
$25.50$26.00Nov 6$0.17$0.17$0.3360%0.52$25.67
$25.00$25.50Nov 6$0.15$0.15$0.3556%0.43$25.15
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$23.00$21.00Nov 27$0.78$0.78$1.2263%0.64$22.22
$23.00$22.00Nov 6$0.37$0.37$0.6362%0.59$22.63
$22.00$21.00Nov 6$0.28$0.28$0.7270%0.39$21.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.46, cheapest $0.61)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Nov 6Nov 20$0.45177.0%101.4%
$24.00Nov 6Nov 20$0.57183.2%107.5%
$26.50Nov 6Nov 13$0.10184.8%113.5%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Nov 6Nov 27$0.61177.0%85.0%
$24.00Nov 6Nov 27$0.57183.2%102.2%
$23.00Nov 6Nov 20$0.48184.7%111.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 15.13% of stock, avg 15.59%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$24.00Nov 6$1.78$1.83$3.61$20.39$27.6115.13%
$25.00Nov 6$1.30$2.42$3.72$21.28$28.7215.59%
$26.00Nov 6$0.98$2.85$3.83$22.17$29.8316.05%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 27 found (cheapest 5.66% of stock, avg 9.17%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$27.50$21.00Nov 6$0.65$0.70$1.35$19.65$28.85
$27.50$20.00Nov 6$0.65$0.68$1.33$18.67$28.83
$27.50$22.00Nov 6$0.65$0.98$1.63$20.37$29.13
$26.50$21.00Nov 6$0.90$0.70$1.60$19.40$28.10
$26.50$20.00Nov 6$0.90$0.68$1.58$18.42$28.08
$26.00$21.00Nov 6$0.98$0.70$1.68$19.32$27.68
$26.50$22.00Nov 6$0.90$0.98$1.88$20.12$28.38
$26.00$20.00Nov 6$0.98$0.68$1.66$18.34$27.66
$26.00$22.00Nov 6$0.98$0.98$1.96$20.04$27.96
$25.50$21.00Nov 6$1.15$0.70$1.85$19.15$27.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.56, avg credit $0.53)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
21/2226/27Nov 6$0.61$0.3937%1.56$21.39$27.11
21/2228/28Nov 6$0.45$0.5545%0.82$21.55$28.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 10.11, cheapest $0.09)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$25.50$26.00$26.50Nov 6$0.09$0.417%4.56
$24.00$24.50$25.00Nov 20$0.30$0.208%0.67
$26.50$27.00$27.50Nov 6$0.41$0.097%0.22
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$21.00$22.00$23.00Nov 6$0.09$0.9115%10.11
$22.00$23.00$24.00Nov 6$0.11$0.8917%8.09
$23.00$24.00$25.00Nov 27$0.11$0.8915%8.09
$20.00$21.00$22.00Nov 6$0.26$0.7411%2.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 11 found (best net $-0.03, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.00$28.001:2Dec 4-$0.03$3.97
$25.00$27.501:2Nov 20-$0.35$2.15
$26.50$27.001:2Nov 6-$0.24$0.26
$28.00$28.501:2Nov 6-$0.31$0.19
$24.00$25.001:2Nov 6-$0.82$0.18
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.00$21.001:2Nov 27-$0.32$1.68
$22.00$21.001:2Nov 6-$0.42$0.58
$23.00$22.001:2Nov 6-$0.61$0.39
$24.00$23.001:2Nov 6-$0.87$0.13
$21.00$20.001:2Nov 6-$0.66$0.34

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 4.40%, avg 4.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$28.00Dec 4$1.050.3417.4%4.40%21.75%1--
$24.00Dec 4$2.250.550.6%9.43%10.02%1--
$24.00Nov 20$2.100.550.6%8.80%9.39%3--
$24.50Nov 20$1.700.512.7%7.12%9.81%622
$27.50Nov 20$0.850.3215.3%3.56%18.82%1--
$25.00Nov 20$1.450.484.8%6.08%10.85%531.2K
$26.50Nov 13$0.850.3511.1%3.56%14.63%20--
$24.00Nov 6$1.600.530.6%6.71%7.29%178
$25.00Nov 6$1.150.444.8%4.82%9.60%1236
$26.00Nov 6$0.850.369.0%3.56%12.53%79785

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 5,044
Total Puts 320
Put/Call Ratio 0.06
Net Difference 4,724

Prior's Put/Call Breakdown

Total Calls 2,658
Total Puts 1,211
Put/Call Ratio 0.46
Net Difference 1,447

Prior 7-Day Put/Call Summary

Total Calls 40,835
Total Puts 7,877
Average Put/Call Ratio 0.31
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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