Tour v533
WRBY
WARBY PARKER INC A
$21.94 -8.05%
$22.15 (+0.96%)🌙
as of 11/03 07:03 PM
◀ 11/3 19:03 ▶

Option Volume

Detail
ℹ
Current (11/03) 19,965
Calls: 14,801 (74%)
Puts: 5,164 (26%)
Prior (11/02) 5,364
Calls: 5,044 (94%)
Puts: 320 (6%)
Current vs Prior +272.20%
Calls: +193.44% (Calls)
Puts: +1513.75% (Puts)
Prior 7-Day Total 49,121
Calls: 41,888 (85%)
Puts: 7,233 (15%)
Prior 7-Day Average 7,017
Calls: 5,984 (85%)
Puts: 1,033 (15%)
Current vs Prior 7-Day Avg +184.51%
Calls: +147.34%
Puts: +399.76%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/03) $3.63M
Calls: $1.98M (55%)
Puts: $1.65M (45%)
Prior (11/02) $1.17M
Calls: $1.09M (93%)
Puts: $82.2K (7%)
Current vs Prior +211.20%
Calls: +82.48%
Puts: +1911.16%
Prior 7-Day Total $7.61M
Calls: $6.37M (84%)
Puts: $1.24M (16%)
Prior 7-Day Average $1.09M
Calls: $910.4K (84%)
Puts: $176.5K (16%)
Current vs Prior 7-Day Avg +234.29%
Calls: +117.55%
Puts: +836.49%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 0.35
Prior (11/02) 0.06
Current vs Prior +449.95%
Prior 7-Day Average 0.29
Current vs Prior 7-Day Avg +21.34%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/03) 78,960
Calls: 73,732 (93%)
Puts: 5,228 (7%)
Prior (11/02) 57,470
Calls: 53,527 (93%)
Puts: 3,943 (7%)
Current vs Prior +37.39%
Prior 7-Day Total 442,418
Calls: 403,670 (91%)
Puts: 38,748 (9%)
Prior 7-Day Average 63,202
Calls: 57,667 (91%)
Puts: 5,535 (9%)
Current vs Prior 7-Day Avg +24.93%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 16.09% | 18.37%20.37% | 23.47%
Prior 15.84% | 18.44%19.82% | 24.60%
Current vs Prior +1.56% | -0.39%+2.77% | -4.59%
Prior 7-Day Avg 10.04% | 17.89%20.48% | 24.67%
Current vs 7-Day Avg +60.20% | +2.68%-0.50% | -4.87%
Prior 7-Day Eod 15.84% | 18.44%19.82% | 24.60%
Current vs 7-Day Eod +1.56% | -0.39%+2.77% | -4.59%
Sentiment BEARISHBEARISH

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

Massive premium surge with dollar volume up 211% vs prior. Dollar volume significantly above 7-day average (234% higher). Unusually high activity with volume up 272% vs prior - elevated interest. Volume explosion - 185% above 7-day average (19,965 vs avg 7,017).

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 1 of results (avg 8.2%, best 8.2%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Nov 63.503.80$3.658.2%200.7691

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. 16 found (avg delta 0.62, highest 0.80)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Nov 62.352.85$2.6019.2%510.73--
$22.50Dec 182.152.55$2.3517.0%2.8K0.526.5K
$22.00Nov 61.251.60$1.4324.5%280.52--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Nov 64.205.00$4.6017.4%10.80--
$25.00Nov 63.503.80$3.658.2%200.7691
$25.00Nov 203.704.40$4.0517.3%2.0K0.68--
$24.00Nov 62.653.30$2.9721.9%10.67--
$25.00Nov 273.704.40$4.0517.3%60.676

Most actively traded options today. High liquidity = easy entry/exit. 48 active (total vol 15.5K, top 7.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Dec 181.251.65$1.4527.6%7.2K0.3829.5K
$22.50Dec 182.152.55$2.3517.0%2.8K0.526.5K
$22.50Nov 201.551.95$1.7522.9%2040.4950
$25.00Nov 60.250.65$0.4588.9%1670.2346
$26.00Nov 60.250.50$0.3865.8%670.19--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Nov 202.052.65$2.3525.5%2.0K0.5027
$25.00Nov 203.704.40$4.0517.3%2.0K0.68--
$21.00Nov 201.451.70$1.5815.8%2110.3823
$23.00Dec 42.653.20$2.9318.8%1500.52--
$23.00Dec 112.753.30$3.0318.2%870.51--

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 96.4%, max 140.8%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Nov 6Dec 18187.6%82.8%126.5%7.4K29.5K
$24.00Nov 6Nov 13195.7%121.9%60.5%1179
$22.50Nov 20Dec 18108.8%84.4%28.9%3.0K6.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$20.00Nov 6Dec 18199.8%83.0%140.8%6433
$23.00Nov 6Dec 11201.4%86.7%132.2%9494
$25.00Nov 6Dec 18187.6%82.8%126.5%593.7K
$21.00Nov 6Dec 4196.5%89.8%118.9%6072
$24.00Nov 6Nov 27195.7%90.4%116.4%710

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 27 found (best R:R 1.78, avg 1.61)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$22.50$25.00Dec 18$0.90$1.60$0.9052%1.78$23.40
$20.00$22.00Nov 6$1.17$0.83$1.1774%0.71$21.17
$22.00$23.00Nov 6$0.35$0.65$0.3552%1.86$22.35
$22.50$24.50Nov 20$0.73$1.27$0.7349%1.74$23.23
$23.50$24.00Nov 13$0.12$0.38$0.1238%3.17$23.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$24.00Nov 27$0.65$0.35$0.6567%0.54$24.35
$23.50$22.50Nov 20$0.58$0.42$0.5858%0.72$22.92
$22.00$21.00Nov 20$0.47$0.53$0.4746%1.13$21.53
$23.00$22.00Nov 6$0.59$0.41$0.5957%0.69$22.41
$22.50$22.00Nov 20$0.30$0.20$0.3050%0.67$22.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 0.62, avg 0.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.50$25.00Nov 6$0.20$0.20$0.3071%0.67$24.70
$23.00$23.50Nov 6$0.23$0.23$0.2758%0.85$23.23
$25.00$25.50Nov 20$0.17$0.17$0.3369%0.52$25.17
$24.50$25.00Nov 13$0.15$0.15$0.3569%0.43$24.65
$23.00$23.50Nov 13$0.18$0.18$0.3257%0.56$23.18
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$21.00$18.00Dec 4$1.15$1.15$1.8562%0.62$19.85
$21.00$20.00Nov 20$0.45$0.45$0.5562%0.82$20.55
$20.00$19.00Nov 6$0.32$0.32$0.6872%0.47$19.68
$21.00$20.00Nov 6$0.38$0.38$0.6262%0.61$20.62

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $0.36, cheapest $0.48)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Nov 6Nov 13$0.15201.4%120.6%
$24.00Nov 6Nov 13$0.20195.7%121.9%
$23.50Nov 6Nov 13$0.20193.3%120.1%
$22.50Nov 20Dec 18$0.60108.8%84.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Nov 6Nov 27$0.48201.4%92.2%
$24.00Nov 6Nov 27$0.43195.7%90.4%
$23.50Nov 6Nov 20$0.35193.3%103.1%
$21.00Nov 6Nov 20$0.45196.5%106.6%
$22.00Nov 6Nov 13$0.27194.5%123.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 13.95% of stock, avg 16.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$22.00Nov 6$1.43$1.63$3.06$18.94$25.0613.95%
$23.00Nov 6$1.08$2.22$3.30$19.70$26.3015.04%
$20.00Nov 6$2.60$0.75$3.35$16.65$23.3515.27%
$23.50Nov 6$0.85$2.58$3.43$20.07$26.9315.63%
$24.00Nov 6$0.73$2.97$3.70$20.30$27.7016.86%
$22.50Nov 20$1.75$2.35$4.10$18.40$26.6018.69%
$22.50Dec 18$2.35$2.80$5.15$17.35$27.6523.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 48 found (cheapest 4.01% of stock, avg 10.08%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$25.00$19.00Nov 6$0.45$0.43$0.88$18.12$25.88
$25.00$18.00Nov 13$0.65$0.40$1.05$16.95$26.05
$24.50$19.00Nov 6$0.65$0.43$1.08$17.92$25.58
$25.00$20.00Nov 6$0.45$0.75$1.20$18.80$26.20
$24.00$19.00Nov 6$0.73$0.43$1.16$17.84$25.16
$24.50$20.00Nov 6$0.65$0.75$1.40$18.60$25.90
$24.50$18.00Nov 13$0.80$0.40$1.20$16.80$25.70
$26.00$18.00Nov 27$0.75$0.63$1.38$16.62$27.38
$24.00$20.00Nov 6$0.73$0.75$1.48$18.52$25.48
$23.50$19.00Nov 6$0.85$0.43$1.28$17.72$24.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 1.08, avg credit $0.52)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
19/2024/25Nov 6$0.52$0.4844%1.08$19.48$25.02

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 15.67, cheapest $0.06)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$23.00$23.50$24.00Nov 13$0.06$0.448%7.33
$23.00$23.50$24.00Nov 6$0.11$0.3910%3.55
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$19.00$20.00$21.00Nov 6$0.06$0.9419%15.67
$21.00$22.00$23.00Nov 6$0.09$0.9120%10.11
$20.00$21.00$22.00Nov 6$0.12$0.8820%7.33
$20.00$22.50$25.00Dec 18$0.53$1.9730%3.72
$24.00$25.00$26.00Nov 6$0.27$0.7313%2.70

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $-0.26, 13 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$22.001:2Nov 6-$0.26$1.74
$22.50$25.001:2Dec 18-$0.55$1.95
$22.50$24.501:2Nov 20-$0.29$1.71
$25.00$26.001:2Nov 6-$0.31$0.69
$24.50$25.001:2Nov 6-$0.25$0.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$20.001:2Dec 18-$0.36$2.14
$25.00$22.501:2Dec 18-$1.05$1.45
$23.00$21.001:2Dec 4-$0.73$1.27
$20.00$19.001:2Nov 6-$0.11$0.89
$21.00$20.001:2Nov 6-$0.37$0.63

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 9.80%, avg 3.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$22.50Dec 18$2.150.522.5%9.80%12.35%2.8K6.5K
$25.00Dec 18$1.250.3813.9%5.70%19.64%7.2K29.5K
$22.50Nov 20$1.550.492.5%7.06%9.62%20450
$24.50Nov 20$0.850.3411.7%3.87%15.54%4--
$25.00Nov 20$0.750.3113.9%3.42%17.37%331.2K
$26.00Nov 27$0.550.2618.5%2.51%21.01%22
$25.50Nov 20$0.500.2716.2%2.28%18.51%2219
$23.00Nov 13$1.000.434.8%4.56%9.39%1--
$23.50Nov 13$0.850.387.1%3.87%10.98%3--
$24.00Nov 13$0.700.359.4%3.19%12.58%3--

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 14,801
Total Puts 5,164
Put/Call Ratio 0.35
Net Difference 9,637

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 41,888
Total Puts 7,233
Average Put/Call Ratio 0.29
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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