Tour v536
WRBY
WARBY PARKER INC A
$21.29 -2.96%
$21.49 (+0.94%)🌙
as of 11/04 06:12 PM
◀ 11/4 18:12 ▶

Option Volume

Detail
ℹ
Current (11/04) 8,005
Calls: 5,235 (65%)
Puts: 2,770 (35%)
Prior (11/03) 19,965
Calls: 14,801 (74%)
Puts: 5,164 (26%)
Current vs Prior -59.90%
Calls: -64.63% (Calls)
Puts: -46.36% (Puts)
Prior 7-Day Total 53,759
Calls: 42,219 (79%)
Puts: 11,540 (21%)
Prior 7-Day Average 7,679
Calls: 6,031 (79%)
Puts: 1,648 (21%)
Current vs Prior 7-Day Avg +4.23%
Calls: -13.20%
Puts: +68.02%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/04) $729.0K
Calls: $392.0K (54%)
Puts: $336.9K (46%)
Prior (11/03) $3.63M
Calls: $1.98M (55%)
Puts: $1.65M (45%)
Current vs Prior -79.94%
Calls: -80.20%
Puts: -79.61%
Prior 7-Day Total $9.39M
Calls: $6.54M (70%)
Puts: $2.85M (30%)
Prior 7-Day Average $1.34M
Calls: $935.0K (70%)
Puts: $406.5K (30%)
Current vs Prior 7-Day Avg -45.66%
Calls: -58.07%
Puts: -17.11%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 0.53
Prior (11/03) 0.35
Current vs Prior +51.66%
Prior 7-Day Average 0.33
Current vs Prior 7-Day Avg +60.86%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/04) 78,955
Calls: 74,322 (94%)
Puts: 4,633 (6%)
Prior (11/03) 78,960
Calls: 73,732 (93%)
Puts: 5,228 (7%)
Current vs Prior -0.01%
Prior 7-Day Total 442,943
Calls: 404,907 (91%)
Puts: 38,036 (9%)
Prior 7-Day Average 63,277
Calls: 57,843 (91%)
Puts: 5,433 (9%)
Current vs Prior 7-Day Avg +24.78%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 16.20% | 18.46%20.67% | 23.39%
Prior 16.09% | 18.37%20.37% | 23.47%
Current vs Prior +0.72% | +0.50%+1.44% | -0.35%
Prior 7-Day Avg 11.05% | 17.95%20.44% | 24.44%
Current vs 7-Day Avg +46.70% | +2.85%+1.12% | -4.31%
Prior 7-Day Eod 16.09% | 18.37%20.37% | 23.47%
Current vs 7-Day Eod +0.72% | +0.50%+1.44% | -0.35%
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

Light premium activity with dollar volume down 80% vs prior. Below-average activity with volume down 60% vs prior. Bullish P/C ratio of 0.53. P/C ratio rising 52% - increased hedging/bearish positioning.

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. 18 found (avg delta 0.63, highest 0.78)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Nov 61.952.25$2.1014.3%420.6934
$21.00Nov 61.451.90$1.6726.9%20.58--
$21.00Nov 201.852.35$2.1023.8%130.58--
$22.00Dec 41.702.20$1.9525.6%140.51--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Nov 63.604.30$3.9517.7%40.78--
$25.00Nov 203.904.50$4.2014.3%20.72--
$24.00Nov 62.803.40$3.1019.4%10.7141
$25.00Nov 273.904.60$4.2516.5%10.70--
$24.50Nov 203.504.10$3.8015.8%420.69135

Most actively traded options today. High liquidity = easy entry/exit. 51 active (total vol 5.4K, top 1.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Nov 200.500.95$0.7361.6%1.2K0.281.2K
$25.00Dec 181.051.50$1.2735.4%5550.3523.6K
$25.00Nov 60.250.60$0.4381.4%2010.22207
$25.50Nov 130.400.70$0.5554.5%2000.23--
$22.50Nov 201.151.65$1.4035.7%1110.45--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Nov 60.650.95$0.8037.5%1.8K0.3187
$22.50Nov 202.352.85$2.6019.2%1620.542.0K
$22.00Nov 202.102.50$2.3017.4%1300.50118
$21.00Nov 201.401.80$1.6025.0%1160.42211
$23.00Nov 62.102.70$2.4025.0%460.6499

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 114.8%, max 187.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Nov 6Dec 18240.5%83.8%187.0%75623.8K
$22.00Nov 6Dec 4235.0%90.3%160.1%5428
$24.00Nov 6Nov 27235.8%91.5%157.6%6286
$23.50Nov 6Nov 20235.9%104.5%125.7%1511
$23.00Nov 6Nov 20219.6%101.1%117.1%10238
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.00Nov 6Nov 27232.1%92.2%151.8%13139
$22.00Nov 6Nov 27235.0%94.7%148.0%4547
$23.50Nov 6Nov 20235.9%104.5%125.7%4021
$20.00Nov 6Nov 20236.5%105.3%124.6%1.8K333
$24.00Nov 6Nov 20235.8%105.5%123.5%242

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 28 found (best R:R 2.29, avg 1.80)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$22.50$25.00Dec 18$0.76$1.74$0.7649%2.29$23.26
$20.00$21.00Nov 6$0.43$0.57$0.4369%1.33$20.43
$22.00$25.00Dec 4$0.95$2.05$0.9551%2.16$22.95
$24.00$25.00Nov 27$0.17$0.83$0.1736%4.88$24.17
$21.00$22.00Nov 20$0.45$0.55$0.4558%1.22$21.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$23.50$22.50Nov 20$0.55$0.45$0.5562%0.82$22.95
$24.00$23.50Nov 20$0.30$0.20$0.3065%0.67$23.70
$19.00$18.00Nov 6$0.15$0.85$0.1521%5.67$18.85
$23.00$22.00Nov 6$0.62$0.38$0.6264%0.61$22.38
$22.50$22.00Nov 20$0.30$0.20$0.3054%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 0.38, avg 0.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$22.00$23.00Nov 6$0.45$0.45$0.5552%0.82$22.45
$22.00$22.50Nov 20$0.25$0.25$0.2550%1.00$22.25
$24.50$25.00Nov 6$0.12$0.12$0.3874%0.32$24.62
$22.50$23.00Nov 20$0.20$0.20$0.3055%0.67$22.70
$23.50$24.00Nov 6$0.13$0.13$0.3767%0.35$23.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$20.00$18.00Nov 13$0.55$0.55$1.4568%0.38$19.45
$21.00$20.00Nov 13$0.50$0.50$0.5058%1.00$20.50
$20.00$19.00Nov 6$0.32$0.32$0.6869%0.47$19.68
$21.00$20.00Nov 20$0.43$0.43$0.5758%0.75$20.57
$21.00$20.00Nov 6$0.40$0.40$0.6059%0.67$20.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $0.37, cheapest $0.37)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.50Nov 6Nov 20$0.37235.9%104.5%
$22.00Nov 6Nov 20$0.42235.0%105.5%
$21.00Nov 6Nov 20$0.43232.1%103.2%
$23.00Nov 6Nov 20$0.42219.6%101.1%
$22.50Nov 20Dec 18$0.63102.5%82.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.50Nov 6Nov 20$0.40235.9%104.5%
$20.00Nov 6Nov 13$0.18236.5%122.6%
$22.00Nov 6Nov 13$0.25235.0%124.3%
$21.00Nov 6Nov 13$0.28232.1%126.5%
$22.50Nov 20Dec 18$0.35102.5%82.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 13.48% of stock, avg 16.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$21.00Nov 6$1.67$1.20$2.87$18.13$23.8713.48%
$20.00Nov 6$2.10$0.80$2.90$17.10$22.9013.62%
$22.00Nov 6$1.23$1.78$3.01$18.99$25.0114.14%
$23.00Nov 6$0.78$2.40$3.18$19.82$26.1814.94%
$21.00Nov 20$2.10$1.60$3.70$17.30$24.7017.38%
$22.00Nov 20$1.65$2.30$3.95$18.05$25.9518.55%
$22.50Nov 20$1.40$2.60$4.00$18.50$26.5018.79%
$22.50Dec 18$2.03$2.95$4.98$17.52$27.4823.39%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 39 found (cheapest 4.13% of stock, avg 9.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$24.50$18.00Nov 6$0.55$0.33$0.88$17.12$25.38
$25.50$18.00Nov 13$0.55$0.43$0.98$17.02$26.48
$24.00$18.00Nov 6$0.60$0.33$0.93$17.07$24.93
$24.50$19.00Nov 6$0.55$0.48$1.03$17.97$25.53
$24.00$19.00Nov 6$0.60$0.48$1.08$17.92$25.08
$23.50$18.00Nov 6$0.73$0.33$1.06$16.94$24.56
$23.50$19.00Nov 6$0.73$0.48$1.21$17.79$24.71
$23.00$18.00Nov 6$0.78$0.33$1.11$16.89$24.11
$24.50$20.00Nov 6$0.55$0.80$1.35$18.65$25.85
$24.00$20.00Nov 6$0.60$0.80$1.40$18.60$25.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 0.79, avg credit $0.36)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
19/2024/25Nov 6$0.44$0.5643%0.79$19.56$24.94
19/2024/24Nov 6$0.45$0.5536%0.82$19.55$23.95
18/1924/25Nov 6$0.27$0.7353%0.37$18.73$24.77
18/1924/24Nov 6$0.28$0.7246%0.39$18.72$23.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 11.50, cheapest $0.05)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$23.50$24.00$24.50Nov 6$0.08$0.427%5.25
$22.50$23.00$23.50Nov 20$0.10$0.408%4.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$19.00$20.00$21.00Nov 6$0.08$0.9220%11.50
$24.00$24.50$25.00Nov 20$0.05$0.457%9.00
$20.00$21.00$22.00Nov 6$0.18$0.8222%4.56
$18.00$19.00$20.00Nov 6$0.17$0.8316%4.88
$20.00$21.00$22.00Nov 20$0.27$0.7317%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. 20 found (best net $-0.25, 18 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.00$25.001:2Dec 4-$0.05$2.95
$22.50$25.001:2Dec 18-$0.51$1.99
$22.00$23.001:2Nov 6-$0.33$0.67
$24.00$25.001:2Nov 20-$0.48$0.52
$24.50$25.001:2Nov 6-$0.31$0.19
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$22.001:2Nov 27-$0.25$2.75
$25.00$22.501:2Dec 18-$1.20$1.30
$20.00$19.001:2Nov 6-$0.16$0.84
$19.00$18.001:2Nov 6-$0.18$0.82
$21.00$20.001:2Nov 6-$0.40$0.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 4.93%, avg 3.95%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$25.00Dec 18$1.050.3517.4%4.93%22.36%55523.6K
$22.50Dec 18$1.750.495.7%8.22%13.90%336.7K
$22.00Dec 4$1.700.513.3%7.98%11.32%14--
$25.00Dec 11$0.850.3217.4%3.99%21.42%10--
$25.00Dec 4$0.800.3217.4%3.76%21.18%1--
$25.00Nov 27$0.700.3017.4%3.29%20.71%14--
$24.00Nov 27$0.850.3512.7%3.99%16.72%9--
$22.00Nov 20$1.400.503.3%6.58%9.91%432
$23.00Nov 20$1.050.418.0%4.93%12.96%13--
$23.50Nov 20$0.900.3810.4%4.23%14.61%25

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 5,235
Total Puts 2,770
Put/Call Ratio 0.53
Net Difference 2,465

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 42,219
Total Puts 11,540
Average Put/Call Ratio 0.33
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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