Tour v536
WRBY
WARBY PARKER INC A
$26.08 +22.50%
$25.96 (-0.46%)🌙
as of 11/05 06:07 PM
◀ 11/5 18:07 ▶

Option Volume

Detail
ℹ
Current (11/05) 25,738
Calls: 17,273 (67%)
Puts: 8,465 (33%)
Prior (11/04) 8,005
Calls: 5,235 (65%)
Puts: 2,770 (35%)
Current vs Prior +221.52%
Calls: +229.95% (Calls)
Puts: +205.60% (Puts)
Prior 7-Day Total 56,780
Calls: 44,238 (78%)
Puts: 12,542 (22%)
Prior 7-Day Average 8,111
Calls: 6,319 (78%)
Puts: 1,791 (22%)
Current vs Prior 7-Day Avg +217.31%
Calls: +173.32%
Puts: +372.45%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/05) $5.80M
Calls: $4.96M (86%)
Puts: $838.8K (14%)
Prior (11/04) $729.0K
Calls: $392.0K (54%)
Puts: $336.9K (46%)
Current vs Prior +696.10%
Calls: +1166.30%
Puts: +148.97%
Prior 7-Day Total $9.58M
Calls: $6.62M (69%)
Puts: $2.96M (31%)
Prior 7-Day Average $1.37M
Calls: $946.1K (69%)
Puts: $423.1K (31%)
Current vs Prior 7-Day Avg +323.86%
Calls: +424.75%
Puts: +98.27%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/05) 0.49
Prior (11/04) 0.53
Current vs Prior -7.38%
Prior 7-Day Average 0.33
Current vs Prior 7-Day Avg +50.36%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/05) 117,768
Calls: 98,061 (83%)
Puts: 19,707 (17%)
Prior (11/04) 78,955
Calls: 74,322 (94%)
Puts: 4,633 (6%)
Current vs Prior +49.16%
Prior 7-Day Total 467,932
Calls: 431,220 (92%)
Puts: 36,712 (8%)
Prior 7-Day Average 66,847
Calls: 61,602 (92%)
Puts: 5,244 (8%)
Current vs Prior 7-Day Avg +76.17%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 6.98% | 12.54%15.45% | 20.90%
Prior 16.20% | 18.46%20.67% | 23.39%
Current vs Prior -56.94% | -32.08%-25.23% | -10.66%
Prior 7-Day Avg 12.17% | 18.00%20.39% | 24.38%
Current vs 7-Day Avg -42.65% | -30.33%-24.23% | -14.28%
Prior 7-Day Eod 16.20% | 18.46%20.67% | 23.39%
Current vs 7-Day Eod -56.94% | -32.08%-25.23% | -10.66%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 47.06% | 41.20%
Calls: 50.00% | 37.50%
Puts: 44.12% | 44.91%
Prior 41.97% | 42.74%
Calls: 39.82% | 68.00%
Puts: 44.12% | 17.48%
Current vs Prior +12.13% | -3.60%
Prior 7-Day Avg 41.97% | 42.74%
Calls: 39.82% | 68.00%
Puts: 44.12% | 17.48%
Current vs 7-Day Avg +12.13% | -3.60%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($4.96M) vs puts ($838.8K). Massive premium surge with dollar volume up 696% vs prior. Dollar volume significantly above 7-day average (324% higher). Unusually high activity with volume up 222% 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. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 46 found (avg delta 0.71, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Nov 63.805.00$4.4027.3%610.9863
$23.00Nov 62.304.00$3.1554.0%910.9390
$21.00Nov 64.805.50$5.1513.6%340.922
$21.00Nov 205.105.90$5.5014.5%--0.9013
$23.50Nov 61.953.20$2.5848.4%10.8818
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Nov 62.303.30$2.8035.7%--0.9036
$31.00Nov 63.905.40$4.6532.3%--0.9021
$30.00Nov 63.104.20$3.6530.1%200.8933
$28.00Nov 61.452.50$1.9853.0%470.8393
$27.50Nov 61.402.00$1.7035.3%680.791

Most actively traded options today. High liquidity = easy entry/exit. 99 active (total vol 24.1K, top 11.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Dec 183.003.60$3.3018.2%11.4K0.6123.3K
$25.00Nov 202.102.80$2.4528.6%9450.641.2K
$22.50Dec 184.605.30$4.9514.1%7500.766.7K
$30.00Nov 200.450.85$0.6561.5%6520.25199
$28.00Nov 200.851.50$1.1855.1%5400.39257
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Dec 180.851.35$1.1045.5%5.0K0.242.6K
$26.50Nov 60.801.25$1.0244.1%4370.58--
$26.00Nov 60.500.90$0.7057.1%3440.4728
$21.00Nov 60.000.35$0.18194.4%2860.08136
$23.00Nov 60.000.15$0.08187.5%2530.07139

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 75.5%, max 124.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Nov 6Dec 11174.9%77.8%124.8%79134
$28.00Nov 6Dec 4159.2%78.5%102.8%34253
$25.50Nov 6Nov 20172.3%93.0%85.4%57507
$27.00Nov 6Dec 4144.5%79.0%82.9%24085
$27.50Nov 6Dec 18140.2%78.8%78.0%544.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Nov 6Nov 20174.9%87.8%99.1%28343
$25.50Nov 6Nov 20172.3%93.0%85.4%15710
$26.00Nov 6Dec 4142.7%77.0%85.3%36528
$27.00Nov 6Dec 4144.5%79.0%82.9%1514
$27.50Nov 6Dec 18140.2%78.8%78.0%6848

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 62 found (best R:R 0.67, avg 2.00)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$22.00$27.00Dec 4$3.00$2.00$3.0081%0.67$25.00
$25.00$30.00Dec 11$1.95$3.05$1.9562%1.56$26.95
$25.00$27.50Dec 18$1.10$1.40$1.1061%1.27$26.10
$25.00$27.00Nov 27$0.85$1.15$0.8562%1.35$25.85
$23.00$24.00Nov 20$0.55$0.45$0.5580%0.82$23.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$27.00$26.50Nov 6$0.18$0.32$0.1868%1.78$26.82
$28.00$27.50Nov 6$0.28$0.22$0.2883%0.79$27.72
$27.50$27.00Nov 13$0.17$0.33$0.1761%1.94$27.33
$26.00$25.50Nov 20$0.10$0.40$0.1046%4.00$25.90
$27.00$26.50Nov 20$0.20$0.30$0.2054%1.50$26.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 38 found (best R:R 0.72, avg 0.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$27.50$28.00Nov 13$0.32$0.32$0.1860%1.78$27.82
$27.00$27.50Nov 6$0.15$0.15$0.3566%0.43$27.15
$30.00$31.00Nov 13$0.15$0.15$0.8580%0.18$30.15
$28.00$28.50Nov 20$0.18$0.18$0.3261%0.56$28.18
$28.50$29.00Nov 20$0.15$0.15$0.3565%0.43$28.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$22.50Dec 18$1.05$1.05$1.4561%0.72$23.95
$25.50$25.00Nov 6$0.38$0.38$0.1262%3.17$25.12
$23.00$21.00Dec 11$0.55$0.55$1.4574%0.38$22.45
$23.00$21.00Nov 27$0.45$0.45$1.5576%0.29$22.55
$25.00$23.00Dec 4$0.75$0.75$1.2562%0.60$24.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.74, cheapest $0.62)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.50Nov 6Nov 13$0.77172.3%101.7%
$26.50Nov 6Nov 13$0.66144.1%90.8%
$26.00Nov 6Nov 13$0.80142.7%98.7%
$27.00Nov 6Nov 13$0.78144.5%100.9%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.50Nov 6Nov 13$0.62172.3%101.7%
$26.50Nov 6Nov 13$0.65144.1%90.8%
$26.00Nov 6Nov 13$0.75142.7%98.7%
$27.00Nov 6Nov 13$0.93144.5%100.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 29 found (cheapest 5.75% of stock, avg 12.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$26.00Nov 6$0.80$0.70$1.50$24.50$27.505.75%
$26.50Nov 6$0.57$1.02$1.59$24.91$28.096.10%
$27.00Nov 6$0.40$1.20$1.60$25.40$28.606.13%
$25.00Nov 6$1.48$0.25$1.73$23.27$26.736.63%
$25.50Nov 6$1.13$0.63$1.76$23.74$27.266.75%
$27.50Nov 6$0.25$1.70$1.95$25.55$29.457.48%
$24.50Nov 6$1.73$0.23$1.96$22.54$26.467.52%
$28.00Nov 6$0.23$1.98$2.21$25.79$30.218.47%
$24.00Nov 6$2.30$0.20$2.50$21.50$26.509.59%
$23.50Nov 6$2.58$0.15$2.73$20.77$26.2310.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 101 found (cheapest 1.65% of stock, avg 7.96%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$28.50$24.00Nov 6$0.23$0.20$0.43$23.57$28.93
$28.00$24.00Nov 6$0.23$0.20$0.43$23.57$28.43
$28.00$24.50Nov 6$0.23$0.23$0.46$24.04$28.46
$28.50$24.50Nov 6$0.23$0.23$0.46$24.04$28.96
$27.50$24.00Nov 6$0.25$0.20$0.45$23.55$27.95
$28.00$25.00Nov 6$0.23$0.25$0.48$24.52$28.48
$27.50$24.50Nov 6$0.25$0.23$0.48$24.02$27.98
$27.50$25.00Nov 6$0.25$0.25$0.50$24.50$28.00
$28.50$25.00Nov 6$0.23$0.25$0.48$24.52$28.98
$27.00$25.00Nov 6$0.40$0.25$0.65$24.35$27.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 14 found (best R:R 0.82, avg credit $0.36)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
23/2430/31Nov 13$0.45$0.5553%0.82$23.55$30.45
22/2330/31Nov 13$0.32$0.6861%0.47$22.68$30.32
23/2429/30Nov 13$0.47$0.5346%0.89$23.53$29.47
22/2329/30Nov 13$0.34$0.6655%0.52$22.66$29.34
21/2229/30Nov 20$0.35$0.6553%0.54$21.65$29.35
21/2230/31Nov 20$0.27$0.7359%0.37$21.73$30.27
23/2429/30Nov 20$0.40$0.6043%0.67$23.10$29.40
23/2428/29Nov 13$0.43$0.5740%0.75$23.57$28.43
22/2229/30Nov 20$0.32$0.6850%0.47$22.18$29.32
23/2430/31Nov 20$0.32$0.6849%0.47$23.18$30.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 31 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$25.00$27.50$30.00Dec 18$0.32$2.1826%6.81
$26.00$26.50$27.00Nov 6$0.06$0.4420%7.33
$29.00$30.00$31.00Nov 20$0.08$0.9210%11.50
$25.50$26.00$26.50Nov 6$0.10$0.4019%4.00
$27.00$28.00$29.00Nov 27$0.15$0.8513%5.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$22.50$25.00$27.50Dec 18$0.15$2.3528%15.67
$21.00$23.00$25.00Nov 27$0.23$1.7726%7.70
$25.00$26.00$27.00Dec 4$0.06$0.9414%15.67
$22.00$23.00$24.00Nov 13$0.13$0.8715%6.69
$21.00$22.00$23.00Nov 13$0.12$0.889%7.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 46 found (best net $-0.80, 42 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.50$30.001:2Dec 18-$0.64$1.86
$25.00$27.501:2Dec 18-$1.10$1.40
$25.00$27.001:2Nov 27-$0.88$1.12
$22.50$25.001:2Dec 18-$1.65$0.85
$30.00$31.001:2Nov 13-$0.10$0.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$27.001:2Dec 4-$0.80$2.20
$30.00$27.501:2Nov 20-$0.86$1.64
$25.00$22.501:2Dec 18-$0.05$2.45
$25.00$23.001:2Nov 27-$0.12$1.88
$25.00$23.001:2Dec 4-$0.20$1.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 7.48%, avg 3.14%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$27.50Dec 18$1.950.475.4%7.48%12.92%74.4K
$30.00Dec 18$1.150.3515.0%4.41%19.44%3279.3K
$30.00Dec 11$0.800.3215.0%3.07%18.10%8--
$27.00Dec 4$1.550.483.5%5.94%9.47%3--
$28.00Dec 4$1.150.417.4%4.41%11.77%11
$27.00Nov 27$1.400.473.5%5.37%8.90%3--
$28.00Nov 27$1.050.407.4%4.03%11.39%1121
$29.00Nov 27$0.800.3411.2%3.07%14.26%--12
$27.50Nov 20$1.050.435.4%4.03%9.47%21.4K
$27.00Nov 20$1.200.473.5%4.60%8.13%351.2K

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 17,273
Total Puts 8,465
Put/Call Ratio 0.49
Net Difference 8,808

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 44,238
Total Puts 12,542
Average Put/Call Ratio 0.33
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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