Tour v536
WRBY
WARBY PARKER INC A
$25.48 -2.30%
$25.25 (-0.90%)🌙
as of 11/06 07:01 PM
◀ 11/6 19:01

Option Volume

Detail
ℹ
Current (11/06) 5,575
Calls: 3,714 (67%)
Puts: 1,861 (33%)
Prior (11/05) 25,738
Calls: 17,273 (67%)
Puts: 8,465 (33%)
Current vs Prior -78.34%
Calls: -78.50% (Calls)
Puts: -78.02% (Puts)
Prior 7-Day Total 71,454
Calls: 50,753 (71%)
Puts: 20,701 (29%)
Prior 7-Day Average 10,207
Calls: 7,250 (71%)
Puts: 2,957 (29%)
Current vs Prior 7-Day Avg -45.38%
Calls: -48.78%
Puts: -37.07%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06) $1.01M
Calls: $736.5K (73%)
Puts: $272.9K (27%)
Prior (11/05) $5.80M
Calls: $4.96M (86%)
Puts: $838.8K (14%)
Current vs Prior -82.61%
Calls: -85.17%
Puts: -67.47%
Prior 7-Day Total $13.63M
Calls: $9.86M (72%)
Puts: $3.77M (28%)
Prior 7-Day Average $1.95M
Calls: $1.41M (72%)
Puts: $537.9K (28%)
Current vs Prior 7-Day Avg -48.15%
Calls: -47.72%
Puts: -49.27%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 0.50
Prior (11/05) 0.49
Current vs Prior +2.25%
Prior 7-Day Average 0.39
Current vs Prior 7-Day Avg +27.86%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06) 72,531
Calls: 54,089 (75%)
Puts: 18,442 (25%)
Prior (11/05) 117,768
Calls: 98,061 (83%)
Puts: 19,707 (17%)
Current vs Prior -38.41%
Prior 7-Day Total 516,967
Calls: 465,442 (90%)
Puts: 51,525 (10%)
Prior 7-Day Average 73,852
Calls: 66,491 (90%)
Puts: 7,360 (10%)
Current vs Prior 7-Day Avg -1.79%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 5.69% | 11.97%16.21% | 20.13%
Prior 6.98% | 12.54%15.45% | 20.90%
Current vs Prior +71.53% | +29.27%+4.89% | -3.66%
Prior 7-Day Avg 12.08% | 17.30%19.65% | 23.64%
Current vs 7-Day Avg -0.94% | -6.30%-17.51% | -14.84%
Prior 7-Day Eod 6.98% | 12.54%15.45% | 20.90%
Current vs 7-Day Eod +71.53% | +29.27%+4.89% | -3.66%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 47.06% | 41.20%
Calls: 50.00% | 37.50%
Puts: 44.12% | 44.91%
Prior 47.06% | 41.20%
Calls: 50.00% | 37.50%
Puts: 44.12% | 44.91%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 42.70% | 42.52%
Calls: 41.27% | 63.64%
Puts: 44.12% | 21.40%
Current vs 7-Day Avg +10.22% | -3.10%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($736.5K). Light premium activity with dollar volume down 83% vs prior. Below-average activity with volume down 78% vs prior. Bullish P/C ratio of 0.50.

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. 33 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Nov 60.000.10$0.05200.0%211.00838
$22.00Nov 63.304.50$3.9030.8%300.9758
$21.00Nov 64.305.50$4.9024.5%40.8932
$23.00Nov 62.303.40$2.8538.6%210.8491
$23.50Nov 61.703.10$2.4058.3%10.8219
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Nov 60.001.05$0.53198.1%2291.00--
$29.00Nov 133.004.20$3.6033.3%30.90--
$27.50Nov 61.102.25$1.6868.5%50.8110
$27.00Nov 60.501.75$1.13110.6%80.7916
$26.50Nov 60.201.25$0.73143.8%420.7931

Most actively traded options today. High liquidity = easy entry/exit. 79 active (total vol 4.6K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Nov 201.001.65$1.3348.9%1.0K0.451.3K
$22.50Dec 184.105.10$4.6021.7%5600.766.0K
$25.50Nov 131.301.80$1.5532.3%3840.59--
$25.50Nov 60.001.35$0.68198.5%2460.39239
$28.00Nov 130.401.25$0.83102.4%2430.3410
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Nov 201.402.20$1.8044.4%2590.5122
$26.00Nov 60.001.05$0.53198.1%2291.00--
$24.00Nov 60.000.45$0.23195.7%2270.22--
$25.00Nov 200.901.80$1.3566.7%1290.411.8K
$27.50Nov 202.303.20$2.7532.7%1010.67261

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 882.2%, max 3298.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.00Nov 6Dec 182519.3%74.1%3298.5%1310.3K
$28.00Nov 6Dec 41350.7%77.4%1645.0%42263
$27.00Nov 6Nov 201030.2%89.5%1050.5%1.0K1.5K
$24.00Nov 6Nov 20919.5%90.0%922.0%102222
$26.50Nov 6Nov 13765.4%92.5%727.8%2946
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.00Nov 6Dec 111329.3%74.4%1687.1%9262
$27.50Nov 6Dec 181195.6%74.1%1514.1%1257
$27.00Nov 6Nov 131030.2%84.2%1122.8%8634
$26.50Nov 6Nov 20765.4%82.3%829.6%6936
$25.00Nov 6Dec 18315.9%72.2%337.5%753.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 40 found (best R:R 1.50, avg 2.06)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$24.00$25.00Nov 13$0.45$0.55$0.4573%1.22$24.45
$22.50$25.00Dec 18$1.57$0.93$1.5776%0.59$24.07
$25.00$27.50Dec 18$1.13$1.37$1.1361%1.21$26.13
$27.50$30.00Dec 18$0.73$1.77$0.7346%2.42$28.23
$25.50$26.00Nov 13$0.10$0.40$0.1059%4.00$25.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$26.50$26.00Nov 6$0.20$0.30$0.2079%1.50$26.30
$26.00$25.50Nov 6$0.10$0.40$0.10100%4.00$25.90
$27.50$27.00Nov 13$0.20$0.30$0.2072%1.50$27.30
$26.50$26.00Nov 20$0.15$0.35$0.1556%2.33$26.35
$26.50$26.00Nov 13$0.20$0.30$0.2061%1.50$26.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 25 found (best R:R 0.36, avg 0.75)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$26.00$26.50Nov 13$0.40$0.40$0.1047%4.00$26.40
$28.00$28.50Nov 13$0.28$0.28$0.2266%1.27$28.28
$27.00$27.50Nov 20$0.33$0.33$0.1755%1.94$27.33
$26.50$27.00Nov 13$0.30$0.30$0.2053%1.50$26.80
$28.50$30.00Nov 13$0.30$0.30$1.2072%0.25$28.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.00$21.00Dec 4$0.80$0.80$2.2066%0.36$23.20
$25.00$23.00Dec 11$0.82$0.82$1.1859%0.69$24.18
$25.00$22.50Dec 18$0.95$0.95$1.5559%0.61$24.05
$23.00$22.00Nov 6$0.20$0.20$0.8084%0.25$22.80
$24.00$23.50Nov 13$0.25$0.25$0.2570%1.00$23.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.63, cheapest $0.74)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.50Nov 6Nov 13$0.87393.6%94.8%
$25.00Nov 6Nov 13$0.86315.9%95.6%
$27.50Nov 13Nov 20$0.20100.0%81.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.50Nov 6Nov 13$0.74393.6%94.8%
$25.00Nov 6Nov 13$0.82315.9%95.6%
$24.50Nov 13Nov 20$0.2797.7%83.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 21 found (cheapest 2.28% of stock, avg 11.11%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$26.00Nov 6$0.05$0.53$0.58$25.42$26.582.28%
$26.50Nov 6$0.18$0.73$0.91$25.59$27.413.57%
$25.50Nov 6$0.68$0.43$1.11$24.39$26.614.36%
$25.00Nov 6$1.02$0.13$1.15$23.85$26.154.51%
$27.00Nov 6$0.23$1.13$1.36$25.64$28.365.34%
$24.00Nov 6$1.93$0.23$2.16$21.84$26.168.48%
$26.50Nov 13$1.05$1.60$2.65$23.85$29.1510.40%
$25.50Nov 13$1.55$1.17$2.72$22.78$28.2210.68%
$27.00Nov 13$0.75$2.03$2.78$24.22$29.7810.91%
$25.00Nov 13$1.88$0.95$2.83$22.17$27.8311.11%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 74 found (cheapest 1.22% of stock, avg 6.13%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$26.50$25.00Nov 6$0.18$0.13$0.31$24.69$26.81
$27.00$25.00Nov 6$0.23$0.13$0.36$24.64$27.36
$26.50$24.00Nov 6$0.18$0.23$0.41$23.59$26.91
$28.00$25.00Nov 6$0.23$0.13$0.36$24.64$28.36
$26.50$23.00Nov 6$0.18$0.23$0.41$22.59$26.91
$26.50$21.00Nov 6$0.18$0.23$0.41$20.59$26.91
$27.00$24.00Nov 6$0.23$0.23$0.46$23.54$27.46
$28.00$23.00Nov 6$0.23$0.23$0.46$22.54$28.46
$28.00$24.00Nov 6$0.23$0.23$0.46$23.54$28.46
$27.00$23.00Nov 6$0.23$0.23$0.46$22.54$27.46

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 0.46, avg credit $0.51)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
23/2428/30Nov 13$0.47$1.0348%0.46$23.03$28.97
24/2428/30Nov 13$0.55$0.9542%0.58$23.45$29.05
21/2328/30Nov 13$0.53$1.4754%0.36$22.47$29.03
21/2328/28Nov 13$0.51$1.4947%0.34$22.49$28.51
22/2328/30Nov 20$0.50$1.5042%0.33$22.50$28.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 5.25, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$25.00$27.50$30.00Dec 18$0.40$2.1029%5.25
$22.50$25.00$27.50Dec 18$0.44$2.0630%4.68
$26.00$26.50$27.00Nov 13$0.10$0.4014%4.00
$27.00$27.50$28.00Nov 20$0.18$0.3210%1.78
$25.00$25.50$26.00Nov 13$0.23$0.2712%1.17
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$22.50$25.00$27.50Dec 18$0.40$2.1031%5.25
$24.50$25.00$25.50Nov 13$0.05$0.4513%9.00
$25.50$26.00$26.50Nov 6$0.10$0.4018%4.00
$23.00$23.50$24.00Nov 13$0.08$0.4211%5.25
$26.00$26.50$27.00Nov 6$0.20$0.3021%1.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 35 found (best net $-0.11, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.00$25.001:2Nov 6-$0.11$0.89
$25.00$27.501:2Dec 18-$0.77$1.73
$27.50$30.001:2Dec 18-$0.44$2.06
$28.00$30.001:2Nov 20-$0.11$1.89
$22.50$25.001:2Dec 18-$1.46$1.04
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$22.501:2Dec 18-$0.20$2.30
$27.50$25.001:2Dec 18-$0.75$1.75
$25.00$23.001:2Dec 11-$0.26$1.74
$24.50$23.001:2Nov 20-$0.21$1.29
$26.00$25.501:2Nov 6-$0.33$0.17

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 6.28%, avg 3.20%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$27.50Dec 18$1.600.467.9%6.28%14.21%314.4K
$30.00Dec 18$0.950.3317.7%3.73%21.47%119.0K
$26.00Dec 4$1.700.542.0%6.67%8.71%85
$28.00Dec 4$0.950.409.9%3.73%13.62%242
$29.00Dec 4$0.700.3513.8%2.75%16.56%2--
$27.00Nov 20$1.000.456.0%3.92%9.89%1.0K1.3K
$28.00Nov 27$0.650.379.9%2.55%12.44%1--
$25.50Nov 20$1.550.580.1%6.08%6.16%2240
$27.50Nov 20$0.750.397.9%2.94%10.87%171.4K
$28.00Nov 20$0.600.359.9%2.35%12.24%5594

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 3,714
Total Puts 1,861
Put/Call Ratio 0.50
Net Difference 1,853

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 50,753
Total Puts 20,701
Average Put/Call Ratio 0.39
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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