Tour v492
WRBY
WARBY PARKER INC A
$28.72 -4.03%
8/5 14:09

Option Volume

Detail
Current (08/05 2:05pm) 11,062
Calls: 5,445 (49%)
Puts: 5,617 (51%)
Prior (05/07) 12,572
Calls: 7,660 (61%)
Puts: 4,912 (39%)
Current vs Prior -12.01%
Calls: -28.92% (Calls)
Puts: +14.35% (Puts)
Prior 7-Day Total 39,468
Calls: 20,376 (52%)
Puts: 19,092 (48%)
Prior 7-Day Average 7,893
Calls: 2,910 (52%)
Puts: 2,727 (48%)
Current vs Prior 7-Day Avg +40.14%
Calls: +87.06%
Puts: +105.94%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/05 2:05pm) $2.29M
Calls: $1.52M (66%)
Puts: $769.0K (34%)
Prior (05/07) $2.51M
Calls: $2.15M (86%)
Puts: $360.6K (14%)
Current vs Prior -8.80%
Calls: -29.30%
Puts: +113.27%
Prior 7-Day Total $5.82M
Calls: $4.03M (69%)
Puts: $1.79M (31%)
Prior 7-Day Average $1.16M
Calls: $575.6K (69%)
Puts: $256.4K (31%)
Current vs Prior 7-Day Avg +96.36%
Calls: +163.75%
Puts: +199.95%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 2:05pm) 1.03
Prior (05/07) 0.64
Current vs Prior +60.87%
Prior 7-Day Average 1.28
Current vs Prior 7-Day Avg -19.59%
Sentiment BEARISH

Open Interest

Detail
Current (08/05 2:05pm) 90,408
Calls: 71,928 (80%)
Puts: 18,480 (20%)
Prior (05/07) 90,266
Calls: 49,596 (55%)
Puts: 40,670 (45%)
Current vs Prior +0.16%
Prior 7-Day Total 384,972
Calls: 228,666 (55%)
Puts: 186,668 (45%)
Prior 7-Day Average 96,243
Calls: 45,733 (55%)
Puts: 37,333 (45%)
Current vs Prior 7-Day Avg -6.06%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 12.47% | 15.39%17.58% | 23.78%
Prior 13.97% | 16.16%-- | --
Current vs Prior -10.80% | -4.74%-- | --
Prior 7-Day Avg 12.49% | 13.71%-- | --
Current vs 7-Day Avg -0.18% | +12.26%-- | --
Prior 7-Day Eod 13.97% | 16.16%-- | --
Current vs 7-Day Eod -10.80% | -4.74%-- | --
Sentiment BULLISH--

Relative Spread

Detail
Expiry | Next
Current 18.16% | 16.98%
Calls: 19.66% | 15.77%
Puts: 16.67% | 18.18%
Prior 16.65% | 15.78%
Calls: 17.48% | 14.88%
Puts: 15.82% | 16.67%
Current vs Prior +9.07% | +7.60%
Prior 7-Day Avg 39.94% | 23.70%
Calls: 43.28% | 23.96%
Puts: 36.60% | 23.42%
Current vs 7-Day Avg -54.53% | -28.34%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($1.52M). Dollar volume significantly above 7-day average (96% higher). Slightly bearish P/C ratio of 1.03. P/C ratio rising 61% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 3 of results (avg 9.0%, best 7.6%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Aug 212.903.20$3.059.8%40.657
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 183.804.10$3.957.6%150.50343
$25.00Sep 181.501.65$1.589.5%20.27496

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.88, cheapest $0.88)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Aug 70.800.95$0.8817.0%150.33295
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 29 found (avg delta 0.66, highest 0.88)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 216.007.30$6.6519.5%--0.884.5K
$23.50Aug 215.606.90$6.2520.8%--0.8815
$24.50Aug 214.806.00$5.4022.2%2000.82410
$25.00Aug 214.405.00$4.7012.8%1120.792.2K
$26.00Aug 72.204.70$3.4572.5%20.7745
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 72.252.55$2.4012.5%5560.593
$30.00Aug 212.953.30$3.1311.2%20.5337

Most actively traded options today. High liquidity = easy entry/exit. 52 active (total vol 5.6K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Aug 70.550.75$0.6530.8%1.5K0.2632
$27.00Aug 72.502.80$2.6511.3%1.0K0.696.8K
$30.00Sep 182.653.10$2.8815.6%2620.514.7K
$24.50Aug 214.806.00$5.4022.2%2000.82410
$25.00Aug 214.405.00$4.7012.8%1120.792.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Aug 71.201.50$1.3522.2%1.1K0.4130
$26.00Aug 70.500.75$0.6339.7%5740.2343
$30.00Aug 72.252.55$2.4012.5%5560.593
$25.00Aug 70.100.40$0.25120.0%390.1327
$24.00Aug 210.350.70$0.5267.3%300.151.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 99.4%, max 133.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.00Aug 7Sep 18198.1%84.9%133.3%2724.7K
$28.00Aug 7Sep 11196.1%84.4%132.2%574
$29.00Aug 7Sep 4198.3%87.7%126.0%2166
$32.00Aug 7Sep 11202.8%90.6%123.8%1.5K37
$31.00Aug 7Aug 21200.0%95.8%108.7%17310
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.00Aug 7Sep 18198.1%84.9%133.3%571346
$23.50Aug 7Aug 21215.8%97.6%121.0%77
$25.00Aug 7Sep 18170.2%83.9%103.0%41523
$27.50Aug 7Aug 21192.3%95.8%100.8%911
$26.00Aug 7Aug 21198.0%104.6%89.4%58045

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 46 found (best R:R 4.00, avg 1.76)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$32.00$33.00Aug 21$0.22$0.78$0.223.55$32.22
$31.00$32.00Aug 7$0.23$0.77$0.233.35$31.23
$31.00$32.00Aug 21$0.23$0.77$0.233.35$31.23
$32.00$33.00Aug 7$0.25$0.75$0.253.00$32.25
$32.00$33.00Aug 28$0.25$0.75$0.253.00$32.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.50$23.00Aug 7$0.10$0.40$0.104.00$23.40
$24.00$23.50Aug 14$0.10$0.40$0.104.00$23.90
$25.50$25.00Aug 14$0.12$0.38$0.123.17$25.38
$24.50$24.00Aug 7$0.15$0.35$0.152.33$24.35
$27.00$26.00Aug 7$0.30$0.70$0.302.33$26.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 48 found (best R:R 5.67, avg 0.92)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$23.50$24.50Aug 21$0.85$0.85$0.155.67$24.35
$26.50$27.00Aug 21$0.40$0.40$0.104.00$26.90
$27.00$27.50Aug 7$0.32$0.32$0.181.78$27.32
$27.00$27.50Aug 21$0.30$0.30$0.201.50$27.30
$25.00$30.00Sep 18$2.97$2.97$2.031.46$27.97
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$30.00$27.50Aug 21$1.53$1.53$0.971.58$28.47
$30.00$29.00Aug 7$0.60$0.60$0.401.50$29.40
$28.00$27.50Aug 7$0.25$0.25$0.251.00$27.75
$27.00$26.50Aug 21$0.25$0.25$0.251.00$26.75
$30.00$25.00Sep 18$2.37$2.37$2.630.90$27.63

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $0.50, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Aug 7Aug 14$0.38194.8%114.9%
$29.00Aug 7Aug 14$0.40198.3%114.9%
$28.00Aug 7Aug 14$0.42196.1%112.8%
$30.00Aug 7Aug 14$0.42198.1%116.9%
$26.00Aug 7Aug 14$0.65198.0%117.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Aug 7Aug 14$0.07200.6%109.1%
$24.50Aug 7Aug 14$0.10204.2%108.7%
$23.50Aug 7Aug 14$0.12215.8%119.2%
$24.00Aug 7Aug 14$0.27185.0%120.3%
$26.00Aug 7Aug 14$0.30198.0%117.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 11.70% of stock, avg 17.10%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$28.50Aug 7$1.78$1.58$3.36$25.14$31.8611.70%
$29.00Aug 7$1.58$1.80$3.38$25.62$32.3811.77%
$28.00Aug 7$2.05$1.35$3.40$24.60$31.4011.84%
$27.50Aug 7$2.33$1.10$3.43$24.07$30.9311.94%
$27.00Aug 7$2.65$0.93$3.58$23.42$30.5812.47%
$30.00Aug 7$1.18$2.40$3.58$26.42$33.5812.47%
$26.00Aug 7$3.45$0.63$4.08$21.92$30.0814.21%
$27.50Aug 21$3.05$1.60$4.65$22.85$32.1516.19%
$27.00Aug 21$3.35$1.60$4.95$22.05$31.9517.24%
$26.00Aug 14$4.10$0.93$5.03$20.97$31.0317.51%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 4.39% of stock, avg 8.21%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$34.00$27.00Aug 7$0.33$0.93$1.26$25.74$35.26
$33.00$27.00Aug 7$0.40$0.93$1.33$25.67$34.33
$34.00$27.50Aug 7$0.33$1.10$1.43$26.07$35.43
$33.00$27.50Aug 7$0.40$1.10$1.50$26.00$34.50
$32.00$27.00Aug 7$0.65$0.93$1.58$25.42$33.58
$34.00$28.00Aug 7$0.33$1.35$1.68$26.32$35.68
$32.00$27.50Aug 7$0.65$1.10$1.75$25.75$33.75
$33.00$28.00Aug 7$0.40$1.35$1.75$26.25$34.75
$31.00$27.00Aug 7$0.88$0.93$1.81$25.19$32.81
$34.00$28.50Aug 7$0.33$1.58$1.91$26.59$35.91

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 78 found (best R:R 7.33, avg credit $0.54)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
25/2628/29Aug 21$0.88$0.127.33$25.12$28.88
24/2528/29Aug 21$0.86$0.146.14$24.14$28.86
29/3032/33Aug 7$0.85$0.155.67$29.15$32.85
29/3031/32Aug 7$0.83$0.174.88$29.17$31.83
26/2628/29Aug 7$0.40$0.104.00$25.60$28.90
24/2526/26Aug 21$0.78$0.223.55$24.22$26.28
26/2728/29Aug 21$0.78$0.223.55$26.22$28.78
23/2428/28Aug 7$0.38$0.123.17$23.12$27.88
25/2626/27Aug 7$0.38$0.123.17$25.12$26.88
25/2628/29Aug 7$0.38$0.123.17$25.12$28.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 13.29, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$30.00$31.00$32.00Aug 7$0.07$0.9313.29
$27.00$28.00$29.00Aug 14$0.07$0.9313.29
$29.00$30.00$31.00Aug 7$0.10$0.909.00
$28.00$29.00$30.00Aug 14$0.11$0.898.09
$28.00$29.00$30.00Aug 21$0.13$0.876.69
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$25.00$25.50$26.00Aug 14$0.06$0.447.33
$27.00$27.50$28.00Aug 7$0.08$0.425.25
$26.00$26.50$27.00Aug 21$0.10$0.404.00
$23.00$23.50$24.00Aug 21$0.11$0.393.55
$23.50$24.00$24.50Aug 7$0.20$0.301.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 24 found (best net $-0.71, 21 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$28.00$32.001:2Sep 11-$0.71$3.29
$32.00$33.001:2Aug 7-$0.15$0.85
$33.00$34.001:2Aug 7-$0.26$0.74
$31.00$32.001:2Aug 7-$0.42$0.58
$30.00$31.001:2Aug 7-$0.58$0.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$27.501:2Aug 21-$0.07$2.43
$25.00$24.001:2Aug 21-$0.19$0.81
$27.00$26.001:2Aug 7-$0.33$0.67
$26.00$25.001:2Aug 21-$0.50$0.50
$23.50$23.001:2Aug 14-$0.05$0.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 9.23%, avg 4.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Sep 18$2.650.514.5%9.23%13.68%2624.7K
$29.00Sep 4$2.600.551.0%9.05%10.03%1--
$29.00Aug 21$2.150.551.0%7.49%8.46%--43
$29.00Aug 14$1.800.521.0%6.27%7.24%--11
$32.00Sep 11$1.800.4111.4%6.27%17.69%35
$30.00Aug 21$1.750.484.5%6.09%10.55%7439
$29.00Aug 7$1.450.501.0%5.05%6.02%2066
$30.00Aug 14$1.450.454.5%5.05%9.51%--20
$31.00Aug 21$1.400.417.9%4.87%12.81%215
$32.00Aug 28$1.350.3811.4%4.70%16.12%33

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 5,445
Total Puts 5,617
Put/Call Ratio 1.03
Net Difference -172

Prior's Put/Call Breakdown

Total Calls 7,660
Total Puts 4,912
Put/Call Ratio 0.64
Net Difference 2,748

Prior 7-Day Put/Call Summary

Total Calls 20,376
Total Puts 19,092
Average Put/Call Ratio 1.28
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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