Tour v492
WRBY
WARBY PARKER INC A
$25.84 -11.72%
8/6 14:07

Option Volume

Detail
Current (08/06 2:05pm) 12,251
Calls: 8,349 (68%)
Puts: 3,902 (32%)
Prior (08/05) 11,062
Calls: 5,445 (49%)
Puts: 5,617 (51%)
Current vs Prior +10.75%
Calls: +53.33% (Calls)
Puts: -30.53% (Puts)
Prior 7-Day Total 50,530
Calls: 25,821 (51%)
Puts: 24,709 (49%)
Prior 7-Day Average 8,421
Calls: 3,688 (51%)
Puts: 3,529 (49%)
Current vs Prior 7-Day Avg +45.47%
Calls: +126.34%
Puts: +10.54%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/06 2:05pm) $2.42M
Calls: $1.71M (71%)
Puts: $711.7K (29%)
Prior (08/05) $2.29M
Calls: $1.52M (66%)
Puts: $769.0K (34%)
Current vs Prior +5.92%
Calls: +12.70%
Puts: -7.45%
Prior 7-Day Total $8.11M
Calls: $5.55M (68%)
Puts: $2.56M (32%)
Prior 7-Day Average $1.35M
Calls: $792.5K (68%)
Puts: $366.2K (32%)
Current vs Prior 7-Day Avg +79.21%
Calls: +115.89%
Puts: +94.34%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06 2:05pm) 0.47
Prior (08/05) 1.03
Current vs Prior -54.69%
Prior 7-Day Average 1.24
Current vs Prior 7-Day Avg -62.34%
Sentiment BULLISH

Open Interest

Detail
Current (08/06 2:05pm) 94,119
Calls: 72,553 (77%)
Puts: 21,566 (23%)
Prior (08/05) 90,408
Calls: 71,928 (80%)
Puts: 18,480 (20%)
Current vs Prior +4.10%
Prior 7-Day Total 475,380
Calls: 300,594 (59%)
Puts: 205,148 (41%)
Prior 7-Day Average 95,076
Calls: 50,099 (59%)
Puts: 34,191 (41%)
Current vs Prior 7-Day Avg -1.01%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 6.70% | 10.18%13.16% | 19.27%
Prior 10.52% | 10.60%17.58% | 23.78%
Current vs Prior -36.39% | -3.97%-25.17% | -18.96%
Prior 7-Day Avg 12.48% | 13.99%17.58% | 23.78%
Current vs 7-Day Avg -46.37% | -27.25%-25.17% | -18.96%
Prior 7-Day Eod 10.52% | 10.60%18.79% | 23.68%
Current vs 7-Day Eod -36.39% | -3.97%-29.98% | -18.60%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 67.22% | 21.06%
Calls: 54.88% | 18.12%
Puts: 79.55% | 24.00%
Prior 97.36% | 28.15%
Calls: 89.66% | 26.67%
Puts: 105.07% | 29.63%
Current vs Prior -30.96% | -25.19%
Prior 7-Day Avg 54.29% | 24.81%
Calls: 54.87% | 24.64%
Puts: 53.72% | 24.98%
Current vs 7-Day Avg +23.81% | -15.11%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($1.71M). Dollar volume significantly above 7-day average (79% higher). Extreme bullish P/C ratio of 0.47 - heavy call buying (8,349 calls vs 3,902 puts). P/C ratio dropping 55% - sentiment shifting bullish.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 5 of results (avg 7.4%, best 5.1%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Sep 184.404.70$4.556.6%--0.77629
$30.00Sep 181.101.20$1.158.7%2050.324.2K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 181.902.00$1.955.1%1.0K0.39496
$30.00Sep 185.005.40$5.207.7%970.69358
$30.00Aug 214.404.80$4.608.7%--0.8135

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.30, cheapest $0.28)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 210.250.30$0.2817.9%610.13124
$21.00Aug 280.300.35$0.3215.6%40.123

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 28 found (avg delta 0.72, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 72.353.60$2.9841.9%40.954
$24.00Aug 71.452.65$2.0558.5%40.914
$23.50Aug 71.703.30$2.5064.0%10.905
$24.50Aug 71.102.10$1.6062.5%10.821
$23.00Aug 212.854.00$3.4333.5%--0.793.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 73.704.80$4.2525.9%10.94574
$29.00Aug 72.303.90$3.1051.6%10.9215
$28.50Aug 72.353.10$2.7327.5%70.8915
$28.00Aug 71.452.70$2.0860.1%10.851.0K
$30.00Aug 214.404.80$4.608.7%--0.8135

Most actively traded options today. High liquidity = easy entry/exit. 69 active (total vol 4.5K, top 2.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 181.101.20$1.158.7%2050.324.2K
$25.50Aug 70.601.05$0.8354.2%1850.593
$27.50Aug 70.050.35$0.20150.0%1600.2018
$27.00Aug 140.600.80$0.7028.6%390.3710
$28.00Aug 140.350.55$0.4544.4%380.2628
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Aug 71.201.85$1.5342.5%2.0K0.762.0K
$25.00Sep 181.902.00$1.955.1%1.0K0.39496
$25.50Aug 70.200.60$0.40100.0%1500.418
$30.00Sep 185.005.40$5.207.7%970.69358
$26.00Aug 141.101.40$1.2524.0%740.4926

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 85.7%, max 166.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$31.00Aug 7Aug 21195.7%75.8%158.0%8318
$30.00Aug 7Sep 18167.8%70.7%137.1%2064.3K
$26.50Aug 7Aug 21167.6%77.7%115.6%1847
$29.00Aug 7Sep 4151.0%73.7%104.8%19260
$23.50Aug 7Aug 21146.8%75.5%94.5%120
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.00Aug 7Sep 11193.7%72.6%166.7%172
$30.00Aug 7Sep 18167.7%70.7%137.0%98932
$22.00Aug 7Aug 21155.4%75.0%107.4%61198
$23.00Aug 7Aug 21149.3%76.3%95.8%4270
$23.50Aug 7Aug 14146.8%80.3%82.8%27101

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 36 found (best R:R 9.00, avg 2.29)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$30.00$31.00Aug 21$0.13$0.87$0.136.69$30.13
$28.00$29.00Aug 14$0.17$0.83$0.174.88$28.17
$29.00$30.00Aug 21$0.19$0.81$0.194.26$29.19
$28.00$29.00Aug 21$0.21$0.79$0.213.76$28.21
$27.00$28.00Aug 14$0.25$0.75$0.253.00$27.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.00$21.00Aug 21$0.10$0.90$0.109.00$21.90
$23.00$22.00Aug 14$0.15$0.85$0.155.67$22.85
$22.50$22.00Aug 21$0.12$0.38$0.123.17$22.38
$24.50$24.00Aug 21$0.12$0.38$0.123.17$24.38
$23.50$23.00Aug 14$0.13$0.37$0.132.85$23.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 40 found (best R:R 4.21, avg 1.00)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$24.50$25.00Aug 7$0.37$0.37$0.132.85$24.87
$23.50$24.50Aug 21$0.67$0.67$0.332.03$24.17
$24.50$25.00Aug 21$0.33$0.33$0.171.94$24.83
$22.50$25.00Sep 18$1.52$1.52$0.981.55$24.02
$26.00$26.50Aug 14$0.25$0.25$0.251.00$26.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$30.00$27.50Aug 21$2.02$2.02$0.484.21$27.98
$29.00$28.50Aug 7$0.37$0.37$0.132.85$28.63
$27.50$27.00Aug 21$0.33$0.33$0.171.94$27.17
$30.00$25.00Sep 18$3.25$3.25$1.751.86$26.75
$27.00$26.00Aug 7$0.63$0.63$0.371.70$26.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 24 found (avg debit $0.40, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$31.00Aug 7Aug 14$0.08195.7%85.7%
$30.00Aug 7Aug 14$0.15167.8%84.1%
$29.00Aug 7Aug 14$0.20151.0%78.5%
$26.50Aug 7Aug 14$0.25167.6%74.6%
$28.00Aug 7Aug 14$0.30142.7%77.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.00Aug 7Aug 14$0.07155.4%77.7%
$21.00Aug 7Aug 21$0.15193.7%79.0%
$23.00Aug 7Aug 14$0.17149.3%77.6%
$23.50Aug 7Aug 14$0.25146.8%80.3%
$26.00Aug 7Aug 14$0.35136.3%77.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 25 found (cheapest 4.76% of stock, avg 11.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.50Aug 7$0.83$0.40$1.23$24.27$26.734.76%
$26.00Aug 7$0.65$0.90$1.55$24.45$27.556.00%
$25.00Aug 7$1.23$0.35$1.58$23.42$26.586.11%
$27.00Aug 7$0.22$1.53$1.75$25.25$28.756.77%
$24.50Aug 7$1.60$0.18$1.78$22.72$26.286.89%
$24.00Aug 7$2.05$0.10$2.15$21.85$26.158.32%
$28.00Aug 7$0.15$2.08$2.23$25.77$30.238.63%
$27.50Aug 7$0.20$2.08$2.28$25.22$29.788.82%
$26.00Aug 14$1.13$1.25$2.38$23.62$28.389.21%
$27.00Aug 14$0.70$1.88$2.58$24.42$29.589.98%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 79 found (cheapest 0.97% of stock, avg 4.85%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$28.00$24.00Aug 7$0.15$0.10$0.25$23.75$28.25
$28.00$23.50Aug 7$0.15$0.13$0.28$23.22$28.28
$27.50$24.00Aug 7$0.20$0.10$0.30$23.70$27.80
$27.00$24.00Aug 7$0.22$0.10$0.32$23.68$27.32
$27.50$23.50Aug 7$0.20$0.13$0.33$23.17$27.83
$28.00$24.50Aug 7$0.15$0.18$0.33$24.17$28.33
$27.00$23.50Aug 7$0.22$0.13$0.35$23.15$27.35
$27.50$24.50Aug 7$0.20$0.18$0.38$24.12$27.88
$27.00$24.50Aug 7$0.22$0.18$0.40$24.10$27.40
$30.00$23.00Aug 14$0.20$0.25$0.45$22.55$30.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 73 found (best R:R 8.09, avg credit $0.46)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
25/2627/28Aug 21$0.89$0.118.09$25.11$27.89
22/2324/24Aug 21$0.82$0.184.56$22.18$24.32
24/2426/26Aug 14$0.40$0.104.00$24.10$26.40
26/2728/29Aug 14$0.80$0.204.00$26.20$28.80
25/2626/27Aug 21$0.80$0.204.00$25.20$27.30
22/2224/24Aug 21$0.79$0.213.76$21.71$24.29
25/2628/29Aug 21$0.78$0.223.55$25.22$28.78
21/2224/24Aug 21$0.77$0.233.35$21.23$24.27
23/2426/26Aug 14$0.38$0.123.17$23.12$26.38
22/2326/27Aug 21$0.38$0.123.17$22.62$26.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$29.00$30.00$31.00Aug 21$0.06$0.9415.67
$27.00$28.00$29.00Aug 14$0.08$0.9211.50
$28.00$29.00$30.00Aug 14$0.09$0.9110.11
$27.00$28.00$29.00Aug 21$0.11$0.898.09
$26.00$26.50$27.00Aug 14$0.07$0.436.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$21.00$22.00$23.00Aug 7$0.05$0.9519.00
$23.50$24.00$24.50Aug 14$0.05$0.459.00
$24.00$24.50$25.00Aug 7$0.09$0.414.56
$23.50$24.00$24.50Aug 7$0.11$0.393.55
$25.00$25.50$26.00Aug 7$0.45$0.050.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 36 found (best net $-0.05, 31 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$25.001:2Sep 18-$1.51$0.99
$30.00$31.001:2Aug 7-$0.05$0.95
$30.00$31.001:2Aug 14-$0.06$0.94
$28.00$29.001:2Aug 14-$0.11$0.89
$29.00$30.001:2Aug 14-$0.12$0.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$22.501:2Sep 18-$0.05$2.45
$30.00$27.501:2Aug 21-$0.56$1.94
$26.00$24.501:2Aug 14-$0.01$1.49
$22.00$21.001:2Aug 21-$0.08$0.92
$27.00$26.001:2Aug 7-$0.27$0.73

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 5.22%, avg 2.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$26.00Aug 21$1.350.510.6%5.22%5.84%--14
$27.00Aug 28$1.250.444.5%4.84%9.33%1919
$26.50Aug 21$1.200.472.5%4.64%7.20%1014
$30.00Sep 18$1.100.3216.1%4.26%20.36%2054.2K
$26.00Aug 14$1.000.510.6%3.87%4.49%17
$27.00Aug 21$0.950.414.5%3.68%8.17%313
$29.00Sep 4$0.900.3312.2%3.48%15.71%11
$26.50Aug 14$0.750.442.5%2.90%5.46%10--
$28.00Aug 21$0.650.328.4%2.52%10.87%--134
$27.00Aug 14$0.600.374.5%2.32%6.81%3910

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 8,349
Total Puts 3,902
Put/Call Ratio 0.47
Net Difference 4,447

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 25,821
Total Puts 24,709
Average Put/Call Ratio 1.24
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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