Tour v536
WRBY
WARBY PARKER INC A
$27.19 +27.69%
◀ 11/5 14:10 ▶

Option Volume

Detail
ℹ
Current (11/05 2:10pm) 22,702
Calls: 14,918 (66%)
Puts: 7,784 (34%)
Prior (08/06) 12,251
Calls: 8,349 (68%)
Puts: 3,902 (32%)
Current vs Prior +85.31%
Calls: +78.68% (Calls)
Puts: +99.49% (Puts)
Prior 7-Day Total 68,897
Calls: 43,604 (63%)
Puts: 25,293 (37%)
Prior 7-Day Average 9,842
Calls: 6,229 (63%)
Puts: 3,613 (37%)
Current vs Prior 7-Day Avg +130.65%
Calls: +139.49%
Puts: +115.43%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/05 2:10pm) $5.76M
Calls: $5.10M (89%)
Puts: $657.9K (11%)
Prior (08/06) $2.42M
Calls: $1.71M (71%)
Puts: $711.7K (29%)
Current vs Prior +137.67%
Calls: +198.10%
Puts: -7.57%
Prior 7-Day Total $14.16M
Calls: $10.41M (74%)
Puts: $3.75M (26%)
Prior 7-Day Average $2.02M
Calls: $1.49M (74%)
Puts: $535.5K (26%)
Current vs Prior 7-Day Avg +184.67%
Calls: +242.93%
Puts: +22.86%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/05 2:10pm) 0.52
Prior (08/06) 0.47
Current vs Prior +11.65%
Prior 7-Day Average 1.01
Current vs Prior 7-Day Avg -48.45%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/05 2:10pm) 117,768
Calls: 98,061 (83%)
Puts: 19,707 (17%)
Prior (08/06) 94,119
Calls: 72,553 (77%)
Puts: 21,566 (23%)
Current vs Prior +25.13%
Prior 7-Day Total 643,298
Calls: 442,649 (69%)
Puts: 200,649 (31%)
Prior 7-Day Average 91,899
Calls: 63,235 (69%)
Puts: 28,664 (31%)
Current vs Prior 7-Day Avg +28.15%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 7.28% | 13.09%15.81% | 20.71%
Prior 7.83% | 10.59%13.87% | 25.30%
Current vs Prior -6.96% | +23.60%+14.02% | -18.16%
Prior 7-Day Avg 9.05% | 11.77%14.83% | 23.13%
Current vs 7-Day Avg -19.51% | +11.23%+6.67% | -10.49%
Prior 7-Day Eod 7.83% | 10.59%20.67% | 23.39%
Current vs 7-Day Eod -6.96% | +23.60%-23.48% | -11.48%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 49.02% | 37.25%
Calls: 33.33% | 46.01%
Puts: 64.71% | 28.50%
Prior 41.97% | 42.74%
Calls: 39.82% | 68.00%
Puts: 44.12% | 17.48%
Current vs Prior +16.80% | -12.85%
Prior 7-Day Avg 54.71% | 29.87%
Calls: 51.25% | 33.25%
Puts: 58.16% | 26.49%
Current vs 7-Day Avg -10.39% | +24.70%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($5.10M) vs puts ($657.9K). Massive premium surge with dollar volume up 138% vs prior. Dollar volume significantly above 7-day average (185% higher). Above-average activity with volume up 85% vs prior.

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
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
14:10BULLISHBULLISHBULLISH
14:00BULLISHBULLISHBULLISH
13:00BULLISHBULLISHBULLISH

📈 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 1 of results (avg 7.5%, best 7.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Nov 65.105.50$5.307.5%421.0063
PUTS (0)
No puts meet the criteria

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. 44 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Nov 65.105.50$5.307.5%421.0063
$23.00Nov 63.604.40$4.0020.0%640.9190
$24.50Nov 62.153.20$2.6839.2%10.8914
$23.50Nov 63.004.00$3.5028.6%10.8918
$22.00Nov 204.906.00$5.4520.2%--0.8738
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Nov 62.503.60$3.0536.1%200.9133
$31.00Nov 63.404.60$4.0030.0%--0.8721
$29.00Nov 61.652.90$2.2854.8%--0.8336
$30.00Nov 203.404.40$3.9025.6%--0.68184
$28.00Nov 61.251.90$1.5841.1%40.6593

Most actively traded options today. High liquidity = easy entry/exit. 92 active (total vol 21.7K, top 10.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Dec 183.804.30$4.0512.3%10.4K0.6623.3K
$25.00Nov 202.803.50$3.1522.2%9410.691.2K
$32.50Dec 180.951.35$1.1534.8%7780.292.7K
$30.00Nov 200.701.10$0.9044.4%5610.31199
$28.00Nov 201.401.80$1.6025.0%5400.46257
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Dec 180.801.15$0.9835.7%5.0K0.212.6K
$26.50Nov 60.351.00$0.6895.6%4050.38--
$26.00Nov 60.250.60$0.4381.4%3420.2928
$24.00Nov 60.050.40$0.23152.2%2380.1341
$23.00Nov 60.000.35$0.18194.4%2270.10139

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 73.6%, max 126.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Nov 6Dec 18174.8%77.2%126.3%10.6K23.7K
$27.50Nov 6Dec 18140.6%76.9%82.9%474.5K
$27.00Nov 6Dec 4144.1%79.3%81.7%23185
$28.00Nov 6Dec 4142.0%80.4%76.6%18253
$25.50Nov 6Nov 20141.7%87.0%62.9%6507
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Nov 6Dec 18174.8%77.2%126.3%1343.7K
$26.00Nov 6Nov 27149.9%80.4%86.5%34428
$27.50Nov 6Dec 18140.6%76.9%82.9%3248
$27.00Nov 6Dec 4144.1%79.3%81.7%1314
$25.50Nov 6Nov 20141.7%87.0%62.9%910

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 66 found (best R:R 0.55, avg 1.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$22.00$27.00Dec 4$3.22$1.78$3.2283%0.55$25.22
$25.00$30.00Dec 11$2.25$2.75$2.2568%1.22$27.25
$22.50$25.00Dec 18$1.60$0.90$1.6079%0.56$24.10
$30.00$32.50Dec 18$0.55$1.95$0.5539%3.55$30.55
$27.50$30.00Dec 18$0.90$1.60$0.9052%1.78$28.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$27.00$26.50Nov 6$0.12$0.38$0.1246%3.17$26.88
$26.50$26.00Nov 13$0.13$0.37$0.1342%2.85$26.37
$23.00$22.00Dec 4$0.15$0.85$0.1520%5.67$22.85
$26.50$26.00Nov 20$0.18$0.32$0.1842%1.78$26.32
$27.50$27.00Nov 20$0.24$0.26$0.2450%1.08$27.26

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 38 found (best R:R 0.65, avg 0.59)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$28.00$28.50Nov 6$0.20$0.20$0.3065%0.67$28.20
$28.00$28.50Nov 20$0.27$0.27$0.2354%1.17$28.27
$29.00$30.00Nov 13$0.33$0.33$0.6766%0.49$29.33
$30.00$31.00Nov 20$0.30$0.30$0.7069%0.43$30.30
$28.50$29.00Nov 6$0.13$0.13$0.3775%0.35$28.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$27.00$23.00Dec 4$1.58$1.58$2.4255%0.65$25.42
$25.00$22.50Dec 18$0.90$0.90$1.6066%0.56$24.10
$25.00$23.00Nov 27$0.60$0.60$1.4069%0.43$24.40
$26.00$25.50Nov 20$0.32$0.32$0.1862%1.78$25.68
$23.00$22.00Nov 6$0.15$0.15$0.8590%0.18$22.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.78, cheapest $0.70)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.50Nov 6Nov 13$0.72161.9%99.7%
$27.00Nov 6Nov 13$0.73144.1%103.2%
$27.50Nov 6Nov 13$0.75140.6%103.1%
$28.00Nov 6Nov 13$0.82142.0%109.3%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.50Nov 6Nov 13$0.70161.9%99.7%
$27.00Nov 6Nov 13$0.87144.1%103.2%
$27.50Nov 6Nov 13$0.85140.6%103.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 26 found (cheapest 6.25% of stock, avg 12.65%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.00Nov 6$0.90$0.80$1.70$25.30$28.706.25%
$27.50Nov 6$0.65$1.08$1.73$25.77$29.236.36%
$26.50Nov 6$1.18$0.68$1.86$24.64$28.366.84%
$26.00Nov 6$1.48$0.43$1.91$24.09$27.917.02%
$25.50Nov 6$1.78$0.25$2.03$23.47$27.537.47%
$28.00Nov 6$0.48$1.58$2.06$25.94$30.067.58%
$29.00Nov 6$0.15$2.28$2.43$26.57$31.438.94%
$25.00Nov 6$2.38$0.28$2.66$22.34$27.669.78%
$24.50Nov 6$2.68$0.15$2.83$21.67$27.3310.41%
$26.50Nov 13$1.90$1.38$3.28$23.22$29.7812.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 94 found (cheapest 1.47% of stock, avg 7.81%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$29.00$25.50Nov 6$0.15$0.25$0.40$25.10$29.40
$29.00$25.00Nov 6$0.15$0.28$0.43$24.57$29.43
$31.00$25.50Nov 6$0.18$0.25$0.43$25.07$31.43
$31.00$25.00Nov 6$0.18$0.28$0.46$24.54$31.46
$28.50$25.50Nov 6$0.28$0.25$0.53$24.97$29.03
$28.50$25.00Nov 6$0.28$0.28$0.56$24.44$29.06
$29.00$26.00Nov 6$0.15$0.43$0.58$25.42$29.58
$31.00$26.00Nov 6$0.18$0.43$0.61$25.39$31.61
$28.50$26.00Nov 6$0.28$0.43$0.71$25.29$29.21
$28.00$25.50Nov 6$0.48$0.25$0.73$24.77$28.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 1.94, avg credit $0.38)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2528/28Nov 6$0.33$0.1746%1.94$24.67$28.33
26/2628/28Nov 6$0.38$0.1236%3.17$25.62$28.38
24/2528/29Nov 6$0.26$0.2457%1.08$24.74$28.76
26/2628/29Nov 6$0.31$0.1946%1.63$25.69$28.81
22/2230/31Nov 20$0.42$0.5853%0.72$22.08$30.42
24/2430/31Nov 20$0.50$0.5045%1.00$23.50$30.50
23/2429/30Nov 13$0.50$0.5045%1.00$23.50$29.50
22/2328/29Nov 6$0.28$0.7265%0.39$22.72$28.78
24/2530/31Nov 20$0.53$0.4738%1.13$24.47$30.53
22/2328/28Nov 6$0.35$0.6555%0.54$22.65$28.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 36 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$22.50$25.00$27.50Dec 18$0.15$2.3527%15.67
$28.00$29.00$30.00Nov 13$0.07$0.9318%13.29
$28.00$28.50$29.00Nov 6$0.07$0.4319%6.14
$27.50$30.00$32.50Dec 18$0.35$2.1523%6.14
$26.00$26.50$27.00Nov 13$0.05$0.4510%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$22.50$25.00$27.50Dec 18$0.25$2.2527%9.00
$28.00$29.00$30.00Nov 6$0.07$0.9326%13.29
$22.00$23.00$24.00Nov 13$0.07$0.9310%13.29
$25.50$26.00$26.50Nov 6$0.07$0.4318%6.14
$25.00$25.50$26.00Nov 13$0.08$0.429%5.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 45 found (best net $-0.51, 40 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$27.501:2Dec 18-$1.15$1.35
$27.50$30.001:2Dec 18-$0.80$1.70
$30.00$32.501:2Dec 18-$0.60$1.90
$25.00$27.001:2Nov 27-$1.10$0.90
$28.00$28.501:2Nov 6-$0.08$0.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$27.001:2Dec 4-$0.51$2.49
$30.00$27.501:2Nov 20-$0.54$1.96
$25.00$22.501:2Dec 18-$0.08$2.42
$25.00$23.001:2Nov 27-$0.03$1.97
$27.50$25.001:2Dec 18-$0.73$1.77

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 5.33%, avg 3.17%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Dec 18$1.450.3910.3%5.33%15.67%3259.3K
$32.50Dec 18$0.950.2919.5%3.49%23.02%7782.7K
$27.50Dec 18$2.100.521.1%7.72%8.86%64.4K
$30.00Dec 11$1.000.3810.3%3.68%14.01%8--
$28.00Dec 4$1.550.483.0%5.70%8.68%11
$28.00Nov 27$1.450.473.0%5.33%8.31%1121
$29.00Nov 27$1.100.406.7%4.05%10.70%--12
$28.00Nov 20$1.400.463.0%5.15%8.13%540257
$27.50Nov 20$1.450.501.1%5.33%6.47%11.4K
$30.00Nov 20$0.700.3110.3%2.57%12.91%561199

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 14,918
Total Puts 7,784
Put/Call Ratio 0.52
Net Difference 7,134

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 43,604
Total Puts 25,293
Average Put/Call Ratio 1.01
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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