Tour v422
W
WAYFAIR INC A
$94.53 +12.30%
$94.35 (-0.19%)🌙
as of 07/27 06:07 PM
7/27 18:07

Option Volume

Detail
Current (07/27) 8,038
Calls: 5,065 (63%)
Puts: 2,973 (37%)
Prior (07/24) 6,678
Calls: 3,424 (51%)
Puts: 3,254 (49%)
Current vs Prior +20.37%
Calls: +47.93% (Calls)
Puts: -8.64% (Puts)
Prior 7-Day Total 36,714
Calls: 19,073 (52%)
Puts: 17,641 (48%)
Prior 7-Day Average 5,244
Calls: 2,724 (52%)
Puts: 2,520 (48%)
Current vs Prior 7-Day Avg +53.25%
Calls: +85.89%
Puts: +17.97%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $3.97M
Calls: $3.30M (83%)
Puts: $666.9K (17%)
Prior (07/24) $1.12M
Calls: $539.4K (48%)
Puts: $583.9K (52%)
Current vs Prior +253.05%
Calls: +511.61%
Puts: +14.20%
Prior 7-Day Total $11.53M
Calls: $6.12M (53%)
Puts: $5.41M (47%)
Prior 7-Day Average $1.65M
Calls: $874.1K (53%)
Puts: $772.8K (47%)
Current vs Prior 7-Day Avg +140.82%
Calls: +277.46%
Puts: -13.71%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.59
Prior (07/24) 0.95
Current vs Prior -38.24%
Prior 7-Day Average 1.26
Current vs Prior 7-Day Avg -53.40%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 159,405
Calls: 76,467 (48%)
Puts: 82,938 (52%)
Prior (07/24) 26,515
Calls: 12,708 (48%)
Puts: 13,807 (52%)
Current vs Prior +501.19%
Prior 7-Day Total 888,762
Calls: 424,745 (48%)
Puts: 464,017 (52%)
Prior 7-Day Average 126,966
Calls: 60,677 (48%)
Puts: 66,288 (52%)
Current vs Prior 7-Day Avg +25.55%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 7.00% | 15.00%18.07% | 24.49%
Prior 7.67% | 15.32%18.57% | 23.59%
Current vs Prior -8.74% | -2.11%-2.69% | +3.80%
Prior 7-Day Avg 5.85% | 10.17%14.40% | 23.22%
Current vs 7-Day Avg +19.67% | +47.56%+25.43% | +5.45%
Prior 7-Day Eod 7.67% | 15.32%18.57% | 23.59%
Current vs 7-Day Eod -8.74% | -2.11%-2.69% | +3.80%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 14.51% | 14.05%
Calls: 20.44% | 11.06%
Puts: 8.57% | 17.05%
Prior 18.40% | 21.70%
Calls: 14.61% | 13.95%
Puts: 22.19% | 29.46%
Current vs Prior -21.14% | -35.25%
Prior 7-Day Avg 28.69% | 15.58%
Calls: 22.81% | 15.50%
Puts: 34.57% | 15.65%
Current vs 7-Day Avg -49.43% | -9.81%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($3.30M) vs puts ($666.9K). Massive premium surge with dollar volume up 253% vs prior. Dollar volume significantly above 7-day average (141% higher). Bullish P/C ratio of 0.59.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 11 of results (avg 8.5%, best 6.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 2110.5011.15$10.836.0%140.62352
$85.00Aug 1412.6013.65$13.138.0%10.72120
$85.00Aug 711.8512.85$12.358.1%10.7352
$92.50Aug 219.2010.00$9.608.3%50.57558
$97.50Aug 216.857.50$7.189.1%1600.48126
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 2118.1019.40$18.756.9%310.7173
$94.00Jul 312.783.05$2.929.2%30.472
$93.00Jul 312.352.58$2.479.3%90.4238
$105.00Aug 2114.3015.70$15.009.3%130.65111
$99.00Jul 315.556.10$5.829.5%110.7219

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. 67 found (avg delta 0.70, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$79.00Jul 3113.5516.35$14.9518.7%100.9597
$80.00Jul 3112.9515.10$14.0215.3%890.95246
$76.00Jul 3116.5019.00$17.7514.1%--0.9574
$82.00Jul 3111.0013.45$12.2320.0%10.9324
$83.00Jul 3110.0512.40$11.2320.9%10.9131
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$101.00Jul 316.858.40$7.6320.3%--0.79129
$100.00Jul 316.057.55$6.8022.1%10.762
$108.00Aug 714.5017.40$15.9518.2%10.74--
$99.00Jul 315.556.10$5.829.5%110.7219
$110.00Aug 2118.1019.40$18.756.9%310.7173

Most actively traded options today. High liquidity = easy entry/exit. 140 active (total vol 6.0K, top 692)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Jul 313.504.15$3.8317.0%6920.58156
$106.00Jul 310.160.31$0.2462.5%5700.07340
$105.00Jul 310.210.38$0.3056.7%5690.09756
$100.00Jul 310.851.21$1.0335.0%4670.24458
$110.00Jul 310.000.19$0.10190.0%2240.0334
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$89.00Jul 310.981.25$1.1224.1%5610.231.0K
$77.00Jul 310.010.50$0.26188.5%3530.051.1K
$82.00Jul 310.190.50$0.3588.6%2160.08168
$78.00Jul 310.050.34$0.20145.0%1270.04647
$87.00Jul 310.620.84$0.7330.1%890.1654

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 15.3%, max 46.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$81.00Aug 7Aug 28113.6%83.3%36.3%1015
$82.00Jul 31Aug 2897.8%82.8%18.2%138
$80.00Jul 31Aug 28101.7%87.1%16.7%89258
$85.00Jul 31Aug 2889.6%81.1%10.5%79676
$86.00Jul 31Aug 2886.1%79.6%8.2%2649
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$77.00Jul 31Aug 28122.5%83.5%46.7%3561.1K
$78.00Jul 31Aug 28109.9%84.2%30.5%131651
$79.00Jul 31Aug 28104.3%83.8%24.4%875
$80.00Jul 31Aug 21101.7%87.9%15.6%262.0K
$76.00Jul 31Aug 7126.2%111.8%12.9%4549

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 106 found (best R:R 8.09, avg 2.18)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$101.00Jul 31$0.13$0.87$0.136.69$100.13
$105.00$106.00Aug 7$0.14$0.86$0.146.14$105.14
$96.00$98.00Aug 14$0.30$1.70$0.305.67$96.30
$98.00$100.00Aug 21$0.30$1.70$0.305.67$98.30
$103.00$104.00Jul 31$0.17$0.83$0.174.88$103.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$82.00$81.00Aug 14$0.11$0.89$0.118.09$81.89
$89.00$88.00Aug 21$0.13$0.87$0.136.69$88.87
$78.00$76.00Aug 7$0.30$1.70$0.305.67$77.70
$83.00$81.00Aug 7$0.33$1.67$0.335.06$82.67
$84.00$82.50Aug 21$0.25$1.25$0.255.00$83.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 131 found (best R:R 14.00, avg 1.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$76.00$79.00Jul 31$2.80$2.80$0.2014.00$78.80
$80.00$82.00Jul 31$1.79$1.79$0.218.52$81.79
$77.00$80.00Aug 7$2.63$2.63$0.377.11$79.63
$86.00$87.00Jul 31$0.87$0.87$0.136.69$86.87
$85.00$87.00Aug 7$1.65$1.65$0.354.71$86.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$101.00$100.00Jul 31$0.83$0.83$0.174.88$100.17
$90.00$89.00Aug 21$0.82$0.82$0.184.56$89.18
$110.00$105.00Aug 21$3.75$3.75$1.253.00$106.25
$99.00$98.00Jul 31$0.74$0.74$0.262.85$98.26
$108.00$101.00Aug 7$5.07$5.07$1.932.63$102.93

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $2.93, cheapest $0.88)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$80.00Jul 31Aug 7$1.73101.7%110.4%
$110.00Jul 31Aug 7$1.7579.0%101.8%
$81.00Aug 7Aug 28$1.80113.6%83.3%
$83.00Jul 31Aug 7$2.4097.3%109.2%
$84.00Jul 31Aug 7$2.4594.9%109.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$76.00Jul 31Aug 7$0.88126.2%111.8%
$78.00Jul 31Aug 7$1.21109.9%110.7%
$79.00Jul 31Aug 7$1.38104.3%110.0%
$80.00Jul 31Aug 7$1.57101.7%110.4%
$81.00Jul 31Aug 7$1.9298.1%113.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 54 found (cheapest 6.40% of stock, avg 14.69%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$95.00Jul 31$2.67$3.38$6.05$88.95$101.056.40%
$94.00Jul 31$3.24$2.92$6.16$87.84$100.166.52%
$93.00Jul 31$3.83$2.47$6.30$86.70$99.306.66%
$92.00Jul 31$4.43$2.15$6.58$85.42$98.586.96%
$98.00Jul 31$1.56$5.08$6.64$91.36$104.647.02%
$91.00Jul 31$5.20$1.77$6.97$84.03$97.977.37%
$99.00Jul 31$1.27$5.82$7.09$91.91$106.097.50%
$90.00Jul 31$5.90$1.48$7.38$82.62$97.387.81%
$89.00Jul 31$6.45$1.12$7.57$81.43$96.578.01%
$100.00Jul 31$1.03$6.80$7.83$92.17$107.838.28%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 105 found (cheapest 2.91% of stock, avg 10.35%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$99.00$90.00Jul 31$1.27$1.48$2.75$87.25$101.75
$98.00$90.00Jul 31$1.56$1.48$3.04$86.96$101.04
$99.00$91.00Jul 31$1.27$1.77$3.04$87.96$102.04
$98.00$91.00Jul 31$1.56$1.77$3.33$87.67$101.33
$97.00$90.00Jul 31$1.92$1.48$3.40$86.60$100.40
$99.00$92.00Jul 31$1.27$2.15$3.42$88.58$102.42
$97.00$91.00Jul 31$1.92$1.77$3.69$87.31$100.69
$98.00$92.00Jul 31$1.56$2.15$3.71$88.29$101.71
$99.00$93.00Jul 31$1.27$2.47$3.74$89.26$102.74
$96.00$90.00Jul 31$2.36$1.48$3.84$86.16$99.84

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 154 found (best R:R 15.67, avg credit $1.73)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
79/8085/87Aug 7$1.88$0.1215.67$78.12$86.88
89/9095/97Aug 21$1.84$0.1611.50$88.16$96.84
78/7985/87Aug 7$1.82$0.1810.11$77.18$86.82
78/8082/85Aug 21$2.27$0.239.87$77.73$84.77
78/7989/90Aug 7$0.90$0.109.00$78.10$89.90
80/8187/88Aug 7$0.90$0.109.00$80.10$87.90
78/8185/90Aug 14$4.41$0.597.47$76.59$89.41
78/8182/85Aug 14$2.62$0.386.89$78.38$84.62
85/8895/97Aug 21$2.13$0.375.76$85.37$97.13
78/7983/84Aug 7$0.85$0.155.67$78.15$83.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 45 found (best R:R 30.25, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$77.50$80.00$82.50Aug 21$0.08$2.4230.25
$86.00$87.00$88.00Jul 31$0.07$0.9313.29
$97.00$98.00$99.00Jul 31$0.07$0.9313.29
$96.00$97.00$98.00Aug 7$0.07$0.9313.29
$96.00$97.00$98.00Jul 31$0.08$0.9211.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$87.00$88.00$89.00Aug 28$0.05$0.9519.00
$77.00$78.00$79.00Jul 31$0.06$0.9415.67
$78.00$79.00$80.00Aug 7$0.06$0.9415.67
$90.00$91.00$92.00Jul 31$0.09$0.9110.11
$99.00$100.00$101.00Aug 7$0.09$0.9110.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 39 found (best net $-0.68, 39 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$110.001:2Aug 28-$0.68$9.32
$105.00$110.001:2Aug 14-$1.10$3.90
$107.00$110.001:2Jul 31-$0.03$2.97
$105.00$110.001:2Aug 21-$2.19$2.81
$100.00$105.001:2Aug 21-$2.55$2.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$85.00$79.001:2Aug 28-$1.32$4.68
$81.00$78.001:2Aug 14-$1.12$1.88
$88.00$84.001:2Aug 14-$2.38$1.62
$98.00$95.001:2Jul 31-$1.68$1.32
$78.00$76.001:2Aug 7-$0.81$1.19

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 8.30%, avg 3.58%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$95.00Aug 28$7.850.530.5%8.30%8.80%16
$95.00Sep 4$7.650.520.5%8.09%8.59%1--
$95.00Aug 21$7.350.520.5%7.78%8.27%5228
$97.50Aug 21$6.850.483.1%7.25%10.39%160126
$95.00Aug 7$6.050.520.5%6.40%6.90%456
$100.00Aug 28$5.900.455.8%6.24%12.03%11
$100.00Aug 21$5.850.445.8%6.19%11.98%173.1K
$97.00Aug 21$5.800.482.6%6.14%8.75%2--
$98.00Aug 21$5.800.473.7%6.14%9.81%2--
$96.00Aug 7$5.700.491.6%6.03%7.58%927

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 5,065
Total Puts 2,973
Put/Call Ratio 0.59
Net Difference 2,092

Prior's Put/Call Breakdown

Total Calls 3,424
Total Puts 3,254
Put/Call Ratio 0.95
Net Difference 170

Prior 7-Day Put/Call Summary

Total Calls 19,073
Total Puts 17,641
Average Put/Call Ratio 1.26
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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