Tour v452
W
WAYFAIR INC A
$94.54 +0.01%
$95.00 (+0.49%)🌙
as of 07/28 06:11 PM
7/28 18:11

Option Volume

Detail
Current (07/28) 7,963
Calls: 2,608 (33%)
Puts: 5,355 (67%)
Prior (07/27) 8,038
Calls: 5,065 (63%)
Puts: 2,973 (37%)
Current vs Prior -0.93%
Calls: -48.51% (Calls)
Puts: +80.12% (Puts)
Prior 7-Day Total 39,522
Calls: 20,622 (52%)
Puts: 18,900 (48%)
Prior 7-Day Average 5,646
Calls: 2,946 (52%)
Puts: 2,700 (48%)
Current vs Prior 7-Day Avg +41.04%
Calls: -11.47%
Puts: +98.33%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/28) $7.64M
Calls: $1.99M (26%)
Puts: $5.65M (74%)
Prior (07/27) $3.97M
Calls: $3.30M (83%)
Puts: $666.9K (17%)
Current vs Prior +92.63%
Calls: -39.68%
Puts: +747.19%
Prior 7-Day Total $13.84M
Calls: $8.49M (61%)
Puts: $5.36M (39%)
Prior 7-Day Average $1.98M
Calls: $1.21M (61%)
Puts: $765.2K (39%)
Current vs Prior 7-Day Avg +286.36%
Calls: +64.18%
Puts: +638.34%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/28) 2.05
Prior (07/27) 0.59
Current vs Prior +249.81%
Prior 7-Day Average 1.27
Current vs Prior 7-Day Avg +61.18%
Sentiment BEARISH

Open Interest

Detail
Current (07/28) 38,583
Calls: 25,289 (66%)
Puts: 13,294 (34%)
Prior (07/27) 159,405
Calls: 76,467 (48%)
Puts: 82,938 (52%)
Current vs Prior -75.80%
Prior 7-Day Total 867,633
Calls: 414,128 (48%)
Puts: 453,505 (52%)
Prior 7-Day Average 123,947
Calls: 59,161 (48%)
Puts: 64,786 (52%)
Current vs Prior 7-Day Avg -68.87%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 6.46% | 14.76%17.89% | 23.22%
Prior 7.00% | 15.00%18.07% | 24.49%
Current vs Prior -7.71% | -1.63%-1.01% | -5.19%
Prior 7-Day Avg 6.28% | 11.12%16.42% | 23.79%
Current vs 7-Day Avg +2.87% | +32.64%+8.96% | -2.43%
Prior 7-Day Eod 7.00% | 15.00%18.07% | 24.49%
Current vs 7-Day Eod -7.71% | -1.63%-1.01% | -5.19%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 16.59% | 14.18%
Calls: 19.86% | 12.31%
Puts: 13.33% | 16.06%
Prior 14.51% | 14.05%
Calls: 20.44% | 11.06%
Puts: 8.57% | 17.05%
Current vs Prior +14.33% | +0.93%
Prior 7-Day Avg 24.65% | 15.40%
Calls: 21.24% | 15.07%
Puts: 28.05% | 15.73%
Current vs 7-Day Avg -32.69% | -7.91%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 74% put dollar volume ($5.65M). Elevated premium activity with dollar volume up 93% vs prior. Dollar volume significantly above 7-day average (286% higher). Extreme bearish P/C ratio of 2.05 - heavy put buying.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 8 of results (avg 8.5%, best 5.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$94.00Aug 218.058.50$8.285.4%1100.545
$96.00Aug 217.157.75$7.458.1%140.51--
$92.00Aug 219.059.85$9.458.5%100.58--
$95.00Aug 217.608.30$7.958.8%300.53231
$97.00Aug 216.507.10$6.808.8%40.482
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.00Aug 212.682.93$2.818.9%30.226

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 0.67, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Jul 3112.7015.70$14.2021.1%501.00284
$81.00Jul 3111.8014.60$13.2021.2%10.947
$85.00Jul 318.7011.00$9.8523.4%40.91702
$86.00Jul 317.459.70$8.5726.3%10.91--
$87.00Jul 316.559.20$7.8833.6%20.87--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Jul 3111.9014.50$13.2019.7%10.95--
$101.00Jul 316.358.50$7.4328.9%10.86--
$100.00Jul 315.457.10$6.2826.3%40.793
$107.00Aug 713.5516.05$14.8016.9%10.75--
$106.00Aug 1413.4515.80$14.6316.1%20.70--

Most actively traded options today. High liquidity = easy entry/exit. 119 active (total vol 2.9K, top 905)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$94.00Jul 312.493.35$2.9229.5%9050.53223
$110.00Aug 70.922.50$1.7192.4%2210.2091
$94.00Aug 218.058.50$8.285.4%1100.545
$110.00Jul 310.000.08$0.04200.0%1090.02216
$95.00Jul 311.992.89$2.4436.9%730.47562
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$97.00Aug 77.309.15$8.2322.5%1220.53--
$78.00Jul 310.000.33$0.17194.1%1190.04646
$83.00Jul 310.090.26$0.1894.4%1120.05149
$76.00Jul 310.000.27$0.14192.9%1110.0359
$79.00Jul 310.000.40$0.20200.0%770.0576

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 16.7%, max 45.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$85.00Jul 31Sep 496.6%77.8%24.1%8702
$80.00Jul 31Aug 2193.7%82.4%13.8%51284
$93.00Jul 31Sep 483.7%75.5%10.8%47623
$95.00Jul 31Aug 2883.1%79.8%4.1%83568
$91.00Jul 31Aug 2183.6%81.1%3.1%4216
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$78.00Jul 31Aug 28123.0%84.5%45.7%121646
$79.00Jul 31Aug 28120.7%85.8%40.7%7876
$77.00Aug 7Aug 28111.2%80.4%38.4%42
$85.00Jul 31Aug 2896.6%78.8%22.6%3289
$80.00Jul 31Aug 2193.7%82.4%13.8%402.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 78 found (best R:R 19.00, avg 2.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$108.00$110.00Jul 31$0.10$1.90$0.1019.00$108.10
$103.00$105.00Jul 31$0.14$1.86$0.1413.29$103.14
$108.00$110.00Aug 14$0.22$1.78$0.228.09$108.22
$91.00$92.00Aug 21$0.12$0.88$0.127.33$91.12
$99.00$100.00Jul 31$0.13$0.87$0.136.69$99.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$87.00$86.00Jul 31$0.12$0.88$0.127.33$86.88
$84.00$83.00Jul 31$0.16$0.84$0.165.25$83.84
$90.00$89.00Sep 4$0.17$0.83$0.174.88$89.83
$80.00$77.00Aug 7$0.53$2.47$0.534.66$79.47
$88.00$87.00Jul 31$0.19$0.81$0.194.26$87.81

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 87 found (best R:R 25.09, avg 1.28)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$81.00$85.00Jul 31$3.35$3.35$0.655.15$84.35
$87.00$88.00Jul 31$0.83$0.83$0.174.88$87.83
$89.00$90.00Jul 31$0.80$0.80$0.204.00$89.80
$93.00$94.00Aug 7$0.76$0.76$0.243.17$93.76
$80.00$88.00Aug 7$5.65$5.65$2.352.40$85.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$107.00$101.00Jul 31$5.77$5.77$0.2325.09$101.23
$107.00$97.00Aug 7$6.57$6.57$3.431.92$100.43
$95.00$94.00Jul 31$0.65$0.65$0.351.86$94.35
$100.00$97.00Jul 31$1.93$1.93$1.071.80$98.07
$96.00$95.00Jul 31$0.61$0.61$0.391.56$95.39

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 37 found (avg debit $3.33, cheapest $1.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$80.00Jul 31Aug 7$1.5593.7%110.6%
$110.00Jul 31Aug 7$1.6780.2%103.9%
$108.00Jul 31Aug 7$1.8488.2%102.2%
$105.00Jul 31Aug 7$2.4874.0%102.6%
$106.00Jul 31Aug 14$2.9480.1%87.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$77.00Aug 7Aug 28$1.07111.2%80.4%
$80.00Jul 31Aug 7$1.5493.7%110.6%
$107.00Jul 31Aug 7$1.6084.6%102.0%
$79.00Jul 31Aug 21$1.83120.7%81.7%
$78.00Jul 31Aug 28$2.51123.0%84.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 24 found (cheapest 5.78% of stock, avg 11.39%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$94.00Jul 31$2.92$2.54$5.46$88.54$99.465.78%
$95.00Jul 31$2.44$3.19$5.63$89.37$100.635.96%
$96.00Jul 31$1.92$3.80$5.72$90.28$101.726.05%
$92.00Jul 31$4.20$1.78$5.98$86.02$97.986.33%
$97.00Jul 31$1.65$4.35$6.00$91.00$103.006.35%
$91.00Jul 31$4.72$1.44$6.16$84.84$97.166.52%
$90.00Jul 31$5.68$1.03$6.71$83.29$96.717.10%
$100.00Jul 31$0.78$6.28$7.06$92.94$107.067.47%
$89.00Jul 31$6.48$0.94$7.42$81.58$96.427.85%
$88.00Jul 31$7.05$0.73$7.78$80.22$95.788.23%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 90 found (cheapest 1.96% of stock, avg 8.08%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$99.00$89.00Jul 31$0.91$0.94$1.85$87.15$100.85
$99.00$90.00Jul 31$0.91$1.03$1.94$88.06$100.94
$98.00$89.00Jul 31$1.40$0.94$2.34$86.66$100.34
$99.00$91.00Jul 31$0.91$1.44$2.35$88.65$101.35
$98.00$90.00Jul 31$1.40$1.03$2.43$87.57$100.43
$97.00$89.00Jul 31$1.65$0.94$2.59$86.41$99.59
$97.00$90.00Jul 31$1.65$1.03$2.68$87.32$99.68
$99.00$92.00Jul 31$0.91$1.78$2.69$89.31$101.69
$98.00$91.00Jul 31$1.40$1.44$2.84$88.16$100.84
$96.00$89.00Jul 31$1.92$0.94$2.86$86.14$98.86

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 87 found (best R:R 14.00, avg credit $1.86)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
92/9596/98Aug 7$2.80$0.2014.00$92.20$98.80
88/8994/95Aug 21$0.90$0.109.00$88.10$94.90
88/8992/93Jul 31$0.86$0.146.14$88.14$92.86
83/8486/87Jul 31$0.85$0.155.67$83.15$86.85
89/9095/96Aug 21$0.85$0.155.67$89.15$95.85
87/8892/93Jul 31$0.84$0.165.25$87.16$92.84
90/9293/94Aug 7$1.64$0.364.56$90.36$94.64
83/8492/93Jul 31$0.81$0.194.26$83.19$92.81
92/9599/100Aug 7$2.40$0.604.00$92.60$101.40
90/9299/100Aug 7$1.58$0.423.76$90.42$100.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 21.22, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$106.00$108.00$110.00Aug 14$0.09$1.9121.22
$102.00$105.00$108.00Aug 7$0.20$2.8014.00
$94.00$95.00$96.00Aug 7$0.09$0.9110.11
$93.00$94.00$95.00Jul 31$0.15$0.855.67
$88.00$90.00$92.00Aug 7$0.45$1.553.44
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$95.00$96.00$97.00Aug 7$0.06$0.9415.67
$86.00$87.00$88.00Jul 31$0.07$0.9313.29
$82.00$83.00$84.00Jul 31$0.10$0.909.00
$85.00$86.00$87.00Jul 31$0.14$0.866.14
$89.00$90.00$91.00Jul 31$0.32$0.682.13

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 44 found (best net $-0.63, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$110.001:2Aug 28-$0.63$9.37
$80.00$91.001:2Aug 21-$2.39$8.61
$85.00$95.001:2Aug 28-$2.51$7.49
$80.00$88.001:2Aug 7-$4.45$3.55
$105.00$110.001:2Aug 21-$1.50$3.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$107.00$97.001:2Aug 7-$1.66$8.34
$88.00$82.001:2Aug 21-$0.79$5.21
$107.00$101.001:2Jul 31-$1.66$4.34
$85.00$79.001:2Aug 28-$1.70$4.30
$90.00$85.001:2Aug 28-$2.52$2.48

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 36 found (best yield 8.04%, avg 3.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$95.00Aug 21$7.600.530.5%8.04%8.53%30231
$96.00Aug 21$7.150.511.5%7.56%9.11%14--
$95.00Aug 28$6.650.530.5%7.03%7.52%106
$95.00Aug 14$6.600.530.5%6.98%7.47%11--
$97.00Aug 21$6.500.482.6%6.88%9.48%42
$97.50Aug 21$5.800.473.1%6.13%9.27%1--
$95.00Aug 7$5.750.510.5%6.08%6.57%7--
$100.00Aug 21$5.400.435.8%5.71%11.49%83.1K
$96.00Aug 7$5.150.491.5%5.45%6.99%2333
$100.00Aug 28$5.050.445.8%5.34%11.12%1--

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 2,608
Total Puts 5,355
Put/Call Ratio 2.05
Net Difference -2,747

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 20,622
Total Puts 18,900
Average Put/Call Ratio 1.27
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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