Tour v472
W
WAYFAIR INC A
$89.78 +0.84%
$90.60 (+0.91%)🌙
as of 07/30 06:12 PM
7/30 18:12

Option Volume

Detail
Current (07/30) 2,750
Calls: 1,421 (52%)
Puts: 1,329 (48%)
Prior (07/29) 7,800
Calls: 1,323 (17%)
Puts: 6,477 (83%)
Current vs Prior -64.74%
Calls: +7.41% (Calls)
Puts: -79.48% (Puts)
Prior 7-Day Total 44,966
Calls: 18,962 (42%)
Puts: 26,004 (58%)
Prior 7-Day Average 6,423
Calls: 2,708 (42%)
Puts: 3,714 (58%)
Current vs Prior 7-Day Avg -57.19%
Calls: -47.54%
Puts: -64.22%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/30) $1.29M
Calls: $462.7K (36%)
Puts: $827.6K (64%)
Prior (07/29) $3.13M
Calls: $762.2K (24%)
Puts: $2.36M (76%)
Current vs Prior -58.73%
Calls: -39.29%
Puts: -64.99%
Prior 7-Day Total $20.18M
Calls: $8.45M (42%)
Puts: $11.73M (58%)
Prior 7-Day Average $2.88M
Calls: $1.21M (42%)
Puts: $1.68M (58%)
Current vs Prior 7-Day Avg -55.24%
Calls: -61.65%
Puts: -50.62%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/30) 0.94
Prior (07/29) 4.90
Current vs Prior -80.90%
Prior 7-Day Average 1.94
Current vs Prior 7-Day Avg -51.82%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/30) 27,590
Calls: 10,737 (39%)
Puts: 16,853 (61%)
Prior (07/29) 36,403
Calls: 12,952 (36%)
Puts: 23,451 (64%)
Current vs Prior -24.21%
Prior 7-Day Total 605,986
Calls: 289,359 (48%)
Puts: 316,627 (52%)
Prior 7-Day Average 86,569
Calls: 41,337 (48%)
Puts: 45,232 (52%)
Current vs Prior 7-Day Avg -68.13%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 4.31% | 14.29%17.30% | 23.09%
Prior 5.69% | 14.75%18.12% | 22.82%
Current vs Prior -24.31% | -3.10%-4.52% | +1.17%
Prior 7-Day Avg 5.97% | 12.37%18.66% | 23.87%
Current vs 7-Day Avg -27.75% | +15.51%-7.31% | -3.28%
Prior 7-Day Eod 5.69% | 14.75%18.12% | 22.82%
Current vs 7-Day Eod -24.31% | -3.10%-4.52% | +1.17%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 39.95% | 13.39%
Calls: 33.22% | 14.29%
Puts: 46.69% | 12.50%
Prior 39.95% | 13.39%
Calls: 33.22% | 14.29%
Puts: 46.69% | 12.50%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 23.17% | 15.76%
Calls: 23.29% | 14.59%
Puts: 23.05% | 16.93%
Current vs 7-Day Avg +72.43% | -15.02%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 64% put dollar volume ($827.6K). Light premium activity with dollar volume down 59% vs prior. Below-average activity with volume down 65% vs prior. P/C ratio dropping 81% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 2 of results (avg 7.7%, best 6.1%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 217.157.60$7.386.1%180.54342
$90.00Aug 75.606.15$5.889.4%30.5368
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. 17 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.00Jul 317.008.80$7.9022.8%260.9323
$81.00Jul 317.8010.15$8.9826.2%260.927
$75.00Aug 2115.8018.45$17.1315.5%30.83--
$75.00Aug 2815.7019.10$17.4019.5%30.82--
$86.00Jul 313.205.25$4.2248.6%10.80--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 318.9011.65$10.2826.8%11.007
$98.00Jul 316.959.15$8.0527.3%70.9142
$97.00Jul 315.858.75$7.3039.7%70.8910
$92.00Jul 312.213.70$2.9650.3%20.69--
$91.00Jul 311.623.00$2.3159.7%10.60--

Most actively traded options today. High liquidity = easy entry/exit. 75 active (total vol 1.8K, top 253)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$102.00Jul 310.000.29$0.14207.1%2530.0534
$90.00Jul 311.102.10$1.6062.5%1650.49331
$105.00Aug 70.981.81$1.4059.3%1140.1932
$100.00Jul 310.000.07$0.04175.0%920.02789
$100.00Aug 71.763.20$2.4858.1%870.2963
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$81.00Aug 213.153.95$3.5522.5%900.286
$85.00Jul 310.040.75$0.40177.5%890.152.1K
$85.00Aug 143.904.65$4.2817.5%650.356
$75.00Jul 310.000.08$0.04200.0%560.01193
$75.00Aug 70.601.43$1.0182.2%530.12489

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 35.0%, max 99.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Jul 31Aug 21132.3%84.6%56.3%422.5K
$100.00Jul 31Aug 28103.3%80.2%28.7%94792
$96.00Jul 31Aug 14102.3%92.8%10.2%29122
$90.00Jul 31Aug 2193.3%86.0%8.6%183673
$92.00Jul 31Aug 2194.2%88.1%6.9%20108
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$75.00Jul 31Aug 21168.0%84.3%99.3%62803
$76.00Jul 31Aug 21157.3%83.0%89.4%30103
$80.00Jul 31Aug 21150.9%82.3%83.2%391.3K
$79.00Jul 31Aug 21125.3%82.9%51.3%3842
$85.00Jul 31Sep 4109.5%77.8%40.8%1052.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 39 found (best R:R 10.11, avg 3.11)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$98.00$100.00Jul 31$0.18$1.82$0.1810.11$98.18
$95.00$96.00Jul 31$0.11$0.89$0.118.09$95.11
$94.00$95.00Jul 31$0.15$0.85$0.155.67$94.15
$100.00$105.00Aug 7$1.08$3.92$1.083.63$101.08
$103.00$105.00Jul 31$0.45$1.55$0.453.44$103.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$85.00$83.00Jul 31$0.21$1.79$0.218.52$84.79
$80.00$79.00Jul 31$0.14$0.86$0.146.14$79.86
$89.00$88.00Jul 31$0.14$0.86$0.146.14$88.86
$81.00$80.00Aug 7$0.14$0.86$0.146.14$80.86
$86.00$85.00Jul 31$0.15$0.85$0.155.67$85.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 46 found (best R:R 11.50, avg 1.18)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$82.00$86.00Jul 31$3.68$3.68$0.3211.50$85.68
$86.00$89.00Jul 31$2.11$2.11$0.892.37$88.11
$75.00$80.00Aug 28$3.45$3.45$1.552.23$78.45
$91.00$92.00Aug 7$0.67$0.67$0.332.03$91.67
$75.00$90.00Aug 21$9.75$9.75$5.251.86$84.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$97.00$92.00Jul 31$4.34$4.34$0.666.58$92.66
$98.00$97.00Jul 31$0.75$0.75$0.253.00$97.25
$90.00$89.00Aug 21$0.72$0.72$0.282.57$89.28
$92.00$91.00Jul 31$0.65$0.65$0.351.86$91.35
$90.00$89.00Jul 31$0.64$0.64$0.361.78$89.36

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $2.94, cheapest $0.27)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$75.00Aug 21Aug 28$0.2784.3%81.6%
$105.00Jul 31Aug 7$1.38132.3%110.2%
$100.00Jul 31Aug 7$2.44103.3%113.8%
$95.00Jul 31Aug 7$3.39102.0%110.5%
$96.00Jul 31Aug 14$4.00102.3%92.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$75.00Jul 31Aug 7$0.97168.0%114.5%
$76.00Jul 31Aug 7$1.25157.3%117.7%
$81.00Aug 7Aug 21$1.37109.5%84.8%
$79.00Jul 31Aug 7$1.73125.3%112.7%
$80.00Jul 31Aug 7$1.86150.9%112.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 3.60% of stock, avg 9.68%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$89.00Jul 31$2.11$1.12$3.23$85.77$92.233.60%
$90.00Jul 31$1.60$1.76$3.36$86.64$93.363.74%
$92.00Jul 31$0.85$2.96$3.81$88.19$95.814.24%
$86.00Jul 31$4.22$0.55$4.77$81.23$90.775.31%
$97.00Jul 31$0.28$7.30$7.58$89.42$104.588.44%
$82.00Jul 31$7.90$0.19$8.09$73.91$90.099.01%
$98.00Jul 31$0.22$8.05$8.27$89.73$106.279.21%
$100.00Jul 31$0.04$10.28$10.32$89.68$110.3211.49%
$89.00Aug 7$6.78$5.63$12.41$76.59$101.4113.82%
$90.00Aug 21$7.38$7.50$14.88$75.12$104.8816.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 67 found (cheapest 0.81% of stock, avg 6.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$95.00$85.00Jul 31$0.33$0.40$0.73$84.27$95.73
$94.00$85.00Jul 31$0.48$0.40$0.88$84.12$94.88
$95.00$86.00Jul 31$0.33$0.55$0.88$85.12$95.88
$93.00$85.00Jul 31$0.54$0.40$0.94$84.06$93.94
$94.00$86.00Jul 31$0.48$0.55$1.03$84.97$95.03
$95.00$87.00Jul 31$0.33$0.74$1.07$85.93$96.07
$93.00$86.00Jul 31$0.54$0.55$1.09$84.91$94.09
$94.00$87.00Jul 31$0.48$0.74$1.22$85.78$95.22
$92.00$85.00Jul 31$0.85$0.40$1.25$83.75$93.25
$93.00$87.00Jul 31$0.54$0.74$1.28$85.72$94.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 114 found (best R:R 22.81, avg credit $1.36)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
92/97103/105Jul 31$4.79$0.2122.81$92.21$107.79
79/8082/86Jul 31$3.82$0.1821.22$76.18$85.82
92/9798/100Jul 31$4.52$0.489.42$92.48$102.52
86/8889/90Aug 7$1.80$0.209.00$86.20$90.80
90/9192/93Jul 31$0.86$0.146.14$90.14$92.86
84/8591/92Aug 7$0.85$0.155.67$84.15$91.85
81/8389/90Aug 7$1.63$0.374.41$81.37$90.63
80/8191/92Aug 7$0.81$0.194.26$80.19$91.81
91/9294/95Jul 31$0.80$0.204.00$91.20$94.80
89/9094/95Jul 31$0.79$0.213.76$89.21$94.79

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$100.00$101.00$102.00Jul 31$0.06$0.9415.67
$95.00$96.00$97.00Jul 31$0.17$0.834.88
$92.00$93.00$94.00Jul 31$0.25$0.753.00
$101.00$102.00$103.00Jul 31$0.25$0.753.00
$89.00$90.00$91.00Aug 7$0.82$0.180.22
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$86.00$87.00$88.00Jul 31$0.05$0.9519.00
$90.00$91.00$92.00Jul 31$0.10$0.909.00
$78.00$79.00$80.00Jul 31$0.14$0.866.14
$79.00$80.00$81.00Aug 21$0.23$0.773.35
$84.00$85.00$86.00Aug 7$0.44$0.561.27

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 37 found (best net $-0.32, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$97.50$105.001:2Aug 21-$0.21$7.29
$100.00$105.001:2Aug 7-$0.32$4.68
$82.00$86.001:2Jul 31-$0.54$3.46
$86.00$89.001:2Jul 31$0.00$3.00
$95.00$99.001:2Aug 7-$1.42$2.58
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$89.00$81.001:2Aug 21-$0.32$7.68
$78.00$76.001:2Jul 31-$0.04$1.96
$82.00$80.001:2Jul 31-$0.17$1.83
$79.00$76.001:2Aug 21-$1.18$1.82
$79.00$77.001:2Aug 7-$0.91$1.09

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 7.96%, avg 3.35%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$90.00Aug 21$7.150.540.2%7.96%8.21%18342
$92.00Aug 21$5.800.492.5%6.46%8.93%16
$90.00Aug 7$5.600.530.2%6.24%6.48%368
$91.00Aug 7$5.050.501.4%5.62%6.98%1--
$97.50Aug 21$4.100.408.6%4.57%13.17%1113
$100.00Aug 28$4.000.3611.4%4.46%15.84%23
$96.00Aug 14$3.950.396.9%4.40%11.33%173
$92.00Aug 7$3.900.482.5%4.34%6.82%8--
$95.00Aug 7$2.900.395.8%3.23%9.04%2--
$105.00Aug 21$2.340.2616.9%2.61%19.56%251.9K

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 1,421
Total Puts 1,329
Put/Call Ratio 0.94
Net Difference 92

Prior's Put/Call Breakdown

Total Calls 1,323
Total Puts 6,477
Put/Call Ratio 4.90
Net Difference -5,154

Prior 7-Day Put/Call Summary

Total Calls 18,962
Total Puts 26,004
Average Put/Call Ratio 1.94
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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