Tour v477
W
WAYFAIR INC A
$84.90 -5.44%
$84.52 (-0.45%)🌙
as of 07/31 06:07 PM
7/31 18:07

Option Volume

Detail
Current (07/31) 11,653
Calls: 4,284 (37%)
Puts: 7,369 (63%)
Prior (07/30) 2,750
Calls: 1,421 (52%)
Puts: 1,329 (48%)
Current vs Prior +323.75%
Calls: +201.48% (Calls)
Puts: +454.48% (Puts)
Prior 7-Day Total 43,846
Calls: 18,355 (42%)
Puts: 25,491 (58%)
Prior 7-Day Average 6,263
Calls: 2,622 (42%)
Puts: 3,641 (58%)
Current vs Prior 7-Day Avg +86.04%
Calls: +63.38%
Puts: +102.36%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/31) $5.65M
Calls: $1.54M (27%)
Puts: $4.11M (73%)
Prior (07/30) $1.29M
Calls: $462.7K (36%)
Puts: $827.6K (64%)
Current vs Prior +337.94%
Calls: +232.45%
Puts: +396.91%
Prior 7-Day Total $19.80M
Calls: $8.30M (42%)
Puts: $11.50M (58%)
Prior 7-Day Average $2.83M
Calls: $1.19M (42%)
Puts: $1.64M (58%)
Current vs Prior 7-Day Avg +99.81%
Calls: +29.80%
Puts: +150.32%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/31) 1.72
Prior (07/30) 0.94
Current vs Prior +83.92%
Prior 7-Day Average 1.95
Current vs Prior 7-Day Avg -11.58%
Sentiment BEARISH

Open Interest

Detail
Current (07/31) 174,270
Calls: 80,466 (46%)
Puts: 93,804 (54%)
Prior (07/30) 27,590
Calls: 10,737 (39%)
Puts: 16,853 (61%)
Current vs Prior +531.64%
Prior 7-Day Total 476,381
Calls: 224,527 (47%)
Puts: 251,854 (53%)
Prior 7-Day Average 68,054
Calls: 32,075 (47%)
Puts: 35,979 (53%)
Current vs Prior 7-Day Avg +156.07%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.94% | 13.69%17.79% | 23.09%
Prior 4.31% | 14.29%17.30% | 23.09%
Current vs Prior +217.52% | +10.12%+2.82% | -0.02%
Prior 7-Day Avg 5.74% | 13.05%18.30% | 23.62%
Current vs 7-Day Avg +138.44% | +20.60%-2.80% | -2.25%
Prior 7-Day Eod 4.31% | 14.29%17.30% | 23.09%
Current vs 7-Day Eod +217.52% | +10.12%+2.82% | -0.02%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 71.25% | 10.04%
Calls: 66.89% | 10.17%
Puts: 75.61% | 9.92%
Prior 39.95% | 13.39%
Calls: 33.22% | 14.29%
Puts: 46.69% | 12.50%
Current vs Prior +78.35% | -25.02%
Prior 7-Day Avg 26.47% | 15.72%
Calls: 24.97% | 14.29%
Puts: 27.96% | 17.16%
Current vs 7-Day Avg +169.22% | -36.14%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 73% put dollar volume ($4.11M). Massive premium surge with dollar volume up 338% vs prior. Dollar volume significantly above 7-day average (100% higher). Unusually high activity with volume up 324% vs prior - elevated interest.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 9.2%, best 8.5%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 2116.3017.75$17.028.5%--0.7458
$89.00Aug 218.659.55$9.109.9%--0.5449

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. 82 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Jul 3114.6516.95$15.8014.6%11.003
$74.00Jul 3110.4512.95$11.7021.4%31.00--
$75.00Jul 319.4011.95$10.6823.9%20.998
$76.00Jul 318.6511.05$9.8524.4%40.9874
$72.00Jul 3112.4515.15$13.8019.6%10.951
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$88.00Jul 311.253.60$2.4297.1%271.00182
$93.00Jul 316.108.65$7.3834.6%31.0039
$99.00Jul 3111.9014.55$13.2320.0%20.8230
$98.00Jul 3111.4513.35$12.4015.3%20.8248
$100.00Aug 714.2016.95$15.5817.7%--0.8210

Most actively traded options today. High liquidity = easy entry/exit. 133 active (total vol 6.7K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$88.00Aug 73.206.30$4.7565.3%7700.4740
$85.00Jul 310.031.05$0.54188.9%2960.48700
$88.00Jul 310.000.01$0.01100.0%2590.0156
$90.00Jul 310.002.13$1.07199.1%1670.26363
$84.00Jul 310.723.05$1.88123.9%1570.68284
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$89.00Jul 312.434.35$3.3956.6%1.3K0.722.3K
$85.00Jul 310.011.23$0.62196.8%1.2K0.522.1K
$82.00Jul 310.000.10$0.05200.0%2340.06383
$83.00Jul 310.000.30$0.15200.0%1200.15252
$84.00Jul 310.000.85$0.43197.7%1110.3237

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 53 strikes (avg 863.3%, max 2367.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$99.00Jul 31Aug 211967.6%89.6%2095.0%225
$97.00Jul 31Aug 211797.6%90.3%1889.6%2274
$96.00Jul 31Aug 211708.9%89.8%1802.8%2119
$95.00Jul 31Aug 281617.8%87.7%1745.2%3528
$94.00Jul 31Aug 281524.1%86.2%1669.1%6787
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$68.00Jul 31Aug 72686.8%108.9%2367.9%1539
$73.00Jul 31Aug 142054.0%88.6%2219.5%134
$99.00Jul 31Aug 141967.6%100.6%1855.0%248
$94.00Jul 31Aug 211524.1%90.9%1576.6%229
$79.00Jul 31Sep 41292.2%78.5%1545.2%--40

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 95 found (best R:R 29.00, avg 2.72)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$97.00$99.00Aug 7$0.13$1.87$0.1314.38$97.13
$91.00$92.00Aug 7$0.12$0.88$0.127.33$91.12
$100.00$101.00Aug 14$0.12$0.88$0.127.33$100.12
$96.00$97.00Aug 7$0.13$0.87$0.136.69$96.13
$93.00$94.00Aug 7$0.14$0.86$0.146.14$93.14
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$73.00$70.00Aug 14$0.10$2.90$0.1029.00$72.90
$77.00$76.00Jul 31$0.10$0.90$0.109.00$76.90
$88.00$87.00Aug 7$0.10$0.90$0.109.00$87.90
$72.00$70.00Aug 7$0.28$1.72$0.286.14$71.72
$74.00$73.00Aug 7$0.15$0.85$0.155.67$73.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 120 found (best R:R 9.00, avg 1.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$70.00$72.50Aug 21$2.25$2.25$0.259.00$72.25
$75.00$77.50Aug 21$2.15$2.15$0.356.14$77.15
$75.00$76.00Jul 31$0.83$0.83$0.174.88$75.83
$78.00$80.00Aug 7$1.50$1.50$0.503.00$79.50
$80.00$81.00Aug 7$0.75$0.75$0.253.00$80.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$80.00$79.00Aug 21$0.90$0.90$0.109.00$79.10
$73.00$72.00Jul 31$0.87$0.87$0.136.69$72.13
$97.00$96.00Jul 31$0.87$0.87$0.136.69$96.13
$88.00$87.00Jul 31$0.84$0.84$0.165.25$87.16
$99.00$98.00Jul 31$0.83$0.83$0.174.88$98.17

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $2.82, cheapest $0.18)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$99.00Jul 31Aug 7$0.651967.6%125.9%
$97.00Jul 31Aug 7$0.781797.6%119.4%
$96.00Jul 31Aug 7$0.911708.9%117.5%
$70.00Jul 31Aug 14$1.20932.7%101.1%
$95.00Jul 31Aug 7$1.221617.8%119.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$73.00Jul 31Aug 7$0.182054.0%121.6%
$70.00Jul 31Aug 7$1.26932.7%143.4%
$72.00Jul 31Aug 7$1.351385.0%139.2%
$99.00Jul 31Aug 7$1.371967.6%125.9%
$74.00Jul 31Aug 7$1.39685.8%119.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 72 found (cheapest 1.37% of stock, avg 14.19%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$85.00Jul 31$0.54$0.62$1.16$83.84$86.161.37%
$86.00Jul 31$0.24$1.54$1.78$84.22$87.782.10%
$87.00Jul 31$0.47$1.58$2.05$84.95$89.052.41%
$84.00Jul 31$1.88$0.43$2.31$81.69$86.312.72%
$88.00Jul 31$0.01$2.42$2.43$85.57$90.432.86%
$83.00Jul 31$2.41$0.15$2.56$80.44$85.563.02%
$82.00Jul 31$3.90$0.05$3.95$78.05$85.954.65%
$89.00Jul 31$1.07$3.39$4.46$84.54$93.465.25%
$81.00Jul 31$4.50$0.14$4.64$76.36$85.645.47%
$90.00Jul 31$1.07$4.50$5.57$84.43$95.576.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 115 found (cheapest 0.46% of stock, avg 9.71%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$86.00$83.00Jul 31$0.24$0.15$0.39$82.61$86.39
$87.00$83.00Jul 31$0.47$0.15$0.62$82.38$87.62
$86.00$80.00Jul 31$0.24$0.38$0.62$79.38$86.62
$86.00$84.00Jul 31$0.24$0.43$0.67$83.33$86.67
$85.00$83.00Jul 31$0.54$0.15$0.69$82.31$85.69
$87.00$80.00Jul 31$0.47$0.38$0.85$79.15$87.85
$87.00$84.00Jul 31$0.47$0.43$0.90$83.10$87.90
$85.00$80.00Jul 31$0.54$0.38$0.92$79.08$85.92
$85.00$84.00Jul 31$0.54$0.43$0.97$83.03$85.97
$89.00$83.00Jul 31$1.07$0.15$1.22$81.78$90.22

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 171 found (best R:R 15.67, avg credit $1.18)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
73/7591/93Aug 14$1.88$0.1215.67$73.12$92.88
73/7587/88Aug 14$1.81$0.199.53$73.19$88.81
73/7480/81Aug 7$0.90$0.109.00$73.10$80.90
73/7588/90Aug 14$1.80$0.209.00$73.20$89.80
70/7278/80Aug 7$1.78$0.228.09$70.22$79.78
79/8087/88Aug 14$0.88$0.127.33$79.12$87.88
81/8285/87Aug 14$1.76$0.247.33$80.24$86.76
69/7083/85Aug 7$1.74$0.266.69$68.26$84.74
77/7883/85Aug 7$1.71$0.295.90$76.29$84.71
79/8083/85Aug 7$1.71$0.295.90$78.29$84.71

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 42 found (best R:R 11.50, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$89.00$90.00$91.00Jul 31$0.08$0.9211.50
$73.00$74.00$75.00Jul 31$0.13$0.876.69
$93.00$94.00$95.00Aug 14$0.13$0.876.69
$95.00$96.00$97.00Aug 7$0.18$0.824.56
$74.00$75.00$76.00Jul 31$0.19$0.814.26
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$68.00$69.00$70.00Aug 7$0.08$0.9211.50
$75.00$76.00$77.00Jul 31$0.10$0.909.00
$87.00$88.00$89.00Jul 31$0.13$0.876.69
$88.00$89.00$90.00Jul 31$0.14$0.866.14
$80.00$81.00$82.00Jul 31$0.15$0.855.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 34 found (best net $-3.64, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$70.00$80.001:2Aug 28-$3.64$6.36
$95.00$100.001:2Aug 28-$1.37$3.63
$96.00$100.001:2Aug 14-$1.21$2.79
$97.00$99.001:2Aug 7-$1.59$0.41
$86.00$87.001:2Jul 31-$0.70$0.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$81.00$75.001:2Aug 28-$0.89$5.11
$75.00$70.001:2Aug 28-$0.73$4.27
$79.00$74.001:2Sep 4-$1.91$3.09
$73.00$70.001:2Aug 14-$1.13$1.87
$72.50$70.001:2Aug 21-$0.89$1.61

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 7.83%, avg 3.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$85.00Aug 21$6.650.550.1%7.83%7.95%--200
$85.00Aug 14$5.850.560.1%6.89%7.01%--120
$87.50Aug 21$5.500.503.1%6.48%9.54%--45
$88.00Aug 21$5.200.493.6%6.12%9.78%2--
$87.00Aug 14$5.000.512.5%5.89%8.36%50--
$85.00Aug 7$4.600.540.1%5.42%5.54%4152
$90.00Aug 21$4.600.456.0%5.42%11.43%--353
$88.00Aug 14$4.550.483.6%5.36%9.01%40--
$86.00Aug 7$4.400.521.3%5.18%6.48%836
$90.00Aug 14$3.850.446.0%4.53%10.54%--104

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 4,284
Total Puts 7,369
Put/Call Ratio 1.72
Net Difference -3,085

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 18,355
Total Puts 25,491
Average Put/Call Ratio 1.95
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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