Tour v492
W
WAYFAIR INC A
$104.07 -3.25%
8/6 18:14

Option Volume

Detail
Current (08/06) 8,979
Calls: 4,233 (47%)
Puts: 4,746 (53%)
Prior (08/05) 17,650
Calls: 9,488 (54%)
Puts: 8,162 (46%)
Current vs Prior -49.13%
Calls: -55.39% (Calls)
Puts: -41.85% (Puts)
Prior 7-Day Total 118,295
Calls: 47,243 (40%)
Puts: 71,052 (60%)
Prior 7-Day Average 16,899
Calls: 6,749 (40%)
Puts: 10,150 (60%)
Current vs Prior 7-Day Avg -46.87%
Calls: -37.28%
Puts: -53.24%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/06) $6.46M
Calls: $1.48M (23%)
Puts: $4.98M (77%)
Prior (08/05) $12.88M
Calls: $8.69M (67%)
Puts: $4.20M (33%)
Current vs Prior -49.83%
Calls: -82.95%
Puts: +18.75%
Prior 7-Day Total $73.18M
Calls: $38.73M (53%)
Puts: $34.44M (47%)
Prior 7-Day Average $10.45M
Calls: $5.53M (53%)
Puts: $4.92M (47%)
Current vs Prior 7-Day Avg -38.17%
Calls: -73.24%
Puts: +1.26%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/06) 1.12
Prior (08/05) 0.86
Current vs Prior +30.33%
Prior 7-Day Average 1.93
Current vs Prior 7-Day Avg -41.94%
Sentiment BEARISH

Open Interest

Detail
Current (08/06) 59,533
Calls: 32,742 (55%)
Puts: 26,791 (45%)
Prior (08/05) 95,297
Calls: 49,501 (52%)
Puts: 45,796 (48%)
Current vs Prior -37.53%
Prior 7-Day Total 649,100
Calls: 317,183 (49%)
Puts: 331,917 (51%)
Prior 7-Day Average 92,728
Calls: 45,311 (49%)
Puts: 47,416 (51%)
Current vs Prior 7-Day Avg -35.80%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 3.75% | 7.65%10.31% | 19.10%
Prior 5.54% | 9.11%11.20% | 19.92%
Current vs Prior -32.36% | -16.04%-7.96% | -4.11%
Prior 7-Day Avg 7.92% | 13.55%16.24% | 22.35%
Current vs 7-Day Avg -52.70% | -43.55%-36.52% | -14.52%
Prior 7-Day Eod 5.54% | 9.11%11.20% | 19.92%
Current vs 7-Day Eod -32.36% | -16.04%-7.96% | -4.11%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 56.99% | 16.67%
Calls: 67.25% | 16.47%
Puts: 46.73% | 16.87%
Prior 19.75% | 15.29%
Calls: 21.52% | 13.73%
Puts: 17.99% | 16.84%
Current vs Prior +188.56% | +9.03%
Prior 7-Day Avg 30.73% | 13.61%
Calls: 30.22% | 14.10%
Puts: 31.25% | 13.11%
Current vs 7-Day Avg +85.45% | +22.52%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 77% of dollar volume in puts ($4.98M) vs calls ($1.48M). Below-average activity with volume down 49% vs prior. Slightly bearish P/C ratio of 1.12. P/C ratio rising 30% - increased hedging/bearish positioning.

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 NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 9 of results (avg 7.8%, best 3.4%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$89.00Aug 1415.1516.60$15.889.1%10.92--
$87.50Sep 1818.9520.90$19.929.8%10.83--
$88.00Aug 715.8517.50$16.689.9%11.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Sep 188.608.90$8.753.4%940.47172
$95.00Sep 184.254.40$4.333.5%170.29321
$115.00Sep 1814.4515.40$14.936.4%740.64280
$100.00Sep 185.906.40$6.158.1%1140.38340
$97.50Sep 184.855.35$5.109.8%510.33523

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. 72 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$88.00Aug 715.8517.50$16.689.9%11.00--
$90.00Aug 713.8515.75$14.8012.8%220.99--
$93.00Aug 710.9012.60$11.7514.5%10.99--
$95.00Aug 78.6010.80$9.7022.7%100.97371
$92.00Aug 711.7513.60$12.6814.6%20.9671
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 74.556.80$5.6839.6%141.00423
$111.00Aug 75.357.30$6.3230.9%51.0016
$114.00Aug 78.3010.40$9.3522.5%11.0047
$115.00Aug 79.0511.15$10.1020.8%61.00145
$116.00Aug 710.2012.00$11.1016.2%21.0052

Most actively traded options today. High liquidity = easy entry/exit. 189 active (total vol 5.8K, top 504)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Sep 184.655.30$4.9713.1%5040.36592
$112.00Aug 212.122.69$2.4123.7%4530.321
$110.00Aug 141.572.21$1.8933.9%2600.3145
$115.00Aug 211.331.94$1.6437.2%2330.24313
$120.00Aug 140.250.49$0.3764.9%2270.0879
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$99.00Aug 212.402.80$2.6015.4%4620.3048
$97.00Aug 211.172.14$1.6658.4%1670.2315
$100.00Sep 185.906.40$6.158.1%1140.38340
$110.00Sep 1810.3011.90$11.1014.4%1140.561.0K
$106.00Aug 71.942.90$2.4239.7%1130.64--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 58 strikes (avg 77.3%, max 228.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$112.00Aug 7Aug 21164.7%59.4%177.4%524116
$118.00Aug 7Aug 21163.7%59.2%176.5%892
$119.00Aug 7Sep 4166.4%61.5%170.4%6--
$122.00Aug 7Sep 4147.9%58.9%151.1%31
$121.00Aug 7Sep 4146.6%59.7%145.4%31
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$86.00Aug 7Aug 21212.1%64.5%228.9%7152
$84.00Aug 7Aug 14270.1%83.4%223.9%96--
$89.00Aug 7Aug 21198.5%64.4%208.1%3138
$91.00Aug 7Aug 14184.9%68.6%169.4%12291
$118.00Aug 7Aug 14163.7%65.3%150.6%374

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 99 found (best R:R 12.33, avg 2.68)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$115.00$117.00Aug 14$0.15$1.85$0.1512.33$115.15
$121.00$124.00Aug 21$0.24$2.76$0.2411.50$121.24
$110.00$113.00Aug 28$0.27$2.73$0.2710.11$110.27
$113.00$114.00Aug 14$0.10$0.90$0.109.00$113.10
$107.00$108.00Aug 7$0.15$0.85$0.155.67$107.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$89.00$87.00Aug 21$0.21$1.79$0.218.52$88.79
$94.00$93.00Aug 14$0.12$0.88$0.127.33$93.88
$97.00$94.00Aug 14$0.42$2.58$0.426.14$96.58
$95.00$92.00Aug 21$0.46$2.54$0.465.52$94.54
$87.50$85.00Sep 18$0.42$2.08$0.424.95$87.08

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 130 found (best R:R 9.53, avg 1.58)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$99.00Aug 14$3.58$3.58$0.428.52$98.58
$89.00$90.00Aug 7$0.88$0.88$0.127.33$89.88
$93.00$94.00Aug 14$0.88$0.88$0.127.33$93.88
$92.00$93.00Aug 14$0.87$0.87$0.136.69$92.87
$100.00$102.00Aug 7$1.71$1.71$0.295.90$101.71
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$115.00$113.00Aug 14$1.81$1.81$0.199.53$113.19
$120.00$118.00Aug 7$1.80$1.80$0.209.00$118.20
$112.00$111.00Aug 7$0.88$0.88$0.127.33$111.12
$108.00$107.00Aug 21$0.88$0.88$0.127.33$107.12
$117.00$115.00Aug 14$1.75$1.75$0.257.00$115.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 57 found (avg debit $1.28, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$89.00Aug 7Aug 14$0.20198.5%82.0%
$118.00Aug 7Aug 14$0.26163.7%65.3%
$119.00Aug 7Aug 14$0.33166.4%69.9%
$90.00Aug 7Aug 14$0.35126.6%68.0%
$120.00Aug 7Aug 14$0.36100.5%65.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$91.00Aug 7Aug 14$0.10184.9%68.6%
$86.00Aug 7Aug 21$0.20212.1%64.5%
$87.00Aug 14Aug 21$0.2472.1%64.2%
$88.00Aug 7Aug 14$0.34139.0%79.9%
$118.00Aug 7Aug 14$0.35163.7%65.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 57 found (cheapest 3.34% of stock, avg 10.37%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$105.00Aug 7$1.63$1.85$3.48$101.52$108.483.34%
$106.00Aug 7$1.14$2.42$3.56$102.44$109.563.42%
$103.00Aug 7$2.57$1.04$3.61$99.39$106.613.47%
$104.00Aug 7$2.05$1.60$3.65$100.35$107.653.51%
$107.00Aug 7$0.79$3.11$3.90$103.10$110.903.75%
$102.00Aug 7$3.29$0.76$4.05$97.95$106.053.89%
$108.00Aug 7$0.64$3.74$4.38$103.62$112.384.21%
$109.00Aug 7$0.37$4.47$4.84$104.16$113.844.65%
$100.00Aug 7$5.00$0.32$5.32$94.68$105.325.11%
$110.00Aug 7$0.16$5.68$5.84$104.16$115.845.61%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 126 found (cheapest 0.91% of stock, avg 5.65%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$108.00$101.00Aug 7$0.64$0.31$0.95$100.05$108.95
$108.00$100.00Aug 7$0.64$0.32$0.96$99.04$108.96
$107.00$101.00Aug 7$0.79$0.31$1.10$99.90$108.10
$107.00$100.00Aug 7$0.79$0.32$1.11$98.89$108.11
$112.00$101.00Aug 7$0.99$0.31$1.30$99.70$113.30
$112.00$100.00Aug 7$0.99$0.32$1.31$98.69$113.31
$108.00$102.00Aug 7$0.64$0.76$1.40$100.60$109.40
$106.00$101.00Aug 7$1.14$0.31$1.45$99.55$107.45
$106.00$100.00Aug 7$1.14$0.32$1.46$98.54$107.46
$107.00$102.00Aug 7$0.79$0.76$1.55$100.45$108.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 158 found (best R:R 16.39, avg credit $1.94)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
87/8895/99Aug 14$3.77$0.2316.39$84.23$98.77
98/100113/115Aug 28$1.87$0.1314.38$98.13$114.87
93/9495/99Aug 14$3.70$0.3012.33$90.30$98.70
97/9899/100Aug 14$0.89$0.118.09$97.11$99.89
99/100105/106Aug 14$0.86$0.146.14$99.14$105.86
97/99106/108Aug 21$1.71$0.295.90$97.29$107.71
102/103105/106Aug 14$0.85$0.155.67$102.15$105.85
100/105110/115Sep 18$4.23$0.775.49$100.77$114.23
101/102105/106Aug 14$0.84$0.165.25$101.16$105.84
90/95100/105Sep 18$4.19$0.815.17$90.81$104.19

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 48 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$106.00$108.00$110.00Aug 21$0.08$1.9224.00
$105.00$110.00$115.00Sep 18$0.22$4.7821.73
$110.00$112.00$114.00Aug 21$0.10$1.9019.00
$110.00$115.00$120.00Sep 18$0.26$4.7418.23
$108.00$110.00$112.00Aug 21$0.11$1.8917.18
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$110.00$115.00$120.00Aug 28$0.06$4.9482.33
$92.00$93.00$94.00Aug 14$0.05$0.9519.00
$99.00$100.00$101.00Aug 21$0.06$0.9415.67
$100.00$101.00$102.00Aug 14$0.08$0.9211.50
$107.00$108.00$109.00Aug 7$0.10$0.909.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 77 found (best net $-0.07, 66 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$100.001:2Sep 18-$4.38$5.62
$100.00$106.001:2Aug 21-$1.05$4.95
$115.00$120.001:2Sep 18-$2.23$2.77
$100.00$104.001:2Aug 14-$1.38$2.62
$121.00$124.001:2Aug 21-$0.47$2.53
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$105.001:2Sep 4-$0.07$9.93
$106.00$100.001:2Aug 28-$1.46$4.54
$95.00$90.001:2Sep 18-$1.31$3.69
$100.00$95.001:2Sep 11-$1.56$3.44
$87.00$84.001:2Aug 14-$0.17$2.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 45 found (best yield 7.69%, avg 1.95%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$105.00Sep 18$8.000.530.9%7.69%8.58%204140
$105.00Sep 4$6.550.530.9%6.29%7.19%1--
$110.00Sep 18$6.250.445.7%6.01%11.70%167525
$115.00Sep 18$4.650.3610.5%4.47%14.97%504592
$108.00Aug 28$4.300.453.8%4.13%7.91%4--
$106.00Aug 21$4.100.491.9%3.94%5.79%11--
$120.00Sep 18$3.400.2915.3%3.27%18.57%99221
$108.00Aug 21$3.250.433.8%3.12%6.90%242
$105.00Aug 14$3.200.500.9%3.07%3.97%2526
$110.00Aug 28$3.150.395.7%3.03%8.72%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 4,233
Total Puts 4,746
Put/Call Ratio 1.12
Net Difference -513

Prior's Put/Call Breakdown

Total Calls 9,488
Total Puts 8,162
Put/Call Ratio 0.86
Net Difference 1,326

Prior 7-Day Put/Call Summary

Total Calls 47,243
Total Puts 71,052
Average Put/Call Ratio 1.93
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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