Tour v505
W
WAYFAIR INC A
$102.94 -0.25%
$102.15 (-0.77%)🌙
as of 08/12 06:10 PM
8/12 18:10

Option Volume

Detail
Current (08/12) 5,638
Calls: 1,976 (35%)
Puts: 3,662 (65%)
Prior (08/11) 7,306
Calls: 4,521 (62%)
Puts: 2,785 (38%)
Current vs Prior -22.83%
Calls: -56.29% (Calls)
Puts: +31.49% (Puts)
Prior 7-Day Total 117,015
Calls: 53,527 (46%)
Puts: 63,488 (54%)
Prior 7-Day Average 16,716
Calls: 7,646 (46%)
Puts: 9,069 (54%)
Current vs Prior 7-Day Avg -66.27%
Calls: -74.16%
Puts: -59.62%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/12) $5.59M
Calls: $766.4K (14%)
Puts: $4.82M (86%)
Prior (08/11) $2.47M
Calls: $1.29M (52%)
Puts: $1.18M (48%)
Current vs Prior +126.08%
Calls: -40.52%
Puts: +307.57%
Prior 7-Day Total $70.47M
Calls: $40.87M (58%)
Puts: $29.60M (42%)
Prior 7-Day Average $10.07M
Calls: $5.84M (58%)
Puts: $4.23M (42%)
Current vs Prior 7-Day Avg -44.50%
Calls: -86.87%
Puts: +14.00%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/12) 1.85
Prior (08/11) 0.62
Current vs Prior +200.84%
Prior 7-Day Average 1.03
Current vs Prior 7-Day Avg +80.35%
Sentiment BEARISH

Open Interest

Detail
Current (08/12) 46,204
Calls: 28,903 (63%)
Puts: 17,301 (37%)
Prior (08/11) 38,525
Calls: 28,489 (74%)
Puts: 10,036 (26%)
Current vs Prior +19.93%
Prior 7-Day Total 723,527
Calls: 372,275 (51%)
Puts: 351,252 (49%)
Prior 7-Day Average 103,361
Calls: 53,182 (51%)
Puts: 50,178 (49%)
Current vs Prior 7-Day Avg -55.30%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 4.39% | 7.29%7.29% | 16.50%
Prior 5.24% | 8.12%8.12% | 16.72%
Current vs Prior -16.24% | -10.28%-10.28% | -1.37%
Prior 7-Day Avg 6.71% | 9.85%11.27% | 19.41%
Current vs 7-Day Avg -34.56% | -26.05%-35.36% | -15.03%
Prior 7-Day Eod 5.24% | 8.12%8.12% | 16.72%
Current vs 7-Day Eod -16.24% | -10.28%-10.28% | -1.37%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 43.03% | 18.35%
Calls: 36.78% | 12.20%
Puts: 49.28% | 24.50%
Prior 17.70% | 8.32%
Calls: 22.54% | 9.41%
Puts: 12.86% | 7.23%
Current vs Prior +143.11% | +120.55%
Prior 7-Day Avg 27.59% | 14.62%
Calls: 27.81% | 15.29%
Puts: 27.36% | 13.95%
Current vs 7-Day Avg +55.99% | +25.54%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 86% of dollar volume in puts ($4.82M) vs calls ($766.4K). Massive premium surge with dollar volume up 126% vs prior. Extreme bearish P/C ratio of 1.85 - heavy put buying. P/C ratio rising 201% - 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 BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 8.9%, best 8.1%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Sep 118.859.60$9.238.1%20.58--
$110.00Sep 1810.8011.90$11.359.7%60.621.1K

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. 31 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.50Aug 2119.5022.00$20.7512.0%40.98158
$94.00Aug 147.9010.15$9.0324.9%40.9754
$95.00Aug 147.159.25$8.2025.6%10.9431
$93.00Aug 148.7011.15$9.9324.7%40.9459
$92.50Aug 219.9512.30$11.1321.1%10.88--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$117.00Aug 1412.8015.35$14.0818.1%31.0010
$118.00Aug 1413.6516.35$15.0018.0%11.00--
$110.00Aug 146.107.80$6.9524.5%40.9028
$115.00Aug 2111.3513.65$12.5018.4%10.8893
$108.00Aug 144.606.40$5.5032.7%20.8125

Most actively traded options today. High liquidity = easy entry/exit. 118 active (total vol 2.2K, top 303)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Sep 182.843.20$3.0211.9%3030.291.2K
$115.00Aug 210.320.72$0.5276.9%2210.12615
$120.00Sep 181.902.27$2.0917.7%2070.22304
$111.00Aug 140.060.29$0.18127.8%1060.0818
$120.00Aug 210.200.26$0.2326.1%950.061.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Aug 140.000.41$0.21195.2%1480.07156
$95.00Aug 281.432.07$1.7536.6%1110.2351
$105.00Sep 187.758.80$8.2812.7%470.51349
$100.00Sep 185.256.00$5.6313.3%460.40450
$90.00Sep 181.972.20$2.0911.0%420.20241

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 21.7%, max 32.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Aug 14Sep 1870.4%53.9%30.7%343.9K
$108.00Aug 14Sep 2573.5%58.3%26.1%5862
$103.00Aug 14Aug 2165.3%54.0%21.1%850
$104.00Aug 14Aug 2166.7%55.3%20.7%141.0K
$105.00Aug 14Sep 1866.8%56.9%17.4%106427
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$108.00Aug 14Sep 1173.5%55.5%32.5%425
$100.00Aug 14Sep 1870.4%53.9%30.7%63781
$98.00Aug 14Aug 2168.8%53.6%28.3%231
$102.00Aug 14Aug 2170.5%56.8%24.0%381
$105.00Aug 14Sep 1866.8%56.9%17.4%48349

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 68 found (best R:R 1.28, avg 3.41)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$98.00$108.00Sep 25$4.38$5.62$4.3864%1.28$102.38
$102.00$107.00Aug 28$1.83$3.17$1.8355%1.73$103.83
$100.00$105.00Sep 18$2.27$2.73$2.2760%1.20$102.27
$110.00$120.00Sep 11$1.96$8.04$1.9637%4.10$111.96
$115.00$120.00Sep 18$0.93$4.07$0.9329%4.38$115.93
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$108.00$104.00Sep 11$1.93$2.07$1.9358%1.07$106.07
$107.00$105.00Aug 21$1.05$0.95$1.0566%0.90$105.95
$103.00$102.00Aug 14$0.32$0.68$0.3249%2.12$102.68
$105.00$104.00Aug 14$0.57$0.43$0.5765%0.75$104.43
$96.00$95.00Aug 21$0.15$0.85$0.1519%5.67$95.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 51 found (best R:R 0.63, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$115.00$121.00Aug 14$0.26$0.26$5.7492%0.05$115.26
$106.00$107.00Aug 14$0.38$0.38$0.6271%0.61$106.38
$110.00$118.00Aug 28$1.60$1.60$6.4068%0.25$111.60
$112.00$113.00Aug 14$0.18$0.18$0.8289%0.22$112.18
$118.00$120.00Aug 21$0.22$0.22$1.7890%0.12$118.22
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$95.00$90.00Sep 25$1.94$1.94$3.0670%0.63$93.06
$95.00$90.00Sep 18$1.51$1.51$3.4971%0.43$93.49
$95.00$92.00Aug 28$0.85$0.85$2.1577%0.40$94.15
$99.00$98.00Aug 21$0.58$0.58$0.4269%1.38$98.42
$97.50$95.00Sep 18$1.00$1.00$1.5065%0.67$96.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $2.13, cheapest $1.51)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$104.00Aug 14Aug 21$1.5766.7%55.3%
$103.00Aug 14Aug 21$1.6165.3%54.0%
$105.00Aug 14Aug 21$1.5666.8%56.0%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$102.00Aug 14Aug 21$1.5170.5%56.8%
$104.00Aug 14Sep 11$4.7666.7%54.1%
$105.00Aug 14Aug 21$1.7966.8%56.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 3.81% of stock, avg 7.90%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$103.00Aug 14$1.97$1.95$3.92$99.08$106.923.81%
$104.00Aug 14$1.54$2.54$4.08$99.92$108.083.96%
$105.00Aug 14$1.17$3.11$4.28$100.72$109.284.16%
$100.00Aug 14$3.78$0.91$4.69$95.31$104.694.56%
$99.00Aug 14$4.43$0.57$5.00$94.00$104.004.86%
$107.00Aug 14$0.55$4.60$5.15$101.85$112.155.00%
$108.00Aug 14$0.57$5.50$6.07$101.93$114.075.90%
$110.00Aug 14$0.26$6.95$7.21$102.79$117.217.00%
$105.00Aug 21$2.73$4.90$7.63$97.37$112.637.41%
$100.00Aug 21$5.38$2.36$7.74$92.26$107.747.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 105 found (cheapest 1.09% of stock, avg 4.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$107.00$99.00Aug 14$0.55$0.57$1.12$97.88$108.12
$108.00$99.00Aug 14$0.57$0.57$1.14$97.86$109.14
$107.00$100.00Aug 14$0.55$0.91$1.46$98.54$108.46
$108.00$100.00Aug 14$0.57$0.91$1.48$98.52$109.48
$106.00$99.00Aug 14$0.93$0.57$1.50$97.50$107.50
$118.00$91.00Aug 28$0.94$0.82$1.76$89.24$119.76
$118.00$92.00Aug 28$0.94$0.90$1.84$90.16$119.84
$106.00$100.00Aug 14$0.93$0.91$1.84$98.16$107.84
$105.00$99.00Aug 14$1.17$0.57$1.74$97.26$106.74
$107.00$101.00Aug 14$0.55$1.27$1.82$99.18$108.82

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 63 found (best R:R 3.55, avg credit $0.76)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
98/99114/115Aug 21$0.78$0.2254%3.55$98.22$114.78
98/99109/110Aug 21$0.81$0.1941%4.26$98.19$109.81
98/99111/112Aug 21$0.74$0.2647%2.85$98.26$111.74
98/99112/113Aug 21$0.68$0.3250%2.13$98.32$112.68
98/99110/111Aug 21$0.73$0.2744%2.70$98.27$110.73
99/100106/107Aug 14$0.72$0.2844%2.57$99.28$106.72
91/92106/107Aug 14$0.48$0.5266%0.92$91.52$106.48
99/100112/113Aug 14$0.52$0.4862%1.08$99.48$112.52
91/92112/113Aug 14$0.28$0.7284%0.39$91.72$112.28
100/101106/107Aug 14$0.74$0.2636%2.85$100.26$106.74

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 21.73, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$105.00$110.00Sep 18$0.22$4.7821%21.73
$103.00$104.00$105.00Aug 14$0.06$0.9415%15.67
$110.00$115.00$120.00Sep 18$0.43$4.5716%10.63
$108.00$109.00$110.00Aug 14$0.07$0.939%13.29
$111.00$112.00$113.00Aug 21$0.06$0.945%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$105.00$110.00Sep 18$0.42$4.5821%10.90
$105.00$110.00$115.00Sep 18$0.41$4.5920%11.20
$84.00$85.00$86.00Aug 28$0.11$0.892%8.09
$98.00$99.00$100.00Aug 14$0.19$0.8112%4.26
$86.00$88.00$90.00Aug 28$0.21$1.794%8.52

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 74 found (best net $-1.51, 63 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$82.50$92.501:2Aug 21-$1.51$8.49
$94.00$100.001:2Aug 21-$0.88$5.12
$98.00$108.001:2Sep 25-$1.87$8.13
$95.00$99.001:2Aug 14-$0.66$3.34
$100.00$103.001:2Aug 14-$0.16$2.84
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Sep 25-$0.25$4.75
$94.00$89.001:2Sep 4-$0.18$4.82
$95.00$90.001:2Sep 18-$0.58$4.42
$95.00$92.001:2Aug 28-$0.05$2.95
$100.00$96.001:2Aug 28-$0.87$3.13

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 39 found (best yield 4.95%, avg 1.40%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$108.00Sep 25$5.100.454.9%4.95%9.87%12--
$105.00Sep 18$5.950.492.0%5.78%7.78%95352
$110.00Sep 18$4.100.386.9%3.98%10.84%33632
$115.00Sep 18$2.840.2911.7%2.76%14.47%3031.2K
$120.00Sep 18$1.900.2216.6%1.85%18.42%207304
$110.00Sep 11$2.880.376.9%2.80%9.66%4--
$120.00Sep 11$1.000.1916.6%0.97%17.54%1318
$115.00Sep 4$1.340.2411.7%1.30%13.02%1--
$110.00Aug 28$1.930.326.9%1.87%8.73%2--
$107.00Aug 28$2.500.403.9%2.43%6.37%59

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 1,976
Total Puts 3,662
Put/Call Ratio 1.85
Net Difference -1,686

Prior's Put/Call Breakdown

Total Calls 4,521
Total Puts 2,785
Put/Call Ratio 0.62
Net Difference 1,736

Prior 7-Day Put/Call Summary

Total Calls 53,527
Total Puts 63,488
Average Put/Call Ratio 1.03
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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