Tour v526
W
WAYFAIR INC A
$107.80 +6.01%
$108.00 (+0.19%)🌙
as of 08/19 06:06 PM
8/19 18:06

Option Volume

Detail
Current (08/19) 7,379
Calls: 5,300 (72%)
Puts: 2,079 (28%)
Prior (08/18) 19,625
Calls: 4,877 (25%)
Puts: 14,748 (75%)
Current vs Prior -62.40%
Calls: +8.67% (Calls)
Puts: -85.90% (Puts)
Prior 7-Day Total 67,408
Calls: 34,587 (51%)
Puts: 32,821 (49%)
Prior 7-Day Average 9,629
Calls: 4,941 (51%)
Puts: 4,688 (49%)
Current vs Prior 7-Day Avg -23.37%
Calls: +7.27%
Puts: -55.66%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/19) $3.39M
Calls: $2.08M (61%)
Puts: $1.31M (39%)
Prior (08/18) $15.55M
Calls: $1.69M (11%)
Puts: $13.86M (89%)
Current vs Prior -78.18%
Calls: +23.42%
Puts: -90.53%
Prior 7-Day Total $36.32M
Calls: $10.97M (30%)
Puts: $25.35M (70%)
Prior 7-Day Average $5.19M
Calls: $1.57M (30%)
Puts: $3.62M (70%)
Current vs Prior 7-Day Avg -34.61%
Calls: +32.73%
Puts: -63.75%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/19) 0.39
Prior (08/18) 3.02
Current vs Prior -87.03%
Prior 7-Day Average 1.12
Current vs Prior 7-Day Avg -64.93%
Sentiment BULLISH

Open Interest

Detail
Current (08/19) 213,887
Calls: 95,095 (44%)
Puts: 118,792 (56%)
Prior (08/18) 197,227
Calls: 91,971 (47%)
Puts: 105,256 (53%)
Current vs Prior +8.45%
Prior 7-Day Total 910,104
Calls: 452,991 (50%)
Puts: 457,113 (50%)
Prior 7-Day Average 130,014
Calls: 64,713 (50%)
Puts: 65,301 (50%)
Current vs Prior 7-Day Avg +64.51%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 4.11% | 7.45%4.11% | 14.55%
Prior 4.92% | 7.93%4.92% | 15.05%
Current vs Prior -16.42% | -6.02%-16.42% | -3.32%
Prior 7-Day Avg 5.10% | 8.14%6.89% | 16.17%
Current vs 7-Day Avg -19.47% | -8.54%-40.34% | -10.02%
Prior 7-Day Eod 4.92% | 7.93%4.92% | 15.05%
Current vs 7-Day Eod -16.42% | -6.02%-16.42% | -3.32%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 16.76% | 18.18%
Calls: 18.80% | 20.58%
Puts: 14.72% | 15.79%
Prior 26.23% | 16.04%
Calls: 15.50% | 21.94%
Puts: 36.96% | 10.13%
Current vs Prior -36.10% | +13.34%
Prior 7-Day Avg 64.53% | 12.96%
Calls: 53.33% | 13.53%
Puts: 75.74% | 12.39%
Current vs 7-Day Avg -74.03% | +40.28%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($2.08M). Light premium activity with dollar volume down 78% vs prior. Below-average activity with volume down 62% vs prior. Extreme bullish P/C ratio of 0.39 - heavy call buying (5,300 calls vs 2,079 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 7.7%, best 5.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Sep 185.505.80$5.655.3%1280.471.3K
$115.00Sep 183.703.95$3.836.5%1020.361.2K
$105.00Sep 187.608.20$7.907.6%4990.592.5K
$97.50Sep 1812.1513.15$12.657.9%--0.76157
$100.00Sep 1810.3511.40$10.889.7%270.714.0K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Sep 183.103.35$3.237.7%700.29437
$110.00Sep 187.458.10$7.788.4%360.531.3K
$105.00Sep 184.955.40$5.188.7%80.41495

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. 81 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.00Aug 2118.7521.45$20.1013.4%11.001
$87.50Aug 2118.4520.50$19.4810.5%11.0045
$88.00Aug 2117.9520.05$19.0011.1%--1.0017
$89.00Aug 2117.0519.45$18.2513.2%101.0034
$90.00Aug 2116.0518.40$17.2313.6%11.00355
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.00Aug 2110.0512.35$11.2020.5%70.96--
$116.00Aug 218.0010.10$9.0523.2%40.94--
$117.00Aug 219.0510.80$9.9317.6%70.93--
$115.00Aug 216.909.20$8.0528.6%40.9293
$114.00Aug 216.308.25$7.2826.8%40.902

Most actively traded options today. High liquidity = easy entry/exit. 144 active (total vol 6.2K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 210.090.24$0.1693.8%1.7K0.072.1K
$102.00Aug 215.456.10$5.7811.2%8140.90955
$105.00Sep 187.608.20$7.907.6%4990.592.5K
$102.00Aug 286.557.60$7.0714.9%3720.74104
$120.00Aug 210.020.03$0.0333.3%1990.011.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 210.090.41$0.25128.0%2790.09950
$97.50Sep 182.282.65$2.4715.0%1200.24598
$95.00Aug 210.000.02$0.01200.0%1070.01426
$90.00Sep 110.481.09$0.7977.2%1010.1039
$100.00Sep 183.103.35$3.237.7%700.29437

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 20.5%, max 32.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$107.00Aug 21Sep 1164.8%49.9%29.8%16124
$105.00Aug 21Sep 1866.8%52.5%27.3%5934.2K
$106.00Aug 21Sep 463.7%50.8%25.4%1760
$104.00Aug 21Oct 267.3%54.2%24.1%2075
$110.00Aug 21Sep 1866.6%54.8%21.5%2073.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$104.00Aug 21Sep 467.3%50.8%32.5%--39
$107.00Aug 21Sep 464.8%50.2%28.9%2271
$105.00Aug 21Sep 1866.8%52.5%27.3%51681
$106.00Aug 21Sep 463.7%50.8%25.4%16233
$110.00Aug 21Sep 1866.6%54.8%21.5%431.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 108 found (best R:R 0.67, avg 2.75)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$95.00$97.50Sep 18$1.50$1.00$1.5081%0.67$96.50
$105.00$110.00Sep 18$2.25$2.75$2.2559%1.22$107.25
$102.00$108.00Sep 25$3.17$2.83$3.1765%0.89$105.17
$104.00$109.00Oct 2$2.37$2.63$2.3760%1.11$106.37
$97.50$98.00Aug 21$0.15$0.35$0.15100%2.33$97.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$105.00$102.00Sep 11$0.57$2.43$0.5740%4.26$104.43
$109.00$108.00Sep 4$0.20$0.80$0.2054%4.00$108.80
$101.00$100.00Sep 25$0.10$0.90$0.1032%9.00$100.90
$107.00$106.00Aug 28$0.35$0.65$0.3547%1.86$106.65
$106.00$105.00Aug 21$0.28$0.72$0.2838%2.57$105.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 74 found (best R:R 0.30, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$110.00$111.00Sep 4$0.75$0.75$0.2556%3.00$110.75
$110.00$111.00Aug 21$0.41$0.41$0.5968%0.69$110.41
$119.00$120.00Aug 21$0.13$0.13$0.8794%0.15$119.13
$117.00$118.00Aug 21$0.11$0.11$0.8993%0.12$117.11
$113.00$114.00Aug 21$0.17$0.17$0.8385%0.20$113.17
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$100.00$94.00Sep 11$1.39$1.39$4.6173%0.30$98.61
$102.00$100.00Sep 11$0.93$0.93$1.0767%0.87$101.07
$105.00$100.00Sep 18$1.95$1.95$3.0559%0.64$103.05
$95.00$92.00Sep 25$0.73$0.73$2.2778%0.32$94.27
$105.00$101.00Aug 28$1.31$1.31$2.6961%0.49$103.69

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $1.92, cheapest $1.58)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$107.00Aug 21Aug 28$1.6964.8%54.3%
$110.00Aug 21Aug 28$1.6266.6%57.5%
$106.00Aug 21Aug 28$1.7263.7%56.5%
$108.00Aug 21Aug 28$1.8163.3%57.7%
$109.00Aug 21Aug 28$1.7862.7%57.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Aug 21Aug 28$1.5866.8%55.2%
$107.00Aug 21Aug 28$1.7064.8%54.3%
$110.00Aug 21Aug 28$1.6966.6%57.5%
$108.00Aug 21Sep 4$3.0463.3%55.7%
$106.00Aug 21Aug 28$1.8263.7%56.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 45 found (cheapest 3.68% of stock, avg 8.26%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$107.00Aug 21$2.14$1.83$3.97$103.03$110.973.68%
$108.00Aug 21$1.69$2.29$3.98$104.02$111.983.69%
$106.00Aug 21$2.78$1.36$4.14$101.86$110.143.84%
$109.00Aug 21$1.27$2.88$4.15$104.85$113.153.85%
$105.00Aug 21$3.40$1.08$4.48$100.52$109.484.16%
$110.00Aug 21$1.05$3.63$4.68$105.32$114.684.34%
$104.00Aug 21$4.07$0.80$4.87$99.13$108.874.52%
$111.00Aug 21$0.64$4.33$4.97$106.03$115.974.61%
$103.00Aug 21$5.20$0.50$5.70$97.30$108.705.29%
$102.00Aug 21$5.78$0.39$6.17$95.83$108.175.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 127 found (cheapest 0.92% of stock, avg 4.75%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$112.00$103.00Aug 21$0.49$0.50$0.99$102.01$112.99
$111.00$103.00Aug 21$0.64$0.50$1.14$101.86$112.14
$112.00$104.00Aug 21$0.49$0.80$1.29$102.71$113.29
$111.00$104.00Aug 21$0.64$0.80$1.44$102.56$112.44
$112.00$105.00Aug 21$0.49$1.08$1.57$103.43$113.57
$110.00$103.00Aug 21$1.05$0.50$1.55$101.45$111.55
$111.00$105.00Aug 21$0.64$1.08$1.72$103.28$112.72
$110.00$104.00Aug 21$1.05$0.80$1.85$102.15$111.85
$126.00$93.00Sep 11$0.90$1.09$1.99$91.01$127.99
$126.00$94.00Sep 11$0.90$1.19$2.09$91.91$128.09

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 103 found (best R:R 1.04, avg credit $0.61)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
93/94110/111Aug 21$0.51$0.4964%1.04$93.49$110.51
103/104110/111Aug 21$0.71$0.2943%2.45$103.29$110.71
93/94119/120Aug 21$0.23$0.7791%0.30$93.77$119.23
103/104119/120Aug 21$0.43$0.5770%0.75$103.57$119.43
94/95119/120Sep 4$0.46$0.5466%0.85$94.54$119.46
90/91119/120Sep 4$0.40$0.6072%0.67$90.60$119.40
94/95113/114Sep 4$0.59$0.4152%1.44$94.41$113.59
90/91113/114Sep 4$0.53$0.4758%1.13$90.47$113.53
93/94117/118Aug 21$0.21$0.7989%0.27$93.79$117.21
94/95114/115Sep 4$0.55$0.4555%1.22$94.45$114.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 62 found (best R:R 40.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Sep 18$0.43$4.5723%10.63
$110.00$115.00$120.00Sep 18$0.40$4.6021%11.50
$87.50$90.00$92.50Sep 18$0.07$2.435%34.71
$111.00$112.00$113.00Aug 21$0.06$0.948%15.67
$108.00$109.00$110.00Aug 28$0.07$0.938%13.29
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Sep 11$0.12$4.8827%40.67
$110.00$115.00$120.00Sep 18$0.41$4.5921%11.20
$110.00$115.00$120.00Sep 4$0.63$4.3726%6.94
$96.00$98.00$100.00Sep 4$0.05$1.9510%39.00
$92.50$95.00$97.50Sep 18$0.07$2.439%34.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 103 found (best net $-3.61, 94 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$93.00$100.001:2Sep 4-$3.61$3.39
$120.00$126.001:2Sep 11-$0.07$5.93
$115.00$120.001:2Sep 18-$0.99$4.01
$120.00$125.001:2Sep 18-$0.67$4.33
$120.00$123.001:2Sep 4-$0.34$2.66
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$110.001:2Aug 28-$1.71$3.29
$110.00$105.001:2Sep 11-$0.98$4.02
$105.00$101.001:2Aug 28-$0.04$3.96
$115.00$110.001:2Sep 4-$2.61$2.39
$105.00$100.001:2Sep 18-$1.28$3.72

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 47 found (best yield 4.13%, avg 1.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$115.00Oct 2$4.450.396.7%4.13%10.81%3--
$109.00Oct 2$6.600.501.1%6.12%7.24%510
$108.00Sep 25$6.500.520.2%6.03%6.22%--12
$110.00Sep 18$5.500.472.0%5.10%7.14%1281.3K
$115.00Sep 18$3.700.366.7%3.43%10.11%1021.2K
$121.00Sep 25$2.370.2712.2%2.20%14.44%--25
$120.00Sep 25$2.330.2811.3%2.16%13.48%52
$125.00Sep 25$1.760.2116.0%1.63%17.59%5--
$120.00Sep 18$2.090.2611.3%1.94%13.26%55524
$108.00Sep 11$5.100.510.2%4.73%4.92%110

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 5,300
Total Puts 2,079
Put/Call Ratio 0.39
Net Difference 3,221

Prior's Put/Call Breakdown

Total Calls 4,877
Total Puts 14,748
Put/Call Ratio 3.02
Net Difference -9,871

Prior 7-Day Put/Call Summary

Total Calls 34,587
Total Puts 32,821
Average Put/Call Ratio 1.12
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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