Tour v526
W
WAYFAIR INC A
$103.31 -4.17%
$104.49 (+1.14%)🌙
as of 08/20 06:05 PM
8/20 18:05

Option Volume

Detail
Current (08/20) 6,281
Calls: 4,487 (71%)
Puts: 1,794 (29%)
Prior (08/19) 7,379
Calls: 5,300 (72%)
Puts: 2,079 (28%)
Current vs Prior -14.88%
Calls: -15.34% (Calls)
Puts: -13.71% (Puts)
Prior 7-Day Total 69,770
Calls: 37,137 (53%)
Puts: 32,633 (47%)
Prior 7-Day Average 9,967
Calls: 5,305 (53%)
Puts: 4,661 (47%)
Current vs Prior 7-Day Avg -36.98%
Calls: -15.42%
Puts: -61.52%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/20) $5.68M
Calls: $4.74M (83%)
Puts: $944.4K (17%)
Prior (08/19) $3.39M
Calls: $2.08M (61%)
Puts: $1.31M (39%)
Current vs Prior +67.44%
Calls: +127.72%
Puts: -28.07%
Prior 7-Day Total $37.90M
Calls: $12.13M (32%)
Puts: $25.77M (68%)
Prior 7-Day Average $5.41M
Calls: $1.73M (32%)
Puts: $3.68M (68%)
Current vs Prior 7-Day Avg +4.95%
Calls: +173.46%
Puts: -74.35%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/20) 0.40
Prior (08/19) 0.39
Current vs Prior +1.93%
Prior 7-Day Average 1.06
Current vs Prior 7-Day Avg -62.18%
Sentiment BULLISH

Open Interest

Detail
Current (08/20) 215,072
Calls: 95,392 (44%)
Puts: 119,680 (56%)
Prior (08/19) 213,887
Calls: 95,095 (44%)
Puts: 118,792 (56%)
Current vs Prior +0.55%
Prior 7-Day Total 1,078,751
Calls: 518,765 (48%)
Puts: 559,986 (52%)
Prior 7-Day Average 154,107
Calls: 74,109 (48%)
Puts: 79,998 (52%)
Current vs Prior 7-Day Avg +39.56%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 3.27% | 7.16%3.27% | 14.52%
Prior 4.11% | 7.45%4.11% | 14.55%
Current vs Prior -20.39% | -3.84%-20.39% | -0.18%
Prior 7-Day Avg 4.84% | 7.95%6.22% | 15.77%
Current vs 7-Day Avg -32.37% | -9.93%-47.39% | -7.92%
Prior 7-Day Eod 4.11% | 7.45%4.11% | 14.55%
Current vs 7-Day Eod -20.39% | -3.84%-20.39% | -0.18%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 40.33% | 14.43%
Calls: 34.55% | 13.70%
Puts: 46.11% | 15.15%
Prior 16.76% | 18.18%
Calls: 18.80% | 20.58%
Puts: 14.72% | 15.79%
Current vs Prior +140.63% | -20.63%
Prior 7-Day Avg 64.40% | 14.37%
Calls: 52.79% | 15.13%
Puts: 76.00% | 13.61%
Current vs 7-Day Avg -37.37% | +0.43%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($4.74M) vs puts ($944.4K). Elevated premium activity with dollar volume up 67% vs prior. Extreme bullish P/C ratio of 0.40 - heavy call buying (4,487 calls vs 1,794 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 7 of results (avg 8.7%, best 6.5%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.50Sep 1812.5013.70$13.109.2%80.79228
$84.00Aug 2118.1019.95$19.029.7%--1.0031
$105.00Sep 185.255.80$5.539.9%230.492.5K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Sep 186.757.20$6.986.4%810.51502
$100.00Sep 184.304.65$4.477.8%550.39388
$97.50Sep 183.303.60$3.458.7%430.32715
$110.00Sep 189.6510.55$10.108.9%240.631.3K

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. 85 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$83.00Aug 2118.6021.00$19.8012.1%21.005
$84.00Aug 2118.1019.95$19.029.7%--1.0031
$89.00Aug 2113.3015.65$14.4816.2%--1.0024
$90.00Aug 2112.3014.00$13.1512.9%--1.00355
$94.00Aug 217.6510.85$9.2534.6%11.0078
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 2115.9518.50$17.2314.8%61.003
$115.00Aug 2111.0012.95$11.9816.3%--0.9795
$110.00Aug 215.807.50$6.6525.6%200.96126
$109.00Aug 214.757.00$5.8838.3%--0.9038
$120.00Sep 416.3518.15$17.2510.4%--0.8911

Most actively traded options today. High liquidity = easy entry/exit. 164 active (total vol 2.6K, top 346)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$103.00Aug 283.153.95$3.5522.5%3460.5318
$110.00Aug 210.020.10$0.06133.3%1720.041.8K
$102.00Aug 283.454.50$3.9826.4%800.57100
$102.00Aug 211.572.54$2.0647.1%640.64885
$120.00Sep 181.281.57$1.4320.3%590.18555
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$97.00Aug 210.030.16$0.10130.0%1760.06260
$100.00Aug 281.612.40$2.0139.3%1160.3429
$105.00Sep 186.757.20$6.986.4%810.51502
$92.50Sep 181.732.03$1.8816.0%580.202.2K
$90.00Sep 181.131.47$1.3026.2%550.15558

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 73.0%, max 391.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$119.00Aug 21Oct 2264.0%53.7%391.8%266
$118.00Aug 21Oct 2253.7%55.4%357.6%216
$100.00Aug 21Sep 1873.4%52.3%40.4%186.4K
$103.00Aug 21Sep 1170.0%50.7%38.1%65131
$102.00Aug 21Sep 2568.9%50.2%37.2%64901
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Aug 21Oct 273.4%49.8%47.3%81.1K
$107.00Aug 21Sep 472.3%52.6%37.6%--273
$102.00Aug 21Sep 2568.9%50.2%37.2%445
$105.00Aug 21Sep 1872.6%54.5%33.3%86713
$106.00Aug 21Sep 471.0%53.6%32.6%5236

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 138 found (best R:R 2.12, avg 3.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$88.00$89.00Aug 21$0.32$0.68$0.3293%2.12$88.32
$93.00$94.00Aug 21$0.55$0.45$0.5594%0.82$93.55
$102.00$103.00Sep 4$0.13$0.87$0.1358%6.69$102.13
$95.00$98.00Sep 25$1.65$1.35$1.6572%0.82$96.65
$105.00$107.00Oct 2$0.65$1.35$0.6550%2.08$105.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$110.00$109.00Sep 4$0.45$0.55$0.4570%1.22$109.55
$110.00$108.00Sep 11$1.10$0.90$1.1066%0.82$108.90
$106.00$105.00Aug 28$0.45$0.55$0.4561%1.22$105.55
$106.00$105.00Sep 4$0.42$0.58$0.4257%1.38$105.58
$99.00$97.00Oct 2$0.57$1.43$0.5737%2.51$98.43

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 109 found (best R:R 0.47, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$118.00$119.00Oct 2$0.41$0.41$0.5972%0.69$118.41
$104.00$105.00Oct 2$0.65$0.65$0.3547%1.86$104.65
$110.00$111.00Sep 25$0.50$0.50$0.5062%1.00$110.50
$107.00$108.00Sep 25$0.55$0.55$0.4555%1.22$107.55
$107.00$108.00Oct 2$0.55$0.55$0.4554%1.22$107.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$100.00$94.00Sep 11$1.92$1.92$4.0863%0.47$98.08
$97.00$96.00Oct 2$0.63$0.63$0.3767%1.70$96.37
$97.50$95.00Sep 18$0.99$0.99$1.5168%0.66$96.51
$85.00$84.00Aug 21$0.27$0.27$0.7394%0.37$84.73
$101.00$98.00Sep 25$1.33$1.33$1.6758%0.80$99.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $2.11, cheapest $1.87)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Aug 21Aug 28$1.8772.6%57.0%
$103.00Aug 21Aug 28$1.9870.0%55.6%
$102.00Aug 21Aug 28$1.9268.9%55.7%
$104.00Aug 21Aug 28$2.0365.4%56.0%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Aug 21Aug 28$1.9872.6%57.0%
$102.00Aug 21Sep 4$2.9468.9%55.2%
$104.00Aug 21Aug 28$2.0465.4%56.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 48 found (cheapest 2.72% of stock, avg 8.07%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$104.00Aug 21$1.00$1.81$2.81$101.19$106.812.72%
$103.00Aug 21$1.57$1.34$2.91$100.09$105.912.82%
$102.00Aug 21$2.06$0.89$2.95$99.05$104.952.86%
$105.00Aug 21$0.79$2.45$3.24$101.76$108.243.14%
$101.00Aug 21$2.75$0.55$3.30$97.70$104.303.19%
$106.00Aug 21$0.50$3.21$3.71$102.29$109.713.59%
$100.00Aug 21$3.68$0.41$4.09$95.91$104.093.96%
$107.00Aug 21$0.33$4.15$4.48$102.52$111.484.34%
$99.00Aug 21$4.68$0.20$4.88$94.12$103.884.72%
$108.00Aug 21$0.21$5.18$5.39$102.61$113.395.22%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.51% of stock, avg 5.84%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$107.00$99.00Aug 21$0.33$0.20$0.53$98.47$107.53
$107.00$100.00Aug 21$0.33$0.41$0.74$99.26$107.74
$106.00$99.00Aug 21$0.50$0.20$0.70$98.30$106.70
$106.00$100.00Aug 21$0.50$0.41$0.91$99.09$106.91
$107.00$101.00Aug 21$0.33$0.55$0.88$100.12$107.88
$106.00$101.00Aug 21$0.50$0.55$1.05$99.95$107.05
$105.00$99.00Aug 21$0.79$0.20$0.99$98.01$105.99
$117.00$99.00Aug 21$1.07$0.20$1.27$97.73$118.27
$105.00$100.00Aug 21$0.79$0.41$1.20$98.80$106.20
$105.00$101.00Aug 21$0.79$0.55$1.34$99.66$106.34

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 160 found (best R:R 0.67, avg credit $0.57)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
84/85109/110Aug 21$0.40$0.6085%0.67$84.60$109.40
84/85113/114Aug 21$0.38$0.6286%0.61$84.62$113.38
84/85105/106Aug 21$0.56$0.4462%1.27$84.44$105.56
84/85107/108Aug 21$0.39$0.6178%0.64$84.61$107.39
91/92115/116Sep 4$0.48$0.5268%0.92$91.52$115.48
96/97113/114Oct 2$0.83$0.1732%4.88$96.17$113.83
84/85106/107Aug 21$0.44$0.5671%0.79$84.56$106.44
94/95114/115Sep 25$0.72$0.2841%2.57$94.28$114.72
94/95109/110Aug 21$0.27$0.7384%0.37$94.73$109.27
87/88109/110Aug 28$0.43$0.5768%0.75$87.57$109.43

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 75 found (best R:R 24.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$92.00$95.00$98.00Aug 28$0.12$2.8817%24.00
$105.00$110.00$115.00Sep 18$0.52$4.4822%8.62
$100.00$105.00$110.00Sep 18$0.61$4.3925%7.20
$110.00$115.00$120.00Sep 18$0.50$4.5019%9.00
$99.00$100.00$101.00Aug 21$0.07$0.9315%13.29
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$110.00$115.00$120.00Sep 4$0.20$4.8019%24.00
$110.00$115.00$120.00Sep 18$0.22$4.7819%21.73
$100.00$105.00$110.00Sep 18$0.61$4.3925%7.20
$101.00$102.00$103.00Aug 21$0.11$0.8921%8.09
$104.00$105.00$106.00Aug 21$0.12$0.8818%7.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 97 found (best net $-1.70, 90 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$93.00$100.001:2Sep 4-$1.70$5.30
$110.00$115.001:2Sep 18-$0.93$4.07
$115.00$120.001:2Sep 18-$0.57$4.43
$105.00$110.001:2Sep 18-$1.77$3.23
$103.00$107.001:2Sep 11-$1.83$2.17
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$104.00$101.001:2Aug 28-$0.87$2.13
$105.00$100.001:2Sep 18-$1.96$3.04
$89.00$85.001:2Sep 11-$0.01$3.99
$94.00$92.001:2Aug 28-$0.05$1.95
$102.00$101.001:2Aug 21-$0.21$0.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 68 found (best yield 5.28%, avg 2.27%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$107.00Oct 2$5.450.473.6%5.28%8.85%20--
$104.00Oct 2$6.750.530.7%6.53%7.20%25
$110.00Oct 2$4.350.416.5%4.21%10.69%22
$109.00Oct 2$4.650.425.5%4.50%10.01%35
$111.00Oct 2$3.950.397.4%3.82%11.27%6--
$108.00Oct 2$4.850.444.5%4.69%9.23%20--
$105.00Oct 2$6.000.501.6%5.81%7.44%2--
$114.00Oct 2$3.200.3410.3%3.10%13.44%4--
$112.00Oct 2$3.600.378.4%3.48%11.90%4--
$113.00Oct 2$3.350.359.4%3.24%12.62%2--

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 4,487
Total Puts 1,794
Put/Call Ratio 0.40
Net Difference 2,693

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 37,137
Total Puts 32,633
Average Put/Call Ratio 1.06
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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