Tour v526
W
WAYFAIR INC A
$101.52 -1.73%
8/21 18:05

Option Volume

Detail
Current (08/21) 5,195
Calls: 3,009 (58%)
Puts: 2,186 (42%)
Prior (08/20) 6,281
Calls: 4,487 (71%)
Puts: 1,794 (29%)
Current vs Prior -17.29%
Calls: -32.94% (Calls)
Puts: +21.85% (Puts)
Prior 7-Day Total 68,745
Calls: 37,103 (54%)
Puts: 31,642 (46%)
Prior 7-Day Average 9,820
Calls: 5,300 (54%)
Puts: 4,520 (46%)
Current vs Prior 7-Day Avg -47.10%
Calls: -43.23%
Puts: -51.64%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/21) $1.90M
Calls: $772.4K (41%)
Puts: $1.13M (59%)
Prior (08/20) $5.68M
Calls: $4.74M (83%)
Puts: $944.4K (17%)
Current vs Prior -66.57%
Calls: -83.69%
Puts: +19.35%
Prior 7-Day Total $41.11M
Calls: $15.58M (38%)
Puts: $25.53M (62%)
Prior 7-Day Average $5.87M
Calls: $2.23M (38%)
Puts: $3.65M (62%)
Current vs Prior 7-Day Avg -67.65%
Calls: -65.28%
Puts: -69.10%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/21) 0.73
Prior (08/20) 0.40
Current vs Prior +81.70%
Prior 7-Day Average 1.03
Current vs Prior 7-Day Avg -29.20%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/21) 219,032
Calls: 98,570 (45%)
Puts: 120,462 (55%)
Prior (08/20) 215,072
Calls: 95,392 (44%)
Puts: 119,680 (56%)
Current vs Prior +1.84%
Prior 7-Day Total 1,255,298
Calls: 585,668 (47%)
Puts: 669,630 (53%)
Prior 7-Day Average 179,328
Calls: 83,666 (47%)
Puts: 95,661 (53%)
Current vs Prior 7-Day Avg +22.14%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 1.12% | 6.31%1.12% | 14.12%
Prior 3.27% | 7.16%3.27% | 14.52%
Current vs Prior +92.99% | +17.17%-65.68% | -2.78%
Prior 7-Day Avg 4.56% | 7.82%5.53% | 15.45%
Current vs 7-Day Avg +38.58% | +7.38%-79.68% | -8.66%
Prior 7-Day Eod 3.27% | 7.16%3.27% | 14.52%
Current vs 7-Day Eod +92.99% | +17.17%-65.68% | -2.78%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 135.11% | 16.19%
Calls: 152.50% | 11.94%
Puts: 117.72% | 20.44%
Prior 40.33% | 14.43%
Calls: 34.55% | 13.70%
Puts: 46.11% | 15.15%
Current vs Prior +235.01% | +12.20%
Prior 7-Day Avg 67.63% | 15.24%
Calls: 54.51% | 15.74%
Puts: 80.75% | 14.74%
Current vs 7-Day Avg +99.78% | +6.22%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 67% vs prior. P/C ratio rising 82% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 5 of results (avg 8.7%, best 6.1%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.50Sep 1811.0511.75$11.406.1%30.76223
$100.00Sep 186.206.75$6.488.5%80.564.0K
$84.00Aug 2116.7018.40$17.559.7%--0.8831
$85.00Aug 2115.7517.40$16.5810.0%110.88200
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.00Aug 2115.9017.40$16.659.0%50.997

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. 87 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 2110.4512.25$11.3515.9%11.00355
$91.00Aug 219.5511.60$10.5819.4%11.0028
$97.00Aug 213.405.55$4.4748.1%--1.0014
$98.00Aug 212.704.25$3.4844.5%31.00131
$82.00Aug 2818.6521.25$19.9513.0%--1.0016
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 2112.8014.50$13.6512.5%20.9954
$118.00Aug 2115.9017.40$16.659.0%50.997
$110.00Aug 217.859.25$8.5516.4%10.99111
$108.00Aug 215.307.60$6.4535.7%--0.9990
$105.00Aug 212.894.60$3.7545.6%150.99212

Most actively traded options today. High liquidity = easy entry/exit. 124 active (total vol 3.3K, top 670)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$102.00Aug 210.000.18$0.09200.0%6700.20851
$110.00Sep 182.402.85$2.6317.1%2530.301.3K
$112.00Aug 280.180.48$0.3390.9%2020.10102
$120.00Sep 180.811.11$0.9631.3%1720.14549
$108.00Aug 280.730.93$0.8324.1%1510.2074
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Sep 41.211.77$1.4937.6%1300.24125
$102.00Sep 44.054.60$4.3212.7%1160.5161
$95.00Aug 280.550.95$0.7553.3%1040.18121
$91.00Aug 280.070.30$0.19121.1%1020.063
$92.50Sep 182.002.29$2.1513.5%510.242.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 27 strikes (avg 1875.6%, max 2887.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$116.00Aug 21Sep 41718.1%57.5%2887.8%--55
$114.00Aug 21Oct 21573.4%53.2%2858.4%159
$112.00Aug 21Sep 111422.0%50.3%2725.8%2528
$92.00Aug 21Aug 281426.3%50.9%2703.4%332
$117.00Aug 21Aug 281787.7%64.3%2681.8%210
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$93.00Aug 21Sep 111322.5%48.9%2606.2%--65
$92.50Aug 21Sep 181374.5%50.9%2598.5%512.5K
$111.00Aug 21Aug 281343.2%55.1%2337.1%--47
$94.00Aug 21Oct 21217.8%51.5%2263.2%--81
$95.00Aug 21Sep 251111.6%52.2%2031.3%1424

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 98 found (best R:R 3.82, avg 3.54)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$110.00$114.00Oct 2$0.83$3.17$0.8337%3.82$110.83
$104.00$108.00Sep 25$1.37$2.63$1.3748%1.92$105.37
$95.00$100.00Sep 25$2.95$2.05$2.9570%0.69$97.95
$86.00$87.00Aug 21$0.58$0.42$0.5887%0.72$86.58
$115.00$120.00Sep 11$0.31$4.69$0.3116%15.13$115.31
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$110.00$105.00Sep 18$2.98$2.02$2.9869%0.68$107.02
$105.00$102.00Sep 11$1.52$1.48$1.5259%0.97$103.48
$106.00$105.00Sep 4$0.54$0.46$0.5465%0.85$105.46
$107.00$106.00Sep 4$0.58$0.42$0.5868%0.72$106.42
$102.00$101.00Sep 4$0.42$0.58$0.4251%1.38$101.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 75 found (best R:R 2.41, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$108.00$112.00Sep 11$1.15$1.15$2.8568%0.40$109.15
$107.00$109.00Sep 4$0.64$0.64$1.3669%0.47$107.64
$103.00$104.00Aug 28$0.43$0.43$0.5757%0.75$103.43
$110.00$112.00Sep 4$0.39$0.39$1.6178%0.24$110.39
$112.00$114.00Sep 4$0.29$0.29$1.7183%0.17$112.29
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$92.50$91.00Aug 21$1.06$1.06$0.4482%2.41$91.44
$94.00$85.00Oct 2$2.20$2.20$6.8071%0.32$91.80
$95.00$90.00Sep 25$1.56$1.56$3.4470%0.45$93.44
$87.50$85.00Sep 18$0.43$0.43$2.0786%0.21$87.07
$96.00$94.00Sep 11$0.71$0.71$1.2969%0.55$95.29

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.77, cheapest $0.72)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$104.00Aug 21Aug 28$0.72701.9%52.1%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$104.00Aug 21Sep 4$3.02701.9%53.8%
$99.00Aug 21Aug 28$0.81657.1%52.4%
$101.00Aug 21Aug 28$2.5493.3%51.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 45 found (cheapest 0.59% of stock, avg 7.50%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$101.00Aug 21$0.42$0.18$0.60$100.40$101.600.59%
$102.00Aug 21$0.09$0.72$0.81$101.19$102.810.80%
$103.00Aug 21$0.04$1.61$1.65$101.35$104.651.63%
$100.00Aug 21$1.73$0.23$1.96$98.04$101.961.93%
$99.00Aug 21$2.50$1.06$3.56$95.44$102.563.51%
$98.00Aug 21$3.48$0.09$3.57$94.43$101.573.52%
$104.00Aug 21$1.07$2.53$3.60$100.40$107.603.55%
$105.00Aug 21$0.01$3.75$3.76$101.24$108.763.70%
$97.50Aug 21$3.85$0.15$4.00$93.50$101.503.94%
$97.00Aug 21$4.47$0.01$4.48$92.52$101.484.41%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 136 found (cheapest 0.27% of stock, avg 4.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$102.00$101.00Aug 21$0.09$0.18$0.27$100.73$102.27
$102.00$100.00Aug 21$0.09$0.23$0.32$99.68$102.32
$102.00$95.00Aug 21$0.09$1.07$1.16$93.84$103.16
$102.00$96.00Aug 21$0.09$1.07$1.16$94.84$103.16
$102.00$99.00Aug 21$0.09$1.06$1.15$97.85$103.15
$109.00$100.00Aug 21$1.07$0.23$1.30$98.70$110.30
$104.00$101.00Aug 21$1.07$0.18$1.25$99.75$105.25
$107.00$100.00Aug 21$1.07$0.23$1.30$98.70$108.30
$106.00$100.00Aug 21$1.07$0.23$1.30$98.70$107.30
$106.00$101.00Aug 21$1.07$0.18$1.25$99.75$107.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 111 found (best R:R 1.20, avg credit $0.70)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
92/94107/109Sep 4$1.09$0.9148%1.20$92.91$108.09
87/88107/109Sep 4$0.83$1.1760%0.71$87.17$107.83
94/95111/112Aug 28$0.32$0.6870%0.47$94.68$111.32
94/95109/110Aug 28$0.36$0.6465%0.56$94.64$109.36
97/98111/112Aug 28$0.43$0.5757%0.75$97.57$111.43
82/84107/109Sep 4$0.74$1.2663%0.59$83.26$107.74
90/91109/110Sep 4$0.38$0.6261%0.61$90.62$109.38
97/98109/110Aug 28$0.47$0.5352%0.89$97.53$109.47
90/91107/109Sep 4$0.90$1.1054%0.82$90.10$107.90
87/88109/110Sep 4$0.31$0.6967%0.45$87.69$109.31

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 54 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$101.00$102.00$103.00Aug 21$0.28$0.7283%2.57
$110.00$115.00$120.00Sep 18$0.27$4.7317%17.52
$100.00$105.00$110.00Sep 18$0.55$4.4526%8.09
$103.00$105.00$107.00Sep 4$0.10$1.9014%19.00
$90.00$92.50$95.00Sep 18$0.13$2.3712%18.23
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$105.00$110.00Sep 18$0.08$4.9226%61.50
$105.00$110.00$115.00Sep 11$0.18$4.8224%26.78
$110.00$115.00$120.00Sep 18$0.19$4.8117%25.32
$101.00$102.00$103.00Aug 21$0.35$0.6556%1.86
$92.50$95.00$97.50Sep 18$0.14$2.3613%16.86

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 89 found (best net $-0.25, 77 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$100.001:2Aug 28-$0.25$4.75
$93.00$98.001:2Sep 4-$2.27$2.73
$98.00$103.001:2Sep 11-$1.32$3.68
$114.00$120.001:2Oct 2-$0.48$5.52
$105.00$110.001:2Sep 18-$0.98$4.02
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Sep 25-$0.31$4.69
$110.00$106.001:2Aug 28-$2.74$1.26
$105.00$100.001:2Sep 18-$2.05$2.95
$110.00$105.001:2Sep 11-$2.95$2.05
$104.00$103.001:2Aug 21-$0.69$0.31

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 43 found (best yield 3.55%, avg 1.65%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Oct 2$3.600.378.3%3.55%11.90%63
$114.00Oct 2$2.650.3012.3%2.61%14.90%11
$109.00Oct 2$3.350.387.4%3.30%10.67%18
$104.00Sep 25$4.900.482.4%4.83%7.27%11
$102.00Sep 25$5.800.530.5%5.71%6.19%--16
$105.00Sep 18$4.050.433.4%3.99%7.42%102.5K
$108.00Sep 25$2.960.396.4%2.92%9.30%--12
$120.00Oct 2$1.480.2018.2%1.46%19.66%14
$110.00Sep 18$2.400.308.3%2.36%10.72%2531.3K
$103.00Sep 11$3.750.461.5%3.69%5.15%--51

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 3,009
Total Puts 2,186
Put/Call Ratio 0.73
Net Difference 823

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 37,103
Total Puts 31,642
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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