Tour v526
W
WAYFAIR INC A
$104.00 -0.51%
$102.47 (-1.47%)🌙
as of 08/26 06:06 PM
8/26 18:06

Option Volume

Detail
Current (08/26) 3,037
Calls: 1,073 (35%)
Puts: 1,964 (65%)
Prior (08/25) 5,254
Calls: 3,232 (62%)
Puts: 2,022 (38%)
Current vs Prior -42.20%
Calls: -66.80% (Calls)
Puts: -2.87% (Puts)
Prior 7-Day Total 63,656
Calls: 33,488 (53%)
Puts: 30,168 (47%)
Prior 7-Day Average 9,093
Calls: 4,784 (53%)
Puts: 4,309 (47%)
Current vs Prior 7-Day Avg -66.60%
Calls: -77.57%
Puts: -54.43%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/26) $2.61M
Calls: $1.10M (42%)
Puts: $1.52M (58%)
Prior (08/25) $4.88M
Calls: $2.04M (42%)
Puts: $2.83M (58%)
Current vs Prior -46.45%
Calls: -46.31%
Puts: -46.55%
Prior 7-Day Total $39.25M
Calls: $15.91M (41%)
Puts: $23.34M (59%)
Prior 7-Day Average $5.61M
Calls: $2.27M (41%)
Puts: $3.33M (59%)
Current vs Prior 7-Day Avg -53.43%
Calls: -51.78%
Puts: -54.56%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/26) 1.83
Prior (08/25) 0.63
Current vs Prior +192.57%
Prior 7-Day Average 0.92
Current vs Prior 7-Day Avg +99.41%
Sentiment BEARISH

Open Interest

Detail
Current (08/26) 196,427
Calls: 86,928 (44%)
Puts: 109,499 (56%)
Prior (08/25) 193,242
Calls: 85,034 (44%)
Puts: 108,208 (56%)
Current vs Prior +1.65%
Prior 7-Day Total 1,426,628
Calls: 648,584 (45%)
Puts: 778,044 (55%)
Prior 7-Day Average 203,804
Calls: 92,654 (45%)
Puts: 111,149 (55%)
Current vs Prior 7-Day Avg -3.62%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 3.61% | 6.79%10.53% | 18.91%
Prior 4.97% | 8.11%11.53% | 18.75%
Current vs Prior -27.52% | -16.32%-8.67% | +0.87%
Prior 7-Day Avg 5.08% | 8.12%5.28% | 15.46%
Current vs 7-Day Avg -29.04% | -16.35%+99.57% | +22.33%
Prior 7-Day Eod 4.97% | 8.11%11.53% | 18.75%
Current vs 7-Day Eod -27.52% | -16.32%-8.67% | +0.87%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 30.87% | 13.75%
Calls: 24.39% | 15.00%
Puts: 37.35% | 12.50%
Prior 12.33% | 4.92%
Calls: 8.74% | 3.39%
Puts: 15.92% | 6.44%
Current vs Prior +150.36% | +179.47%
Prior 7-Day Avg 74.90% | 13.46%
Calls: 66.41% | 13.52%
Puts: 83.39% | 13.40%
Current vs 7-Day Avg -58.78% | +2.13%
Liquidity Expensive
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🤖 AI Insights

Below-average activity with volume down 42% vs prior. Extreme bearish P/C ratio of 1.83 - heavy put buying. P/C ratio rising 193% - 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 BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 3 of results (avg 7.3%, best 5.9%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Sep 1813.2514.05$13.655.9%370.85553
$89.00Aug 2814.4515.50$14.987.0%--0.9912
$110.00Sep 183.153.45$3.309.1%390.381.3K
PUTS (0)
No puts meet the criteria

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. 61 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 2813.4515.90$14.6816.7%31.00135
$84.00Aug 2819.4521.85$20.6511.6%--0.9915
$89.00Aug 2814.4515.50$14.987.0%--0.9912
$94.00Aug 289.4011.85$10.6323.0%10.985
$92.00Aug 2811.4513.80$12.6318.6%--0.9837
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 289.0011.65$10.3325.7%--1.0026
$116.00Aug 2810.1012.70$11.4022.8%151.0014
$118.00Aug 2812.1014.70$13.4019.4%151.0020
$111.00Aug 285.507.95$6.7336.4%--0.9512
$120.00Sep 414.1516.90$15.5217.7%--0.9311

Most actively traded options today. High liquidity = easy entry/exit. 103 active (total vol 994, top 125)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Aug 280.681.33$1.0164.4%1250.32782
$120.00Sep 181.001.52$1.2641.3%1030.18706
$105.00Aug 281.222.05$1.6350.9%400.47145
$110.00Sep 183.153.45$3.309.1%390.381.3K
$92.00Sep 1813.2514.05$13.655.9%370.85553
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Sep 40.000.82$0.41200.0%630.08116
$96.00Sep 40.640.92$0.7835.9%610.1651
$100.00Aug 280.320.51$0.4245.2%220.16217
$103.00Sep 42.483.55$3.0135.5%220.436
$99.00Aug 280.130.45$0.29110.3%210.1222

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 20.6%, max 29.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$103.00Aug 28Sep 1165.9%50.8%29.9%3345
$101.00Aug 28Oct 266.5%52.2%27.3%122
$108.00Aug 28Sep 2566.0%52.9%24.7%3240
$107.00Aug 28Sep 1165.4%52.5%24.4%125822
$102.00Aug 28Sep 2562.0%50.2%23.5%--170
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$103.00Aug 28Sep 1865.9%52.2%26.2%515
$101.00Aug 28Sep 466.5%53.1%25.3%445
$107.00Aug 28Sep 1865.4%53.2%22.9%428
$102.00Aug 28Sep 1162.0%51.2%21.2%242
$100.00Aug 28Sep 1863.1%53.5%18.1%27669

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 90 found (best R:R 2.33, avg 3.47)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$89.00$90.00Aug 28$0.30$0.70$0.3099%2.33$89.30
$95.00$101.00Oct 2$3.75$2.25$3.7575%0.60$98.75
$102.00$108.00Sep 25$2.58$3.42$2.5858%1.33$104.58
$100.00$104.00Sep 18$2.10$1.90$2.1067%0.90$102.10
$92.50$94.00Sep 18$0.92$0.58$0.9284%0.63$93.42
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$106.00$105.00Aug 28$0.46$0.54$0.4664%1.17$105.54
$104.00$103.00Aug 28$0.28$0.72$0.2846%2.57$103.72
$110.00$107.00Sep 18$1.67$1.33$1.6764%0.80$108.33
$108.00$107.00Sep 4$0.53$0.47$0.5365%0.89$107.47
$106.00$105.00Sep 4$0.45$0.55$0.4556%1.22$105.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 65 found (best R:R 0.22, avg 0.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$112.00$113.00Sep 4$0.35$0.35$0.6577%0.54$112.35
$110.00$112.00Sep 11$0.75$0.75$1.2565%0.60$110.75
$119.00$120.00Sep 4$0.17$0.17$0.8390%0.20$119.17
$106.00$107.00Sep 11$0.54$0.54$0.4653%1.17$106.54
$111.00$112.00Aug 28$0.16$0.16$0.8488%0.19$111.16
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$94.00$85.00Oct 2$1.61$1.61$7.3976%0.22$92.39
$99.00$95.00Sep 25$1.54$1.54$2.4665%0.63$97.46
$100.00$94.00Sep 11$1.60$1.60$4.4067%0.36$98.40
$102.00$101.00Sep 4$0.55$0.55$0.4561%1.22$101.45
$94.00$91.00Sep 25$0.72$0.72$2.2877%0.32$93.28

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $1.70, cheapest $1.69)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$103.00Aug 28Sep 4$1.7665.9%55.5%
$107.00Aug 28Sep 4$1.5365.4%57.2%
$104.00Aug 28Sep 4$1.5360.7%53.5%
$106.00Aug 28Sep 4$1.7263.3%58.6%
$105.00Aug 28Sep 4$1.7661.3%57.8%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$103.00Aug 28Sep 4$1.6965.9%55.5%
$104.00Aug 28Sep 4$1.7860.7%53.5%
$106.00Aug 28Sep 4$1.7463.3%58.6%
$105.00Aug 28Sep 4$1.7561.3%57.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 31 found (cheapest 3.61% of stock, avg 7.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$104.00Aug 28$2.15$1.60$3.75$100.25$107.753.61%
$105.00Aug 28$1.63$2.25$3.88$101.12$108.883.73%
$106.00Aug 28$1.29$2.71$4.00$102.00$110.003.85%
$103.00Aug 28$2.71$1.32$4.03$98.97$107.033.88%
$102.00Aug 28$3.27$0.86$4.13$97.87$106.133.97%
$107.00Aug 28$1.01$3.43$4.44$102.56$111.444.27%
$101.00Aug 28$4.10$0.70$4.80$96.20$105.804.62%
$109.00Aug 28$0.57$4.90$5.47$103.53$114.475.26%
$100.00Aug 28$5.28$0.42$5.70$94.30$105.705.48%
$110.00Aug 28$0.38$5.88$6.26$103.74$116.266.02%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 112 found (cheapest 0.95% of stock, avg 4.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$109.00$100.00Aug 28$0.57$0.42$0.99$99.01$109.99
$108.00$100.00Aug 28$0.75$0.42$1.17$98.83$109.17
$109.00$101.00Aug 28$0.57$0.70$1.27$99.73$110.27
$108.00$101.00Aug 28$0.75$0.70$1.45$99.55$109.45
$109.00$102.00Aug 28$0.57$0.86$1.43$100.57$110.43
$108.00$102.00Aug 28$0.75$0.86$1.61$100.39$109.61
$107.00$100.00Aug 28$1.01$0.42$1.43$98.57$108.43
$107.00$101.00Aug 28$1.01$0.70$1.71$99.29$108.71
$107.00$102.00Aug 28$1.01$0.86$1.87$100.13$108.87
$106.00$100.00Aug 28$1.29$0.42$1.71$98.29$107.71

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 108 found (best R:R 1.04, avg credit $0.61)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
87/88112/113Sep 4$0.51$0.4971%1.04$87.49$112.51
98/99112/113Sep 4$0.66$0.3451%1.94$98.34$112.66
88/89112/113Sep 4$0.47$0.5370%0.89$88.53$112.47
87/88114/115Sep 4$0.38$0.6276%0.61$87.62$114.38
100/101112/113Sep 4$0.71$0.2943%2.45$100.29$112.71
96/97112/113Sep 4$0.56$0.4458%1.27$96.44$112.56
94/95112/113Sep 4$0.49$0.5163%0.96$94.51$112.49
98/99114/115Sep 4$0.53$0.4756%1.13$98.47$114.53
100/101111/112Aug 28$0.44$0.5664%0.79$100.56$111.44
87/88110/111Sep 4$0.43$0.5765%0.75$87.57$110.43

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 45 found (best R:R 37.46, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$112.00$115.00$118.00Sep 11$0.06$2.9413%49.00
$85.00$87.50$90.00Sep 18$0.07$2.437%34.71
$105.00$106.00$107.00Aug 28$0.06$0.9415%15.67
$100.00$101.00$102.00Sep 4$0.05$0.959%19.00
$111.00$113.00$115.00Sep 18$0.11$1.8910%17.18
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Sep 11$0.13$4.8729%37.46
$98.00$99.00$100.00Aug 28$0.05$0.957%19.00
$92.50$95.00$97.50Sep 18$0.17$2.3311%13.71
$89.00$90.00$91.00Sep 11$0.07$0.932%13.29
$99.00$100.00$101.00Sep 4$0.11$0.898%8.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 91 found (best net $-0.25, 84 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$93.00$100.001:2Sep 4-$0.25$6.75
$101.00$110.001:2Oct 2-$0.16$8.84
$95.00$102.001:2Sep 25-$2.08$4.92
$105.00$110.001:2Sep 18-$1.17$3.83
$102.00$108.001:2Sep 25-$1.97$4.03
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$105.001:2Sep 11-$1.37$3.63
$115.00$111.001:2Aug 28-$3.13$0.87
$115.00$110.001:2Sep 4-$3.47$1.53
$99.00$95.001:2Sep 25-$0.92$3.08
$101.00$100.001:2Aug 28-$0.14$0.86

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 42 found (best yield 3.56%, avg 1.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Oct 2$3.700.425.8%3.56%9.33%--10
$108.00Sep 25$4.050.433.9%3.89%7.74%--11
$105.00Sep 18$5.050.531.0%4.86%5.82%52.5K
$110.00Sep 18$3.150.385.8%3.03%8.80%391.3K
$104.00Sep 18$5.350.550.0%5.14%5.14%314
$111.00Sep 18$2.700.366.7%2.60%9.33%--10
$113.00Sep 18$2.300.318.7%2.21%10.87%47
$115.00Sep 18$1.810.2610.6%1.74%12.32%41.3K
$121.00Sep 25$1.240.1916.4%1.19%17.54%--25
$106.00Sep 11$3.500.471.9%3.37%5.29%22

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 1,073
Total Puts 1,964
Put/Call Ratio 1.83
Net Difference -891

Prior's Put/Call Breakdown

Total Calls 3,232
Total Puts 2,022
Put/Call Ratio 0.63
Net Difference 1,210

Prior 7-Day Put/Call Summary

Total Calls 33,488
Total Puts 30,168
Average Put/Call Ratio 0.92
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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