Tour v526
W
WAYFAIR INC A
$105.01 +0.97%
$105.35 (+0.32%)🌙
as of 08/27 06:05 PM
8/27 18:05

Option Volume

Detail
Current (08/27) 7,707
Calls: 6,655 (86%)
Puts: 1,052 (14%)
Prior (08/26) 3,037
Calls: 1,073 (35%)
Puts: 1,964 (65%)
Current vs Prior +153.77%
Calls: +520.22% (Calls)
Puts: -46.44% (Puts)
Prior 7-Day Total 57,387
Calls: 27,401 (48%)
Puts: 29,986 (52%)
Prior 7-Day Average 8,198
Calls: 3,914 (48%)
Puts: 4,283 (52%)
Current vs Prior 7-Day Avg -5.99%
Calls: +70.01%
Puts: -75.44%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/27) $2.80M
Calls: $2.40M (86%)
Puts: $398.4K (14%)
Prior (08/26) $2.61M
Calls: $1.10M (42%)
Puts: $1.52M (58%)
Current vs Prior +7.22%
Calls: +119.13%
Puts: -73.70%
Prior 7-Day Total $37.75M
Calls: $13.79M (37%)
Puts: $23.96M (63%)
Prior 7-Day Average $5.39M
Calls: $1.97M (37%)
Puts: $3.42M (63%)
Current vs Prior 7-Day Avg -48.10%
Calls: +21.84%
Puts: -88.36%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/27) 0.16
Prior (08/26) 1.83
Current vs Prior -91.36%
Prior 7-Day Average 1.14
Current vs Prior 7-Day Avg -86.09%
Sentiment BULLISH

Open Interest

Detail
Current (08/27) 198,336
Calls: 87,444 (44%)
Puts: 110,892 (56%)
Prior (08/26) 196,427
Calls: 86,928 (44%)
Puts: 109,499 (56%)
Current vs Prior +0.97%
Prior 7-Day Total 1,427,585
Calls: 644,047 (45%)
Puts: 783,538 (55%)
Prior 7-Day Average 203,940
Calls: 92,006 (45%)
Puts: 111,934 (55%)
Current vs Prior 7-Day Avg -2.75%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 3.28% | 7.31%10.74% | 18.36%
Prior 3.61% | 6.79%10.53% | 18.91%
Current vs Prior -9.15% | +7.74%+2.02% | -2.93%
Prior 7-Day Avg 4.70% | 7.76%5.89% | 15.86%
Current vs 7-Day Avg -30.33% | -5.72%+82.50% | +15.76%
Prior 7-Day Eod 3.61% | 6.79%10.53% | 18.91%
Current vs 7-Day Eod -9.15% | +7.74%+2.02% | -2.93%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 52.56% | 15.48%
Calls: 52.27% | 13.82%
Puts: 52.85% | 17.14%
Prior 30.87% | 13.75%
Calls: 24.39% | 15.00%
Puts: 37.35% | 12.50%
Current vs Prior +70.26% | +12.58%
Prior 7-Day Avg 58.34% | 13.68%
Calls: 53.12% | 14.01%
Puts: 63.56% | 13.34%
Current vs 7-Day Avg -9.91% | +13.17%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($2.40M) vs puts ($398.4K). Unusually high activity with volume up 154% vs prior - elevated interest. Extreme bullish P/C ratio of 0.16 - heavy call buying (6,655 calls vs 1,052 puts). P/C ratio dropping 91% - sentiment shifting bullish.

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 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 1 of results (avg 8.9%, best 8.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Sep 1813.4014.65$14.038.9%280.88536
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. 71 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 2813.9516.20$15.0814.9%20.99134
$91.00Aug 2812.9515.20$14.0816.0%10.9638
$95.00Aug 289.1511.45$10.3022.3%--0.96106
$85.00Sep 1819.1521.70$20.4212.5%--0.951.1K
$97.00Aug 286.759.25$8.0031.2%250.941
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 288.3511.20$9.7729.2%--1.0026
$116.00Aug 289.4012.10$10.7525.1%11.008
$117.00Aug 2810.4013.10$11.7523.0%21.008
$118.00Aug 2811.3514.35$12.8523.3%11.005
$120.00Sep 413.7516.80$15.2820.0%--0.9311

Most actively traded options today. High liquidity = easy entry/exit. 136 active (total vol 6.7K, top 2.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Aug 280.491.19$0.8483.3%2.8K0.33778
$110.00Sep 183.203.75$3.4815.8%1.2K0.391.3K
$106.00Sep 42.603.55$3.0830.8%6120.4710
$105.00Sep 43.004.00$3.5028.6%2760.51283
$103.00Aug 281.973.55$2.7657.2%2510.71290
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$98.00Aug 280.000.32$0.16200.0%2120.07121
$100.00Sep 41.181.50$1.3423.9%1070.2620
$100.00Aug 280.040.29$0.16156.2%1060.09217
$92.00Sep 40.080.64$0.36155.6%180.0828
$90.00Sep 180.650.83$0.7424.3%180.11599

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 31.1%, max 43.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$103.00Aug 28Sep 1877.0%53.7%43.4%260293
$102.00Aug 28Sep 2570.2%49.5%42.0%20170
$109.00Aug 28Sep 1179.3%56.2%41.1%427
$105.00Aug 28Oct 269.8%49.5%40.9%34160
$107.00Aug 28Sep 1874.8%54.3%37.6%2.8K778
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Aug 28Oct 269.8%49.5%40.9%737
$103.00Aug 28Sep 1177.0%55.0%39.9%1712
$102.00Aug 28Sep 1870.2%53.2%32.0%730
$104.00Aug 28Sep 1166.3%53.4%24.3%830
$108.00Aug 28Sep 471.4%57.8%23.5%619

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 102 found (best R:R 4.56, avg 3.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$105.00$110.00Oct 2$1.91$3.09$1.9153%1.62$106.91
$108.00$110.00Sep 18$0.47$1.53$0.4744%3.26$108.47
$108.00$121.00Sep 25$3.06$9.94$3.0644%3.25$111.06
$99.00$100.00Sep 18$0.37$0.63$0.3771%1.70$99.37
$108.00$109.00Sep 11$0.16$0.84$0.1642%5.25$108.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$111.00$110.00Sep 18$0.18$0.82$0.1863%4.56$110.82
$107.00$106.00Sep 4$0.25$0.75$0.2557%3.00$106.75
$105.00$104.00Sep 11$0.27$0.73$0.2748%2.70$104.73
$104.00$103.00Aug 28$0.14$0.86$0.1436%6.14$103.86
$97.50$95.00Sep 18$0.37$2.13$0.3725%5.76$97.13

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 78 found (best R:R 0.23, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$123.00$125.00Sep 4$0.77$0.77$1.2385%0.63$123.77
$107.00$108.00Sep 18$0.77$0.77$0.2353%3.35$107.77
$109.00$110.00Sep 11$0.51$0.51$0.4960%1.04$109.51
$114.00$115.00Sep 4$0.25$0.25$0.7582%0.33$114.25
$112.00$113.00Sep 4$0.30$0.30$0.7076%0.43$112.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$94.00$85.00Oct 2$1.71$1.71$7.2977%0.23$92.29
$105.00$100.00Sep 25$2.64$2.64$2.3652%1.12$102.36
$105.00$94.00Oct 2$4.01$4.01$6.9953%0.57$100.99
$102.00$100.00Sep 11$1.20$1.20$0.8063%1.50$100.80
$97.00$94.00Sep 11$0.75$0.75$2.2579%0.33$96.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $1.97, cheapest $1.84)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$107.00Aug 28Sep 4$1.8474.8%58.0%
$105.00Aug 28Sep 4$1.9369.8%55.9%
$104.00Aug 28Sep 4$1.8266.3%54.4%
$106.00Aug 28Sep 4$2.1263.0%57.8%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Aug 28Sep 4$2.0869.8%55.9%
$104.00Aug 28Sep 4$2.0066.3%54.4%
$106.00Aug 28Sep 4$2.3163.0%57.8%
$107.00Sep 4Sep 18$1.6258.0%54.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 46 found (cheapest 2.69% of stock, avg 8.30%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$106.00Aug 28$0.96$1.87$2.83$103.17$108.832.69%
$105.00Aug 28$1.57$1.39$2.96$102.04$107.962.82%
$104.00Aug 28$2.13$0.89$3.02$100.98$107.022.88%
$103.00Aug 28$2.76$0.75$3.51$99.49$106.513.34%
$108.00Aug 28$0.51$3.25$3.76$104.24$111.763.58%
$102.00Aug 28$3.44$0.39$3.83$98.17$105.833.65%
$101.00Aug 28$4.47$0.21$4.68$96.32$105.684.46%
$110.00Aug 28$0.32$4.95$5.27$104.73$115.275.02%
$100.00Aug 28$5.28$0.16$5.44$94.56$105.445.18%
$111.00Aug 28$0.26$6.15$6.41$104.59$117.416.10%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 118 found (cheapest 0.50% of stock, avg 5.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$110.00$101.00Aug 28$0.32$0.21$0.53$100.47$110.53
$109.00$101.00Aug 28$0.43$0.21$0.64$100.36$109.64
$110.00$102.00Aug 28$0.32$0.39$0.71$101.29$110.71
$109.00$102.00Aug 28$0.43$0.39$0.82$101.18$109.82
$108.00$101.00Aug 28$0.51$0.21$0.72$100.28$108.72
$108.00$102.00Aug 28$0.51$0.39$0.90$101.10$108.90
$110.00$103.00Aug 28$0.32$0.75$1.07$101.93$111.07
$109.00$103.00Aug 28$0.43$0.75$1.18$101.82$110.18
$108.00$103.00Aug 28$0.51$0.75$1.26$101.74$109.26
$107.00$101.00Aug 28$0.84$0.21$1.05$99.95$108.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 103 found (best R:R 0.64, avg credit $0.61)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
88/89116/119Sep 4$1.17$1.8373%0.64$87.83$117.17
95/96107/108Aug 28$0.59$0.4157%1.44$95.41$107.59
91/92114/115Sep 4$0.41$0.5975%0.69$91.59$114.41
91/92112/113Sep 4$0.46$0.5469%0.85$91.54$112.46
101/102114/115Sep 4$0.67$0.3348%2.03$101.33$114.67
91/92119/120Sep 4$0.32$0.6882%0.47$91.68$119.32
101/102112/113Sep 4$0.72$0.2842%2.57$101.28$112.72
98/99114/115Sep 4$0.53$0.4760%1.13$98.47$114.53
101/102119/120Sep 4$0.58$0.4255%1.38$101.42$119.58
98/99112/113Sep 4$0.58$0.4254%1.38$98.42$112.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 52 found (best R:R 8.62, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$112.00$115.00$118.00Sep 11$0.11$2.8914%26.27
$102.00$103.00$104.00Aug 28$0.05$0.9517%19.00
$103.00$104.00$105.00Aug 28$0.07$0.9319%13.29
$118.00$120.00$122.00Sep 11$0.05$1.956%39.00
$109.00$110.00$111.00Sep 4$0.10$0.907%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Sep 11$0.52$4.4830%8.62
$85.00$87.50$90.00Sep 18$0.06$2.445%40.67
$106.00$108.00$110.00Aug 28$0.32$1.6827%5.25
$101.00$102.00$103.00Sep 4$0.07$0.939%13.29
$100.00$101.00$102.00Sep 4$0.09$0.919%10.11

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 $-2.57, 80 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$120.001:2Sep 18-$0.35$4.65
$96.00$100.001:2Sep 4-$3.18$0.82
$122.00$126.001:2Sep 11-$0.01$3.99
$120.00$125.001:2Sep 18-$0.47$4.53
$115.00$118.001:2Sep 11-$0.37$2.63
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$115.001:2Sep 11-$2.57$7.43
$110.00$105.001:2Sep 11-$0.99$4.01
$115.00$111.001:2Aug 28-$2.53$1.47
$115.00$110.001:2Sep 4-$2.86$2.14
$108.00$106.001:2Aug 28-$0.49$1.51

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 3.57%, avg 1.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Oct 2$3.750.424.8%3.57%8.32%--10
$106.00Sep 25$5.100.490.9%4.86%5.80%13
$107.00Sep 18$4.250.471.9%4.05%5.94%1--
$110.00Sep 18$3.200.394.8%3.05%7.80%1.2K1.3K
$108.00Sep 25$3.800.442.9%3.62%6.47%--11
$111.00Sep 18$2.790.375.7%2.66%8.36%2310
$115.00Sep 18$1.870.289.5%1.78%11.29%51.3K
$106.00Sep 18$4.100.500.9%3.90%4.85%155
$108.00Sep 18$3.150.442.9%3.00%5.85%41
$121.00Sep 25$1.220.2015.2%1.16%16.39%1025

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 6,655
Total Puts 1,052
Put/Call Ratio 0.16
Net Difference 5,603

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 27,401
Total Puts 29,986
Average Put/Call Ratio 1.14
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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