Tour v528
W
WAYFAIR INC A
$97.67 -1.84%
$97.80 (+0.13%)🌙
as of 09/24 06:05 PM
◀ 9/24 18:05 ▶

Option Volume

Detail
ℹ
Current (09/24) 4,627
Calls: 2,143 (46%)
Puts: 2,484 (54%)
Prior (09/21) 4,558
Calls: 2,758 (61%)
Puts: 1,800 (39%)
Current vs Prior +1.51%
Calls: -22.30% (Calls)
Puts: +38.00% (Puts)
Prior 7-Day Total 47,151
Calls: 27,395 (58%)
Puts: 19,756 (42%)
Prior 7-Day Average 6,735
Calls: 3,913 (58%)
Puts: 2,822 (42%)
Current vs Prior 7-Day Avg -31.31%
Calls: -45.24%
Puts: -11.99%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/24) $2.02M
Calls: $1.26M (62%)
Puts: $757.6K (38%)
Prior (09/21) $3.09M
Calls: $1.46M (47%)
Puts: $1.63M (53%)
Current vs Prior -34.77%
Calls: -13.71%
Puts: -53.61%
Prior 7-Day Total $26.20M
Calls: $17.07M (65%)
Puts: $9.12M (35%)
Prior 7-Day Average $3.74M
Calls: $2.44M (65%)
Puts: $1.30M (35%)
Current vs Prior 7-Day Avg -46.09%
Calls: -48.34%
Puts: -41.88%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/24) 1.16
Prior (09/21) 0.65
Current vs Prior +77.60%
Prior 7-Day Average 0.83
Current vs Prior 7-Day Avg +39.90%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/24) 194,634
Calls: 83,755 (43%)
Puts: 110,879 (57%)
Prior (09/21) 180,204
Calls: 76,954 (43%)
Puts: 103,250 (57%)
Current vs Prior +8.01%
Prior 7-Day Total 1,467,439
Calls: 651,874 (44%)
Puts: 815,565 (56%)
Prior 7-Day Average 209,634
Calls: 93,124 (44%)
Puts: 116,509 (56%)
Current vs Prior 7-Day Avg -7.16%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 3.68% | 7.37%11.36% | 22.52%
Prior 5.68% | 8.38%11.53% | 23.39%
Current vs Prior -35.28% | -12.08%-1.43% | -3.71%
Prior 7-Day Avg 5.49% | 8.29%5.52% | 15.95%
Current vs 7-Day Avg -33.00% | -11.10%+105.82% | +41.24%
Prior 7-Day Eod 5.68% | 8.38%11.53% | 23.39%
Current vs 7-Day Eod -35.28% | -12.08%-1.43% | -3.71%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 39.36% | 13.64%
Calls: 32.58% | 11.90%
Puts: 46.15% | 15.38%
Prior 58.23% | 18.05%
Calls: 67.19% | 18.18%
Puts: 49.28% | 17.91%
Current vs Prior -32.41% | -24.43%
Prior 7-Day Avg 36.89% | 20.78%
Calls: 40.44% | 22.94%
Puts: 33.35% | 18.62%
Current vs 7-Day Avg +6.68% | -34.37%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 62% call dollar volume ($1.26M). Slightly bearish P/C ratio of 1.16. P/C ratio rising 78% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 1 of results (avg 9.0%, best 9.0%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Oct 164.254.65$4.459.0%70.47219
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. 69 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.00Sep 2514.7516.95$15.8513.9%--0.9911
$85.00Sep 2511.5514.00$12.7819.2%--0.9611
$79.00Sep 2517.5520.20$18.8814.0%30.95--
$89.00Sep 258.159.55$8.8515.8%80.95--
$84.00Sep 2512.6014.70$13.6515.4%70.9413
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Sep 259.0511.35$10.2022.5%11.002
$115.00Sep 2516.0518.90$17.4816.3%21.001
$116.00Sep 2517.0519.70$18.3814.4%141.0075
$106.00Sep 257.209.55$8.3828.0%--0.9730
$105.00Sep 256.258.35$7.3028.8%20.97155

Most actively traded options today. High liquidity = easy entry/exit. 143 active (total vol 3.6K, top 533)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$98.00Sep 251.001.77$1.3955.4%3960.489
$99.00Sep 250.491.27$0.8888.6%2850.3716
$105.00Oct 162.463.05$2.7621.4%1280.33668
$101.00Sep 250.190.70$0.44115.9%1060.21367
$110.00Oct 161.421.81$1.6224.1%1030.22623
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$98.00Sep 250.982.24$1.6178.3%5330.52399
$96.00Sep 250.300.93$0.62101.6%2570.29136
$85.00Oct 231.161.82$1.4944.3%2500.1716
$100.00Sep 252.073.80$2.9359.0%2490.74504
$85.00Oct 20.010.45$0.23191.3%670.06265

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 65.5%, max 271.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$109.00Sep 25Oct 16213.1%57.4%271.1%5543
$90.00Sep 25Oct 16189.5%55.3%242.7%3102
$102.00Sep 25Oct 980.4%57.5%39.7%1926
$101.00Sep 25Oct 1678.1%56.2%38.8%114384
$97.00Sep 25Oct 974.3%54.6%36.0%8030
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$90.00Sep 25Oct 23189.5%57.5%229.4%1179
$97.00Sep 25Oct 1674.2%54.5%36.3%46240
$101.00Sep 25Oct 278.1%60.2%29.6%18538
$96.00Sep 25Oct 2367.6%53.1%27.3%259146
$95.00Sep 25Oct 3074.1%62.8%17.9%51251

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 105 found (best R:R 2.17, avg 2.93)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$100.00$110.00Oct 30$3.15$6.85$3.1549%2.17$103.15
$90.00$92.50Oct 16$1.55$0.95$1.5575%0.61$91.55
$108.00$110.00Oct 23$0.30$1.70$0.3029%5.67$108.30
$94.00$95.00Sep 25$0.62$0.38$0.6286%0.61$94.62
$100.00$102.00Oct 9$0.62$1.38$0.6245%2.23$100.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$99.00$98.00Oct 30$0.11$0.89$0.1148%8.09$98.89
$101.00$100.00Sep 25$0.46$0.54$0.4680%1.17$100.54
$97.00$96.00Oct 2$0.21$0.79$0.2144%3.76$96.79
$107.00$106.00Oct 16$0.55$0.45$0.5572%0.82$106.45
$99.00$98.00Oct 2$0.35$0.65$0.3554%1.86$98.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 76 found (best R:R 0.82, avg 0.60)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$109.00$110.00Sep 25$0.88$0.88$0.1283%7.33$109.88
$112.00$114.00Oct 30$1.13$1.13$0.8769%1.30$113.13
$114.00$115.00Sep 25$0.24$0.24$0.7694%0.32$114.24
$112.00$113.00Sep 25$0.28$0.28$0.7288%0.39$112.28
$105.00$106.00Oct 2$0.41$0.41$0.5975%0.69$105.41
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$94.00$88.00Oct 30$2.71$2.71$3.2961%0.82$91.29
$90.00$89.00Sep 25$0.81$0.81$0.1982%4.26$89.19
$90.00$87.00Oct 23$1.10$1.10$1.9072%0.58$88.90
$96.00$91.00Oct 23$2.05$2.05$2.9558%0.69$93.95
$92.00$90.00Oct 16$0.84$0.84$1.1669%0.72$91.16

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.78, cheapest $1.92)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$97.00Sep 25Oct 2$1.9274.3%55.3%
$98.00Sep 25Oct 2$1.8976.4%57.9%
$99.00Sep 25Oct 2$2.0371.6%59.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$97.00Sep 25Oct 2$1.6574.2%55.3%
$98.00Sep 25Oct 2$1.6976.4%57.9%
$99.00Sep 25Oct 2$1.5171.6%59.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 42 found (cheapest 3.07% of stock, avg 8.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$98.00Sep 25$1.39$1.61$3.00$95.00$101.003.07%
$99.00Sep 25$0.88$2.14$3.02$95.98$102.023.09%
$97.00Sep 25$1.98$1.10$3.08$93.92$100.083.15%
$100.00Sep 25$0.56$2.93$3.49$96.51$103.493.57%
$95.00Sep 25$3.30$0.46$3.76$91.24$98.763.85%
$101.00Sep 25$0.44$3.39$3.83$97.17$104.833.92%
$94.00Sep 25$3.92$0.27$4.19$89.81$98.194.29%
$102.00Sep 25$0.31$4.50$4.81$97.19$106.814.92%
$93.00Sep 25$4.88$0.28$5.16$87.84$98.165.28%
$103.00Sep 25$0.15$5.55$5.70$97.30$108.705.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.73% of stock, avg 6.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$101.00$94.00Sep 25$0.44$0.27$0.71$93.29$101.71
$101.00$95.00Sep 25$0.44$0.46$0.90$94.10$101.90
$100.00$94.00Sep 25$0.56$0.27$0.83$93.17$100.83
$100.00$95.00Sep 25$0.56$0.46$1.02$93.98$101.02
$101.00$96.00Sep 25$0.44$0.62$1.06$94.94$102.06
$109.00$94.00Sep 25$0.90$0.27$1.17$92.83$110.17
$100.00$96.00Sep 25$0.56$0.62$1.18$94.82$101.18
$109.00$95.00Sep 25$0.90$0.46$1.36$93.64$110.36
$101.00$90.00Sep 25$0.44$0.95$1.39$88.61$102.39
$99.00$94.00Sep 25$0.88$0.27$1.15$92.85$100.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 105 found (best R:R 1.94, avg credit $0.70)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
86/87105/106Oct 2$0.66$0.3464%1.94$86.34$105.66
86/87106/107Oct 2$0.58$0.4269%1.38$86.42$106.58
85/88112/114Oct 30$1.98$1.0242%1.94$86.02$113.98
85/86114/115Sep 25$0.38$0.6287%0.61$85.62$114.38
90/92106/108Oct 16$1.47$0.5338%2.77$90.53$107.47
79/80114/115Sep 25$0.36$0.6487%0.56$79.64$114.36
85/86112/113Sep 25$0.42$0.5881%0.72$85.58$112.42
93/94105/106Oct 2$0.78$0.2244%3.55$93.22$105.78
79/80112/113Sep 25$0.40$0.6082%0.67$79.60$112.40
86/87103/104Oct 2$0.62$0.3859%1.63$86.38$103.62

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 61 found (best R:R 10.11, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$97.00$98.00$99.00Sep 25$0.08$0.9222%11.50
$98.00$99.00$100.00Oct 2$0.06$0.949%15.67
$105.00$106.00$107.00Oct 2$0.08$0.9210%11.50
$92.50$95.00$97.50Oct 16$0.24$2.2615%9.42
$92.00$93.00$94.00Sep 25$0.06$0.944%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$90.00$93.00$96.00Oct 9$0.27$2.7320%10.11
$92.00$93.00$94.00Oct 2$0.07$0.939%13.29
$91.00$92.00$93.00Oct 2$0.07$0.938%13.29
$80.00$85.00$90.00Oct 16$0.55$4.4518%8.09
$115.00$116.00$117.00Sep 25$0.10$0.908%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 82 found (best net $-0.80, 73 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$110.001:2Oct 30-$0.80$9.20
$95.00$97.001:2Sep 25-$0.66$1.34
$99.00$100.001:2Sep 25-$0.24$0.76
$98.00$99.001:2Sep 25-$0.37$0.63
$112.00$113.001:2Sep 25-$0.05$0.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$114.00$108.001:2Sep 25-$3.92$2.08
$94.00$88.001:2Oct 30-$0.86$5.14
$96.00$91.001:2Oct 23-$0.85$4.15
$114.00$108.001:2Oct 2-$5.14$0.86
$93.00$90.001:2Oct 9-$0.51$2.49

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 47 found (best yield 6.30%, avg 1.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$100.00Oct 30$6.150.492.4%6.30%8.68%18
$112.00Oct 30$2.740.3114.7%2.81%17.48%--10
$110.00Oct 30$3.150.3212.6%3.23%15.85%387
$114.00Oct 30$1.630.2516.7%1.67%18.39%--25
$115.00Oct 30$1.500.2417.7%1.54%19.28%--27
$104.00Oct 23$3.250.386.5%3.33%9.81%--32
$107.00Oct 23$2.380.329.6%2.44%11.99%--30
$100.00Oct 16$4.250.472.4%4.35%6.74%7219
$98.00Oct 16$4.900.520.3%5.02%5.35%1--
$101.00Oct 16$3.600.443.4%3.69%7.10%817

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 2,143
Total Puts 2,484
Put/Call Ratio 1.16
Net Difference -341

Prior's Put/Call Breakdown

Total Calls 2,758
Total Puts 1,800
Put/Call Ratio 0.65
Net Difference 958

Prior 7-Day Put/Call Summary

Total Calls 27,395
Total Puts 19,756
Average Put/Call Ratio 0.83
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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