Tour v529
W
WAYFAIR INC A
$102.56 +0.60%
◀ 9/30 23:35

Option Volume

Detail
ℹ
Current (09/30) 7,673
Calls: 1,988 (26%)
Puts: 5,685 (74%)
Prior (09/29) 6,498
Calls: 3,834 (59%)
Puts: 2,664 (41%)
Current vs Prior +18.08%
Calls: -48.15% (Calls)
Puts: +113.40% (Puts)
Prior 7-Day Total 34,389
Calls: 20,673 (60%)
Puts: 13,716 (40%)
Prior 7-Day Average 4,912
Calls: 2,953 (60%)
Puts: 1,959 (40%)
Current vs Prior 7-Day Avg +56.19%
Calls: -32.69%
Puts: +190.14%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/30) $4.05M
Calls: $1.17M (29%)
Puts: $2.88M (71%)
Prior (09/29) $4.22M
Calls: $3.38M (80%)
Puts: $835.4K (20%)
Current vs Prior -3.98%
Calls: -65.41%
Puts: +244.59%
Prior 7-Day Total $19.69M
Calls: $13.97M (71%)
Puts: $5.72M (29%)
Prior 7-Day Average $2.81M
Calls: $2.00M (71%)
Puts: $817.0K (29%)
Current vs Prior 7-Day Avg +43.90%
Calls: -41.43%
Puts: +252.39%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/30) 2.86
Prior (09/29) 0.69
Current vs Prior +311.56%
Prior 7-Day Average 0.74
Current vs Prior 7-Day Avg +288.50%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/30) 50,431
Calls: 22,043 (44%)
Puts: 28,388 (56%)
Prior (09/29) 191,123
Calls: 82,410 (43%)
Puts: 108,713 (57%)
Current vs Prior -73.61%
Prior 7-Day Total 1,233,841
Calls: 541,170 (44%)
Puts: 692,671 (56%)
Prior 7-Day Average 176,263
Calls: 77,310 (44%)
Puts: 98,953 (56%)
Current vs Prior 7-Day Avg -71.39%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 4.60% | 7.89%10.32% | 23.77%
Prior 5.21% | 7.97%10.13% | 23.74%
Current vs Prior -11.64% | -1.08%+1.81% | +0.14%
Prior 7-Day Avg 5.35% | 8.20%8.50% | 20.38%
Current vs 7-Day Avg -14.05% | -3.79%+21.34% | +16.66%
Prior 7-Day Eod 5.21% | 7.97%10.13% | 23.74%
Current vs 7-Day Eod -11.64% | -1.08%+1.81% | +0.14%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 53.17% | 31.48%
Calls: 51.34% | 33.33%
Puts: 55.00% | 29.64%
Prior 15.88% | 17.75%
Calls: 18.58% | 17.72%
Puts: 13.18% | 17.78%
Current vs Prior +234.82% | +77.35%
Prior 7-Day Avg 46.31% | 18.18%
Calls: 50.22% | 17.70%
Puts: 42.41% | 18.67%
Current vs 7-Day Avg +14.81% | +73.12%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 71% put dollar volume ($2.88M). Extreme bearish P/C ratio of 2.86 - heavy put buying. P/C ratio rising 312% - increased hedging/bearish positioning. Declining open interest (down 74%) indicates positions being closed.

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

No options available for this category

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. 39 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Oct 211.5013.55$12.5316.4%10.99--
$84.00Oct 217.4020.25$18.8315.1%10.97--
$89.00Oct 212.4015.25$13.8320.6%10.97--
$83.00Oct 218.4021.25$19.8314.4%20.96--
$86.00Oct 215.6018.25$16.9315.7%50.963
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Oct 29.8512.80$11.3326.0%61.00--
$113.00Oct 28.8511.70$10.2727.8%70.97--
$112.00Oct 28.6010.50$9.5519.9%10.93--
$107.00Oct 24.005.90$4.9538.4%50.804
$108.00Oct 95.958.45$7.2034.7%10.68--

Most actively traded options today. High liquidity = easy entry/exit. 152 active (total vol 3.6K, top 665)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$111.00Oct 161.402.32$1.8649.5%3010.28641
$110.00Oct 161.553.10$2.3366.5%1230.31780
$115.00Oct 160.661.69$1.1887.3%1070.19761
$105.00Oct 162.744.80$3.7754.6%710.46--
$117.00Oct 160.641.50$1.0780.4%660.177
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Oct 305.158.05$6.6043.9%6650.412.0K
$103.00Oct 21.322.84$2.0873.1%2340.505
$91.00Oct 20.000.43$0.22195.5%1560.06241
$94.00Oct 161.152.14$1.6560.0%1280.21--
$99.00Oct 304.707.75$6.2349.0%1100.3923

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 10.1%, max 23.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$99.00Oct 2Oct 1675.0%60.8%23.4%4226
$104.00Oct 2Oct 973.6%60.7%21.2%14220
$101.00Oct 2Oct 968.7%56.9%20.9%630
$108.00Oct 2Oct 2369.2%59.8%15.7%3215
$100.00Oct 2Oct 3072.4%68.6%5.4%11164
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$99.00Oct 2Nov 675.0%71.2%5.3%31166
$105.00Oct 2Oct 3069.9%68.2%2.4%712.0K
$100.00Oct 2Nov 672.4%71.5%1.3%30172

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 93 found (best R:R 0.74, avg 3.37)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$92.00$100.00Oct 30$4.60$3.40$4.6075%0.74$96.60
$115.00$120.00Nov 6$0.79$4.21$0.7935%5.33$115.79
$105.00$109.00Oct 16$0.77$3.23$0.7746%4.19$105.77
$97.00$98.00Oct 9$0.28$0.72$0.2877%2.57$97.28
$99.00$100.00Oct 2$0.33$0.67$0.3378%2.03$99.33
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$103.00$102.00Oct 30$0.28$0.72$0.2847%2.57$102.72
$102.00$101.00Oct 30$0.32$0.68$0.3245%2.12$101.68
$102.00$101.00Nov 6$0.35$0.65$0.3544%1.86$101.65
$99.00$98.00Nov 6$0.30$0.70$0.3039%2.33$98.70
$97.00$95.00Oct 9$0.31$1.69$0.3124%5.45$96.69

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 76 found (best R:R 0.43, avg 0.60)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$106.00$107.00Oct 23$0.88$0.88$0.1255%7.33$106.88
$113.00$114.00Oct 23$0.63$0.63$0.3771%1.70$113.63
$109.00$110.00Oct 16$0.67$0.67$0.3364%2.03$109.67
$110.00$111.00Oct 16$0.47$0.47$0.5369%0.89$110.47
$117.00$120.00Oct 9$0.38$0.38$2.6287%0.15$117.38
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$92.00$85.00Nov 6$2.12$2.12$4.8872%0.43$89.88
$98.00$97.00Oct 30$0.77$0.77$0.2363%3.35$97.23
$94.00$90.00Oct 30$1.27$1.27$2.7371%0.47$92.73
$100.00$98.00Oct 16$0.96$0.96$1.0462%0.92$99.04
$101.00$100.00Oct 30$0.65$0.65$0.3557%1.86$100.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $2.04, cheapest $1.66)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$104.00Oct 2Oct 9$1.6673.6%60.7%
$101.00Oct 2Oct 9$1.5568.7%56.9%
$103.00Oct 2Oct 9$1.6969.9%58.2%
$105.00Oct 2Oct 9$1.6069.9%58.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$101.00Oct 2Oct 9$1.5468.7%56.9%
$103.00Oct 2Oct 9$1.6869.9%58.2%
$105.00Oct 2Oct 9$1.4469.9%58.6%
$104.00Oct 2Oct 30$5.9673.6%68.2%
$102.00Oct 30Nov 6$1.2368.4%70.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 4.11% of stock, avg 8.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$103.00Oct 2$2.14$2.08$4.22$98.78$107.224.11%
$101.00Oct 2$3.10$1.18$4.28$96.72$105.284.17%
$104.00Oct 2$1.76$2.67$4.43$99.57$108.434.32%
$105.00Oct 2$1.27$3.38$4.65$100.35$109.654.53%
$100.00Oct 2$3.85$0.95$4.80$95.20$104.804.68%
$99.00Oct 2$4.18$0.74$4.92$94.08$103.924.80%
$107.00Oct 2$0.74$4.95$5.69$101.31$112.695.55%
$97.00Oct 2$5.98$0.36$6.34$90.66$103.346.18%
$101.00Oct 9$4.65$2.72$7.37$93.63$108.377.19%
$103.00Oct 9$3.83$3.76$7.59$95.41$110.597.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 0.96% of stock, avg 6.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$108.00$98.00Oct 2$0.50$0.48$0.98$97.02$108.98
$108.00$99.00Oct 2$0.50$0.74$1.24$97.76$109.24
$107.00$98.00Oct 2$0.74$0.48$1.22$96.78$108.22
$107.00$99.00Oct 2$0.74$0.74$1.48$97.52$108.48
$106.00$98.00Oct 2$0.90$0.48$1.38$96.62$107.38
$108.00$100.00Oct 2$0.50$0.95$1.45$98.55$109.45
$107.00$100.00Oct 2$0.74$0.95$1.69$98.31$108.69
$106.00$99.00Oct 2$0.90$0.74$1.64$97.36$107.64
$106.00$100.00Oct 2$0.90$0.95$1.85$98.15$107.85
$108.00$101.00Oct 2$0.50$1.18$1.68$99.32$109.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 86 found (best R:R 4.88, avg credit $0.61)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
93/94110/111Oct 16$0.83$0.1747%4.88$93.17$110.83
93/94113/114Oct 16$0.68$0.3254%2.12$93.32$113.68
93/94114/115Oct 16$0.62$0.3857%1.63$93.38$114.62
92/92110/111Oct 16$0.66$0.3451%1.94$91.84$110.66
91/92110/111Oct 16$0.62$0.3853%1.63$91.38$110.62
90/91115/116Oct 2$0.28$0.7286%0.39$90.72$115.28
90/91112/113Oct 2$0.29$0.7183%0.41$90.71$112.29
90/91107/108Oct 2$0.41$0.5970%0.69$90.59$107.41
88/89115/116Oct 2$0.21$0.7988%0.27$88.79$115.21
90/91109/110Oct 2$0.30$0.7079%0.43$90.70$109.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$109.00$110.00$111.00Oct 2$0.06$0.946%15.67
$113.00$114.00$115.00Oct 16$0.06$0.946%15.67
$104.00$105.00$106.00Oct 2$0.12$0.8815%7.33
$102.00$103.00$104.00Oct 2$0.12$0.8815%7.33
$107.00$108.00$109.00Oct 2$0.15$0.859%5.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$103.00$104.00$105.00Oct 2$0.12$0.8816%7.33
$92.00$93.00$94.00Oct 9$0.06$0.944%15.67
$90.00$91.00$92.00Oct 16$0.06$0.943%15.67
$95.00$96.00$97.00Nov 6$0.06$0.943%15.67
$92.00$93.00$94.00Oct 2$0.07$0.934%13.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 70 found (best net $-0.35, 63 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$99.00$105.001:2Oct 16-$0.49$5.51
$114.00$120.001:2Oct 23-$0.13$5.87
$92.00$100.001:2Oct 30-$5.00$3.00
$108.00$113.001:2Oct 23-$1.32$3.68
$107.00$110.001:2Oct 9-$0.87$2.13
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$112.00$107.001:2Oct 2-$0.35$4.65
$92.00$85.001:2Nov 6-$0.69$6.31
$103.00$101.001:2Oct 2-$0.28$1.72
$90.00$85.001:2Oct 16$0.00$5.00
$101.00$98.001:2Oct 9-$0.66$2.34

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 3.85%, avg 1.79%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$115.00Nov 6$3.950.3512.1%3.85%15.98%1--
$120.00Nov 6$2.760.3017.0%2.69%19.70%1--
$106.00Oct 30$5.300.483.4%5.17%8.52%8--
$107.00Oct 30$4.900.464.3%4.78%9.11%8--
$103.00Oct 30$6.600.540.4%6.44%6.86%1--
$111.00Oct 30$3.550.398.2%3.46%11.69%1--
$105.00Oct 30$5.550.502.4%5.41%7.79%2--
$110.00Oct 30$3.750.407.2%3.66%10.91%284
$106.00Oct 23$3.350.453.4%3.27%6.62%2--
$108.00Oct 23$2.670.405.3%2.60%7.91%111

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 1,988
Total Puts 5,685
Put/Call Ratio 2.86
Net Difference -3,697

Prior's Put/Call Breakdown

Total Calls 3,834
Total Puts 2,664
Put/Call Ratio 0.69
Net Difference 1,170

Prior 7-Day Put/Call Summary

Total Calls 20,673
Total Puts 13,716
Average Put/Call Ratio 0.74
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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