Tour v531
W
WAYFAIR INC A
$104.47 -0.93%
$104.17 (-0.29%)🌙
as of 10/07 06:03 PM
◀ 10/7 18:03 ▶

Option Volume

Detail
ℹ
Current (10/07) 3,733
Calls: 775 (21%)
Puts: 2,958 (79%)
Prior (10/06) 5,078
Calls: 2,966 (58%)
Puts: 2,112 (42%)
Current vs Prior -26.49%
Calls: -73.87% (Calls)
Puts: +40.06% (Puts)
Prior 7-Day Total 37,493
Calls: 16,781 (45%)
Puts: 20,712 (55%)
Prior 7-Day Average 5,356
Calls: 2,397 (45%)
Puts: 2,958 (55%)
Current vs Prior 7-Day Avg -30.30%
Calls: -67.67%
Puts: -0.03%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07) $3.15M
Calls: $759.8K (24%)
Puts: $2.39M (76%)
Prior (10/06) $1.93M
Calls: $911.5K (47%)
Puts: $1.02M (53%)
Current vs Prior +63.60%
Calls: -16.64%
Puts: +135.65%
Prior 7-Day Total $20.74M
Calls: $9.16M (44%)
Puts: $11.57M (56%)
Prior 7-Day Average $2.96M
Calls: $1.31M (44%)
Puts: $1.65M (56%)
Current vs Prior 7-Day Avg +6.39%
Calls: -41.96%
Puts: +44.67%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/07) 3.82
Prior (10/06) 0.71
Current vs Prior +436.01%
Prior 7-Day Average 1.36
Current vs Prior 7-Day Avg +180.32%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/07) 200,783
Calls: 87,518 (44%)
Puts: 113,265 (56%)
Prior (10/06) 198,253
Calls: 85,843 (43%)
Puts: 112,410 (57%)
Current vs Prior +1.28%
Prior 7-Day Total 1,066,331
Calls: 465,931 (44%)
Puts: 600,400 (56%)
Prior 7-Day Average 152,333
Calls: 66,561 (44%)
Puts: 85,771 (56%)
Current vs Prior 7-Day Avg +31.81%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 4.18% | 7.39%7.39% | 21.63%
Prior 4.75% | 7.54%7.54% | 21.89%
Current vs Prior -11.96% | -1.98%-1.98% | -1.16%
Prior 7-Day Avg 5.27% | 8.17%9.44% | 22.89%
Current vs 7-Day Avg -20.66% | -9.57%-21.69% | -5.48%
Prior 7-Day Eod 4.75% | 7.54%7.54% | 21.89%
Current vs 7-Day Eod -11.96% | -1.98%-1.98% | -1.16%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 16.01% | 16.11%
Calls: 16.33% | 12.05%
Puts: 15.69% | 20.16%
Prior 19.73% | 17.93%
Calls: 19.67% | 13.65%
Puts: 19.78% | 22.22%
Current vs Prior -18.85% | -10.15%
Prior 7-Day Avg 45.09% | 28.11%
Calls: 45.33% | 27.82%
Puts: 44.85% | 28.39%
Current vs 7-Day Avg -64.50% | -42.68%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bearish conviction with 76% of dollar volume in puts ($2.39M) vs calls ($759.8K). Elevated premium activity with dollar volume up 64% vs prior. Extreme bearish P/C ratio of 3.82 - heavy put buying. P/C ratio rising 436% - 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 NEUTRAL
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 8 of results (avg 7.0%, best 4.3%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Nov 207.908.55$8.237.9%150.47570
$100.00Nov 2012.0513.10$12.588.3%20.62644
$115.00Nov 206.206.80$6.509.2%10.40150
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Nov 2016.0516.75$16.404.3%--0.602.5K
$120.00Nov 2019.3020.35$19.835.3%--0.67242
$125.00Nov 2022.9524.35$23.655.9%--0.7351
$110.00Nov 2012.6513.55$13.106.9%--0.53525
$105.00Nov 209.6010.45$10.028.5%160.46903

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 0.75, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.00Oct 915.9518.60$17.2715.3%10.995
$93.00Oct 910.0012.60$11.3023.0%10.992
$92.00Oct 911.2513.50$12.3818.2%10.985
$94.00Oct 99.2511.70$10.4823.4%30.973
$95.00Oct 98.3010.45$9.3822.9%20.9710
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Oct 1614.7017.25$15.9816.0%--0.9450
$110.00Oct 94.907.35$6.1340.0%30.881
$109.00Oct 94.006.25$5.1343.9%20.8315
$125.00Nov 2022.9524.35$23.655.9%--0.7351
$110.00Oct 165.757.65$6.7028.4%--0.7041

Most actively traded options today. High liquidity = easy entry/exit. 135 active (total vol 2.0K, top 301)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Oct 163.604.35$3.9718.9%2520.553
$105.00Oct 91.461.84$1.6523.0%470.50176
$105.00Oct 163.253.85$3.5516.9%240.51731
$121.00Oct 90.001.33$0.67198.5%210.1227
$111.00Oct 90.050.69$0.37173.0%170.1442
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Oct 230.551.31$0.9381.7%3010.146
$95.00Oct 160.310.65$0.4870.8%1180.11755
$97.00Nov 134.556.45$5.5034.5%840.3336
$98.00Nov 134.957.80$6.3844.7%780.3544
$96.00Oct 90.050.17$0.11109.1%440.05132

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 21.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$102.00Oct 9Oct 1665.7%53.9%21.9%125
$101.00Oct 9Oct 1665.5%56.0%16.9%142
$107.00Oct 9Oct 3059.6%52.0%14.7%--184
$103.00Oct 9Oct 1663.6%56.8%12.1%671
$109.00Oct 9Oct 1662.9%56.3%11.8%--534
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$109.00Oct 9Oct 1662.9%56.3%11.8%257
$106.00Oct 9Oct 1658.0%56.3%3.1%30101
$102.00Oct 9Nov 1365.7%65.7%0.0%3750

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 126 found (best R:R 1.41, avg 3.32)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$100.00$110.00Nov 6$4.15$5.85$4.1562%1.41$104.15
$105.00$110.00Nov 20$1.62$3.38$1.6254%2.09$106.62
$92.50$95.00Nov 20$1.13$1.37$1.1373%1.21$93.63
$100.00$105.00Oct 30$2.40$2.60$2.4066%1.08$102.40
$110.00$112.00Oct 30$0.19$1.81$0.1939%9.53$110.19
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$92.00$90.00Nov 6$0.12$1.88$0.1225%15.67$91.88
$110.00$109.00Oct 16$0.42$0.58$0.4270%1.38$109.58
$101.00$100.00Oct 30$0.16$0.84$0.1637%5.25$100.84
$104.00$103.00Oct 16$0.26$0.74$0.2645%2.85$103.74
$99.00$98.00Oct 30$0.16$0.84$0.1632%5.25$98.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 105 found (best R:R 7.33, avg 0.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$116.00$117.00Oct 9$0.59$0.59$0.4186%1.44$116.59
$105.00$107.00Oct 30$1.45$1.45$0.5548%2.64$106.45
$114.00$115.00Oct 30$0.55$0.55$0.4569%1.22$114.55
$114.00$115.00Oct 9$0.28$0.28$0.7289%0.39$114.28
$113.00$114.00Oct 16$0.24$0.24$0.7679%0.32$113.24
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$98.00$97.00Nov 13$0.88$0.88$0.1265%7.33$97.12
$97.50$95.00Nov 20$1.32$1.32$1.1866%1.12$96.18
$104.00$102.00Nov 6$1.35$1.35$0.6555%2.08$102.65
$95.00$94.00Nov 13$0.75$0.75$0.2570%3.00$94.25
$98.00$97.00Nov 6$0.78$0.78$0.2266%3.55$97.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $2.04, cheapest $1.49)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$103.00Oct 9Oct 16$1.4963.6%56.8%
$104.00Oct 9Oct 16$1.6759.7%53.6%
$107.00Oct 9Oct 16$1.7559.6%56.6%
$106.00Oct 9Oct 16$1.8458.0%56.3%
$105.00Oct 9Oct 16$1.9056.5%56.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$103.00Oct 9Oct 16$1.7563.6%56.8%
$104.00Oct 9Oct 16$1.7259.7%53.6%
$107.00Oct 9Oct 16$1.3359.6%56.6%
$106.00Oct 9Oct 16$1.6958.0%56.3%
$105.00Oct 9Oct 16$1.6856.5%56.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 37 found (cheapest 3.56% of stock, avg 8.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$104.00Oct 9$2.30$1.42$3.72$100.28$107.723.56%
$105.00Oct 9$1.65$2.07$3.72$101.28$108.723.56%
$106.00Oct 9$1.26$2.56$3.82$102.18$109.823.66%
$103.00Oct 9$2.83$1.13$3.96$99.04$106.963.79%
$102.00Oct 9$3.40$0.86$4.26$97.74$106.264.08%
$107.00Oct 9$0.96$3.57$4.53$102.47$111.534.34%
$101.00Oct 9$4.35$0.60$4.95$96.05$105.954.74%
$100.00Oct 9$4.72$0.41$5.13$94.87$105.134.91%
$109.00Oct 9$0.54$5.13$5.67$103.33$114.675.43%
$110.00Oct 9$0.43$6.13$6.56$103.44$116.566.28%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 0.91% of stock, avg 7.21%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$109.00$100.00Oct 9$0.54$0.41$0.95$99.05$109.95
$109.00$101.00Oct 9$0.54$0.60$1.14$99.86$110.14
$108.00$100.00Oct 9$0.66$0.41$1.07$98.93$109.07
$108.00$101.00Oct 9$0.66$0.60$1.26$99.74$109.26
$109.00$102.00Oct 9$0.54$0.86$1.40$100.60$110.40
$108.00$102.00Oct 9$0.66$0.86$1.52$100.48$109.52
$107.00$100.00Oct 9$0.96$0.41$1.37$98.63$108.37
$107.00$101.00Oct 9$0.96$0.60$1.56$99.44$108.56
$107.00$102.00Oct 9$0.96$0.86$1.82$100.18$108.82
$109.00$103.00Oct 9$0.54$1.13$1.67$101.33$110.67

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 149 found (best R:R 2.45, avg credit $0.67)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
98/99116/117Oct 9$0.71$0.2974%2.45$98.29$116.71
87/88114/115Oct 9$0.61$0.3983%1.56$87.39$114.61
101/102116/117Oct 9$0.85$0.1558%5.67$101.15$116.85
100/101116/117Oct 9$0.78$0.2265%3.55$100.22$116.78
99/100116/117Oct 9$0.70$0.3070%2.33$99.30$116.70
102/103116/117Oct 9$0.86$0.1451%6.14$102.14$116.86
91/92114/115Oct 30$0.78$0.2253%3.55$91.22$114.78
98/99113/114Oct 16$0.73$0.2754%2.70$98.27$113.73
89/90114/115Oct 30$0.71$0.2955%2.45$89.29$114.71
87/88121/122Oct 9$0.44$0.5682%0.79$87.56$121.44

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 67 found (best R:R 37.46, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$110.00$115.00$120.00Nov 20$0.20$4.8014%24.00
$115.00$120.00$125.00Oct 30$0.37$4.6314%12.51
$105.00$106.00$107.00Oct 9$0.09$0.9117%10.11
$115.00$120.00$125.00Nov 20$0.34$4.6613%13.71
$87.50$90.00$92.50Nov 20$0.09$2.416%26.78
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$110.00$115.00$120.00Nov 20$0.13$4.8714%37.46
$105.00$110.00$115.00Nov 20$0.22$4.7814%21.73
$100.00$105.00$110.00Nov 20$0.39$4.6115%11.82
$100.00$101.00$102.00Oct 9$0.07$0.9312%13.29
$99.00$100.00$101.00Oct 9$0.08$0.929%11.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 86 found (best net $-3.13, 79 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$110.001:2Nov 6-$3.13$6.87
$115.00$120.001:2Oct 30-$0.63$4.37
$120.00$125.001:2Oct 23-$0.04$4.96
$120.00$125.001:2Oct 30-$0.53$4.47
$120.00$123.001:2Oct 16$0.00$3.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$93.00$90.001:2Oct 23-$0.21$2.79
$90.00$87.001:2Oct 23-$0.17$2.83
$94.00$93.001:2Oct 9$0.00$1.00
$99.00$98.001:2Oct 9-$0.06$0.94
$87.00$86.001:2Oct 23-$0.07$0.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 50 found (best yield 7.56%, avg 2.28%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Nov 20$7.900.475.3%7.56%12.86%15570
$115.00Nov 20$6.200.4010.1%5.93%16.01%1150
$120.00Nov 20$4.600.3314.9%4.40%19.27%2157
$108.00Nov 13$7.650.483.4%7.32%10.70%5--
$105.00Nov 20$9.050.540.5%8.66%9.17%141.2K
$110.00Nov 6$6.450.465.3%6.17%11.47%--53
$125.00Nov 20$3.400.2719.6%3.25%22.91%--305
$111.00Nov 13$5.850.446.2%5.60%11.85%2--
$125.00Nov 6$2.540.2419.6%2.43%22.08%--12
$105.00Oct 30$5.300.520.5%5.07%5.58%--31

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 775
Total Puts 2,958
Put/Call Ratio 3.82
Net Difference -2,183

Prior's Put/Call Breakdown

Total Calls 2,966
Total Puts 2,112
Put/Call Ratio 0.71
Net Difference 854

Prior 7-Day Put/Call Summary

Total Calls 16,781
Total Puts 20,712
Average Put/Call Ratio 1.36
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All