Tour v531
W
WAYFAIR INC A
$105.78 +0.61%
◀ 10/9 15:17 ▶

Option Volume

Detail
ℹ
Current (10/09) 3,109
Calls: 1,274 (41%)
Puts: 1,835 (59%)
Prior (10/08) 4,901
Calls: 2,524 (51%)
Puts: 2,377 (49%)
Current vs Prior -36.56%
Calls: -49.52% (Calls)
Puts: -22.80% (Puts)
Prior 7-Day Total 36,671
Calls: 14,308 (39%)
Puts: 22,363 (61%)
Prior 7-Day Average 5,238
Calls: 2,044 (39%)
Puts: 3,194 (61%)
Current vs Prior 7-Day Avg -40.65%
Calls: -37.67%
Puts: -42.56%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/09) $1.24M
Calls: $480.7K (39%)
Puts: $759.1K (61%)
Prior (10/08) $1.31M
Calls: $831.8K (63%)
Puts: $479.8K (37%)
Current vs Prior -5.47%
Calls: -42.21%
Puts: +58.22%
Prior 7-Day Total $19.27M
Calls: $6.24M (32%)
Puts: $13.03M (68%)
Prior 7-Day Average $2.75M
Calls: $891.3K (32%)
Puts: $1.86M (68%)
Current vs Prior 7-Day Avg -54.96%
Calls: -46.07%
Puts: -59.21%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/09) 1.44
Prior (10/08) 0.94
Current vs Prior +52.94%
Prior 7-Day Average 1.87
Current vs Prior 7-Day Avg -22.85%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/09) 204,765
Calls: 88,245 (43%)
Puts: 116,520 (57%)
Prior (10/08) 203,235
Calls: 87,917 (43%)
Puts: 115,318 (57%)
Current vs Prior +0.75%
Prior 7-Day Total 1,246,976
Calls: 541,398 (43%)
Puts: 705,578 (57%)
Prior 7-Day Average 178,139
Calls: 77,342 (43%)
Puts: 100,796 (57%)
Current vs Prior 7-Day Avg +14.95%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 1.25% | 6.32%6.32% | 21.25%
Prior 3.60% | 7.21%7.21% | 21.67%
Current vs Prior -65.29% | -12.28%-12.28% | -1.92%
Prior 7-Day Avg 4.72% | 7.87%8.54% | 22.58%
Current vs 7-Day Avg -73.58% | -19.67%-25.94% | -5.87%
Prior 7-Day Eod 3.60% | 7.21%7.21% | 21.67%
Current vs 7-Day Eod -65.29% | -12.28%-12.28% | -1.92%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 90.52% | 18.59%
Calls: 47.71% | 17.91%
Puts: 133.33% | 19.28%
Prior 49.97% | 23.04%
Calls: 34.00% | 17.91%
Puts: 65.93% | 28.17%
Current vs Prior +81.15% | -19.31%
Prior 7-Day Avg 50.10% | 28.57%
Calls: 48.18% | 27.62%
Puts: 52.02% | 29.52%
Current vs 7-Day Avg +80.67% | -34.93%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bearish flow with 61% put dollar volume ($759.1K). Bearish P/C ratio of 1.44 indicates protective positioning. P/C ratio rising 53% - 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 BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior NEUTRAL
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 25 of results (avg 7.8%, best 4.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Oct 920.4521.50$20.985.0%30.904
$87.00Oct 918.3519.45$18.905.8%30.895
$92.00Oct 913.3014.20$13.756.5%40.866
$89.00Oct 916.1017.25$16.686.9%10.884
$86.00Oct 919.2020.60$19.907.0%20.8911
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Nov 208.909.35$9.134.9%220.44916
$125.00Nov 2021.8023.20$22.506.2%--0.7251
$115.00Nov 2014.7015.65$15.186.3%--0.592.5K
$120.00Nov 2018.1019.35$18.736.7%--0.66242
$110.00Nov 2011.5012.45$11.987.9%360.52525

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. 75 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Oct 1615.1016.60$15.859.5%--1.00101
$100.00Oct 95.456.75$6.1021.3%--0.9824
$86.00Oct 3018.7021.45$20.0813.7%--0.9610
$101.00Oct 94.505.35$4.9317.2%10.9513
$103.00Oct 92.253.25$2.7536.4%50.9431
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Oct 98.309.90$9.1017.6%31.00--
$109.00Oct 92.803.75$3.2829.0%120.9718
$110.00Oct 93.404.85$4.1335.1%110.973
$120.00Oct 1613.4515.45$14.4513.8%--0.9550
$108.00Oct 91.772.67$2.2240.5%30.941

Most actively traded options today. High liquidity = easy entry/exit. 165 active (total vol 2.6K, top 180)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Oct 90.010.10$0.06150.0%1350.05267
$107.00Oct 304.505.40$4.9518.2%1080.4986
$115.00Oct 160.440.59$0.5228.8%1020.14828
$106.00Oct 162.683.10$2.8914.5%870.50720
$106.00Oct 90.190.51$0.3591.4%660.45118
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Oct 90.000.09$0.05180.0%1800.0819
$95.00Oct 160.160.32$0.2466.7%1070.07660
$101.00Oct 90.000.12$0.06200.0%1010.05113
$95.00Oct 230.651.18$0.9257.6%840.1511
$95.00Oct 90.002.13$1.07199.1%800.16191

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 979.9%, max 1826.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$96.00Oct 9Oct 161032.0%53.6%1826.8%815
$97.00Oct 9Oct 23960.8%53.6%1691.6%520
$98.00Oct 9Oct 30889.0%53.0%1576.3%212
$95.00Oct 9Nov 201102.7%68.6%1507.8%285
$118.00Oct 9Nov 61061.7%77.3%1274.2%219
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$94.00Oct 9Nov 131172.8%72.1%1526.2%394
$95.00Oct 9Nov 201102.7%68.6%1507.8%87943
$96.00Oct 9Nov 131032.0%72.0%1333.0%38169
$97.00Oct 9Nov 13960.8%71.7%1239.3%68698
$98.00Oct 9Nov 13889.0%72.2%1131.8%4237

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 142 found (best R:R 1.11, avg 2.67)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$100.00$110.00Nov 6$4.73$5.27$4.7365%1.11$104.73
$100.00$105.00Nov 20$2.38$2.62$2.3864%1.10$102.38
$110.00$115.00Nov 20$1.77$3.23$1.7748%1.82$111.77
$105.00$110.00Nov 20$2.20$2.80$2.2056%1.27$107.20
$100.00$105.00Oct 30$2.85$2.15$2.8570%0.75$102.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$115.00$114.00Oct 9$0.57$0.43$0.57100%0.75$114.43
$100.00$98.00Oct 23$0.24$1.76$0.2427%7.33$99.76
$103.00$102.00Oct 16$0.21$0.79$0.2134%3.76$102.79
$100.00$99.00Oct 30$0.20$0.80$0.2030%4.00$99.80
$99.00$98.00Nov 13$0.25$0.75$0.2534%3.00$98.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 118 found (best R:R 2.03, avg 0.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$119.00$120.00Oct 9$0.67$0.67$0.3383%2.03$119.67
$110.00$111.00Oct 23$0.48$0.48$0.5262%0.92$110.48
$116.00$117.00Oct 16$0.19$0.19$0.8187%0.23$116.19
$107.00$108.00Oct 9$0.21$0.21$0.7974%0.27$107.21
$113.00$114.00Nov 13$0.48$0.48$0.5257%0.92$113.48
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$91.00$90.00Nov 13$0.58$0.58$0.4278%1.38$90.42
$105.00$100.00Nov 20$2.33$2.33$2.6756%0.87$102.67
$93.00$92.50Oct 16$0.37$0.37$0.1390%2.85$92.63
$95.00$92.50Nov 20$0.92$0.92$1.5872%0.58$94.08
$97.00$93.00Nov 6$1.31$1.31$2.6970%0.49$95.69

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $2.56, cheapest $2.54)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$106.00Oct 9Oct 16$2.5493.7%51.4%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$106.00Oct 9Oct 16$2.5893.7%51.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 45 found (cheapest 0.78% of stock, avg 8.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$106.00Oct 9$0.35$0.48$0.83$105.17$106.830.78%
$105.00Oct 9$0.84$0.16$1.00$104.00$106.000.95%
$107.00Oct 9$0.28$1.42$1.70$105.30$108.701.61%
$104.00Oct 9$1.97$0.05$2.02$101.98$106.021.91%
$108.00Oct 9$0.07$2.22$2.29$105.71$110.292.16%
$103.00Oct 9$2.75$0.05$2.80$100.20$105.802.65%
$109.00Oct 9$0.05$3.28$3.33$105.67$112.333.15%
$110.00Oct 9$0.06$4.13$4.19$105.81$114.193.96%
$102.00Oct 9$3.95$0.26$4.21$97.79$106.213.98%
$101.00Oct 9$4.93$0.06$4.99$96.01$105.994.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.42% of stock, avg 8.17%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$107.00$105.00Oct 9$0.28$0.16$0.44$104.56$107.44
$106.00$105.00Oct 9$0.35$0.16$0.51$104.49$106.51
$113.00$105.00Oct 9$1.06$0.16$1.22$103.78$114.22
$114.00$105.00Oct 9$1.07$0.16$1.23$103.77$115.23
$116.00$105.00Oct 9$1.07$0.16$1.23$103.77$117.23
$107.00$99.00Oct 9$0.28$1.07$1.35$97.65$108.35
$107.00$98.00Oct 9$0.28$1.07$1.35$96.65$108.35
$107.00$97.00Oct 9$0.28$1.07$1.35$95.65$108.35
$107.00$96.00Oct 9$0.28$1.07$1.35$94.65$108.35
$106.00$99.00Oct 9$0.35$1.07$1.42$97.58$107.42

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 151 found (best R:R 6.69, avg credit $0.68)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
101/102119/120Oct 9$0.87$0.1369%6.69$101.13$119.87
104/105119/120Oct 9$0.78$0.2260%3.55$104.22$119.78
92/93116/117Oct 16$0.56$0.4477%1.27$92.44$116.56
92/93114/115Oct 16$0.52$0.4873%1.08$92.48$114.52
92/93112/113Oct 16$0.58$0.4266%1.38$92.42$112.58
92/93110/111Oct 16$0.64$0.3659%1.78$92.36$110.64
92/93113/114Oct 16$0.53$0.4770%1.13$92.47$113.53
97/98116/117Oct 23$0.65$0.3556%1.86$97.35$116.65
96/97114/115Oct 30$0.74$0.2646%2.85$96.26$114.74
97/98115/116Oct 23$0.65$0.3554%1.86$97.35$115.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 70 found (best R:R 26.78, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$105.00$110.00Nov 20$0.18$4.8216%26.78
$110.00$115.00$120.00Nov 20$0.27$4.7314%17.52
$115.00$120.00$125.00Nov 20$0.30$4.7013%15.67
$95.00$97.50$100.00Nov 20$0.11$2.398%21.73
$112.00$113.00$114.00Oct 16$0.05$0.957%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$115.00$120.00$125.00Nov 20$0.22$4.7813%21.73
$104.00$105.00$106.00Oct 9$0.21$0.7948%3.76
$105.00$110.00$115.00Nov 20$0.35$4.6515%13.29
$110.00$115.00$120.00Nov 20$0.35$4.6514%13.29
$118.00$119.00$120.00Oct 9$0.05$0.958%19.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 81 found (best net $-0.02, 69 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$86.00$98.001:2Oct 30-$0.02$11.98
$100.00$110.001:2Nov 6-$2.42$7.58
$120.00$125.001:2Oct 23-$0.08$4.92
$120.00$125.001:2Oct 30-$0.46$4.54
$100.00$105.001:2Oct 30-$3.05$1.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$114.00$110.001:2Oct 16-$2.27$1.73
$108.00$107.001:2Oct 9-$0.62$0.38
$103.00$100.001:2Oct 23-$0.79$2.21
$90.00$87.001:2Oct 30-$0.16$2.84
$104.00$103.001:2Oct 9-$0.05$0.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 57 found (best yield 7.56%, avg 2.89%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Nov 20$8.000.484.0%7.56%11.55%28573
$115.00Nov 20$6.200.418.7%5.86%14.58%3155
$120.00Nov 20$4.800.3413.4%4.54%17.98%2157
$113.00Nov 13$6.200.436.8%5.86%12.69%20--
$109.00Nov 13$7.700.493.0%7.28%10.32%38
$112.00Nov 13$6.450.455.9%6.10%11.98%6--
$110.00Nov 13$7.200.484.0%6.81%10.80%28
$114.00Nov 13$5.850.417.8%5.53%13.30%16--
$115.00Nov 13$5.500.408.7%5.20%13.92%23
$125.00Nov 20$3.600.2818.2%3.40%21.57%1305

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 1,274
Total Puts 1,835
Put/Call Ratio 1.44
Net Difference -561

Prior's Put/Call Breakdown

Total Calls 2,524
Total Puts 2,377
Put/Call Ratio 0.94
Net Difference 147

Prior 7-Day Put/Call Summary

Total Calls 14,308
Total Puts 22,363
Average Put/Call Ratio 1.87
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