Tour v452
W
WAYFAIR INC A
$93.36 -1.24%
7/28 15:07

Option Volume

Detail
Current (07/28 3:05pm) 6,278
Calls: 1,360 (22%)
Puts: 4,918 (78%)
Prior (07/27) 6,555
Calls: 4,292 (65%)
Puts: 2,263 (35%)
Current vs Prior -4.23%
Calls: -68.31% (Calls)
Puts: +117.32% (Puts)
Prior 7-Day Total 32,121
Calls: 16,251 (51%)
Puts: 15,870 (49%)
Prior 7-Day Average 4,588
Calls: 2,321 (51%)
Puts: 2,267 (49%)
Current vs Prior 7-Day Avg +36.81%
Calls: -41.42%
Puts: +116.93%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/28 3:05pm) $6.45M
Calls: $847.3K (13%)
Puts: $5.61M (87%)
Prior (07/27) $3.57M
Calls: $2.93M (82%)
Puts: $643.3K (18%)
Current vs Prior +80.77%
Calls: -71.05%
Puts: +771.58%
Prior 7-Day Total $9.62M
Calls: $4.92M (51%)
Puts: $4.70M (49%)
Prior 7-Day Average $1.37M
Calls: $702.4K (51%)
Puts: $671.2K (49%)
Current vs Prior 7-Day Avg +369.87%
Calls: +20.64%
Puts: +735.28%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/28 3:05pm) 3.62
Prior (07/27) 0.53
Current vs Prior +585.84%
Prior 7-Day Average 1.24
Current vs Prior 7-Day Avg +191.99%
Sentiment BEARISH

Open Interest

Detail
Current (07/28 3:05pm) 162,452
Calls: 78,118 (48%)
Puts: 84,334 (52%)
Prior (07/27) 159,405
Calls: 76,467 (48%)
Puts: 82,938 (52%)
Current vs Prior +1.91%
Prior 7-Day Total 1,022,326
Calls: 492,473 (48%)
Puts: 529,853 (52%)
Prior 7-Day Average 146,046
Calls: 70,353 (48%)
Puts: 75,693 (52%)
Current vs Prior 7-Day Avg +11.23%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 6.23% | 14.30%17.35% | 23.00%
Prior 7.67% | 15.32%18.57% | 23.59%
Current vs Prior -18.77% | -6.69%-6.54% | -2.52%
Prior 7-Day Avg 5.09% | 9.72%14.62% | 23.19%
Current vs 7-Day Avg +22.36% | +47.15%+18.70% | -0.82%
Prior 7-Day Eod 7.67% | 15.32%18.07% | 24.49%
Current vs 7-Day Eod -18.77% | -6.69%-3.96% | -6.09%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 16.59% | 14.18%
Calls: 19.86% | 12.31%
Puts: 13.33% | 16.06%
Prior 18.40% | 21.70%
Calls: 14.61% | 13.95%
Puts: 22.19% | 29.46%
Current vs Prior -9.84% | -34.65%
Prior 7-Day Avg 28.69% | 15.58%
Calls: 22.81% | 15.50%
Puts: 34.57% | 15.65%
Current vs 7-Day Avg -42.18% | -8.98%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bearish conviction with 87% of dollar volume in puts ($5.61M) vs calls ($847.3K). Elevated premium activity with dollar volume up 81% vs prior. Dollar volume significantly above 7-day average (370% higher). Extreme bearish P/C ratio of 3.62 - heavy put buying.

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 NEUTRAL
Prior NEUTRAL
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 17 of results (avg 7.5%, best 2.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 219.559.80$9.682.6%--0.60342
$92.50Aug 218.258.50$8.383.0%100.55560
$100.00Aug 215.155.40$5.284.7%80.413.1K
$105.00Aug 213.653.85$3.755.3%10.321.9K
$94.00Aug 217.257.75$7.506.7%30.525
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 2111.5012.10$11.805.1%--0.5958
$110.00Aug 2118.6020.10$19.357.8%--0.7573
$105.00Aug 2114.7016.15$15.439.4%--0.68112
$106.00Aug 1414.9516.45$15.709.6%20.70--
$79.00Aug 212.182.40$2.299.6%100.192

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. 67 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$76.00Jul 3115.7518.75$17.2517.4%--0.9774
$80.00Jul 3112.2514.70$13.4818.2%500.96284
$79.00Jul 3112.9515.80$14.3819.8%--0.9596
$82.00Jul 3110.0512.95$11.5025.2%--0.9523
$83.00Jul 319.2512.00$10.6325.9%--0.9431
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Jul 3112.8015.60$14.2019.7%11.00--
$101.00Jul 317.159.95$8.5532.7%10.87129
$100.00Jul 316.259.15$7.7037.7%40.833
$99.00Jul 315.557.55$6.5530.5%--0.8030
$107.00Aug 714.6517.25$15.9516.3%10.76--

Most actively traded options today. High liquidity = easy entry/exit. 111 active (total vol 1.7K, top 221)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 71.351.97$1.6637.3%2210.2091
$110.00Jul 310.000.07$0.04175.0%1090.01216
$95.00Jul 311.682.13$1.9023.7%730.41562
$80.00Jul 3112.2514.70$13.4818.2%500.96284
$93.00Jul 312.543.10$2.8219.9%390.53623
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$78.00Jul 310.000.33$0.17194.1%1190.04646
$83.00Jul 310.170.26$0.2240.9%1120.07149
$76.00Jul 310.020.19$0.11154.5%1040.0359
$79.00Jul 310.000.40$0.20200.0%770.0576
$75.00Jul 310.010.05$0.03133.3%590.01216

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 17.2%, max 88.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$81.00Jul 31Aug 28107.0%75.8%41.1%118
$80.00Jul 31Aug 2897.3%78.2%24.5%50296
$85.00Jul 31Sep 483.3%74.0%12.5%8702
$93.00Jul 31Sep 477.7%73.8%5.3%47623
$82.00Jul 31Aug 2887.3%83.5%4.6%--37
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$77.00Jul 31Aug 28145.7%77.3%88.4%11.3K
$78.00Jul 31Aug 28115.5%87.4%32.2%121653
$79.00Jul 31Aug 28113.0%87.6%29.1%7877
$75.00Jul 31Aug 28104.4%82.1%27.1%59232
$80.00Jul 31Aug 2197.3%84.8%14.8%332.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 116 found (best R:R 14.38, avg 2.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$101.00$102.00Jul 31$0.13$0.87$0.136.69$101.13
$100.00$102.00Aug 7$0.27$1.73$0.276.41$100.27
$103.00$106.00Aug 14$0.41$2.59$0.416.32$103.41
$100.00$101.00Jul 31$0.14$0.86$0.146.14$100.14
$105.00$106.00Aug 7$0.15$0.85$0.155.67$105.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$77.00$75.00Aug 28$0.13$1.87$0.1314.38$76.87
$82.50$80.00Aug 21$0.27$2.23$0.278.26$82.23
$77.50$75.00Aug 21$0.30$2.20$0.307.33$77.20
$79.00$77.00Aug 7$0.29$1.71$0.295.90$78.71
$81.00$80.00Jul 31$0.15$0.85$0.155.67$80.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 135 found (best R:R 22.08, avg 1.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$76.00$79.00Jul 31$2.87$2.87$0.1322.08$78.87
$82.00$83.00Jul 31$0.87$0.87$0.136.69$82.87
$86.00$87.00Jul 31$0.85$0.85$0.155.67$86.85
$77.00$80.00Aug 7$2.50$2.50$0.505.00$79.50
$75.00$77.50Aug 21$2.07$2.07$0.434.81$77.07
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$107.00$101.00Jul 31$5.65$5.65$0.3516.14$101.35
$101.00$100.00Jul 31$0.85$0.85$0.155.67$100.15
$101.00$100.00Aug 7$0.80$0.80$0.204.00$100.20
$110.00$105.00Aug 21$3.92$3.92$1.083.63$106.08
$107.00$101.00Aug 7$4.52$4.52$1.483.05$102.48

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 47 found (avg debit $2.90, cheapest $0.80)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$80.00Jul 31Aug 7$1.4797.3%110.6%
$110.00Jul 31Aug 7$1.6281.3%106.8%
$81.00Jul 31Aug 7$1.75107.0%105.6%
$83.00Jul 31Aug 7$1.9286.8%109.9%
$108.00Jul 31Aug 7$1.9376.2%106.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$75.00Jul 31Aug 7$0.80104.4%107.9%
$77.00Jul 31Aug 7$0.94145.7%113.9%
$79.00Jul 31Aug 7$1.41113.0%111.1%
$78.00Jul 31Aug 14$1.54115.5%91.0%
$81.00Jul 31Aug 7$1.57107.0%105.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 54 found (cheapest 5.66% of stock, avg 14.16%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$94.00Jul 31$2.28$3.00$5.28$88.72$99.285.66%
$93.00Jul 31$2.82$2.49$5.31$87.69$98.315.69%
$92.00Jul 31$3.38$2.04$5.42$86.58$97.425.81%
$95.00Jul 31$1.90$3.58$5.48$89.52$100.485.87%
$91.00Jul 31$4.03$1.70$5.73$85.27$96.736.14%
$90.00Jul 31$4.68$1.33$6.01$83.99$96.016.44%
$98.00Jul 31$0.90$5.57$6.47$91.53$104.476.93%
$89.00Jul 31$5.48$1.10$6.58$82.42$95.587.05%
$88.00Jul 31$5.98$0.85$6.83$81.17$94.837.32%
$99.00Jul 31$0.69$6.55$7.24$91.76$106.247.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 110 found (cheapest 2.14% of stock, avg 9.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$98.00$89.00Jul 31$0.90$1.10$2.00$87.00$100.00
$98.00$90.00Jul 31$0.90$1.33$2.23$87.77$100.23
$97.00$89.00Jul 31$1.17$1.10$2.27$86.73$99.27
$97.00$90.00Jul 31$1.17$1.33$2.50$87.50$99.50
$96.00$89.00Jul 31$1.47$1.10$2.57$86.43$98.57
$98.00$91.00Jul 31$0.90$1.70$2.60$88.40$100.60
$96.00$90.00Jul 31$1.47$1.33$2.80$87.20$98.80
$97.00$91.00Jul 31$1.17$1.70$2.87$88.13$99.87
$98.00$92.00Jul 31$0.90$2.04$2.94$89.06$100.94
$95.00$89.00Jul 31$1.90$1.10$3.00$86.00$98.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 154 found (best R:R 13.29, avg credit $1.71)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
79/8081/83Aug 7$1.86$0.1413.29$78.14$82.86
86/8788/90Aug 7$1.85$0.1512.33$85.15$89.85
91/93101/103Aug 14$1.85$0.1512.33$91.15$102.85
81/8390/92Aug 7$1.84$0.1611.50$81.16$91.84
75/7788/90Aug 7$1.82$0.1810.11$75.18$89.82
91/9399/100Aug 14$1.82$0.1810.11$91.18$100.82
78/7980/82Aug 21$2.27$0.239.87$76.73$82.27
83/8588/90Aug 7$1.81$0.199.53$83.19$89.81
91/9394/95Aug 14$1.80$0.209.00$91.20$95.80
78/7992/94Aug 21$1.35$0.159.00$77.65$93.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 48 found (best R:R 34.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$75.00$77.50$80.00Aug 21$0.07$2.4334.71
$106.00$108.00$110.00Aug 7$0.07$1.9327.57
$98.00$99.00$100.00Jul 31$0.05$0.9519.00
$101.00$102.00$103.00Jul 31$0.05$0.9519.00
$103.00$104.00$105.00Jul 31$0.05$0.9519.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$100.00$105.00$110.00Aug 21$0.29$4.7116.24
$92.00$93.00$94.00Jul 31$0.06$0.9415.67
$93.00$94.00$95.00Jul 31$0.07$0.9313.29
$87.00$88.00$89.00Jul 31$0.08$0.9211.50
$87.00$88.00$89.00Aug 7$0.09$0.9110.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 54 found (best net $-0.76, 51 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$110.001:2Aug 28-$0.76$9.24
$85.00$95.001:2Aug 28-$3.41$6.59
$85.00$93.001:2Sep 4-$4.35$3.65
$105.00$110.001:2Aug 21-$1.47$3.53
$100.00$105.001:2Aug 21-$2.22$2.78
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$84.001:2Aug 14-$1.99$4.01
$85.00$79.001:2Aug 28-$2.10$3.90
$82.00$78.001:2Aug 14-$0.75$3.25
$107.00$101.001:2Jul 31-$2.90$3.10
$77.00$75.001:2Aug 7-$0.34$1.66

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 7.82%, avg 3.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$95.00Aug 28$7.300.511.8%7.82%9.58%106
$94.00Aug 21$7.250.520.7%7.77%8.45%35
$95.00Aug 21$6.600.501.8%7.07%8.83%20231
$94.00Aug 14$6.550.520.7%7.02%7.70%104
$97.00Aug 21$5.950.463.9%6.37%10.27%42
$95.00Aug 14$5.900.491.8%6.32%8.08%112
$94.00Aug 7$5.800.510.7%6.21%6.90%108
$97.50Aug 21$5.650.464.4%6.05%10.49%1114
$95.00Aug 7$5.150.491.8%5.52%7.27%758
$100.00Aug 21$5.150.417.1%5.52%12.63%83.1K

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 1,360
Total Puts 4,918
Put/Call Ratio 3.62
Net Difference -3,558

Prior's Put/Call Breakdown

Total Calls 4,292
Total Puts 2,263
Put/Call Ratio 0.53
Net Difference 2,029

Prior 7-Day Put/Call Summary

Total Calls 16,251
Total Puts 15,870
Average Put/Call Ratio 1.24
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