Tour v456
W
WAYFAIR INC A
$92.64 -2.01%
7/29 15:07

Option Volume

Detail
Current (07/29 3:05pm) 5,429
Calls: 1,115 (21%)
Puts: 4,314 (79%)
Prior (07/28) 6,278
Calls: 1,360 (22%)
Puts: 4,918 (78%)
Current vs Prior -13.52%
Calls: -18.01% (Calls)
Puts: -12.28% (Puts)
Prior 7-Day Total 34,261
Calls: 17,636 (51%)
Puts: 16,625 (49%)
Prior 7-Day Average 4,894
Calls: 2,519 (51%)
Puts: 2,375 (49%)
Current vs Prior 7-Day Avg +10.92%
Calls: -55.74%
Puts: +81.64%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/29 3:05pm) $2.32M
Calls: $700.2K (30%)
Puts: $1.62M (70%)
Prior (07/28) $6.45M
Calls: $847.3K (13%)
Puts: $5.61M (87%)
Current vs Prior -64.07%
Calls: -17.37%
Puts: -71.12%
Prior 7-Day Total $11.77M
Calls: $7.07M (60%)
Puts: $4.70M (40%)
Prior 7-Day Average $1.68M
Calls: $1.01M (60%)
Puts: $671.1K (40%)
Current vs Prior 7-Day Avg +37.92%
Calls: -30.71%
Puts: +141.26%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/29 3:05pm) 3.87
Prior (07/28) 3.62
Current vs Prior +6.99%
Prior 7-Day Average 1.24
Current vs Prior 7-Day Avg +212.10%
Sentiment BEARISH

Open Interest

Detail
Current (07/29 3:05pm) 167,101
Calls: 79,096 (47%)
Puts: 88,005 (53%)
Prior (07/28) 162,452
Calls: 78,118 (48%)
Puts: 84,334 (52%)
Current vs Prior +2.86%
Prior 7-Day Total 1,001,197
Calls: 481,856 (48%)
Puts: 519,341 (52%)
Prior 7-Day Average 143,028
Calls: 68,836 (48%)
Puts: 74,191 (52%)
Current vs Prior 7-Day Avg +16.83%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 5.99% | 14.46%17.99% | 23.59%
Prior 7.16% | 15.12%18.12% | 24.62%
Current vs Prior -16.29% | -4.31%-0.67% | -4.20%
Prior 7-Day Avg 5.52% | 10.70%16.61% | 23.78%
Current vs 7-Day Avg +8.60% | +35.13%+8.36% | -0.82%
Prior 7-Day Eod 7.16% | 15.12%17.89% | 23.22%
Current vs 7-Day Eod -16.29% | -4.31%+0.60% | +1.59%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 39.95% | 13.39%
Calls: 33.22% | 14.29%
Puts: 46.69% | 12.50%
Prior 14.51% | 14.05%
Calls: 20.44% | 11.06%
Puts: 8.57% | 17.05%
Current vs Prior +175.33% | -4.70%
Prior 7-Day Avg 24.65% | 15.40%
Calls: 21.24% | 15.07%
Puts: 28.05% | 15.73%
Current vs 7-Day Avg +62.10% | -13.04%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 70% put dollar volume ($1.62M). Light premium activity with dollar volume down 64% vs prior. Extreme bearish P/C ratio of 3.87 - 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 BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 13 of results (avg 8.5%, best 5.6%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Aug 2118.8520.45$19.658.1%--0.85276
$84.00Aug 1411.9513.05$12.508.8%240.72--
$85.00Aug 710.6011.60$11.109.0%--0.7252
$77.50Aug 2116.8018.55$17.689.9%--0.82122
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 2119.1020.20$19.655.6%--0.7673
$99.00Aug 1410.2510.90$10.586.1%180.59--
$105.00Aug 2115.1016.15$15.636.7%--0.68112
$100.00Aug 2111.4512.40$11.938.0%--0.5958
$103.00Aug 1412.8514.05$13.458.9%10.67--

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. 72 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$76.00Jul 3116.1018.00$17.0511.1%--1.0074
$79.00Jul 3113.1014.75$13.9311.8%--1.0096
$80.00Jul 3112.1514.05$13.1014.5%--1.00263
$82.00Jul 3110.2012.00$11.1016.2%--0.9823
$77.00Jul 3115.1016.75$15.9310.4%60.958
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$101.00Jul 317.4010.00$8.7029.9%--0.92130
$106.00Jul 3112.3014.70$13.5017.8%30.90--
$100.00Jul 316.508.85$7.6830.6%30.877
$99.00Jul 315.658.20$6.9336.8%--0.8530
$108.00Jul 3114.1516.35$15.2514.4%40.84--

Most actively traded options today. High liquidity = easy entry/exit. 108 active (total vol 3.7K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 310.160.59$0.38113.2%1140.12743
$95.00Jul 311.001.73$1.3753.3%640.35537
$96.00Jul 310.841.41$1.1350.4%450.2983
$95.00Aug 145.856.80$6.3215.0%440.4913
$98.00Jul 310.350.79$0.5777.2%430.18138
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$88.00Aug 215.106.25$5.6820.2%1.0K0.371
$89.00Jul 310.561.01$0.7957.0%7790.251.6K
$90.00Jul 310.901.32$1.1137.8%2490.32406
$77.00Aug 211.832.16$2.0016.5%1790.17--
$91.00Aug 145.756.35$6.059.9%1420.4270

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 34 strikes (avg 31.0%, max 145.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$110.00Jul 31Aug 21210.6%86.0%145.0%5452
$108.00Jul 31Aug 7195.8%110.6%77.1%235
$81.00Aug 7Aug 28121.1%84.8%42.7%--24
$105.00Jul 31Aug 21112.7%87.4%29.0%132.5K
$77.00Jul 31Aug 7162.5%126.4%28.6%618
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$75.00Jul 31Aug 28157.9%79.1%99.5%16214
$77.00Jul 31Aug 28162.5%86.4%88.0%21.3K
$108.00Jul 31Aug 7195.8%110.6%77.1%51
$79.00Jul 31Sep 4126.1%75.6%66.7%1030
$76.00Jul 31Aug 21125.5%86.6%45.0%3990

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 99 found (best R:R 11.50, avg 2.49)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$96.00$97.50Aug 21$0.12$1.38$0.1211.50$96.12
$110.00$111.00Aug 7$0.11$0.89$0.118.09$110.11
$106.00$108.00Aug 7$0.23$1.77$0.237.70$106.23
$98.00$99.00Jul 31$0.14$0.86$0.146.14$98.14
$104.00$105.00Jul 31$0.15$0.85$0.155.67$104.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$82.00$81.00Aug 7$0.10$0.90$0.109.00$81.90
$86.00$85.00Aug 7$0.11$0.89$0.118.09$85.89
$89.00$88.00Jul 31$0.12$0.88$0.127.33$88.88
$91.00$90.00Aug 7$0.12$0.88$0.127.33$90.88
$81.00$80.00Jul 31$0.13$0.87$0.136.69$80.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 129 found (best R:R 24.00, avg 1.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$85.00$86.00Jul 31$0.88$0.88$0.127.33$85.88
$77.00$79.00Aug 7$1.75$1.75$0.257.00$78.75
$87.00$88.00Jul 31$0.85$0.85$0.155.67$87.85
$79.00$80.00Jul 31$0.83$0.83$0.174.88$79.83
$89.00$90.00Jul 31$0.80$0.80$0.204.00$89.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$106.00$101.00Jul 31$4.80$4.80$0.2024.00$101.20
$108.00$106.00Jul 31$1.75$1.75$0.257.00$106.25
$107.00$103.00Aug 7$3.30$3.30$0.704.71$103.70
$85.00$84.00Sep 4$0.81$0.81$0.194.26$84.19
$110.00$105.00Aug 21$4.02$4.02$0.984.10$105.98

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $2.79, cheapest $0.35)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$110.00Jul 31Aug 7$0.43210.6%108.9%
$108.00Jul 31Aug 7$0.81195.8%110.6%
$77.00Jul 31Aug 7$1.27162.5%126.4%
$79.00Jul 31Aug 7$1.52126.1%116.1%
$80.00Jul 31Aug 7$1.5599.2%117.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$103.00Aug 7Aug 14$0.35107.6%92.0%
$75.00Jul 31Aug 7$0.80157.9%118.4%
$95.00Aug 7Aug 21$1.10109.9%89.2%
$77.00Jul 31Aug 7$1.23162.5%126.4%
$79.00Jul 31Aug 7$1.42126.1%116.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 61 found (cheapest 5.17% of stock, avg 14.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$93.00Jul 31$2.07$2.72$4.79$88.21$97.795.17%
$92.00Jul 31$2.83$2.18$5.01$86.99$97.015.41%
$94.00Jul 31$1.79$3.30$5.09$88.91$99.095.49%
$91.00Jul 31$3.47$1.75$5.22$85.78$96.225.63%
$90.00Jul 31$4.15$1.11$5.26$84.74$95.265.68%
$89.00Jul 31$4.95$0.79$5.74$83.26$94.746.20%
$97.00Jul 31$0.81$5.30$6.11$90.89$103.116.60%
$88.00Jul 31$5.50$0.67$6.17$81.83$94.176.66%
$98.00Jul 31$0.57$6.00$6.57$91.43$104.577.09%
$87.00Jul 31$6.35$0.49$6.84$80.16$93.847.38%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 95 found (cheapest 1.60% of stock, avg 9.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$97.00$88.00Jul 31$0.81$0.67$1.48$86.52$98.48
$97.00$89.00Jul 31$0.81$0.79$1.60$87.40$98.60
$96.00$88.00Jul 31$1.13$0.67$1.80$86.20$97.80
$96.00$89.00Jul 31$1.13$0.79$1.92$87.08$97.92
$97.00$90.00Jul 31$0.81$1.11$1.92$88.08$98.92
$95.00$88.00Jul 31$1.37$0.67$2.04$85.96$97.04
$95.00$89.00Jul 31$1.37$0.79$2.16$86.84$97.16
$96.00$90.00Jul 31$1.13$1.11$2.24$87.76$98.24
$94.00$88.00Jul 31$1.79$0.67$2.46$85.54$96.46
$95.00$90.00Jul 31$1.37$1.11$2.48$87.52$97.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 136 found (best R:R 21.73, avg credit $1.65)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
78/7980/82Aug 21$2.39$0.1121.73$76.61$82.39
79/8081/83Aug 7$1.88$0.1215.67$78.12$82.88
80/8285/88Aug 21$2.35$0.1515.67$80.15$87.35
85/87100/101Aug 14$1.83$0.1710.76$85.17$101.83
75/7783/85Aug 7$1.81$0.199.53$75.19$84.81
75/7788/90Aug 7$1.78$0.228.09$75.22$89.78
84/8592/94Aug 21$1.32$0.187.33$83.68$93.82
86/8790/92Aug 7$1.75$0.257.00$85.25$91.75
80/8193/94Aug 7$0.87$0.136.69$80.13$93.87
78/7982/84Aug 21$1.30$0.206.50$77.70$83.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 50 found (best R:R 34.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$77.50$80.00$82.50Aug 21$0.11$2.3921.73
$86.00$87.00$88.00Jul 31$0.05$0.9519.00
$87.50$90.00$92.50Aug 21$0.15$2.3515.67
$96.00$97.00$98.00Jul 31$0.08$0.9211.50
$79.00$80.00$81.00Aug 7$0.08$0.9211.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$95.00$97.50$100.00Aug 21$0.07$2.4334.71
$85.00$86.00$87.00Jul 31$0.06$0.9415.67
$100.00$105.00$110.00Aug 21$0.32$4.6814.63
$83.00$84.00$85.00Jul 31$0.10$0.909.00
$86.00$87.00$88.00Jul 31$0.11$0.898.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 44 found (best net $-0.71, 42 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$82.00$95.001:2Aug 28-$0.71$12.29
$101.00$110.001:2Aug 14-$0.88$8.12
$105.00$110.001:2Aug 21-$1.40$3.60
$100.00$105.001:2Aug 7-$1.58$3.42
$95.00$100.001:2Aug 14-$2.54$2.46
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$83.00$77.001:2Aug 28-$1.29$4.71
$82.00$78.001:2Aug 14-$0.70$3.30
$84.00$79.001:2Sep 4-$1.72$3.28
$99.00$93.001:2Aug 14-$3.42$2.58
$97.00$94.001:2Jul 31-$1.30$1.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 36 found (best yield 7.72%, avg 3.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$94.00Aug 21$7.150.511.5%7.72%9.19%--79
$95.00Aug 28$7.150.512.5%7.72%10.27%--16
$95.00Aug 21$6.650.492.5%7.18%9.73%--232
$93.00Aug 14$6.250.540.4%6.75%7.14%--12
$94.00Aug 14$6.250.521.5%6.75%8.21%212
$93.00Aug 7$5.950.540.4%6.42%6.81%--90
$95.00Aug 14$5.850.492.5%6.31%8.86%4413
$96.00Aug 21$5.500.473.6%5.94%9.56%19
$97.50Aug 21$5.500.455.2%5.94%11.18%--113
$94.00Aug 7$5.450.511.5%5.88%7.35%--22

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 1,115
Total Puts 4,314
Put/Call Ratio 3.87
Net Difference -3,199

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 17,636
Total Puts 16,625
Average Put/Call Ratio 1.24
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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