Tour v477
W
WAYFAIR INC A
$86.40 -3.77%
7/31 15:07

Option Volume

Detail
Current (07/31 3:05pm) 10,487
Calls: 3,686 (35%)
Puts: 6,801 (65%)
Prior (07/29) 5,429
Calls: 1,115 (21%)
Puts: 4,314 (79%)
Current vs Prior +93.17%
Calls: +230.58% (Calls)
Puts: +57.65% (Puts)
Prior 7-Day Total 36,279
Calls: 16,318 (45%)
Puts: 19,961 (55%)
Prior 7-Day Average 5,182
Calls: 2,331 (45%)
Puts: 2,851 (55%)
Current vs Prior 7-Day Avg +102.35%
Calls: +58.12%
Puts: +138.50%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/31 3:05pm) $5.00M
Calls: $1.33M (27%)
Puts: $3.66M (73%)
Prior (07/29) $2.32M
Calls: $700.2K (30%)
Puts: $1.62M (70%)
Current vs Prior +115.48%
Calls: +90.61%
Puts: +126.24%
Prior 7-Day Total $16.35M
Calls: $6.52M (40%)
Puts: $9.83M (60%)
Prior 7-Day Average $2.34M
Calls: $931.6K (40%)
Puts: $1.40M (60%)
Current vs Prior 7-Day Avg +113.95%
Calls: +43.26%
Puts: +160.85%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/31 3:05pm) 1.85
Prior (07/29) 3.87
Current vs Prior -52.31%
Prior 7-Day Average 1.67
Current vs Prior 7-Day Avg +10.36%
Sentiment BEARISH

Open Interest

Detail
Current (07/31 3:05pm) 174,270
Calls: 80,466 (46%)
Puts: 93,804 (54%)
Prior (07/29) 167,101
Calls: 79,096 (47%)
Puts: 88,005 (53%)
Current vs Prior +4.29%
Prior 7-Day Total 980,864
Calls: 471,382 (48%)
Puts: 509,482 (52%)
Prior 7-Day Average 140,123
Calls: 67,340 (48%)
Puts: 72,783 (52%)
Current vs Prior 7-Day Avg +24.37%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.06% | 13.83%17.05% | 22.95%
Prior 6.23% | 14.30%17.35% | 23.00%
Current vs Prior -66.95% | -3.28%-1.75% | -0.20%
Prior 7-Day Avg 6.10% | 11.64%18.78% | 24.14%
Current vs 7-Day Avg -66.22% | +18.77%-9.21% | -4.93%
Prior 7-Day Eod 6.23% | 14.30%17.30% | 23.09%
Current vs 7-Day Eod -66.95% | -3.28%-1.44% | -0.60%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 71.25% | 10.04%
Calls: 66.89% | 10.17%
Puts: 75.61% | 9.92%
Prior 16.59% | 14.18%
Calls: 19.86% | 12.31%
Puts: 13.33% | 16.06%
Current vs Prior +329.48% | -29.20%
Prior 7-Day Avg 20.11% | 15.55%
Calls: 21.38% | 14.85%
Puts: 18.85% | 16.26%
Current vs 7-Day Avg +254.28% | -35.45%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 73% put dollar volume ($3.66M). Massive premium surge with dollar volume up 115% vs prior. Dollar volume significantly above 7-day average (114% higher). Above-average activity with volume up 93% vs prior.

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 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 17 of results (avg 8.4%, best 4.6%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$77.50Aug 2111.5512.70$12.139.5%--0.73122
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 2115.8516.60$16.234.6%--0.7258
$90.00Aug 218.909.45$9.186.0%50.53353
$97.00Aug 712.3513.15$12.756.3%--0.72122
$88.00Aug 217.758.35$8.057.5%30.491.0K
$93.00Aug 1410.0510.90$10.488.1%--0.6112

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. 73 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$74.00Jul 3111.6013.85$12.7317.7%31.00--
$75.00Jul 3110.6012.90$11.7519.6%20.998
$80.00Jul 315.407.80$6.6036.4%--0.99263
$76.00Jul 319.5511.90$10.7321.9%40.9874
$81.00Jul 314.256.85$5.5546.8%--0.9630
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$91.00Jul 313.955.40$4.6831.0%210.95101
$98.00Jul 3110.2012.65$11.4321.4%20.9048
$97.00Jul 319.1511.65$10.4024.0%--0.8913
$90.00Jul 313.004.65$3.8343.1%210.89545
$99.00Jul 3111.8013.60$12.7014.2%20.8230

Most actively traded options today. High liquidity = easy entry/exit. 118 active (total vol 6.8K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$88.00Aug 74.705.40$5.0513.9%7690.4940
$103.00Aug 70.831.49$1.1656.9%7520.174
$85.00Jul 310.972.29$1.6381.0%2960.82700
$88.00Jul 310.030.36$0.20165.0%2590.2056
$90.00Jul 310.000.32$0.16200.0%1660.12363
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$89.00Jul 312.123.20$2.6640.6%1.3K0.682.3K
$85.00Jul 310.040.29$0.16156.2%1.2K0.182.1K
$83.00Jul 310.000.10$0.05200.0%1200.05252
$84.00Jul 310.010.11$0.06166.7%1080.0837
$86.00Jul 310.150.74$0.45131.1%730.39762

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 51 strikes (avg 450.8%, max 1533.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$102.00Jul 31Aug 211375.4%87.7%1468.0%51239
$99.00Jul 31Aug 211211.1%88.4%1269.8%225
$95.00Jul 31Aug 28970.6%87.7%1007.1%3528
$94.00Jul 31Aug 28905.5%84.6%970.5%6787
$97.00Jul 31Aug 21775.1%88.3%777.7%2274
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$73.00Jul 31Aug 141472.8%90.1%1533.8%134
$79.00Jul 31Sep 4976.8%71.8%1260.1%--40
$99.00Jul 31Aug 141211.1%99.7%1115.2%248
$94.00Jul 31Aug 21905.5%90.9%896.1%229
$93.00Jul 31Aug 14816.1%101.1%707.1%351

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 109 found (best R:R 15.67, avg 2.23)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$90.00$91.00Jul 31$0.10$0.90$0.109.00$90.10
$96.00$97.00Aug 7$0.14$0.86$0.146.14$96.14
$100.00$101.00Aug 14$0.16$0.84$0.165.25$100.16
$100.00$103.00Aug 7$0.52$2.48$0.524.77$100.52
$91.00$93.00Aug 14$0.37$1.63$0.374.41$91.37
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$73.00$70.00Aug 14$0.18$2.82$0.1815.67$72.82
$73.00$70.00Aug 7$0.19$2.81$0.1914.79$72.81
$85.00$84.00Jul 31$0.10$0.90$0.109.00$84.90
$75.00$74.00Aug 7$0.11$0.89$0.118.09$74.89
$76.00$75.00Aug 7$0.20$0.80$0.204.00$75.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 129 found (best R:R 6.69, avg 1.25)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$81.00$82.00Jul 31$0.87$0.87$0.136.69$81.87
$70.00$72.50Aug 21$2.08$2.08$0.424.95$72.08
$75.00$77.50Aug 21$2.05$2.05$0.454.56$77.05
$72.50$75.00Aug 21$1.97$1.97$0.533.72$74.47
$70.00$80.00Aug 28$7.60$7.60$2.403.17$77.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$73.00$72.00Jul 31$0.87$0.87$0.136.69$72.13
$97.50$95.00Aug 21$2.13$2.13$0.375.76$95.37
$91.00$90.00Jul 31$0.85$0.85$0.155.67$90.15
$100.00$97.50Aug 21$2.10$2.10$0.405.25$97.90
$93.00$92.00Aug 7$0.83$0.83$0.174.88$92.17

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $3.04, cheapest $0.48)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$70.00Aug 14Aug 21$0.4899.8%87.7%
$99.00Jul 31Aug 7$0.681211.1%118.4%
$102.00Jul 31Aug 21$1.341375.4%87.7%
$95.00Jul 31Aug 7$1.64970.6%120.1%
$100.00Jul 31Aug 7$1.67475.5%122.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$70.00Jul 31Aug 7$0.69674.6%123.5%
$95.00Aug 7Aug 21$1.02120.1%87.7%
$100.00Aug 7Aug 21$1.25122.2%88.6%
$99.00Jul 31Aug 7$1.281211.1%118.4%
$74.00Jul 31Aug 7$1.36510.8%121.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 67 found (cheapest 1.50% of stock, avg 13.96%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$87.00Jul 31$0.40$0.90$1.30$85.70$88.301.50%
$86.00Jul 31$0.88$0.45$1.33$84.67$87.331.54%
$85.00Jul 31$1.63$0.16$1.79$83.21$86.792.07%
$88.00Jul 31$0.20$1.67$1.87$86.13$89.872.16%
$84.00Jul 31$2.70$0.06$2.76$81.24$86.763.19%
$89.00Jul 31$1.08$2.66$3.74$85.26$92.744.33%
$83.00Jul 31$3.73$0.05$3.78$79.22$86.784.38%
$90.00Jul 31$0.16$3.83$3.99$86.01$93.994.62%
$82.00Jul 31$4.68$0.05$4.73$77.27$86.735.47%
$91.00Jul 31$0.06$4.68$4.74$86.26$95.745.49%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 115 found (cheapest 0.65% of stock, avg 9.84%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$87.00$85.00Jul 31$0.40$0.16$0.56$84.44$87.56
$87.00$86.00Jul 31$0.40$0.45$0.85$85.15$87.85
$93.00$85.00Jul 31$1.00$0.16$1.16$83.84$94.16
$92.00$85.00Jul 31$1.07$0.16$1.23$83.77$93.23
$94.00$85.00Jul 31$1.07$0.16$1.23$83.77$95.23
$89.00$85.00Jul 31$1.08$0.16$1.24$83.76$90.24
$93.00$86.00Jul 31$1.00$0.45$1.45$84.55$94.45
$87.00$79.00Jul 31$0.40$1.07$1.47$77.53$88.47
$87.00$73.00Jul 31$0.40$1.07$1.47$71.53$88.47
$87.00$71.00Jul 31$0.40$1.07$1.47$69.53$88.47

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 212 found (best R:R 9.00, avg credit $1.19)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
77/7885/86Aug 7$0.90$0.109.00$77.10$85.90
72/7578/80Aug 21$2.24$0.268.62$72.76$79.74
82/8485/88Aug 14$2.67$0.338.09$81.33$87.67
81/8282/83Aug 21$0.89$0.118.09$81.11$83.39
76/7785/86Aug 7$0.88$0.127.33$76.12$85.88
78/7993/94Aug 14$0.88$0.127.33$78.12$93.88
73/7478/81Aug 7$2.63$0.377.11$71.37$80.63
75/7778/80Aug 21$2.19$0.317.06$74.81$79.69
79/8084/85Aug 21$0.87$0.136.69$79.13$84.87
70/7278/80Aug 21$2.15$0.356.14$70.35$79.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 42 found (best R:R 26.78, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$70.00$72.50$75.00Aug 21$0.11$2.3921.73
$72.00$73.00$74.00Jul 31$0.10$0.909.00
$95.00$96.00$97.00Aug 21$0.10$0.909.00
$95.00$96.00$97.00Aug 7$0.11$0.898.09
$92.00$93.00$94.00Jul 31$0.14$0.866.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$70.00$72.50$75.00Aug 21$0.09$2.4126.78
$87.00$88.00$89.00Aug 7$0.05$0.9519.00
$90.00$91.00$92.00Aug 7$0.07$0.9313.29
$82.00$83.00$84.00Aug 28$0.07$0.9313.29
$88.00$89.00$90.00Aug 7$0.08$0.9211.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 36 found (best net $-0.19, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$82.00$94.001:2Aug 28-$0.19$11.81
$70.00$80.001:2Aug 28-$3.45$6.55
$95.00$100.001:2Aug 28-$1.34$3.66
$96.00$100.001:2Aug 14-$1.22$2.78
$100.00$103.001:2Aug 7-$0.64$2.36
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$81.00$75.001:2Aug 28-$0.93$5.07
$75.00$70.001:2Aug 28-$0.62$4.38
$79.00$74.001:2Sep 4-$2.06$2.94
$73.00$70.001:2Aug 7-$0.51$2.49
$73.00$70.001:2Aug 14-$0.94$2.06

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 39 found (best yield 7.12%, avg 3.73%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$87.50Aug 21$6.150.521.3%7.12%8.39%--45
$88.00Aug 21$5.950.511.9%6.89%8.74%2--
$90.00Aug 21$5.300.474.2%6.13%10.30%--353
$88.00Aug 14$5.150.491.9%5.96%7.81%40--
$87.00Aug 7$4.950.520.7%5.73%6.42%452
$88.00Aug 7$4.700.491.9%5.44%7.29%76940
$90.00Aug 14$4.400.454.2%5.09%9.26%--104
$92.50Aug 21$4.400.417.1%5.09%12.15%--550
$89.00Aug 7$4.350.473.0%5.03%8.04%17
$94.00Aug 28$4.350.408.8%5.03%13.83%1--

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 3,686
Total Puts 6,801
Put/Call Ratio 1.85
Net Difference -3,115

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 16,318
Total Puts 19,961
Average Put/Call Ratio 1.67
Ratio Trend Falling

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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