Tour v492
W
WAYFAIR INC A
$105.33 -2.08%
8/6 15:07

Option Volume

Detail
Current (08/06 3:05pm) 6,260
Calls: 3,393 (54%)
Puts: 2,867 (46%)
Prior (08/05) 16,009
Calls: 8,733 (55%)
Puts: 7,276 (45%)
Current vs Prior -60.90%
Calls: -61.15% (Calls)
Puts: -60.60% (Puts)
Prior 7-Day Total 82,237
Calls: 33,168 (40%)
Puts: 49,069 (60%)
Prior 7-Day Average 11,748
Calls: 4,738 (40%)
Puts: 7,009 (60%)
Current vs Prior 7-Day Avg -46.71%
Calls: -28.39%
Puts: -59.10%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/06 3:05pm) $2.98M
Calls: $1.30M (44%)
Puts: $1.68M (56%)
Prior (08/05) $11.18M
Calls: $7.61M (68%)
Puts: $3.57M (32%)
Current vs Prior -73.30%
Calls: -82.92%
Puts: -52.81%
Prior 7-Day Total $53.40M
Calls: $27.51M (52%)
Puts: $25.89M (48%)
Prior 7-Day Average $7.63M
Calls: $3.93M (52%)
Puts: $3.70M (48%)
Current vs Prior 7-Day Avg -60.89%
Calls: -66.93%
Puts: -54.47%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/06 3:05pm) 0.84
Prior (08/05) 0.83
Current vs Prior +1.42%
Prior 7-Day Average 1.90
Current vs Prior 7-Day Avg -55.42%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/06 3:05pm) 205,400
Calls: 91,548 (45%)
Puts: 113,852 (55%)
Prior (08/05) 199,196
Calls: 88,758 (45%)
Puts: 110,438 (55%)
Current vs Prior +3.11%
Prior 7-Day Total 1,035,150
Calls: 486,908 (47%)
Puts: 548,242 (53%)
Prior 7-Day Average 147,878
Calls: 69,558 (47%)
Puts: 78,320 (53%)
Current vs Prior 7-Day Avg +38.90%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 3.57% | 7.97%10.21% | 19.04%
Prior 7.55% | 11.05%14.85% | 21.22%
Current vs Prior -52.74% | -27.83%-31.27% | -10.30%
Prior 7-Day Avg 7.02% | 14.12%17.19% | 23.02%
Current vs 7-Day Avg -49.12% | -43.54%-40.63% | -17.32%
Prior 7-Day Eod 7.55% | 11.05%11.20% | 19.92%
Current vs 7-Day Eod -52.74% | -27.83%-8.89% | -4.45%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 56.99% | 16.67%
Calls: 67.25% | 16.47%
Puts: 46.73% | 16.87%
Prior 19.00% | 13.76%
Calls: 25.81% | 19.26%
Puts: 12.20% | 8.26%
Current vs Prior +199.95% | +21.15%
Prior 7-Day Avg 26.90% | 14.62%
Calls: 27.41% | 13.67%
Puts: 26.40% | 15.57%
Current vs 7-Day Avg +111.84% | +14.06%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 73% vs prior. Below-average activity with volume down 61% vs prior.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 34 of results (avg 7.0%, best 1.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Sep 186.707.05$6.885.1%1280.46525
$105.00Sep 188.759.25$9.005.6%2040.55140
$115.00Sep 185.055.35$5.205.8%5020.38592
$92.50Sep 1816.0017.00$16.506.1%--0.77224
$102.00Aug 216.807.25$7.036.4%--0.6321
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Sep 185.855.95$5.901.7%780.36340
$105.00Sep 188.158.30$8.231.8%860.45172
$115.00Sep 1814.0514.50$14.283.2%740.62280
$110.00Sep 1810.8511.25$11.053.6%1110.541.0K
$95.00Sep 183.854.00$3.933.8%160.27321

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. 116 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$88.00Aug 716.2018.45$17.3313.0%10.99896
$90.00Aug 715.0517.20$16.1313.3%220.99145
$85.00Aug 719.6522.20$20.9212.2%--0.9971
$86.00Aug 718.2021.20$19.7015.2%--0.99122
$93.00Aug 711.9513.80$12.8814.4%10.99150
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Aug 77.159.35$8.2526.7%--1.0047
$120.00Aug 713.1015.35$14.2315.8%31.006
$113.00Aug 76.458.70$7.5729.7%60.9634
$115.00Aug 78.159.90$9.0319.4%50.96145
$117.00Aug 710.1012.45$11.2720.9%--0.9351

Most actively traded options today. High liquidity = easy entry/exit. 178 active (total vol 4.9K, top 502)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Sep 185.055.35$5.205.8%5020.38592
$110.00Aug 142.002.62$2.3126.8%2600.3545
$115.00Aug 211.852.04$1.959.7%2330.26313
$120.00Aug 140.370.77$0.5770.2%2260.1179
$105.00Sep 188.759.25$9.005.6%2040.55140
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$99.00Aug 212.262.61$2.4314.4%4620.2848
$97.00Aug 210.952.01$1.4871.6%1670.2115
$110.00Sep 1810.8511.25$11.053.6%1110.541.0K
$105.00Sep 188.158.30$8.231.8%860.45172
$100.00Sep 185.855.95$5.901.7%780.36340

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 75 strikes (avg 68.2%, max 207.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$91.00Aug 7Aug 21182.8%59.5%207.3%2055
$85.00Aug 7Sep 18169.7%62.0%173.8%--1.2K
$87.00Aug 7Aug 14198.5%74.1%168.0%--70
$89.00Aug 7Aug 28173.9%68.9%152.3%6137
$94.00Aug 7Aug 21138.4%55.5%149.1%10187
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$87.00Aug 7Sep 4198.5%66.3%199.5%--282
$89.00Aug 7Sep 11173.9%58.3%198.2%179
$85.00Aug 7Sep 18169.7%62.0%173.8%20712
$91.00Aug 7Sep 11182.8%68.3%167.5%--176
$86.00Aug 7Aug 28168.7%69.3%143.3%6171

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 136 found (best R:R 25.32, avg 2.81)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$120.00$125.00Aug 14$0.19$4.81$0.1925.32$120.19
$120.00$126.00Sep 11$0.71$5.29$0.717.45$120.71
$121.00$124.00Aug 21$0.38$2.62$0.386.89$121.38
$119.00$120.00Aug 7$0.13$0.87$0.136.69$119.13
$118.00$119.00Aug 7$0.14$0.86$0.146.14$118.14
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$91.00$88.00Aug 14$0.12$2.88$0.1224.00$90.88
$97.00$95.00Aug 14$0.19$1.81$0.199.53$96.81
$87.00$86.00Aug 7$0.10$0.90$0.109.00$86.90
$86.00$85.00Aug 14$0.10$0.90$0.109.00$85.90
$93.00$92.00Sep 11$0.10$0.90$0.109.00$92.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 187 found (best R:R 19.83, avg 1.72)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$85.00$87.50Aug 21$2.38$2.38$0.1219.83$87.38
$85.00$87.00Aug 14$1.80$1.80$0.209.00$86.80
$85.00$87.50Sep 18$2.23$2.23$0.278.26$87.23
$100.00$102.00Aug 7$1.78$1.78$0.228.09$101.78
$91.00$92.00Aug 21$0.88$0.88$0.127.33$91.88
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$125.00$120.00Aug 21$4.42$4.42$0.587.62$120.58
$96.00$95.00Sep 4$0.88$0.88$0.127.33$95.12
$118.00$117.00Aug 14$0.83$0.83$0.174.88$117.17
$110.00$109.00Aug 7$0.82$0.82$0.184.56$109.18
$120.00$115.00Aug 21$4.10$4.10$0.904.56$115.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 72 found (avg debit $1.36, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$93.00Aug 7Aug 14$0.20102.6%68.5%
$125.00Aug 7Aug 14$0.36126.3%76.3%
$91.00Aug 7Aug 14$0.40182.8%71.0%
$87.00Aug 7Aug 14$0.43198.5%74.1%
$119.00Aug 7Aug 14$0.43130.7%66.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$91.00Aug 7Aug 14$0.10182.8%71.0%
$85.00Aug 7Aug 14$0.14169.7%81.0%
$86.00Aug 7Aug 14$0.23168.7%84.8%
$88.00Aug 7Aug 14$0.24136.8%76.3%
$116.00Aug 7Aug 14$0.27129.1%63.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 104 found (cheapest 3.14% of stock, avg 12.68%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$106.00Aug 7$1.47$1.84$3.31$102.69$109.313.14%
$105.00Aug 7$1.92$1.42$3.34$101.66$108.343.17%
$104.00Aug 7$2.44$1.22$3.66$100.34$107.663.47%
$107.00Aug 7$1.20$2.65$3.85$103.15$110.853.66%
$103.00Aug 7$3.12$0.83$3.95$99.05$106.953.75%
$108.00Aug 7$0.85$3.28$4.13$103.87$112.133.92%
$109.00Aug 7$0.51$3.98$4.49$104.51$113.494.26%
$102.00Aug 7$4.10$0.63$4.73$97.27$106.734.49%
$110.00Aug 7$0.28$4.80$5.08$104.92$115.084.82%
$111.00Aug 7$0.24$5.53$5.77$105.23$116.775.48%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 155 found (cheapest 0.51% of stock, avg 6.27%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$110.00$101.00Aug 7$0.28$0.26$0.54$100.46$110.54
$109.00$101.00Aug 7$0.51$0.26$0.77$100.23$109.77
$110.00$102.00Aug 7$0.28$0.63$0.91$101.09$110.91
$108.00$101.00Aug 7$0.85$0.26$1.11$99.89$109.11
$110.00$103.00Aug 7$0.28$0.83$1.11$101.89$111.11
$109.00$102.00Aug 7$0.51$0.63$1.14$100.86$110.14
$109.00$103.00Aug 7$0.51$0.83$1.34$101.66$110.34
$107.00$101.00Aug 7$1.20$0.26$1.46$99.54$108.46
$108.00$102.00Aug 7$0.85$0.63$1.48$100.52$109.48
$110.00$104.00Aug 7$0.28$1.22$1.50$102.50$111.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 181 found (best R:R 15.67, avg credit $1.91)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
90/9297/100Aug 28$2.82$0.1815.67$89.18$99.82
88/8995/97Aug 28$1.85$0.1512.33$87.15$96.85
92/94100/102Sep 4$1.85$0.1512.33$92.15$101.85
91/92100/102Sep 4$1.83$0.1710.76$90.17$101.83
90/9295/98Sep 18$2.28$0.2210.36$90.22$97.28
90/91123/124Sep 4$0.89$0.118.09$90.11$123.89
101/102120/121Sep 4$0.89$0.118.09$101.11$120.89
87/8895/97Aug 28$1.77$0.237.70$86.23$96.77
88/9095/98Sep 18$2.21$0.297.62$87.79$97.21
92/9497/100Aug 28$2.65$0.357.57$91.35$99.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 90 found (best R:R 34.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$110.00$112.00$114.00Aug 21$0.06$1.9432.33
$106.00$108.00$110.00Aug 21$0.07$1.9327.57
$94.00$95.00$96.00Aug 14$0.05$0.9519.00
$115.00$120.00$125.00Sep 18$0.30$4.7015.67
$104.00$105.00$106.00Aug 7$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$87.50$90.00$92.50Sep 18$0.07$2.4334.71
$90.00$92.50$95.00Sep 18$0.10$2.4024.00
$92.00$93.00$94.00Aug 14$0.05$0.9519.00
$115.00$120.00$125.00Sep 18$0.26$4.7418.23
$92.50$95.00$97.50Sep 18$0.14$2.3616.86

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 95 found (best net $-0.15, 88 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$115.001:2Sep 4-$0.15$9.85
$120.00$125.001:2Aug 14-$0.19$4.81
$115.00$120.001:2Aug 21-$0.27$4.73
$120.00$125.001:2Aug 28-$0.31$4.69
$120.00$126.001:2Sep 11-$1.86$4.14
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$102.001:2Sep 11-$2.12$5.88
$100.00$95.001:2Sep 11-$2.05$2.95
$106.00$101.001:2Aug 28-$2.07$2.93
$91.00$88.001:2Aug 14-$0.14$2.86
$105.00$101.001:2Aug 21-$1.42$2.58

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 51 found (best yield 6.36%, avg 1.81%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Sep 18$6.700.464.4%6.36%10.79%128525
$115.00Sep 18$5.050.389.2%4.79%13.98%502592
$108.00Aug 28$5.000.462.5%4.75%7.28%4--
$106.00Aug 21$4.750.500.6%4.51%5.15%11--
$110.00Aug 28$4.150.414.4%3.94%8.37%1127
$108.00Aug 21$3.900.442.5%3.70%6.24%242
$120.00Sep 18$3.750.3013.9%3.56%17.49%98221
$115.00Sep 4$3.500.349.2%3.32%12.50%16714
$106.00Aug 14$3.250.500.6%3.09%3.72%253
$113.00Aug 28$3.250.367.3%3.09%10.37%4--

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 3,393
Total Puts 2,867
Put/Call Ratio 0.84
Net Difference 526

Prior's Put/Call Breakdown

Total Calls 8,733
Total Puts 7,276
Put/Call Ratio 0.83
Net Difference 1,457

Prior 7-Day Put/Call Summary

Total Calls 33,168
Total Puts 49,069
Average Put/Call Ratio 1.90
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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