Tour v505
W
WAYFAIR INC A
$103.80 +0.58%
8/12 15:07

Option Volume

Detail
Current (08/12 3:05pm) 5,008
Calls: 1,716 (34%)
Puts: 3,292 (66%)
Prior (08/10) 3,761
Calls: 2,381 (63%)
Puts: 1,380 (37%)
Current vs Prior +33.16%
Calls: -27.93% (Calls)
Puts: +138.55% (Puts)
Prior 7-Day Total 91,653
Calls: 39,886 (44%)
Puts: 51,767 (56%)
Prior 7-Day Average 13,093
Calls: 5,698 (44%)
Puts: 7,395 (56%)
Current vs Prior 7-Day Avg -61.75%
Calls: -69.88%
Puts: -55.49%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/12 3:05pm) $5.05M
Calls: $574.9K (11%)
Puts: $4.47M (89%)
Prior (08/10) $1.45M
Calls: $853.1K (59%)
Puts: $597.0K (41%)
Current vs Prior +247.92%
Calls: -32.62%
Puts: +648.81%
Prior 7-Day Total $60.46M
Calls: $35.13M (58%)
Puts: $25.33M (42%)
Prior 7-Day Average $8.64M
Calls: $5.02M (58%)
Puts: $3.62M (42%)
Current vs Prior 7-Day Avg -41.59%
Calls: -88.55%
Puts: +23.54%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/12 3:05pm) 1.92
Prior (08/10) 0.58
Current vs Prior +231.00%
Prior 7-Day Average 1.52
Current vs Prior 7-Day Avg +25.90%
Sentiment BEARISH

Open Interest

Detail
Current (08/12 3:05pm) 193,790
Calls: 90,919 (47%)
Puts: 102,871 (53%)
Prior (08/10) 188,203
Calls: 88,485 (47%)
Puts: 99,718 (53%)
Current vs Prior +2.97%
Prior 7-Day Total 1,299,349
Calls: 593,905 (46%)
Puts: 705,444 (54%)
Prior 7-Day Average 185,621
Calls: 84,843 (46%)
Puts: 100,777 (54%)
Current vs Prior 7-Day Avg +4.40%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 4.34% | 7.29%7.29% | 16.28%
Prior 1.76% | 6.81%9.01% | 17.79%
Current vs Prior +146.25% | +7.03%-19.06% | -8.46%
Prior 7-Day Avg 5.59% | 11.15%13.84% | 20.98%
Current vs 7-Day Avg -22.28% | -34.60%-47.29% | -22.39%
Prior 7-Day Eod 1.76% | 6.81%8.12% | 16.72%
Current vs 7-Day Eod +146.25% | +7.03%-10.19% | -2.65%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 43.03% | 18.35%
Calls: 36.78% | 12.20%
Puts: 49.28% | 24.50%
Prior 53.34% | 24.77%
Calls: 24.00% | 24.08%
Puts: 82.67% | 25.47%
Current vs Prior -19.33% | -25.92%
Prior 7-Day Avg 38.41% | 15.59%
Calls: 35.67% | 16.09%
Puts: 41.16% | 15.08%
Current vs 7-Day Avg +12.02% | +17.73%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bearish conviction with 89% of dollar volume in puts ($4.47M) vs calls ($574.9K). Massive premium surge with dollar volume up 248% vs prior. Extreme bearish P/C ratio of 1.92 - heavy put buying. P/C ratio rising 231% - 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 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 18 of results (avg 6.9%, best 2.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Sep 189.209.45$9.322.7%180.623.9K
$105.00Sep 186.606.90$6.754.4%930.51352
$110.00Sep 184.654.90$4.785.2%330.40632
$115.00Sep 183.203.45$3.337.5%2710.311.2K
$120.00Sep 182.232.43$2.338.6%2060.23304
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Sep 187.507.65$7.582.0%450.49349
$100.00Sep 185.055.30$5.184.8%370.38450
$97.50Sep 184.054.30$4.186.0%10.33594
$110.00Sep 1810.0510.70$10.386.3%60.601.1K
$108.00Sep 118.459.00$8.736.3%20.57--

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. 95 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$84.00Aug 1419.0020.90$19.959.5%--1.0022
$85.00Aug 1417.6519.90$18.7712.0%--1.0054
$87.00Aug 1415.8017.85$16.8312.2%--1.0025
$88.00Aug 1414.9016.80$15.8512.0%--1.0042
$91.00Aug 1412.0513.90$12.9814.3%--1.0041
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 149.7012.35$11.0224.0%--0.9612
$120.00Aug 1414.6517.20$15.9316.0%--0.9611
$117.00Aug 1411.7014.00$12.8517.9%20.9610
$113.00Aug 147.7010.20$8.9527.9%--0.9529
$118.00Aug 1412.6015.20$13.9018.7%10.9543

Most actively traded options today. High liquidity = easy entry/exit. 114 active (total vol 2.1K, top 271)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Sep 183.203.45$3.337.5%2710.311.2K
$115.00Aug 210.520.72$0.6232.3%2180.14615
$120.00Sep 182.232.43$2.338.6%2060.23304
$111.00Aug 140.140.29$0.2268.2%1060.0918
$105.00Sep 186.606.90$6.754.4%930.51352
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Aug 140.000.10$0.05200.0%1480.02156
$95.00Aug 281.351.74$1.5525.2%1110.2151
$105.00Sep 187.507.65$7.582.0%450.49349
$90.00Sep 181.892.03$1.967.1%420.18241
$100.00Sep 185.055.30$5.184.8%370.38450

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 18.6%, max 33.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$102.00Aug 14Sep 2569.8%55.2%26.5%--28
$100.00Aug 14Sep 1867.4%53.4%26.2%194.0K
$106.00Aug 14Aug 2168.3%55.3%23.3%264
$104.00Aug 14Aug 2164.7%52.9%22.3%141.0K
$105.00Aug 14Sep 1867.3%55.4%21.4%103427
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$102.00Aug 14Sep 469.8%52.3%33.4%1144
$108.00Aug 14Sep 1168.1%53.8%26.6%425
$100.00Aug 14Sep 1867.4%53.4%26.2%54781
$106.00Aug 14Sep 468.3%54.7%24.7%--83
$107.00Aug 14Sep 465.7%53.6%22.6%237

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 117 found (best R:R 0.57, avg 2.69)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$84.00$110.00Sep 11$16.58$9.42$16.5888%0.57$100.58
$110.00$120.00Sep 11$2.02$7.98$2.0239%3.95$112.02
$103.00$107.00Aug 28$1.60$2.40$1.6055%1.50$104.60
$102.00$110.00Sep 4$3.40$4.60$3.4059%1.35$105.40
$100.00$105.00Sep 18$2.57$2.43$2.5762%0.95$102.57
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$109.00$108.00Aug 14$0.46$0.54$0.4683%1.17$108.54
$106.00$105.00Aug 21$0.32$0.68$0.3257%2.12$105.68
$107.00$106.00Aug 28$0.40$0.60$0.4057%1.50$106.60
$102.00$100.00Sep 4$0.60$1.40$0.6042%2.33$101.40
$102.00$101.00Aug 21$0.23$0.77$0.2340%3.35$101.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 80 found (best R:R 0.64, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$115.00$116.00Sep 4$0.45$0.45$0.5574%0.82$115.45
$110.00$115.00Aug 28$1.40$1.40$3.6066%0.39$111.40
$110.00$114.00Sep 4$1.35$1.35$2.6563%0.51$111.35
$120.00$121.00Aug 14$0.10$0.10$0.9096%0.11$120.10
$117.00$118.00Aug 21$0.16$0.16$0.8488%0.19$117.16
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$95.00$90.00Sep 25$1.96$1.96$3.0471%0.64$93.04
$97.50$95.00Sep 18$1.03$1.03$1.4767%0.70$96.47
$94.00$93.00Sep 11$0.50$0.50$0.5076%1.00$93.50
$92.00$91.00Sep 11$0.45$0.45$0.5578%0.82$91.55
$97.00$96.00Sep 4$0.50$0.50$0.5072%1.00$96.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $1.49, cheapest $1.17)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$102.00Aug 14Aug 21$1.6869.8%53.5%
$106.00Aug 14Aug 21$1.5168.3%55.3%
$103.00Aug 14Aug 21$1.6865.4%52.7%
$105.00Aug 14Aug 21$1.5767.3%55.2%
$104.00Aug 14Aug 21$1.6564.7%52.9%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$102.00Aug 14Aug 21$1.1769.8%53.5%
$106.00Aug 14Aug 21$1.1668.3%55.3%
$105.00Aug 14Aug 21$1.5767.3%55.2%
$104.00Aug 14Aug 21$1.3864.7%52.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 46 found (cheapest 3.84% of stock, avg 8.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$104.00Aug 14$1.90$2.09$3.99$100.01$107.993.84%
$103.00Aug 14$2.42$1.65$4.07$98.93$107.073.92%
$105.00Aug 14$1.55$2.68$4.23$100.77$109.234.08%
$102.00Aug 14$3.00$1.40$4.40$97.60$106.404.24%
$106.00Aug 14$1.21$3.41$4.62$101.38$110.624.45%
$101.00Aug 14$3.75$0.97$4.72$96.28$105.724.55%
$107.00Aug 14$0.85$4.03$4.88$102.12$111.884.70%
$100.00Aug 14$4.40$0.69$5.09$94.91$105.094.90%
$108.00Aug 14$0.67$4.82$5.49$102.51$113.495.29%
$109.00Aug 14$0.45$5.28$5.73$103.27$114.735.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 127 found (cheapest 1.06% of stock, avg 5.09%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$108.00$99.00Aug 14$0.67$0.43$1.10$97.90$109.10
$108.00$100.00Aug 14$0.67$0.69$1.36$98.64$109.36
$107.00$99.00Aug 14$0.85$0.43$1.28$97.72$108.28
$107.00$100.00Aug 14$0.85$0.69$1.54$98.46$108.54
$108.00$101.00Aug 14$0.67$0.97$1.64$99.36$109.64
$107.00$101.00Aug 14$0.85$0.97$1.82$99.18$108.82
$106.00$99.00Aug 14$1.21$0.43$1.64$97.36$107.64
$106.00$100.00Aug 14$1.21$0.69$1.90$98.10$107.90
$106.00$101.00Aug 14$1.21$0.97$2.18$98.82$108.18
$108.00$102.00Aug 14$0.67$1.40$2.07$99.93$110.07

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 102 found (best R:R 5.25, avg credit $0.65)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
95/96115/116Sep 4$0.84$0.1649%5.25$95.16$115.84
89/90115/116Sep 4$0.69$0.3160%2.23$89.31$115.69
90/91115/116Sep 4$0.71$0.2958%2.45$90.29$115.71
88/89115/116Sep 4$0.66$0.3462%1.94$88.34$115.66
97/98115/116Sep 4$0.76$0.2444%3.17$97.24$115.76
97/98120/121Aug 14$0.31$0.6982%0.45$97.69$120.31
98/99108/109Aug 21$0.75$0.2537%3.00$98.25$108.75
94/95115/116Sep 4$0.59$0.4152%1.44$94.41$115.59
98/99112/113Aug 21$0.60$0.4050%1.50$98.40$112.60
99/100120/121Aug 14$0.36$0.6474%0.56$99.64$120.36

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 67 found (best R:R 26.78, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Sep 18$0.52$4.4820%8.62
$102.00$103.00$104.00Aug 14$0.06$0.9415%15.67
$90.00$95.00$100.00Aug 28$0.68$4.3224%6.35
$110.00$115.00$120.00Sep 18$0.45$4.5517%10.11
$100.00$105.00$110.00Sep 18$0.60$4.4022%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$110.00$115.00$120.00Sep 4$0.18$4.8221%26.78
$110.00$115.00$120.00Sep 18$0.22$4.7817%21.73
$100.00$104.00$108.00Sep 11$0.20$3.8020%19.00
$100.00$105.00$110.00Sep 18$0.40$4.6022%11.50
$85.00$87.50$90.00Sep 18$0.09$2.416%26.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 97 found (best net $-0.06, 92 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$120.001:2Sep 11-$0.06$9.94
$110.00$114.001:2Sep 4-$0.65$3.35
$115.00$120.001:2Aug 28-$0.36$4.64
$116.00$119.001:2Sep 4-$0.46$2.54
$95.00$100.001:2Aug 28-$3.76$1.24
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$106.00$101.001:2Aug 28-$0.84$4.16
$95.00$90.001:2Sep 25-$0.21$4.79
$100.00$94.001:2Sep 11-$0.89$5.11
$98.00$97.001:2Aug 14$0.00$1.00
$100.00$99.001:2Aug 14-$0.17$0.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 47 found (best yield 6.36%, avg 1.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$105.00Sep 18$6.600.511.2%6.36%7.51%93352
$110.00Sep 18$4.650.406.0%4.48%10.45%33632
$108.00Sep 25$5.100.464.0%4.91%8.96%12--
$115.00Sep 18$3.200.3110.8%3.08%13.87%2711.2K
$110.00Sep 11$3.850.396.0%3.71%9.68%46
$120.00Sep 18$2.230.2315.6%2.15%17.76%206304
$110.00Sep 4$3.000.376.0%2.89%8.86%--15
$120.00Sep 11$1.550.2215.6%1.49%17.10%1218
$115.00Sep 4$1.740.2610.8%1.68%12.47%1180
$107.00Aug 28$3.150.433.1%3.03%6.12%59

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 1,716
Total Puts 3,292
Put/Call Ratio 1.92
Net Difference -1,576

Prior's Put/Call Breakdown

Total Calls 2,381
Total Puts 1,380
Put/Call Ratio 0.58
Net Difference 1,001

Prior 7-Day Put/Call Summary

Total Calls 39,886
Total Puts 51,767
Average Put/Call Ratio 1.52
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