Tour v526
W
WAYFAIR INC A
$102.50 -4.92%
8/20 15:07

Option Volume

Detail
Current (08/20 3:05pm) 5,680
Calls: 4,167 (73%)
Puts: 1,513 (27%)
Prior (08/19) 7,080
Calls: 5,062 (71%)
Puts: 2,018 (29%)
Current vs Prior -19.77%
Calls: -17.68% (Calls)
Puts: -25.02% (Puts)
Prior 7-Day Total 52,592
Calls: 25,936 (49%)
Puts: 26,656 (51%)
Prior 7-Day Average 7,513
Calls: 3,705 (49%)
Puts: 3,808 (51%)
Current vs Prior 7-Day Avg -24.40%
Calls: +12.47%
Puts: -60.27%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/20 3:05pm) $5.26M
Calls: $4.41M (84%)
Puts: $846.5K (16%)
Prior (08/19) $3.14M
Calls: $1.80M (57%)
Puts: $1.34M (43%)
Current vs Prior +67.37%
Calls: +144.54%
Puts: -36.71%
Prior 7-Day Total $34.26M
Calls: $11.26M (33%)
Puts: $23.00M (67%)
Prior 7-Day Average $4.89M
Calls: $1.61M (33%)
Puts: $3.29M (67%)
Current vs Prior 7-Day Avg +7.44%
Calls: +174.31%
Puts: -74.24%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/20 3:05pm) 0.36
Prior (08/19) 0.40
Current vs Prior -8.92%
Prior 7-Day Average 1.10
Current vs Prior 7-Day Avg -67.00%
Sentiment BULLISH

Open Interest

Detail
Current (08/20 3:05pm) 215,072
Calls: 95,392 (44%)
Puts: 119,680 (56%)
Prior (08/19) 213,887
Calls: 95,095 (44%)
Puts: 118,792 (56%)
Current vs Prior +0.55%
Prior 7-Day Total 1,382,805
Calls: 640,157 (46%)
Puts: 742,648 (54%)
Prior 7-Day Average 197,543
Calls: 91,451 (46%)
Puts: 106,092 (54%)
Current vs Prior 7-Day Avg +8.87%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 3.37% | 7.10%3.37% | 14.47%
Prior 4.88% | 8.06%4.88% | 14.93%
Current vs Prior -31.01% | -11.91%-31.01% | -3.08%
Prior 7-Day Avg 3.72% | 7.44%7.62% | 16.76%
Current vs 7-Day Avg -9.62% | -4.50%-55.80% | -13.67%
Prior 7-Day Eod 4.88% | 8.06%4.11% | 14.55%
Current vs 7-Day Eod -31.01% | -11.91%-18.09% | -0.53%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 40.33% | 14.43%
Calls: 34.55% | 13.70%
Puts: 46.11% | 15.15%
Prior 26.23% | 16.04%
Calls: 15.50% | 21.94%
Puts: 36.96% | 10.13%
Current vs Prior +53.76% | -10.04%
Prior 7-Day Avg 56.80% | 15.94%
Calls: 46.37% | 16.33%
Puts: 67.22% | 15.56%
Current vs 7-Day Avg -28.99% | -9.49%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($4.41M) vs puts ($846.5K). Elevated premium activity with dollar volume up 67% vs prior. Extreme bullish P/C ratio of 0.36 - heavy call buying (4,167 calls vs 1,513 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 22 of results (avg 7.4%, best 3.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Sep 1810.3010.70$10.503.8%--0.72500
$97.50Sep 188.759.20$8.985.0%--0.66157
$92.50Sep 1811.8512.60$12.236.1%--0.78228
$105.00Sep 184.955.30$5.136.8%230.472.5K
$100.00Sep 45.606.00$5.806.9%--0.6111
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$106.00Sep 46.156.55$6.356.3%--0.6019
$92.50Sep 181.952.08$2.026.4%570.222.2K
$105.00Sep 187.157.65$7.406.8%730.53502
$97.50Sep 183.553.80$3.686.8%430.34715
$105.00Sep 45.505.90$5.707.0%--0.5793

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. 85 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.00Aug 2819.2521.30$20.2710.1%--1.0016
$84.00Aug 2817.6019.30$18.459.2%--1.0015
$91.00Aug 2110.2513.00$11.6323.6%--0.9928
$89.00Aug 2112.4014.95$13.6818.6%--0.9824
$83.00Aug 2118.2521.00$19.6314.0%20.975
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 2111.0013.95$12.4823.6%--1.0095
$120.00Aug 2116.0018.75$17.3815.8%61.003
$110.00Aug 217.008.20$7.6015.8%100.94126
$109.00Aug 215.557.80$6.6833.7%--0.9338
$111.00Aug 217.409.65$8.5326.4%60.9153

Most actively traded options today. High liquidity = easy entry/exit. 154 active (total vol 2.4K, top 346)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$103.00Aug 282.733.40$3.0721.8%3460.4918
$110.00Aug 210.020.10$0.06133.3%1690.041.8K
$102.00Aug 283.403.90$3.6513.7%800.53100
$102.00Aug 211.361.93$1.6534.5%570.56885
$110.00Aug 280.771.09$0.9334.4%560.20249
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$97.00Aug 210.010.16$0.09166.7%1760.06260
$100.00Aug 281.982.49$2.2422.8%1160.3729
$105.00Sep 187.157.65$7.406.8%730.53502
$92.50Sep 181.952.08$2.026.4%570.222.2K
$100.00Sep 184.554.95$4.758.4%550.41388

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 59.8%, max 361.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$119.00Aug 21Oct 2256.4%55.5%361.7%266
$118.00Aug 21Oct 2246.8%57.0%332.6%216
$107.00Aug 21Oct 277.6%56.3%37.9%2092
$100.00Aug 21Sep 1864.2%51.6%24.4%176.4K
$102.00Aug 21Sep 2562.6%52.0%20.5%57901
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$107.00Aug 21Sep 477.6%53.7%44.5%--273
$99.00Aug 21Oct 266.0%52.3%26.2%10423
$106.00Aug 21Sep 467.9%54.2%25.2%--236
$101.00Aug 21Sep 2562.2%49.9%24.6%489
$100.00Aug 21Oct 264.2%51.6%24.3%81.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 137 found (best R:R 10.76, avg 3.47)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$108.00$110.00Sep 11$0.17$1.83$0.1736%10.76$108.17
$115.00$118.00Oct 2$0.45$2.55$0.4530%5.67$115.45
$112.00$120.00Sep 11$0.93$7.07$0.9326%7.60$112.93
$108.00$110.00Oct 2$0.48$1.52$0.4843%3.17$108.48
$105.00$107.00Oct 2$0.60$1.40$0.6049%2.33$105.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$107.00$106.00Aug 21$0.41$0.59$0.4184%1.44$106.59
$110.00$109.00Sep 4$0.48$0.52$0.4873%1.08$109.52
$98.00$97.00Sep 25$0.20$0.80$0.2036%4.00$97.80
$107.00$106.00Aug 28$0.55$0.45$0.5568%0.82$106.45
$94.00$93.00Sep 11$0.11$0.89$0.1122%8.09$93.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 112 found (best R:R 0.57, avg 0.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$110.00$112.00Sep 11$0.86$0.86$1.1467%0.75$110.86
$104.00$105.00Oct 2$0.67$0.67$0.3349%2.03$104.67
$112.00$113.00Sep 25$0.45$0.45$0.5566%0.82$112.45
$118.00$119.00Oct 2$0.37$0.37$0.6373%0.59$118.37
$107.00$108.00Oct 2$0.55$0.55$0.4555%1.22$107.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$100.00$94.00Sep 11$2.18$2.18$3.8260%0.57$97.82
$94.00$90.00Sep 25$1.18$1.18$2.8273%0.42$92.82
$102.00$101.00Sep 25$0.77$0.77$0.2354%3.35$101.23
$97.00$95.00Sep 25$0.90$0.90$1.1066%0.82$96.10
$99.00$97.00Oct 2$0.98$0.98$1.0261%0.96$98.02

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $2.08, cheapest $3.00)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$104.00Aug 21Aug 28$1.8967.3%57.3%
$103.00Aug 21Aug 28$1.9163.3%55.4%
$101.00Aug 21Aug 28$1.9862.2%54.5%
$102.00Aug 21Aug 28$2.0062.6%55.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$102.00Aug 21Sep 4$3.0062.6%52.4%
$104.00Aug 21Aug 28$1.8567.3%57.3%
$101.00Aug 21Aug 28$1.9162.2%54.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 2.71% of stock, avg 8.18%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$102.00Aug 21$1.65$1.13$2.78$99.22$104.782.71%
$103.00Aug 21$1.16$1.80$2.96$100.04$105.962.89%
$101.00Aug 21$2.24$0.73$2.97$98.03$103.972.90%
$104.00Aug 21$0.86$2.33$3.19$100.81$107.193.11%
$100.00Aug 21$3.00$0.48$3.48$96.52$103.483.40%
$105.00Aug 21$0.53$3.10$3.63$101.37$108.633.54%
$99.00Aug 21$3.78$0.31$4.09$94.91$103.093.99%
$106.00Aug 21$0.37$3.97$4.34$101.66$110.344.23%
$107.00Aug 21$0.34$4.38$4.72$102.28$111.724.60%
$98.00Aug 21$4.55$0.24$4.79$93.21$102.794.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.60% of stock, avg 5.94%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$106.00$98.00Aug 21$0.37$0.24$0.61$97.39$106.61
$106.00$99.00Aug 21$0.37$0.31$0.68$98.32$106.68
$105.00$98.00Aug 21$0.53$0.24$0.77$97.23$105.77
$106.00$100.00Aug 21$0.37$0.48$0.85$99.15$106.85
$105.00$99.00Aug 21$0.53$0.31$0.84$98.16$105.84
$105.00$100.00Aug 21$0.53$0.48$1.01$98.99$106.01
$106.00$101.00Aug 21$0.37$0.73$1.10$99.90$107.10
$105.00$101.00Aug 21$0.53$0.73$1.26$99.74$106.26
$117.00$98.00Aug 21$1.07$0.24$1.31$96.69$118.31
$117.00$99.00Aug 21$1.07$0.31$1.38$97.62$118.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 159 found (best R:R 3.55, avg credit $0.65)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
91/92119/120Aug 21$1.17$0.3380%3.55$91.33$120.17
91/92110/112Sep 11$1.23$0.7750%1.60$90.77$111.23
95/96114/115Oct 2$0.87$0.1335%6.69$95.13$114.87
90/91114/115Sep 4$0.45$0.5570%0.82$90.55$114.45
88/88113/114Aug 21$0.24$0.7689%0.32$87.76$113.24
92/93110/112Sep 11$1.16$0.8447%1.38$91.84$111.16
90/91109/110Sep 4$0.52$0.4857%1.08$90.48$109.52
88/88108/109Aug 21$0.25$0.7584%0.33$87.75$108.25
96/97114/115Oct 2$0.75$0.2533%3.00$96.25$114.75
98/98113/114Aug 21$0.25$0.7583%0.33$97.75$113.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 67 found (best R:R 49.00, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$105.00$110.00Sep 18$0.52$4.4825%8.62
$110.00$115.00$120.00Sep 18$0.42$4.5818%10.90
$105.00$110.00$115.00Sep 18$0.55$4.4522%8.09
$101.00$102.00$103.00Aug 21$0.10$0.9023%9.00
$110.00$112.00$114.00Sep 4$0.13$1.8710%14.38
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$102.00$105.00$108.00Sep 11$0.06$2.9418%49.00
$105.00$110.00$115.00Sep 18$0.49$4.5122%9.20
$100.00$102.00$104.00Sep 4$0.06$1.9414%32.33
$100.00$105.00$110.00Sep 18$0.63$4.3724%6.94
$99.00$100.00$101.00Aug 21$0.08$0.9216%11.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 101 found (best net $-0.77, 94 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$93.00$100.001:2Sep 4-$0.77$6.23
$112.00$120.001:2Sep 11-$0.10$7.90
$110.00$115.001:2Sep 18-$0.89$4.11
$115.00$120.001:2Sep 18-$0.50$4.50
$105.00$110.001:2Sep 18-$1.57$3.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$104.00$101.001:2Aug 28-$1.10$1.90
$105.00$100.001:2Sep 18-$2.10$2.90
$94.00$92.001:2Aug 28-$0.01$1.99
$94.00$90.001:2Sep 25-$0.69$3.31
$85.00$82.501:2Sep 18-$0.03$2.47

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 70 found (best yield 4.15%, avg 2.24%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Oct 2$4.250.407.3%4.15%11.46%22
$105.00Oct 2$6.000.492.4%5.85%8.29%2--
$107.00Oct 2$5.200.454.4%5.07%9.46%20--
$104.00Oct 2$6.450.511.5%6.29%7.76%25
$108.00Oct 2$4.850.435.4%4.73%10.10%20--
$111.00Oct 2$3.950.378.3%3.85%12.15%6--
$112.00Oct 2$3.600.359.3%3.51%12.78%4--
$113.00Oct 2$3.350.3410.2%3.27%13.51%2--
$114.00Oct 2$3.100.3311.2%3.02%14.24%4--
$115.00Oct 2$2.850.3012.2%2.78%14.98%23

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 4,167
Total Puts 1,513
Put/Call Ratio 0.36
Net Difference 2,654

Prior's Put/Call Breakdown

Total Calls 5,062
Total Puts 2,018
Put/Call Ratio 0.40
Net Difference 3,044

Prior 7-Day Put/Call Summary

Total Calls 25,936
Total Puts 26,656
Average Put/Call Ratio 1.10
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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