Tour v526
W
WAYFAIR INC A
$101.82 -1.44%
8/21 15:07

Option Volume

Detail
Current (08/21 3:05pm) 3,735
Calls: 1,941 (52%)
Puts: 1,794 (48%)
Prior (08/20) 5,680
Calls: 4,167 (73%)
Puts: 1,513 (27%)
Current vs Prior -34.24%
Calls: -53.42% (Calls)
Puts: +18.57% (Puts)
Prior 7-Day Total 53,412
Calls: 27,605 (52%)
Puts: 25,807 (48%)
Prior 7-Day Average 7,630
Calls: 3,943 (52%)
Puts: 3,686 (48%)
Current vs Prior 7-Day Avg -51.05%
Calls: -50.78%
Puts: -51.34%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/21 3:05pm) $1.55M
Calls: $591.1K (38%)
Puts: $956.1K (62%)
Prior (08/20) $5.26M
Calls: $4.41M (84%)
Puts: $846.5K (16%)
Current vs Prior -70.57%
Calls: -86.60%
Puts: +12.94%
Prior 7-Day Total $34.42M
Calls: $11.76M (34%)
Puts: $22.65M (66%)
Prior 7-Day Average $4.92M
Calls: $1.68M (34%)
Puts: $3.24M (66%)
Current vs Prior 7-Day Avg -68.53%
Calls: -64.82%
Puts: -70.46%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/21 3:05pm) 0.92
Prior (08/20) 0.36
Current vs Prior +154.55%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg -10.82%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/21 3:05pm) 219,032
Calls: 98,570 (45%)
Puts: 120,462 (55%)
Prior (08/20) 215,072
Calls: 95,392 (44%)
Puts: 119,680 (56%)
Current vs Prior +1.84%
Prior 7-Day Total 1,391,292
Calls: 643,704 (46%)
Puts: 747,588 (54%)
Prior 7-Day Average 198,756
Calls: 91,957 (46%)
Puts: 106,798 (54%)
Current vs Prior 7-Day Avg +10.20%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 1.35% | 6.41%1.35% | 13.95%
Prior 4.37% | 7.45%4.37% | 14.84%
Current vs Prior -69.19% | -13.89%-69.19% | -6.01%
Prior 7-Day Avg 3.84% | 7.36%6.78% | 16.16%
Current vs 7-Day Avg -64.94% | -12.89%-80.16% | -13.69%
Prior 7-Day Eod 4.37% | 7.45%3.27% | 14.52%
Current vs 7-Day Eod -69.19% | -13.89%-58.87% | -3.95%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 135.11% | 16.19%
Calls: 152.50% | 11.94%
Puts: 117.72% | 20.44%
Prior 16.76% | 18.18%
Calls: 18.80% | 20.58%
Puts: 14.72% | 15.79%
Current vs Prior +706.15% | -10.95%
Prior 7-Day Avg 51.05% | 16.16%
Calls: 39.45% | 16.92%
Puts: 62.65% | 15.40%
Current vs 7-Day Avg +164.66% | +0.19%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bearish flow with 62% put dollar volume ($956.1K). Light premium activity with dollar volume down 71% vs prior. P/C ratio rising 155% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 20 of results (avg 7.0%, best 2.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Sep 186.656.95$6.804.4%80.584.0K
$92.50Sep 1811.3011.90$11.605.2%--0.77223
$95.00Sep 189.5010.15$9.826.6%80.71500
$105.00Sep 184.354.65$4.506.7%90.442.5K
$100.00Sep 44.855.20$5.037.0%--0.5911
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Sep 187.307.50$7.402.7%380.56551
$100.00Sep 184.604.80$4.704.3%280.42414
$97.50Sep 183.553.75$3.655.5%260.35740
$95.00Sep 182.672.84$2.766.2%150.293.3K
$104.00Sep 45.005.35$5.186.8%--0.5713

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.76, cheapest $0.76)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$109.00Aug 280.680.83$0.7619.7%10.1815
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 83 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 2110.4512.25$11.3515.9%11.00355
$91.00Aug 219.5511.15$10.3515.5%11.0028
$97.00Aug 213.905.60$4.7535.8%--1.0014
$82.00Aug 2818.6520.70$19.6710.4%--1.0016
$84.00Aug 2816.3018.75$17.5214.0%--1.0015
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 2112.7014.50$13.6013.2%21.0054
$118.00Aug 2115.7017.45$16.5810.6%51.007
$108.00Aug 215.307.60$6.4535.7%--0.9990
$105.00Aug 212.854.45$3.6543.8%100.99212
$110.00Aug 217.859.25$8.5516.4%10.97111

Most actively traded options today. High liquidity = easy entry/exit. 115 active (total vol 2.0K, top 537)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$102.00Aug 210.200.40$0.3066.7%5370.41851
$110.00Sep 182.732.95$2.847.7%1450.321.3K
$115.00Sep 181.611.81$1.7111.7%900.221.2K
$100.00Aug 210.952.18$1.5778.3%720.872.4K
$115.00Sep 110.841.24$1.0438.5%700.171
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Sep 41.201.48$1.3420.9%1300.22125
$95.00Aug 280.530.84$0.6944.9%1040.17121
$92.50Sep 181.942.11$2.038.4%510.232.2K
$98.00Aug 210.000.16$0.08200.0%410.0789
$105.00Sep 187.307.50$7.402.7%380.56551

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 1207.6%, max 2050.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$119.00Aug 21Sep 41258.6%58.5%2050.9%--141
$116.00Aug 21Sep 41120.5%55.3%1926.9%--55
$114.00Aug 21Oct 21023.1%54.2%1787.0%159
$92.50Aug 21Sep 18949.7%51.0%1763.0%--813
$117.00Aug 21Aug 281167.6%63.0%1754.0%210
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$92.50Aug 21Sep 18949.7%51.0%1763.0%512.5K
$93.00Aug 21Sep 11915.3%49.8%1736.7%--65
$94.00Aug 21Oct 2844.4%50.4%1576.2%--81
$111.00Aug 21Aug 28867.5%58.4%1386.6%--47
$107.00Aug 21Sep 4635.5%51.3%1138.0%--273

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 100 found (best R:R 3.35, avg 3.30)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$104.00$108.00Sep 25$0.92$3.08$0.9248%3.35$104.92
$95.00$100.00Aug 28$3.15$1.85$3.1584%0.59$98.15
$95.00$102.00Sep 25$3.73$3.27$3.7370%0.88$98.73
$110.00$114.00Oct 2$0.83$3.17$0.8336%3.82$110.83
$90.00$91.00Aug 28$0.58$0.42$0.5894%0.72$90.58
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$108.00$107.00Sep 4$0.48$0.52$0.4871%1.08$107.52
$103.00$102.00Aug 21$0.53$0.47$0.5380%0.89$102.47
$106.00$105.00Sep 4$0.50$0.50$0.5064%1.00$105.50
$110.00$105.00Sep 11$3.25$1.75$3.2572%0.54$106.75
$100.00$99.00Aug 28$0.30$0.70$0.3040%2.33$99.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 74 found (best R:R 2.41, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$102.00$104.00Sep 25$1.20$1.20$0.8048%1.50$103.20
$108.00$120.00Sep 25$2.98$2.98$9.0260%0.33$110.98
$109.00$110.00Oct 2$0.52$0.52$0.4862%1.08$109.52
$108.00$112.00Sep 11$1.14$1.14$2.8666%0.40$109.14
$109.00$110.00Sep 4$0.35$0.35$0.6573%0.54$109.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$92.50$91.00Aug 21$1.06$1.06$0.4483%2.41$91.44
$94.00$85.00Oct 2$2.15$2.15$6.8571%0.31$91.85
$91.00$90.00Sep 4$0.41$0.41$0.5986%0.69$90.59
$95.00$90.00Sep 25$1.34$1.34$3.6670%0.37$93.66
$98.00$97.00Aug 28$0.46$0.46$0.5470%0.85$97.54

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $2.55, cheapest $2.48)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$102.00Aug 21Aug 28$2.4890.3%53.2%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$102.00Aug 21Aug 28$2.6290.3%53.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 43 found (cheapest 0.84% of stock, avg 7.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$102.00Aug 21$0.30$0.56$0.86$101.14$102.860.84%
$101.00Aug 21$0.81$0.23$1.04$99.96$102.041.02%
$103.00Aug 21$0.16$1.09$1.25$101.75$104.251.23%
$100.00Aug 21$1.57$0.14$1.71$98.29$101.711.68%
$104.00Aug 21$0.14$2.44$2.58$101.42$106.582.53%
$99.00Aug 21$2.50$0.16$2.66$96.34$101.662.61%
$105.00Aug 21$0.01$3.65$3.66$101.34$108.663.59%
$98.00Aug 21$3.68$0.08$3.76$94.24$101.763.69%
$97.50Aug 21$4.15$0.05$4.20$93.30$101.704.12%
$97.00Aug 21$4.75$0.01$4.76$92.24$101.764.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 134 found (cheapest 0.29% of stock, avg 4.50%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$103.00$100.00Aug 21$0.16$0.14$0.30$99.70$103.30
$103.00$101.00Aug 21$0.16$0.23$0.39$100.61$103.39
$102.00$100.00Aug 21$0.30$0.14$0.44$99.56$102.44
$102.00$101.00Aug 21$0.30$0.23$0.53$100.47$102.53
$103.00$94.00Aug 21$0.16$1.06$1.22$92.78$104.22
$103.00$93.00Aug 21$0.16$1.07$1.23$91.77$104.23
$103.00$92.50Aug 21$0.16$1.07$1.23$91.27$104.23
$111.00$100.00Aug 21$1.07$0.14$1.21$98.79$112.21
$109.00$100.00Aug 21$1.07$0.14$1.21$98.79$110.21
$107.00$101.00Aug 21$1.07$0.23$1.30$99.70$108.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 116 found (best R:R 3.84, avg credit $0.68)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
91/92104/105Aug 21$1.19$0.3169%3.84$91.31$105.19
90/91109/110Sep 4$0.76$0.2459%3.17$90.24$109.76
87/88109/110Sep 4$0.54$0.4665%1.17$87.46$109.54
95/96109/110Sep 4$0.71$0.2948%2.45$95.29$109.71
97/98105/106Aug 28$0.82$0.1836%4.56$97.18$105.82
97/98111/112Aug 28$0.62$0.3856%1.63$97.38$111.62
97/98107/108Aug 28$0.70$0.3044%2.33$97.30$107.70
97/98109/110Aug 28$0.59$0.4151%1.44$97.41$109.59
95/96104/105Aug 21$0.33$0.6776%0.49$95.67$104.33
97/98108/109Aug 28$0.59$0.4148%1.44$97.41$108.59

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 59 found (best R:R 54.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Sep 18$0.53$4.4722%8.43
$100.00$105.00$110.00Sep 18$0.64$4.3626%6.81
$110.00$115.00$120.00Sep 18$0.41$4.5918%11.20
$110.00$112.00$114.00Sep 4$0.05$1.959%39.00
$100.00$101.00$102.00Aug 21$0.25$0.7546%3.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Sep 18$0.09$4.9122%54.56
$101.00$102.00$103.00Aug 21$0.20$0.8052%4.00
$110.00$115.00$120.00Sep 18$0.40$4.6018%11.50
$100.00$101.00$102.00Aug 21$0.24$0.7644%3.17
$95.00$97.50$100.00Sep 18$0.16$2.3414%14.62

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 96 found (best net $-0.75, 84 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$100.001:2Aug 28-$0.75$4.25
$95.00$102.001:2Sep 25-$2.92$4.08
$93.00$98.001:2Sep 4-$2.50$2.50
$98.00$103.001:2Sep 11-$1.51$3.49
$100.00$101.001:2Aug 21-$0.05$0.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$106.001:2Aug 28-$2.68$1.32
$95.00$90.001:2Sep 25-$0.65$4.35
$105.00$100.001:2Sep 18-$2.00$3.00
$105.00$102.001:2Aug 28-$1.39$1.61
$89.00$85.001:2Sep 11-$0.02$3.98

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 43 found (best yield 3.93%, avg 1.77%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$109.00Oct 2$4.000.397.0%3.93%10.98%18
$110.00Oct 2$3.600.368.0%3.54%11.57%63
$114.00Oct 2$2.650.3012.0%2.60%14.56%11
$102.00Sep 25$6.100.530.2%5.99%6.17%--16
$108.00Sep 25$3.700.406.1%3.63%9.70%--12
$104.00Sep 25$4.900.482.1%4.81%6.95%11
$105.00Sep 18$4.350.443.1%4.27%7.40%92.5K
$110.00Sep 18$2.730.328.0%2.68%10.71%1451.3K
$115.00Sep 18$1.610.2212.9%1.58%14.53%901.2K
$103.00Sep 11$3.900.481.2%3.83%4.99%--51

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 1,941
Total Puts 1,794
Put/Call Ratio 0.92
Net Difference 147

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 27,605
Total Puts 25,807
Average Put/Call Ratio 1.04
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