Tour v526
W
WAYFAIR INC A
$103.33 +1.78%
8/24 15:07

Option Volume

Detail
Current (08/24 3:05pm) 5,034
Calls: 2,398 (48%)
Puts: 2,636 (52%)
Prior (08/21) 3,735
Calls: 1,941 (52%)
Puts: 1,794 (48%)
Current vs Prior +34.78%
Calls: +23.54% (Calls)
Puts: +46.93% (Puts)
Prior 7-Day Total 52,434
Calls: 28,104 (54%)
Puts: 24,330 (46%)
Prior 7-Day Average 7,490
Calls: 4,014 (54%)
Puts: 3,475 (46%)
Current vs Prior 7-Day Avg -32.80%
Calls: -40.27%
Puts: -24.16%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/24 3:05pm) $3.49M
Calls: $1.06M (30%)
Puts: $2.43M (70%)
Prior (08/21) $1.55M
Calls: $591.1K (38%)
Puts: $956.1K (62%)
Current vs Prior +125.29%
Calls: +78.68%
Puts: +154.10%
Prior 7-Day Total $35.63M
Calls: $13.15M (37%)
Puts: $22.48M (63%)
Prior 7-Day Average $5.09M
Calls: $1.88M (37%)
Puts: $3.21M (63%)
Current vs Prior 7-Day Avg -31.52%
Calls: -43.78%
Puts: -24.34%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/24 3:05pm) 1.10
Prior (08/21) 0.92
Current vs Prior +18.93%
Prior 7-Day Average 0.97
Current vs Prior 7-Day Avg +13.10%
Sentiment BEARISH

Open Interest

Detail
Current (08/24 3:05pm) 185,115
Calls: 79,682 (43%)
Puts: 105,433 (57%)
Prior (08/21) 219,032
Calls: 98,570 (45%)
Puts: 120,462 (55%)
Current vs Prior -15.48%
Prior 7-Day Total 1,398,389
Calls: 645,112 (46%)
Puts: 753,277 (54%)
Prior 7-Day Average 199,769
Calls: 92,158 (46%)
Puts: 107,611 (54%)
Current vs Prior 7-Day Avg -7.34%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 5.73% | 8.23%11.21% | 18.85%
Prior 3.37% | 7.10%3.37% | 14.47%
Current vs Prior +70.22% | +15.82%+232.95% | +30.30%
Prior 7-Day Avg 4.07% | 7.40%5.97% | 15.69%
Current vs 7-Day Avg +40.88% | +11.11%+87.58% | +20.19%
Prior 7-Day Eod 3.37% | 7.10%1.12% | 14.12%
Current vs 7-Day Eod +70.22% | +15.82%+898.02% | +33.56%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 12.86% | 14.12%
Calls: 15.02% | 13.95%
Puts: 10.70% | 14.29%
Prior 40.33% | 14.43%
Calls: 34.55% | 13.70%
Puts: 46.11% | 15.15%
Current vs Prior -68.11% | -2.15%
Prior 7-Day Avg 49.19% | 14.68%
Calls: 40.96% | 15.44%
Puts: 57.43% | 13.93%
Current vs 7-Day Avg -73.86% | -3.82%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 70% put dollar volume ($2.43M). Massive premium surge with dollar volume up 125% vs prior. Slightly bearish P/C ratio of 1.10. Declining open interest (down 15%) indicates positions being closed.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 13 of results (avg 8.2%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Sep 187.507.90$7.705.2%50.614.0K
$95.00Sep 2511.3012.00$11.656.0%10.7320
$105.00Sep 184.955.35$5.157.8%120.482.5K
$100.00Sep 45.706.20$5.958.4%20.6611
$104.00Sep 185.355.85$5.608.9%60.50--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Sep 186.256.70$6.486.9%--0.52572
$120.00Sep 1817.0518.50$17.778.2%--0.8336
$106.00Sep 45.205.65$5.438.3%--0.5819
$107.00Sep 187.358.00$7.688.5%30.58--
$110.00Sep 189.3010.25$9.789.7%--0.641.3K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.66, cheapest $0.38)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$112.00Aug 280.360.40$0.3810.5%30.12103
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$99.00Aug 280.871.00$0.9413.8%30.2416

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 58 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$89.00Aug 2812.8515.75$14.3020.3%--1.0012
$84.00Sep 1118.2020.90$19.5513.8%--1.0010
$92.00Aug 289.9012.80$11.3525.6%--0.9421
$90.00Aug 2812.5514.30$13.4313.0%410.94105
$91.00Aug 2811.5513.35$12.4514.5%410.942
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.00Aug 2813.7515.70$14.7313.2%200.96--
$117.00Aug 2812.7514.75$13.7514.5%200.95--
$115.00Aug 2810.8513.55$12.2022.1%--0.9526
$114.00Aug 2810.3012.05$11.1815.7%40.92--
$120.00Sep 415.9518.70$17.3315.9%--0.9211

Most actively traded options today. High liquidity = easy entry/exit. 112 active (total vol 2.0K, top 403)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Aug 281.201.45$1.3318.8%4030.31280
$110.00Aug 280.600.74$0.6720.9%1780.18264
$105.00Aug 281.842.36$2.1024.8%1250.4223
$115.00Sep 40.481.00$0.7470.3%1090.15295
$110.00Sep 183.203.55$3.3810.4%770.351.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$97.00Aug 280.450.68$0.5740.4%510.1649
$98.00Aug 280.650.90$0.7832.1%440.2087
$104.00Aug 282.833.15$2.9910.7%320.532
$92.50Sep 181.491.75$1.6216.0%310.202.2K
$91.00Aug 280.050.23$0.14128.6%290.04104

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 14.9%, max 26.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$102.00Aug 28Sep 2563.4%50.3%25.9%3178
$108.00Aug 28Sep 2564.6%53.6%20.5%7234
$103.00Aug 28Sep 1163.3%54.1%17.1%10397
$101.00Aug 28Sep 1161.1%52.4%16.7%122
$105.00Aug 28Sep 1865.8%56.4%16.7%1372.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$102.00Aug 28Sep 1863.4%50.1%26.6%1614
$98.00Aug 28Sep 1161.8%49.0%26.1%4587
$105.00Aug 28Sep 1865.8%56.4%16.7%1610
$100.00Aug 28Sep 1857.9%50.7%14.2%21589
$106.00Aug 28Sep 463.5%55.9%13.6%--29

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 98 found (best R:R 0.70, avg 2.87)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$95.00$102.00Sep 25$4.12$2.88$4.1273%0.70$99.12
$97.00$100.00Aug 28$1.97$1.03$1.9784%0.52$98.97
$103.00$107.00Sep 11$1.32$2.68$1.3251%2.03$104.32
$108.00$121.00Sep 25$2.59$10.41$2.5940%4.02$110.59
$105.00$110.00Sep 18$1.77$3.23$1.7748%1.82$106.77
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$90.00$87.50Sep 18$0.17$2.33$0.1715%13.71$89.83
$109.00$108.00Sep 4$0.57$0.43$0.5769%0.75$108.43
$104.00$103.00Aug 28$0.39$0.61$0.3953%1.56$103.61
$110.00$105.00Sep 11$3.06$1.94$3.0668%0.63$106.94
$99.00$98.00Aug 28$0.16$0.84$0.1624%5.25$98.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 72 found (best R:R 1.33, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$104.00$108.00Sep 25$2.28$2.28$1.7250%1.33$106.28
$118.00$119.00Sep 4$0.20$0.20$0.8088%0.25$118.20
$110.00$111.00Aug 28$0.24$0.24$0.7682%0.32$110.24
$119.00$120.00Sep 4$0.16$0.16$0.8490%0.19$119.16
$105.00$106.00Aug 28$0.46$0.46$0.5458%0.85$105.46
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$92.00$85.00Oct 2$1.36$1.36$5.6476%0.24$90.64
$102.00$100.00Sep 11$1.09$1.09$0.9155%1.20$100.91
$87.50$85.00Sep 18$0.43$0.43$2.0788%0.21$87.07
$98.00$94.00Sep 11$1.11$1.11$2.8968%0.38$96.89
$94.00$92.00Oct 2$0.69$0.69$1.3172%0.53$93.31

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $1.43, cheapest $2.83)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$102.00Aug 28Sep 4$1.2863.4%54.4%
$105.00Aug 28Sep 4$1.3065.8%57.2%
$103.00Aug 28Sep 4$1.3763.3%55.4%
$106.00Aug 28Sep 4$1.2763.5%55.9%
$104.00Aug 28Sep 4$1.3563.7%56.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$103.00Aug 28Sep 18$2.8363.3%50.2%
$102.00Aug 28Sep 4$1.0763.4%54.4%
$105.00Aug 28Sep 4$1.1365.8%57.2%
$106.00Aug 28Sep 4$1.1063.5%55.9%
$104.00Aug 28Sep 4$1.2163.7%56.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 29 found (cheapest 5.25% of stock, avg 8.63%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$104.00Aug 28$2.43$2.99$5.42$98.58$109.425.25%
$103.00Aug 28$2.93$2.60$5.53$97.47$108.535.35%
$102.00Aug 28$3.50$2.13$5.63$96.37$107.635.45%
$101.00Aug 28$4.10$1.64$5.74$95.26$106.745.56%
$105.00Aug 28$2.10$3.72$5.82$99.18$110.825.63%
$100.00Aug 28$4.78$1.17$5.95$94.05$105.955.76%
$106.00Aug 28$1.64$4.33$5.97$100.03$111.975.78%
$97.00Aug 28$6.75$0.57$7.32$89.68$104.327.08%
$110.00Aug 28$0.67$7.30$7.97$102.03$117.977.71%
$102.00Sep 4$4.78$3.20$7.98$94.02$109.987.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 118 found (cheapest 1.76% of stock, avg 5.09%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$120.00$93.00Sep 11$0.75$1.07$1.82$91.18$121.82
$108.00$99.00Aug 28$1.11$0.94$2.05$96.95$110.05
$120.00$94.00Sep 11$0.75$1.33$2.08$91.92$122.08
$108.00$100.00Aug 28$1.11$1.17$2.28$97.72$110.28
$107.00$99.00Aug 28$1.33$0.94$2.27$96.73$109.27
$115.00$93.00Sep 11$1.38$1.07$2.45$90.55$117.45
$107.00$100.00Aug 28$1.33$1.17$2.50$97.50$109.50
$115.00$94.00Sep 11$1.38$1.33$2.71$91.29$117.71
$106.00$99.00Aug 28$1.64$0.94$2.58$96.42$108.58
$108.00$101.00Aug 28$1.11$1.64$2.75$98.25$110.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 100 found (best R:R 0.85, avg credit $0.53)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
95/96114/115Sep 4$0.46$0.5462%0.85$95.54$114.46
97/98110/111Aug 28$0.45$0.5562%0.82$97.55$110.45
95/96113/114Sep 4$0.47$0.5359%0.89$95.53$113.47
99/100114/115Sep 4$0.58$0.4248%1.38$99.42$114.58
94/95110/111Aug 28$0.34$0.6672%0.52$94.66$110.34
95/96109/110Sep 4$0.57$0.4348%1.33$95.43$109.57
90/91114/115Sep 4$0.32$0.6873%0.47$90.68$114.32
95/96110/111Aug 28$0.36$0.6469%0.56$95.64$110.36
97/98114/115Aug 28$0.32$0.6872%0.47$97.68$114.32
97/98114/115Sep 4$0.49$0.5155%0.96$97.51$114.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 44 found (best R:R 11.82, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$92.50$95.00$97.50Sep 18$0.14$2.3612%16.86
$95.00$97.50$100.00Sep 18$0.18$2.3214%12.89
$87.50$90.00$92.50Sep 18$0.10$2.408%24.00
$102.00$103.00$104.00Aug 28$0.07$0.9312%13.29
$100.00$101.00$102.00Aug 28$0.08$0.9212%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$110.00$115.00$120.00Sep 18$0.39$4.6119%11.82
$92.50$95.00$97.50Sep 18$0.11$2.3912%21.73
$95.00$97.50$100.00Sep 18$0.18$2.3213%12.89
$98.00$99.00$100.00Aug 28$0.07$0.939%13.29
$105.00$106.00$107.00Sep 4$0.07$0.938%13.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 82 found (best net $-1.36, 79 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$102.001:2Sep 25-$3.41$3.59
$115.00$120.001:2Sep 11-$0.12$4.88
$115.00$120.001:2Sep 18-$0.45$4.55
$108.00$112.001:2Sep 11-$0.73$3.27
$105.00$110.001:2Sep 18-$1.61$3.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$106.001:2Aug 28-$1.36$2.64
$92.00$85.001:2Oct 2-$0.04$6.96
$98.00$94.001:2Sep 11-$0.22$3.78
$110.00$105.001:2Sep 11-$3.01$1.99
$87.50$85.001:2Sep 18-$0.11$2.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 42 found (best yield 4.16%, avg 1.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Oct 2$4.300.386.5%4.16%10.62%29
$104.00Sep 25$6.000.500.7%5.81%6.46%2--
$105.00Sep 18$4.950.481.6%4.79%6.41%122.5K
$104.00Sep 18$5.350.500.7%5.18%5.83%6--
$110.00Sep 18$3.200.356.5%3.10%9.55%771.2K
$108.00Sep 25$3.300.404.5%3.19%7.71%--12
$113.00Sep 18$2.270.289.4%2.20%11.56%7--
$107.00Sep 11$3.250.403.5%3.15%6.70%--36
$115.00Sep 18$1.920.2411.3%1.86%13.15%391.2K
$108.00Sep 11$2.890.374.5%2.80%7.32%--15

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 2,398
Total Puts 2,636
Put/Call Ratio 1.10
Net Difference -238

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 28,104
Total Puts 24,330
Average Put/Call Ratio 0.97
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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