Tour v526
W
WAYFAIR INC A
$105.86 +1.79%
8/27 15:07

Option Volume

Detail
Current (08/27 3:05pm) 7,230
Calls: 6,233 (86%)
Puts: 997 (14%)
Prior (08/26) 2,406
Calls: 784 (33%)
Puts: 1,622 (67%)
Current vs Prior +200.50%
Calls: +695.03% (Calls)
Puts: -38.53% (Puts)
Prior 7-Day Total 51,058
Calls: 27,545 (54%)
Puts: 23,513 (46%)
Prior 7-Day Average 7,294
Calls: 3,935 (54%)
Puts: 3,359 (46%)
Current vs Prior 7-Day Avg -0.88%
Calls: +58.40%
Puts: -70.32%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/27 3:05pm) $2.81M
Calls: $2.50M (89%)
Puts: $308.4K (11%)
Prior (08/26) $2.01M
Calls: $827.4K (41%)
Puts: $1.19M (59%)
Current vs Prior +39.50%
Calls: +202.46%
Puts: -74.03%
Prior 7-Day Total $34.65M
Calls: $14.32M (41%)
Puts: $20.33M (59%)
Prior 7-Day Average $4.95M
Calls: $2.05M (41%)
Puts: $2.90M (59%)
Current vs Prior 7-Day Avg -43.22%
Calls: +22.31%
Puts: -89.38%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/27 3:05pm) 0.16
Prior (08/26) 2.07
Current vs Prior -92.27%
Prior 7-Day Average 0.89
Current vs Prior 7-Day Avg -82.05%
Sentiment BULLISH

Open Interest

Detail
Current (08/27 3:05pm) 198,336
Calls: 87,444 (44%)
Puts: 110,892 (56%)
Prior (08/26) 196,427
Calls: 86,928 (44%)
Puts: 109,499 (56%)
Current vs Prior +0.97%
Prior 7-Day Total 1,419,045
Calls: 637,209 (45%)
Puts: 781,836 (55%)
Prior 7-Day Average 202,720
Calls: 91,029 (45%)
Puts: 111,690 (55%)
Current vs Prior 7-Day Avg -2.16%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 3.42% | 7.07%10.89% | 18.47%
Prior 5.11% | 8.00%11.53% | 18.89%
Current vs Prior -33.07% | -11.63%-5.51% | -2.22%
Prior 7-Day Avg 3.83% | 7.38%6.15% | 15.95%
Current vs 7-Day Avg -10.63% | -4.19%+77.02% | +15.81%
Prior 7-Day Eod 5.11% | 8.00%10.53% | 18.91%
Current vs 7-Day Eod -33.07% | -11.63%+3.45% | -2.36%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 52.56% | 15.48%
Calls: 52.27% | 13.82%
Puts: 52.85% | 17.14%
Prior 12.33% | 4.92%
Calls: 8.74% | 3.39%
Puts: 15.92% | 6.44%
Current vs Prior +326.28% | +214.63%
Prior 7-Day Avg 55.77% | 13.73%
Calls: 51.79% | 13.86%
Puts: 59.75% | 13.60%
Current vs 7-Day Avg -5.75% | +12.73%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($2.50M) vs puts ($308.4K). Unusually high activity with volume up 200% vs prior - elevated interest. Extreme bullish P/C ratio of 0.16 - heavy call buying (6,233 calls vs 997 puts). P/C ratio dropping 92% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 20 of results (avg 8.3%, best 3.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Sep 185.906.20$6.055.0%60.552.5K
$107.00Sep 184.955.30$5.136.8%10.49--
$108.00Sep 184.504.85$4.687.5%40.461
$110.00Sep 183.754.05$3.907.7%1.2K0.411.3K
$92.50Sep 1814.2015.50$14.858.8%10.86225
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Sep 187.607.90$7.753.9%90.591.2K
$115.00Sep 1810.9511.65$11.306.2%--0.71327
$105.00Sep 255.505.90$5.707.0%10.45--
$104.00Sep 113.303.60$3.458.7%50.418
$105.00Sep 113.754.10$3.938.9%--0.4517

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. 72 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 2814.9016.45$15.689.9%21.00134
$91.00Aug 2813.8015.45$14.6311.3%11.0038
$95.00Aug 289.7011.45$10.5816.5%--1.00106
$97.00Aug 287.809.35$8.5718.1%251.001
$98.00Aug 286.758.40$7.5821.8%11.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$117.00Aug 2810.2511.90$11.0814.9%20.978
$115.00Aug 287.8010.20$9.0026.7%--0.9726
$118.00Aug 2811.2512.95$12.1014.0%10.975
$116.00Aug 288.8011.20$10.0024.0%10.978
$120.00Sep 413.5015.50$14.5013.8%--0.9211

Most actively traded options today. High liquidity = easy entry/exit. 132 active (total vol 6.3K, top 2.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Aug 280.611.33$0.9774.2%2.8K0.37778
$110.00Sep 183.754.05$3.907.7%1.2K0.411.3K
$106.00Sep 43.203.60$3.4011.8%6120.5110
$105.00Sep 43.704.25$3.9813.8%2750.56283
$103.00Aug 282.554.10$3.3346.5%2510.78290
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$98.00Aug 280.000.12$0.06200.0%2120.03121
$100.00Sep 40.981.35$1.1731.6%1060.2320
$100.00Aug 280.060.29$0.18127.8%1050.09217
$92.00Sep 40.080.87$0.48164.6%180.0928
$97.00Aug 280.000.09$0.05180.0%160.0395

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 30.9%, max 46.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$109.00Aug 28Sep 1175.3%52.0%44.9%427
$110.00Aug 28Oct 280.0%56.0%42.9%5408
$102.00Aug 28Sep 2571.6%50.7%41.2%--170
$108.00Aug 28Sep 2574.4%54.6%36.2%5240
$103.00Aug 28Sep 1868.3%51.7%32.2%260293
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$110.00Aug 28Sep 1880.0%54.7%46.2%101.2K
$102.00Aug 28Sep 1871.6%52.0%37.7%730
$103.00Aug 28Sep 1168.3%51.1%33.6%1612
$105.00Aug 28Oct 267.8%51.7%31.1%637
$104.00Aug 28Sep 1165.8%50.9%29.5%830

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 106 found (best R:R 1.22, avg 3.13)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$100.00$101.00Aug 28$0.45$0.55$0.4594%1.22$100.45
$105.00$110.00Oct 2$1.99$3.01$1.9955%1.51$106.99
$100.00$102.00Sep 25$0.90$1.10$0.9068%1.22$100.90
$95.00$96.00Sep 4$0.60$0.40$0.6090%0.67$95.60
$103.00$105.00Sep 11$0.90$1.10$0.9062%1.22$103.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$106.00$105.00Aug 28$0.39$0.61$0.3953%1.56$105.61
$102.00$100.00Sep 11$0.54$1.46$0.5434%2.70$101.46
$90.00$87.50Sep 18$0.15$2.35$0.1510%15.67$89.85
$104.00$103.00Aug 28$0.24$0.76$0.2432%3.17$103.76
$103.00$102.00Aug 28$0.17$0.83$0.1724%4.88$102.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 79 found (best R:R 0.57, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$123.00$125.00Sep 4$0.47$0.47$1.5387%0.31$123.47
$119.00$120.00Sep 4$0.26$0.26$0.7488%0.35$119.26
$106.00$107.00Sep 11$0.63$0.63$0.3748%1.70$106.63
$112.00$113.00Sep 4$0.32$0.32$0.6874%0.47$112.32
$122.00$126.00Sep 11$0.34$0.34$3.6689%0.09$122.34
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$105.00$94.00Oct 2$4.01$4.01$6.9955%0.57$100.99
$94.00$85.00Oct 2$1.64$1.64$7.3678%0.22$92.36
$96.00$95.00Aug 28$0.34$0.34$0.6690%0.52$95.66
$100.00$95.00Sep 25$1.52$1.52$3.4868%0.44$98.48
$105.00$100.00Sep 25$2.17$2.17$2.8355%0.77$102.83

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $1.96, cheapest $2.00)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$107.00Aug 28Sep 4$2.0068.6%55.9%
$105.00Aug 28Sep 4$1.9867.8%55.1%
$104.00Aug 28Sep 4$2.0965.8%54.7%
$106.00Aug 28Sep 4$2.1463.4%55.9%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Aug 28Sep 4$1.8167.8%55.1%
$104.00Aug 28Sep 4$1.7565.8%54.7%
$106.00Aug 28Sep 4$1.8863.4%55.9%
$107.00Sep 4Sep 18$2.0555.9%55.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 43 found (cheapest 2.72% of stock, avg 8.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$106.00Aug 28$1.26$1.62$2.88$103.12$108.882.72%
$105.00Aug 28$2.00$1.23$3.23$101.77$108.233.05%
$104.00Aug 28$2.44$0.80$3.24$100.76$107.243.06%
$108.00Aug 28$0.77$3.02$3.79$104.21$111.793.58%
$103.00Aug 28$3.33$0.56$3.89$99.11$106.893.67%
$102.00Aug 28$4.18$0.39$4.57$97.43$106.574.32%
$110.00Aug 28$0.43$4.47$4.90$105.10$114.904.63%
$111.00Aug 28$0.30$5.20$5.50$105.50$116.505.20%
$101.00Aug 28$5.28$0.32$5.60$95.40$106.605.29%
$100.00Aug 28$5.73$0.18$5.91$94.09$105.915.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 113 found (cheapest 0.71% of stock, avg 5.05%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$110.00$101.00Aug 28$0.43$0.32$0.75$100.25$110.75
$110.00$102.00Aug 28$0.43$0.39$0.82$101.18$110.82
$109.00$101.00Aug 28$0.54$0.32$0.86$100.14$109.86
$109.00$102.00Aug 28$0.54$0.39$0.93$101.07$109.93
$110.00$103.00Aug 28$0.43$0.56$0.99$102.01$110.99
$109.00$103.00Aug 28$0.54$0.56$1.10$101.90$110.10
$108.00$101.00Aug 28$0.77$0.32$1.09$99.91$109.09
$108.00$102.00Aug 28$0.77$0.39$1.16$100.84$109.16
$108.00$103.00Aug 28$0.77$0.56$1.33$101.67$109.33
$110.00$104.00Aug 28$0.43$0.80$1.23$102.77$111.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 108 found (best R:R 1.17, avg credit $0.63)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
91/92119/120Sep 4$0.54$0.4679%1.17$91.46$119.54
91/92112/113Sep 4$0.60$0.4065%1.50$91.40$112.60
91/92114/115Sep 4$0.50$0.5071%1.00$91.50$114.50
95/96110/111Aug 28$0.47$0.5373%0.89$95.53$110.47
91/92110/111Sep 4$0.61$0.3957%1.56$91.39$110.61
95/96108/109Aug 28$0.57$0.4361%1.33$95.43$108.57
98/99119/120Sep 4$0.49$0.5169%0.96$98.51$119.49
96/97119/120Sep 4$0.44$0.5673%0.79$96.56$119.44
100/101119/120Sep 4$0.56$0.4461%1.27$100.44$119.56
91/92115/116Sep 4$0.42$0.5875%0.72$91.58$115.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 56 found (best R:R 54.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$115.00$120.00$125.00Sep 18$0.31$4.6916%15.13
$112.00$115.00$118.00Sep 11$0.15$2.8514%19.00
$106.00$107.00$108.00Aug 28$0.09$0.9117%10.11
$110.00$111.00$112.00Aug 28$0.05$0.958%19.00
$110.00$111.00$112.00Sep 4$0.07$0.938%13.29
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$115.00$120.00$125.00Sep 18$0.09$4.9116%54.56
$95.00$100.00$105.00Sep 25$0.65$4.3524%6.69
$102.00$103.00$104.00Aug 28$0.07$0.9315%13.29
$92.50$95.00$97.50Sep 18$0.13$2.3710%18.23
$106.00$107.00$108.00Sep 4$0.05$0.959%19.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 92 found (best net $-2.16, 81 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$120.001:2Sep 18-$0.59$4.41
$120.00$125.001:2Sep 18-$0.32$4.68
$115.00$118.001:2Sep 11-$0.51$2.49
$119.00$120.001:2Sep 4-$0.05$0.95
$111.00$115.001:2Sep 18-$1.24$2.76
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$115.001:2Sep 11-$2.16$7.84
$115.00$111.001:2Aug 28-$1.40$2.60
$115.00$110.001:2Sep 4-$2.00$3.00
$110.00$105.001:2Sep 11-$1.03$3.97
$108.00$106.001:2Aug 28-$0.22$1.78

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 42 found (best yield 4.68%, avg 1.81%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Oct 2$4.950.443.9%4.68%8.59%--10
$108.00Sep 25$5.000.472.0%4.72%6.74%--11
$107.00Sep 18$4.950.491.1%4.68%5.75%1--
$108.00Sep 18$4.500.462.0%4.25%6.27%41
$110.00Sep 18$3.750.413.9%3.54%7.45%1.2K1.3K
$106.00Sep 18$5.050.520.1%4.77%4.90%155
$111.00Sep 18$3.150.384.9%2.98%7.83%2310
$121.00Sep 25$1.420.2214.3%1.34%15.64%1025
$115.00Sep 18$2.070.298.6%1.96%10.59%51.3K
$106.00Sep 11$4.150.520.1%3.92%4.05%13

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 6,233
Total Puts 997
Put/Call Ratio 0.16
Net Difference 5,236

Prior's Put/Call Breakdown

Total Calls 784
Total Puts 1,622
Put/Call Ratio 2.07
Net Difference -838

Prior 7-Day Put/Call Summary

Total Calls 27,545
Total Puts 23,513
Average Put/Call Ratio 0.89
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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