Tour v526
W
WAYFAIR INC A
$103.85 -1.11%
8/28 15:07

Option Volume

Detail
Current (08/28 3:05pm) 2,628
Calls: 1,516 (58%)
Puts: 1,112 (42%)
Prior (08/27) 7,230
Calls: 6,233 (86%)
Puts: 997 (14%)
Current vs Prior -63.65%
Calls: -75.68% (Calls)
Puts: +11.53% (Puts)
Prior 7-Day Total 44,786
Calls: 21,640 (48%)
Puts: 23,146 (52%)
Prior 7-Day Average 6,398
Calls: 3,091 (48%)
Puts: 3,306 (52%)
Current vs Prior 7-Day Avg -58.92%
Calls: -50.96%
Puts: -66.37%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/28 3:05pm) $1.13M
Calls: $620.0K (55%)
Puts: $513.5K (45%)
Prior (08/27) $2.81M
Calls: $2.50M (89%)
Puts: $308.4K (11%)
Current vs Prior -59.68%
Calls: -75.23%
Puts: +66.52%
Prior 7-Day Total $32.76M
Calls: $12.12M (37%)
Puts: $20.65M (63%)
Prior 7-Day Average $4.68M
Calls: $1.73M (37%)
Puts: $2.95M (63%)
Current vs Prior 7-Day Avg -75.78%
Calls: -64.18%
Puts: -82.59%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/28 3:05pm) 0.73
Prior (08/27) 0.16
Current vs Prior +358.57%
Prior 7-Day Average 1.14
Current vs Prior 7-Day Avg -35.92%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/28 3:05pm) 202,141
Calls: 91,030 (45%)
Puts: 111,111 (55%)
Prior (08/27) 198,336
Calls: 87,444 (44%)
Puts: 110,892 (56%)
Current vs Prior +1.92%
Prior 7-Day Total 1,420,002
Calls: 632,672 (45%)
Puts: 787,330 (55%)
Prior 7-Day Average 202,857
Calls: 90,381 (45%)
Puts: 112,475 (55%)
Current vs Prior 7-Day Avg -0.35%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 1.48% | 6.40%9.77% | 17.72%
Prior 4.31% | 7.60%11.41% | 18.79%
Current vs Prior -65.62% | -15.75%-14.35% | -5.72%
Prior 7-Day Avg 4.16% | 7.55%6.87% | 16.39%
Current vs 7-Day Avg -64.34% | -15.18%+42.23% | +8.12%
Prior 7-Day Eod 4.31% | 7.60%10.74% | 18.36%
Current vs 7-Day Eod -65.62% | -15.75%-9.01% | -3.50%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 152.34% | 17.00%
Calls: 31.52% | 7.40%
Puts: 273.17% | 26.61%
Prior 30.87% | 13.75%
Calls: 24.39% | 15.00%
Puts: 37.35% | 12.50%
Current vs Prior +393.49% | +23.64%
Prior 7-Day Avg 39.21% | 13.95%
Calls: 38.50% | 14.36%
Puts: 39.93% | 13.53%
Current vs 7-Day Avg +288.50% | +21.89%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 60% vs prior. Below-average activity with volume down 64% vs prior. P/C ratio rising 359% - increased hedging/bearish positioning.

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 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 12 of results (avg 7.3%, best 3.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Sep 184.504.70$4.604.3%90.492.5K
$102.00Sep 43.854.05$3.955.1%--0.6052
$110.00Sep 182.672.87$2.777.2%2940.342.4K
$103.00Sep 43.253.50$3.387.4%10.5542
$105.00Sep 42.302.48$2.397.5%50.44259
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Sep 185.405.60$5.503.6%230.51577
$100.00Sep 183.053.30$3.187.9%10.35456
$120.00Sep 1816.5017.95$17.238.4%--0.8637
$110.00Sep 188.559.35$8.958.9%1350.661.2K
$97.50Sep 182.222.44$2.339.4%220.28743

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.87, cheapest $0.87)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Sep 180.820.91$0.8710.3%130.14806
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 69 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 2812.5015.25$13.8819.8%11.00134
$100.00Aug 282.805.25$4.0360.8%101.0053
$101.00Aug 281.694.30$3.0087.0%21.0022
$102.00Aug 280.833.30$2.07119.3%101.00156
$84.00Sep 1119.0521.40$20.2311.6%--0.9810
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.00Aug 2813.0515.50$14.2817.2%60.996
$107.00Aug 282.264.50$3.3866.3%20.985
$110.00Aug 285.657.00$6.3321.3%60.9831
$111.00Aug 285.808.15$6.9833.7%--0.9712
$108.00Aug 282.775.10$3.9359.3%10.965

Most actively traded options today. High liquidity = easy entry/exit. 115 active (total vol 2.0K, top 294)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Sep 182.672.87$2.777.2%2940.342.4K
$115.00Sep 40.210.34$0.2846.4%1090.08331
$112.00Sep 40.230.64$0.4493.2%1060.1354
$112.00Aug 280.002.12$1.06200.0%1040.21137
$105.00Aug 280.010.15$0.08175.0%970.13159
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Sep 188.559.35$8.958.9%1350.661.2K
$94.00Sep 40.140.32$0.2378.3%1040.0760
$96.00Sep 40.410.58$0.5034.0%1010.1384
$99.00Oct 23.804.55$4.1817.9%1000.345
$104.00Aug 280.151.27$0.71157.7%580.6125

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 1191.8%, max 1986.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$93.00Aug 28Sep 41017.2%48.8%1986.5%146
$114.00Aug 28Sep 11901.9%48.0%1777.8%215
$116.00Aug 28Sep 111003.1%54.1%1754.7%126
$113.00Aug 28Sep 4851.5%50.6%1581.4%643
$95.00Aug 28Sep 25884.1%52.9%1571.5%1127
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$93.00Aug 28Sep 111017.2%49.6%1949.4%--70
$94.00Aug 28Oct 2951.0%52.0%1727.2%5127
$95.00Aug 28Sep 25884.1%52.9%1571.5%2267
$96.00Aug 28Sep 25816.6%52.8%1445.6%244
$97.00Aug 28Sep 4748.3%50.4%1384.4%1106

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 91 found (best R:R 1.94, avg 3.20)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$100.00$102.00Sep 25$0.68$1.32$0.6864%1.94$100.68
$97.50$99.00Sep 18$0.60$0.90$0.6072%1.50$98.10
$89.00$90.00Aug 28$0.57$0.43$0.5787%0.75$89.57
$106.00$110.00Sep 18$1.16$2.84$1.1645%2.45$107.16
$105.00$110.00Oct 2$1.98$3.02$1.9853%1.53$106.98
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$108.00$107.00Aug 28$0.55$0.45$0.5596%0.82$107.45
$108.00$107.00Sep 4$0.36$0.64$0.3672%1.78$107.64
$111.00$110.00Aug 28$0.65$0.35$0.6597%0.54$110.35
$103.00$102.00Sep 11$0.13$0.87$0.1344%6.69$102.87
$105.00$104.00Sep 4$0.36$0.64$0.3656%1.78$104.64

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 67 found (best R:R 4.56, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$108.00$121.00Sep 25$3.33$3.33$9.6756%0.34$111.33
$105.00$106.00Sep 18$0.67$0.67$0.3351%2.03$105.67
$105.00$106.00Sep 4$0.58$0.58$0.4256%1.38$105.58
$108.00$109.00Sep 11$0.50$0.50$0.5063%1.00$108.50
$117.00$118.00Aug 28$0.12$0.12$0.8896%0.14$117.12
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$93.00$92.00Aug 28$0.82$0.82$0.1884%4.56$92.18
$100.00$94.00Sep 11$1.71$1.71$4.2967%0.40$98.29
$102.00$96.00Sep 25$2.42$2.42$3.5858%0.68$99.58
$99.00$94.00Oct 2$1.74$1.74$3.2666%0.53$97.26
$94.00$90.00Oct 2$0.92$0.92$3.0877%0.30$93.08

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $2.48, cheapest $2.36)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$104.00Aug 28Sep 4$2.53106.8%53.8%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$103.00Aug 28Sep 4$2.36116.6%50.8%
$104.00Aug 28Sep 4$2.56106.8%53.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 41 found (cheapest 1.02% of stock, avg 7.05%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$104.00Aug 28$0.35$0.71$1.06$102.94$105.061.02%
$103.00Aug 28$0.83$0.29$1.12$101.88$104.121.08%
$105.00Aug 28$0.08$1.47$1.55$103.45$106.551.49%
$102.00Aug 28$2.07$0.10$2.17$99.83$104.172.09%
$106.00Aug 28$0.12$2.29$2.41$103.59$108.412.32%
$101.00Aug 28$3.00$0.05$3.05$97.95$104.052.94%
$107.00Aug 28$0.01$3.38$3.39$103.61$110.393.26%
$108.00Aug 28$0.04$3.93$3.97$104.03$111.973.82%
$100.00Aug 28$4.03$0.04$4.07$95.93$104.073.92%
$105.00Sep 4$2.39$3.63$6.02$98.98$111.025.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 118 found (cheapest 0.62% of stock, avg 4.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$104.00$103.00Aug 28$0.35$0.29$0.64$102.36$104.64
$109.00$103.00Aug 28$1.07$0.29$1.36$101.64$110.36
$112.00$103.00Aug 28$1.06$0.29$1.35$101.65$113.35
$113.00$103.00Aug 28$1.07$0.29$1.36$101.64$114.36
$114.00$103.00Aug 28$1.06$0.29$1.35$101.65$115.35
$104.00$97.00Aug 28$0.35$1.07$1.42$95.58$105.42
$104.00$96.00Aug 28$0.35$1.07$1.42$94.58$105.42
$104.00$95.00Aug 28$0.35$1.07$1.42$93.58$105.42
$104.00$94.00Aug 28$0.35$1.07$1.42$92.58$105.42
$114.00$96.00Aug 28$1.06$1.07$2.13$93.87$116.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 93 found (best R:R 7.33, avg credit $0.64)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
100/101107/108Sep 4$0.88$0.1232%7.33$100.12$107.88
100/101111/112Sep 4$0.67$0.3349%2.03$100.33$111.67
98/99110/111Sep 18$0.82$0.1833%4.56$98.18$110.82
100/101109/110Sep 4$0.73$0.2741%2.70$100.27$109.73
95/96110/111Sep 18$0.71$0.2941%2.45$95.29$110.71
100/101110/111Sep 4$0.66$0.3445%1.94$100.34$110.66
94/95107/108Sep 4$0.49$0.5157%0.96$94.51$107.49
95/96107/108Sep 4$0.52$0.4854%1.08$95.48$107.52
100/101108/109Sep 4$0.68$0.3238%2.12$100.32$108.68
92/92110/111Sep 18$0.56$0.4449%1.27$91.94$110.56

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 44 found (best R:R 6.25, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$103.00$104.00$105.00Aug 28$0.21$0.7960%3.76
$116.00$118.00$120.00Sep 11$0.06$1.946%32.33
$102.00$103.00$104.00Sep 4$0.07$0.9311%13.29
$109.00$110.00$111.00Sep 4$0.07$0.937%13.29
$103.00$104.00$105.00Sep 11$0.09$0.918%10.11
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Sep 11$0.69$4.3133%6.25
$104.00$105.00$106.00Aug 28$0.06$0.9427%15.67
$102.00$103.00$104.00Aug 28$0.23$0.7748%3.35
$103.00$104.00$105.00Aug 28$0.34$0.6655%1.94
$101.00$102.00$103.00Aug 28$0.14$0.8625%6.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 81 found (best net $-0.34, 64 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$101.00$110.001:2Oct 9-$0.34$8.66
$95.00$100.001:2Sep 4-$0.94$4.06
$97.00$100.001:2Aug 28-$1.08$1.92
$115.00$120.001:2Sep 18-$0.25$4.75
$111.00$115.001:2Sep 18-$0.62$3.38
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$105.001:2Sep 11-$1.07$3.93
$102.00$96.001:2Sep 25-$0.21$5.79
$105.00$100.001:2Sep 18-$0.86$4.14
$115.00$110.001:2Sep 4-$3.37$1.63
$99.00$94.001:2Oct 2-$0.70$4.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 40 found (best yield 4.00%, avg 1.80%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Oct 9$4.150.415.9%4.00%9.92%1--
$110.00Oct 2$3.800.415.9%3.66%9.58%--10
$105.00Oct 2$5.600.531.1%5.39%6.50%1522
$112.00Oct 2$3.050.377.8%2.94%10.78%12
$108.00Sep 25$3.750.444.0%3.61%7.61%--11
$104.00Sep 25$5.350.540.1%5.15%5.30%22
$105.00Sep 18$4.500.491.1%4.33%5.44%92.5K
$110.00Sep 18$2.670.345.9%2.57%8.49%2942.4K
$104.00Sep 18$4.550.520.1%4.38%4.53%--13
$106.00Sep 18$3.550.452.1%3.42%5.49%220

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 1,516
Total Puts 1,112
Put/Call Ratio 0.73
Net Difference 404

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 21,640
Total Puts 23,146
Average Put/Call Ratio 1.14
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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