Tour v526
W
WAYFAIR INC A
$97.99 -5.56%
8/31 15:07

Option Volume

Detail
Current (08/31 3:05pm) 7,760
Calls: 4,163 (54%)
Puts: 3,597 (46%)
Prior (08/28) 2,628
Calls: 1,516 (58%)
Puts: 1,112 (42%)
Current vs Prior +195.28%
Calls: +174.60% (Calls)
Puts: +223.47% (Puts)
Prior 7-Day Total 34,898
Calls: 23,413 (67%)
Puts: 11,485 (33%)
Prior 7-Day Average 4,985
Calls: 3,344 (67%)
Puts: 1,640 (33%)
Current vs Prior 7-Day Avg +55.65%
Calls: +24.47%
Puts: +119.23%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/31 3:05pm) $3.47M
Calls: $1.70M (49%)
Puts: $1.77M (51%)
Prior (08/28) $1.13M
Calls: $620.0K (55%)
Puts: $513.5K (45%)
Current vs Prior +205.72%
Calls: +174.13%
Puts: +243.85%
Prior 7-Day Total $20.36M
Calls: $12.88M (63%)
Puts: $7.49M (37%)
Prior 7-Day Average $2.91M
Calls: $1.84M (63%)
Puts: $1.07M (37%)
Current vs Prior 7-Day Avg +19.11%
Calls: -7.62%
Puts: +65.11%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/31 3:05pm) 0.86
Prior (08/28) 0.73
Current vs Prior +17.80%
Prior 7-Day Average 0.76
Current vs Prior 7-Day Avg +13.38%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/31 3:05pm) 195,941
Calls: 86,724 (44%)
Puts: 109,217 (56%)
Prior (08/28) 202,141
Calls: 91,030 (45%)
Puts: 111,111 (55%)
Current vs Prior -3.07%
Prior 7-Day Total 1,421,111
Calls: 628,145 (44%)
Puts: 792,966 (56%)
Prior 7-Day Average 203,015
Calls: 89,735 (44%)
Puts: 113,280 (56%)
Current vs Prior 7-Day Avg -3.48%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 5.41% | 7.66%9.69% | 15.97%
Prior 3.42% | 7.07%10.89% | 18.47%
Current vs Prior +58.17% | +8.46%-10.99% | -13.52%
Prior 7-Day Avg 3.95% | 7.41%7.73% | 16.89%
Current vs 7-Day Avg +36.93% | +3.46%+25.41% | -5.46%
Prior 7-Day Eod 3.42% | 7.07%9.67% | 17.71%
Current vs 7-Day Eod +58.17% | +8.46%+0.29% | -9.84%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 27.95% | 14.55%
Calls: 31.88% | 16.54%
Puts: 24.02% | 12.57%
Prior 52.56% | 15.48%
Calls: 52.27% | 13.82%
Puts: 52.85% | 17.14%
Current vs Prior -46.82% | -6.01%
Prior 7-Day Avg 42.97% | 13.87%
Calls: 43.75% | 13.20%
Puts: 42.20% | 14.54%
Current vs 7-Day Avg -34.96% | +4.92%
Liquidity Expensive
+
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🤖 AI Insights

Massive premium surge with dollar volume up 206% vs prior. Unusually high activity with volume up 195% vs prior - elevated interest.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
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 3.7%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Sep 187.908.20$8.053.7%2440.72502
$92.00Sep 117.007.55$7.287.6%10.781
$100.00Sep 183.503.85$3.689.5%690.444.0K
$104.00Sep 182.202.43$2.329.9%20.3218
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Sep 182.993.15$3.075.2%--0.383.3K
$101.00Sep 186.056.50$6.287.2%10.591
$104.00Sep 46.306.85$6.578.4%80.8326
$99.00Sep 113.904.25$4.088.6%10.534
$115.00Sep 1816.8018.35$17.588.8%10.90327

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.53, cheapest $0.53)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Sep 180.480.58$0.5318.9%340.101.2K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 58 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Sep 411.9514.50$13.2319.3%11.002
$86.00Sep 410.9513.55$12.2521.2%11.00--
$84.00Sep 1112.9515.25$14.1016.3%--1.0010
$80.00Sep 1817.4019.85$18.6313.2%--0.95288
$82.50Sep 1815.0517.60$16.3315.6%--0.94148
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Sep 415.6018.15$16.8815.1%10.9731
$114.00Sep 414.6017.05$15.8315.5%10.96--
$110.00Sep 411.2013.20$12.2016.4%--0.95209
$115.00Sep 1115.7018.35$17.0215.6%--0.9522
$108.00Sep 48.7011.10$9.9024.2%--0.9413

Most actively traded options today. High liquidity = easy entry/exit. 132 active (total vol 4.1K, top 678)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Sep 180.961.13$1.0516.2%6780.172.6K
$105.00Sep 40.270.50$0.3959.0%3020.13258
$92.00Sep 187.908.20$8.053.7%2440.72502
$97.00Sep 42.323.20$2.7631.9%2280.57--
$111.00Sep 40.000.16$0.08200.0%1370.0339
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Sep 41.031.30$1.1723.1%1810.30240
$93.00Sep 40.560.77$0.6731.3%940.2015
$100.00Sep 185.456.00$5.739.6%670.55452
$93.00Sep 111.331.56$1.4515.9%630.2735
$94.00Sep 40.751.06$0.9134.1%500.25130

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 11.4%, max 25.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Sep 4Oct 259.9%52.6%13.8%9717
$95.00Sep 4Sep 2556.7%50.7%11.8%2034
$102.00Sep 4Sep 2558.5%52.5%11.4%1066
$101.00Sep 4Sep 1159.2%54.0%9.6%5239
$99.00Sep 4Sep 1858.0%53.4%8.7%2235
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$94.00Sep 4Oct 257.7%45.8%25.9%50145
$96.00Sep 4Sep 1859.6%50.6%17.9%15187
$102.00Sep 4Sep 1158.5%51.4%13.8%3178
$98.00Sep 4Sep 1859.9%52.8%13.4%3991
$93.00Sep 4Sep 2557.7%51.1%12.9%9516

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 95 found (best R:R 1.38, avg 3.07)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$103.00$112.00Oct 9$2.25$6.75$2.2542%3.00$105.25
$100.00$105.00Oct 2$1.65$3.35$1.6547%2.03$101.65
$95.00$97.50Sep 18$1.15$1.35$1.1562%1.17$96.15
$90.00$92.00Sep 18$1.33$0.67$1.3379%0.50$91.33
$108.00$115.00Sep 25$0.91$6.09$0.9125%6.69$108.91
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$108.00$107.00Sep 4$0.42$0.58$0.4294%1.38$107.58
$94.00$90.00Oct 2$0.91$3.09$0.9136%3.40$93.09
$97.00$96.00Sep 4$0.24$0.76$0.2443%3.17$96.76
$103.00$102.00Sep 11$0.55$0.45$0.5569%0.82$102.45
$87.50$85.00Sep 18$0.17$2.33$0.1714%13.71$87.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 70 found (best R:R 0.29, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$101.00$102.00Sep 11$0.49$0.49$0.5162%0.96$101.49
$116.00$117.00Sep 4$0.15$0.15$0.8595%0.18$116.15
$112.00$115.00Sep 11$0.29$0.29$2.7190%0.11$112.29
$103.00$105.00Sep 11$0.60$0.60$1.4070%0.43$103.60
$112.00$113.00Sep 4$0.14$0.14$0.8693%0.16$112.14
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$90.00$85.00Sep 25$1.13$1.13$3.8775%0.29$88.87
$90.00$85.00Oct 2$1.24$1.24$3.7673%0.33$88.76
$89.00$87.50Sep 18$0.46$0.46$1.0481%0.44$88.54
$92.00$90.00Sep 18$0.66$0.66$1.3472%0.49$91.34
$90.00$89.00Sep 11$0.29$0.29$0.7184%0.41$89.71

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $1.30, cheapest $3.85)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$96.00Sep 4Oct 2$3.8559.6%50.3%
$98.00Sep 4Sep 11$1.1459.9%52.6%
$100.00Sep 4Sep 11$1.1359.9%53.5%
$101.00Sep 4Sep 11$1.1559.2%54.0%
$97.00Sep 4Sep 11$1.1754.9%50.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$96.00Sep 4Sep 11$1.0159.6%51.7%
$98.00Sep 4Sep 11$1.0459.9%52.6%
$100.00Sep 4Sep 11$1.0359.9%53.5%
$99.00Sep 4Sep 11$0.9758.0%52.7%
$101.00Sep 4Sep 11$0.9359.2%54.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 34 found (cheapest 4.74% of stock, avg 8.11%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$97.00Sep 4$2.76$1.88$4.64$92.36$101.644.74%
$98.00Sep 4$2.36$2.54$4.90$93.10$102.905.00%
$99.00Sep 4$1.84$3.11$4.95$94.05$103.955.05%
$96.00Sep 4$3.35$1.64$4.99$91.01$100.995.09%
$95.00Sep 4$4.00$1.17$5.17$89.83$100.175.28%
$100.00Sep 4$1.54$3.72$5.26$94.74$105.265.37%
$101.00Sep 4$1.19$4.45$5.64$95.36$106.645.76%
$102.00Sep 4$0.90$5.10$6.00$96.00$108.006.12%
$93.00Sep 4$5.57$0.67$6.24$86.76$99.246.37%
$103.00Sep 4$0.68$5.78$6.46$96.54$109.466.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 114 found (cheapest 1.38% of stock, avg 5.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$103.00$93.00Sep 4$0.68$0.67$1.35$91.65$104.35
$103.00$94.00Sep 4$0.68$0.91$1.59$92.41$104.59
$102.00$93.00Sep 4$0.90$0.67$1.57$91.43$103.57
$102.00$94.00Sep 4$0.90$0.91$1.81$92.19$103.81
$115.00$85.00Sep 25$0.95$1.00$1.95$83.05$116.95
$103.00$95.00Sep 4$0.68$1.17$1.85$93.15$104.85
$101.00$93.00Sep 4$1.19$0.67$1.86$91.14$102.86
$102.00$95.00Sep 4$0.90$1.17$2.07$92.93$104.07
$101.00$94.00Sep 4$1.19$0.91$2.10$91.90$103.10
$101.00$95.00Sep 4$1.19$1.17$2.36$92.64$103.36

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 120 found (best R:R 0.56, avg credit $0.52)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
92/93116/117Sep 4$0.36$0.6476%0.56$92.64$116.36
90/91116/117Sep 4$0.27$0.7384%0.37$90.73$116.27
89/90107/108Sep 11$0.43$0.5768%0.75$89.57$107.43
89/90105/106Sep 11$0.48$0.5262%0.92$89.52$105.48
93/94116/117Sep 4$0.39$0.6170%0.64$93.61$116.39
92/93112/113Sep 4$0.35$0.6573%0.54$92.65$112.35
88/89110/111Sep 18$0.63$0.8764%0.72$88.37$110.63
90/91112/113Sep 4$0.26$0.7481%0.35$90.74$112.26
89/90106/107Sep 11$0.42$0.5865%0.72$89.58$106.42
93/94112/113Sep 4$0.38$0.6268%0.61$93.62$112.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 42 found (best R:R 14.15, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$105.00$110.00Oct 2$0.33$4.6722%14.15
$95.00$96.00$97.00Sep 4$0.06$0.9413%15.67
$100.00$101.00$102.00Sep 4$0.06$0.9412%15.67
$102.00$103.00$104.00Sep 4$0.05$0.959%19.00
$103.00$104.00$105.00Sep 4$0.05$0.958%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Sep 11$0.45$4.5518%10.11
$91.00$93.00$95.00Sep 25$0.10$1.9012%19.00
$92.00$93.00$94.00Sep 11$0.06$0.948%15.67
$90.00$91.00$92.00Sep 11$0.06$0.947%15.67
$103.00$104.00$105.00Sep 11$0.08$0.928%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. 83 found (best net $-0.46, 78 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$84.00$92.001:2Sep 11-$0.46$7.54
$86.00$92.001:2Sep 4-$1.25$4.75
$92.00$97.001:2Sep 11-$0.58$4.42
$103.00$112.001:2Oct 9-$0.30$8.70
$108.00$115.001:2Sep 25-$0.04$6.96
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$99.001:2Oct 2-$1.50$4.50
$99.00$94.001:2Oct 2-$1.18$3.82
$90.00$85.001:2Oct 2-$0.15$4.85
$110.00$105.001:2Sep 11-$3.91$1.09
$85.00$82.501:2Sep 18-$0.04$2.46

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 48 found (best yield 4.24%, avg 1.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$103.00Oct 9$4.150.425.1%4.24%9.35%2--
$100.00Oct 2$4.650.472.0%4.75%6.80%1--
$112.00Oct 9$1.850.2614.3%1.89%16.19%2--
$105.00Oct 2$3.000.357.2%3.06%10.22%116
$100.00Sep 25$4.050.462.0%4.13%6.18%--16
$102.00Sep 25$3.250.404.1%3.32%7.41%--14
$110.00Oct 2$1.730.2512.3%1.77%14.02%210
$100.00Sep 18$3.500.442.0%3.57%5.62%694.0K
$107.00Sep 25$1.800.279.2%1.84%11.03%14
$99.00Sep 18$3.700.481.0%3.78%4.81%2030

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 4,163
Total Puts 3,597
Put/Call Ratio 0.86
Net Difference 566

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 23,413
Total Puts 11,485
Average Put/Call Ratio 0.76
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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