Tour v528
W
WAYFAIR INC A
$96.88 -2.64%
◀ 9/24 15:07

Option Volume

Detail
ℹ
Current (09/24 3:05pm) 4,164
Calls: 2,020 (49%)
Puts: 2,144 (51%)
Prior (09/22) 4,061
Calls: 604 (15%)
Puts: 3,457 (85%)
Current vs Prior +2.54%
Calls: +234.44% (Calls)
Puts: -37.98% (Puts)
Prior 7-Day Total 38,849
Calls: 24,250 (62%)
Puts: 14,599 (38%)
Prior 7-Day Average 5,549
Calls: 3,464 (62%)
Puts: 2,085 (38%)
Current vs Prior 7-Day Avg -24.97%
Calls: -41.69%
Puts: +2.80%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/24 3:05pm) $1.82M
Calls: $1.21M (66%)
Puts: $616.9K (34%)
Prior (09/22) $2.02M
Calls: $346.0K (17%)
Puts: $1.68M (83%)
Current vs Prior -9.86%
Calls: +248.91%
Puts: -63.23%
Prior 7-Day Total $22.97M
Calls: $13.74M (60%)
Puts: $9.23M (40%)
Prior 7-Day Average $3.28M
Calls: $1.96M (60%)
Puts: $1.32M (40%)
Current vs Prior 7-Day Avg -44.42%
Calls: -38.51%
Puts: -53.21%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/24 3:05pm) 1.06
Prior (09/22) 5.72
Current vs Prior -81.46%
Prior 7-Day Average 0.84
Current vs Prior 7-Day Avg +26.55%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/24 3:05pm) 194,634
Calls: 83,755 (43%)
Puts: 110,879 (57%)
Prior (09/22) 183,447
Calls: 79,000 (43%)
Puts: 104,447 (57%)
Current vs Prior +6.10%
Prior 7-Day Total 1,493,539
Calls: 669,033 (45%)
Puts: 824,506 (55%)
Prior 7-Day Average 213,362
Calls: 95,576 (45%)
Puts: 117,786 (55%)
Current vs Prior 7-Day Avg -8.78%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 3.95% | 7.26%11.21% | 22.61%
Prior 1.55% | 6.50%1.55% | 14.22%
Current vs Prior +154.48% | +11.68%+621.58% | +59.01%
Prior 7-Day Avg 3.79% | 7.55%5.96% | 15.29%
Current vs 7-Day Avg +4.32% | -3.93%+88.08% | +47.85%
Prior 7-Day Eod 1.55% | 6.50%11.53% | 23.39%
Current vs 7-Day Eod +154.48% | +11.68%-2.77% | -3.36%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 39.36% | 13.64%
Calls: 32.58% | 11.90%
Puts: 46.15% | 15.38%
Prior 58.23% | 18.05%
Calls: 67.19% | 18.18%
Puts: 49.28% | 17.91%
Current vs Prior -32.41% | -24.43%
Prior 7-Day Avg 46.42% | 21.00%
Calls: 48.90% | 23.77%
Puts: 43.95% | 18.24%
Current vs 7-Day Avg -15.21% | -35.06%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($1.21M). Slightly bearish P/C ratio of 1.06. P/C ratio dropping 81% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 6 of results (avg 7.2%, best 3.5%)

CALLS (0)
No calls meet the criteria
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Oct 1613.8514.35$14.103.5%--0.8048
$100.00Oct 166.657.00$6.835.1%350.55331
$106.00Oct 1610.5011.30$10.907.3%--0.7110
$98.00Oct 165.505.95$5.737.9%--0.49121
$98.00Oct 23.603.95$3.789.3%70.5355

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. 63 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.00Sep 2514.5016.30$15.4011.7%--1.0011
$85.00Sep 2511.5514.10$12.8319.9%--1.0011
$79.00Sep 2517.5520.10$18.8313.5%30.96--
$84.00Sep 2512.6514.70$13.6815.0%70.9513
$80.00Sep 2516.5519.10$17.8314.3%30.956
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$101.00Sep 253.154.40$3.7833.1%91.00518
$102.00Sep 254.055.90$4.9737.2%221.0040
$103.00Sep 254.457.10$5.7845.8%11.0016
$104.00Sep 255.857.55$6.7025.4%--1.0027
$105.00Sep 256.508.60$7.5527.8%21.00155

Most actively traded options today. High liquidity = easy entry/exit. 127 active (total vol 3.3K, top 533)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$98.00Sep 250.922.12$1.5278.9%3910.499
$99.00Sep 250.611.27$0.9470.2%2850.3816
$105.00Oct 162.383.05$2.7224.6%1280.33668
$101.00Sep 250.190.70$0.44115.9%1060.21367
$110.00Oct 161.381.81$1.6026.9%1030.22623
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$98.00Sep 251.402.24$1.8246.2%5330.56399
$85.00Oct 231.301.82$1.5633.3%2500.1716
$100.00Sep 252.263.70$2.9848.3%2490.89504
$96.00Sep 250.661.12$0.8951.7%2130.34136
$85.00Oct 20.010.45$0.23191.3%670.06265

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 62.6%, max 237.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$90.00Sep 25Oct 16177.3%55.5%219.4%1102
$95.00Sep 25Oct 1675.9%53.8%41.2%1114
$97.00Sep 25Oct 976.5%54.2%41.2%8030
$102.00Sep 25Oct 975.9%55.5%36.8%1926
$101.00Sep 25Oct 1673.9%56.4%31.0%114384
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$90.00Sep 25Oct 23177.3%52.5%237.6%1179
$91.00Sep 25Oct 23132.2%53.6%146.7%369
$96.00Sep 25Oct 2376.4%52.2%46.4%215146
$97.00Sep 25Oct 1676.5%53.5%42.9%46240
$95.00Sep 25Oct 3075.9%63.0%20.5%51251

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 104 found (best R:R 1.63, avg 3.06)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$101.00$105.00Oct 16$1.13$2.87$1.1342%2.54$102.13
$95.00$97.50Oct 16$1.17$1.33$1.1760%1.14$96.17
$94.00$95.00Sep 25$0.60$0.40$0.6084%0.67$94.60
$108.00$110.00Oct 9$0.16$1.84$0.1620%11.50$108.16
$90.00$92.50Oct 16$1.62$0.88$1.6274%0.54$91.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$100.00$99.00Sep 25$0.38$0.62$0.3889%1.63$99.62
$99.00$98.00Oct 30$0.11$0.89$0.1149%8.09$98.89
$104.00$103.00Oct 2$0.40$0.60$0.4077%1.50$103.60
$106.00$105.00Oct 2$0.50$0.50$0.5083%1.00$105.50
$108.00$107.00Oct 16$0.50$0.50$0.5076%1.00$107.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 75 found (best R:R 0.82, avg 0.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$112.00$114.00Oct 30$1.23$1.23$0.7769%1.60$113.23
$109.00$110.00Sep 25$0.26$0.26$0.7491%0.35$109.26
$114.00$115.00Sep 25$0.24$0.24$0.7694%0.32$114.24
$98.00$99.00Sep 25$0.58$0.58$0.4251%1.38$98.58
$107.00$108.00Oct 23$0.41$0.41$0.5969%0.69$107.41
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$94.00$88.00Oct 30$2.71$2.71$3.2961%0.82$91.29
$90.00$89.00Sep 25$0.89$0.89$0.1182%8.09$89.11
$90.00$85.00Oct 16$1.24$1.24$3.7674%0.33$88.76
$92.00$90.00Oct 16$0.79$0.79$1.2168%0.65$91.21
$86.00$85.00Sep 25$0.24$0.24$0.7693%0.32$85.76

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.67, cheapest $1.35)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$98.00Sep 25Oct 2$1.3578.7%57.6%
$97.00Sep 25Oct 2$1.3476.5%56.9%
$99.00Sep 25Oct 2$1.5171.0%57.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$98.00Sep 25Oct 2$1.9678.7%57.6%
$97.00Sep 25Oct 2$1.9576.5%56.9%
$96.00Sep 25Oct 2$1.8876.4%57.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 38 found (cheapest 3.45% of stock, avg 8.01%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$97.00Sep 25$2.04$1.30$3.34$93.66$100.343.45%
$98.00Sep 25$1.52$1.82$3.34$94.66$101.343.45%
$99.00Sep 25$0.94$2.60$3.54$95.46$102.543.65%
$100.00Sep 25$0.56$2.98$3.54$96.46$103.543.65%
$95.00Sep 25$3.30$0.59$3.89$91.11$98.894.02%
$101.00Sep 25$0.44$3.78$4.22$96.78$105.224.36%
$94.00Sep 25$3.90$0.39$4.29$89.71$98.294.43%
$93.00Sep 25$4.97$0.20$5.17$87.83$98.175.34%
$102.00Sep 25$0.31$4.97$5.28$96.72$107.285.45%
$103.00Sep 25$0.17$5.78$5.95$97.05$108.956.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.72% of stock, avg 5.84%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$102.00$94.00Sep 25$0.31$0.39$0.70$93.30$102.70
$101.00$94.00Sep 25$0.44$0.39$0.83$93.17$101.83
$102.00$95.00Sep 25$0.31$0.59$0.90$94.10$102.90
$100.00$94.00Sep 25$0.56$0.39$0.95$93.05$100.95
$101.00$95.00Sep 25$0.44$0.59$1.03$93.97$102.03
$100.00$95.00Sep 25$0.56$0.59$1.15$93.85$101.15
$102.00$90.00Sep 25$0.31$0.95$1.26$88.74$103.26
$101.00$90.00Sep 25$0.44$0.95$1.39$88.61$102.39
$102.00$96.00Sep 25$0.31$0.89$1.20$94.80$103.20
$101.00$96.00Sep 25$0.44$0.89$1.33$94.67$102.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 110 found (best R:R 0.92, avg credit $0.64)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
85/86114/115Sep 25$0.48$0.5287%0.92$85.52$114.48
85/86109/110Sep 25$0.50$0.5085%1.00$85.50$109.50
85/88112/114Oct 30$2.08$0.9242%2.26$85.92$114.08
90/91107/108Oct 23$0.85$0.1538%5.67$90.15$107.85
85/86104/105Sep 25$0.38$0.6282%0.61$85.62$104.38
93/94114/115Sep 25$0.43$0.5776%0.75$93.57$114.43
86/87102/103Oct 2$0.60$0.4059%1.50$86.40$102.60
93/94109/110Sep 25$0.45$0.5574%0.82$93.55$109.45
90/92106/108Oct 16$1.42$0.5838%2.45$90.58$107.42
85/86102/103Sep 25$0.38$0.6278%0.61$85.62$102.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 52 found (best R:R 9.34, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$83.00$84.00$85.00Sep 25$0.05$0.956%19.00
$105.00$106.00$107.00Oct 2$0.05$0.955%19.00
$104.00$105.00$106.00Oct 2$0.06$0.946%15.67
$97.00$98.00$99.00Oct 2$0.09$0.919%10.11
$98.00$99.00$100.00Oct 2$0.10$0.909%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$90.00$93.00$96.00Oct 9$0.29$2.7120%9.34
$96.00$97.00$98.00Sep 25$0.11$0.8922%8.09
$95.00$96.00$97.00Sep 25$0.11$0.8920%8.09
$96.00$98.00$100.00Oct 23$0.11$1.8910%17.18
$94.00$95.00$96.00Sep 25$0.10$0.9017%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 79 found (best net $-2.55, 71 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$97.001:2Sep 25-$0.78$1.22
$99.00$100.001:2Sep 25-$0.18$0.82
$98.00$99.001:2Sep 25-$0.36$0.64
$107.00$108.001:2Sep 25-$0.07$0.93
$101.00$102.001:2Sep 25-$0.18$0.82
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$116.00$108.001:2Sep 25-$2.55$5.45
$94.00$88.001:2Oct 30-$0.86$5.14
$96.00$91.001:2Oct 23-$1.07$3.93
$114.00$108.001:2Oct 2-$5.38$0.62
$90.00$88.001:2Oct 2-$0.13$1.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 51 found (best yield 2.83%, avg 1.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$112.00Oct 30$2.740.3115.6%2.83%18.44%--10
$110.00Oct 30$3.050.3313.5%3.15%16.69%--87
$115.00Oct 30$1.950.2518.7%2.01%20.72%--27
$104.00Oct 23$3.300.387.3%3.41%10.76%--32
$114.00Oct 30$1.420.2517.7%1.47%19.14%--25
$107.00Oct 23$2.370.3110.4%2.45%12.89%--30
$108.00Oct 23$2.260.2911.5%2.33%13.81%--10
$100.00Oct 16$3.950.463.2%4.08%7.30%6219
$101.00Oct 16$3.600.424.2%3.72%7.97%817
$97.50Oct 16$5.000.530.6%5.16%5.80%--55

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 2,020
Total Puts 2,144
Put/Call Ratio 1.06
Net Difference -124

Prior's Put/Call Breakdown

Total Calls 604
Total Puts 3,457
Put/Call Ratio 5.72
Net Difference -2,853

Prior 7-Day Put/Call Summary

Total Calls 24,250
Total Puts 14,599
Average Put/Call Ratio 0.84
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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