Tour v528
W
WAYFAIR INC A
$99.12 +0.99%
◀ 9/28 15:06

Option Volume

Detail
ℹ
Current (09/28 3:05pm) 1,488
Calls: 804 (54%)
Puts: 684 (46%)
Prior (09/25) 4,399
Calls: 3,090 (70%)
Puts: 1,309 (30%)
Current vs Prior -66.17%
Calls: -73.98% (Calls)
Puts: -47.75% (Puts)
Prior 7-Day Total 33,039
Calls: 17,144 (52%)
Puts: 15,895 (48%)
Prior 7-Day Average 4,719
Calls: 2,449 (52%)
Puts: 2,270 (48%)
Current vs Prior 7-Day Avg -68.47%
Calls: -67.17%
Puts: -69.88%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/28 3:05pm) $874.7K
Calls: $577.1K (66%)
Puts: $297.5K (34%)
Prior (09/25) $2.61M
Calls: $2.27M (87%)
Puts: $345.6K (13%)
Current vs Prior -66.53%
Calls: -74.55%
Puts: -13.90%
Prior 7-Day Total $16.59M
Calls: $10.51M (63%)
Puts: $6.08M (37%)
Prior 7-Day Average $2.37M
Calls: $1.50M (63%)
Puts: $869.2K (37%)
Current vs Prior 7-Day Avg -63.10%
Calls: -61.55%
Puts: -65.77%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/28 3:05pm) 0.85
Prior (09/25) 0.42
Current vs Prior +100.83%
Prior 7-Day Average 1.57
Current vs Prior 7-Day Avg -45.76%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/28 3:05pm) 189,200
Calls: 80,991 (43%)
Puts: 108,209 (57%)
Prior (09/25) 196,727
Calls: 84,824 (43%)
Puts: 111,903 (57%)
Current vs Prior -3.83%
Prior 7-Day Total 1,449,703
Calls: 642,121 (44%)
Puts: 807,582 (56%)
Prior 7-Day Average 207,100
Calls: 91,731 (44%)
Puts: 115,368 (56%)
Current vs Prior 7-Day Avg -8.64%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 6.05% | 8.74%10.59% | 21.32%
Prior 3.95% | 7.26%11.21% | 22.61%
Current vs Prior +53.12% | +20.40%-5.50% | -5.70%
Prior 7-Day Avg 4.17% | 7.60%6.70% | 17.37%
Current vs 7-Day Avg +45.17% | +14.91%+58.08% | +22.75%
Prior 7-Day Eod 3.95% | 7.26%11.56% | 22.68%
Current vs 7-Day Eod +53.12% | +20.40%-8.39% | -6.01%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 15.04% | 18.16%
Calls: 11.81% | 13.65%
Puts: 18.27% | 22.68%
Prior 39.36% | 13.64%
Calls: 32.58% | 11.90%
Puts: 46.15% | 15.38%
Current vs Prior -61.79% | +33.14%
Prior 7-Day Avg 34.94% | 20.40%
Calls: 35.50% | 21.94%
Puts: 34.38% | 18.86%
Current vs 7-Day Avg -56.95% | -10.99%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($577.1K). Light premium activity with dollar volume down 67% vs prior. Below-average activity with volume down 66% vs prior. P/C ratio rising 101% - 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 BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 8 of results (avg 8.3%, best 7.0%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$97.50Oct 165.756.25$6.008.3%--0.5756
$97.00Oct 23.804.15$3.988.8%290.64143
$98.00Oct 23.203.50$3.359.0%40.583
$101.00Oct 164.104.50$4.309.3%--0.4624
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Oct 1610.4011.15$10.787.0%--0.7423
$110.00Nov 615.2516.35$15.807.0%10.65--
$107.00Oct 169.6010.40$10.008.0%10.711
$105.00Oct 168.208.95$8.578.8%210.65152

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. 41 found (avg delta 0.70, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Oct 212.2014.80$13.5019.3%10.98--
$84.00Oct 213.1515.70$14.4317.7%30.97--
$89.00Oct 28.3510.80$9.5725.6%10.925
$90.00Oct 27.4010.10$8.7530.9%10.905
$85.00Oct 1613.1516.15$14.6520.5%--0.8812
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Oct 214.4017.00$15.7016.6%--0.9343
$106.00Oct 26.958.80$7.8823.5%--0.8133
$109.00Oct 910.0512.90$11.4824.8%--0.8115
$105.00Oct 26.208.75$7.4834.1%--0.7813
$110.00Oct 1611.8514.35$13.1019.1%--0.7744

Most actively traded options today. High liquidity = easy entry/exit. 96 active (total vol 1.1K, top 132)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Oct 20.671.09$0.8847.7%1320.2295
$110.00Oct 231.902.31$2.1119.4%880.26734
$95.00Oct 166.457.65$7.0517.0%530.6546
$100.00Oct 22.242.51$2.3811.3%430.4735
$97.00Oct 23.804.15$3.988.8%290.64143
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Oct 20.440.67$0.5641.1%570.1487
$93.00Oct 20.470.80$0.6451.6%450.1726
$90.00Oct 20.210.55$0.3889.5%340.1047
$91.00Oct 20.300.79$0.5589.1%260.13108
$106.00Oct 168.9510.30$9.6314.0%240.6710

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 21.3%, max 137.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$113.00Oct 2Oct 23122.3%51.5%137.6%324
$104.00Oct 2Oct 2368.5%56.3%21.7%11194
$107.00Oct 2Oct 2368.5%56.7%20.9%--143
$99.00Oct 2Oct 1666.3%55.6%19.2%26242
$95.00Oct 2Oct 1667.4%56.7%18.9%55109
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$106.00Oct 2Oct 1669.0%60.0%15.0%2443
$102.00Oct 2Oct 1665.8%60.1%9.6%126
$109.00Oct 9Oct 1659.7%56.3%6.0%--57
$105.00Oct 2Oct 3068.1%65.3%4.3%--2.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 103 found (best R:R 1.38, avg 2.95)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$95.00$97.50Oct 16$1.05$1.45$1.0565%1.38$96.05
$92.00$94.00Oct 2$1.23$0.77$1.2386%0.63$93.23
$90.00$92.50Oct 16$1.52$0.98$1.5279%0.64$91.52
$100.00$101.00Oct 16$0.10$0.90$0.1049%9.00$100.10
$105.00$107.00Oct 23$0.29$1.71$0.2936%5.90$105.29
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$106.00$105.00Oct 2$0.40$0.60$0.4081%1.50$105.60
$100.00$95.00Oct 30$1.75$3.25$1.7549%1.86$98.25
$107.00$106.00Oct 16$0.37$0.63$0.3771%1.70$106.63
$100.00$98.00Oct 16$0.72$1.28$0.7251%1.78$99.28
$100.00$98.00Oct 23$0.78$1.22$0.7850%1.56$99.22

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 80 found (best R:R 0.60, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$110.00$113.00Oct 23$0.92$0.92$2.0874%0.44$110.92
$106.00$108.00Oct 16$0.80$0.80$1.2068%0.67$106.80
$104.00$105.00Oct 23$0.58$0.58$0.4261%1.38$104.58
$115.00$117.00Oct 16$0.43$0.43$1.5785%0.27$115.43
$111.00$112.00Oct 16$0.35$0.35$0.6579%0.54$111.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$94.00$85.00Oct 30$3.36$3.36$5.6463%0.60$90.64
$87.00$80.00Nov 6$1.96$1.96$5.0474%0.39$85.04
$94.00$93.00Nov 6$0.85$0.85$0.1562%5.67$93.15
$96.00$91.00Oct 23$1.96$1.96$3.0461%0.64$94.04
$89.00$88.00Nov 6$0.67$0.67$0.3371%2.03$88.33

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $2.31, cheapest $2.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$99.00Oct 2Oct 16$2.1266.3%55.6%
$97.00Oct 2Oct 9$1.1266.6%57.8%
$100.00Oct 2Oct 9$1.1766.5%58.7%
$102.00Oct 2Oct 9$1.2065.8%59.3%
$101.00Oct 2Oct 16$2.3666.0%59.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$98.00Oct 2Oct 9$1.2566.5%57.6%
$97.00Oct 2Oct 9$1.2366.6%57.8%
$96.00Oct 2Oct 16$2.2967.1%58.5%
$100.00Oct 2Oct 9$1.5166.5%58.7%
$102.00Oct 2Oct 16$2.1865.8%60.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 27 found (cheapest 5.55% of stock, avg 9.33%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$100.00Oct 2$2.38$3.12$5.50$94.50$105.505.55%
$98.00Oct 2$3.35$2.22$5.57$92.43$103.575.62%
$99.00Oct 2$2.88$2.69$5.57$93.43$104.575.62%
$101.00Oct 2$1.94$3.83$5.77$95.23$106.775.82%
$97.00Oct 2$3.98$1.80$5.78$91.22$102.785.83%
$96.00Oct 2$4.50$1.46$5.96$90.04$101.966.01%
$102.00Oct 2$1.59$4.47$6.06$95.94$108.066.11%
$95.00Oct 2$5.10$1.16$6.26$88.74$101.266.32%
$94.00Oct 2$5.65$0.91$6.56$87.44$100.566.62%
$92.00Oct 2$6.88$0.56$7.44$84.56$99.447.51%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 2.30% of stock, avg 6.21%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$104.00$95.00Oct 2$1.12$1.16$2.28$92.72$106.28
$103.00$95.00Oct 2$1.30$1.16$2.46$92.54$105.46
$104.00$96.00Oct 2$1.12$1.46$2.58$93.42$106.58
$103.00$96.00Oct 2$1.30$1.46$2.76$93.24$105.76
$102.00$95.00Oct 2$1.59$1.16$2.75$92.25$104.75
$102.00$96.00Oct 2$1.59$1.46$3.05$92.95$105.05
$107.00$93.00Oct 9$1.44$1.72$3.16$89.84$110.16
$104.00$97.00Oct 2$1.12$1.80$2.92$94.08$106.92
$103.00$97.00Oct 2$1.30$1.80$3.10$93.90$106.10
$102.00$97.00Oct 2$1.59$1.80$3.39$93.61$105.39

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 113 found (best R:R 6.14, avg credit $0.68)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
92/92111/112Oct 16$0.86$0.1450%6.14$91.64$111.86
87/90110/113Oct 23$1.76$1.2450%1.42$88.24$111.76
92/92110/111Oct 16$0.70$0.3048%2.33$91.80$110.70
85/86109/110Oct 2$0.35$0.6582%0.54$85.65$109.35
94/95107/108Oct 9$0.73$0.2743%2.70$94.27$107.73
80/82110/113Oct 23$1.26$1.7463%0.72$80.74$111.26
92/92108/109Oct 16$0.69$0.3145%2.23$91.81$108.69
92/92105/106Oct 16$0.77$0.2336%3.35$91.73$105.77
90/92106/108Oct 16$1.30$0.7041%1.86$90.70$107.30
93/94109/110Oct 2$0.45$0.5566%0.82$93.55$109.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 41 found (best R:R 27.57, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$102.00$104.00Oct 9$0.07$1.9315%27.57
$99.00$100.00$101.00Oct 2$0.06$0.9411%15.67
$101.00$102.00$103.00Oct 2$0.06$0.9410%15.67
$95.00$96.00$97.00Oct 2$0.08$0.9210%11.50
$100.00$101.00$102.00Oct 2$0.09$0.9111%10.11
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$94.00$95.00$96.00Oct 2$0.05$0.959%19.00
$96.00$97.00$98.00Oct 2$0.08$0.9211%11.50
$80.00$85.00$90.00Oct 16$0.45$4.5515%10.11
$89.00$90.00$91.00Oct 2$0.08$0.925%11.50
$91.00$92.00$93.00Oct 2$0.07$0.934%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. 65 found (best net $-0.06, 59 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$113.001:2Oct 23-$0.27$2.73
$115.00$117.001:2Oct 16-$0.16$1.84
$109.00$110.001:2Oct 2-$0.07$0.93
$110.00$112.001:2Oct 9-$0.28$1.72
$111.00$112.001:2Oct 2-$0.12$0.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$114.00$106.001:2Oct 2-$0.06$7.94
$110.00$99.001:2Nov 6-$3.10$7.90
$87.00$80.001:2Nov 6-$0.16$6.84
$96.00$91.001:2Oct 23-$0.55$4.45
$105.00$102.001:2Oct 2-$1.46$1.54

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 6.15%, avg 1.73%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$100.00Oct 30$6.100.510.9%6.15%7.04%129
$105.00Oct 30$3.700.405.9%3.73%9.67%3--
$110.00Oct 30$2.330.3111.0%2.35%13.33%--84
$112.00Oct 30$1.940.2813.0%1.96%14.95%--10
$115.00Oct 30$1.500.2416.0%1.51%17.53%--27
$104.00Oct 23$3.350.394.9%3.38%8.30%--32
$114.00Oct 30$1.460.2515.0%1.47%16.49%--25
$107.00Oct 23$2.460.328.0%2.48%10.43%--30
$117.00Oct 30$1.220.2118.0%1.23%19.27%1--
$101.00Oct 16$4.100.461.9%4.14%6.03%--24

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 804
Total Puts 684
Put/Call Ratio 0.85
Net Difference 120

Prior's Put/Call Breakdown

Total Calls 3,090
Total Puts 1,309
Put/Call Ratio 0.42
Net Difference 1,781

Prior 7-Day Put/Call Summary

Total Calls 17,144
Total Puts 15,895
Average Put/Call Ratio 1.57
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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