Tour v531
W
WAYFAIR INC A
$101.77 -0.77%
◀ 10/1 15:06 ▶

Option Volume

Detail
ℹ
Current (10/01 3:05pm) 6,007
Calls: 1,835 (31%)
Puts: 4,172 (69%)
Prior (09/30) 7,572
Calls: 1,933 (26%)
Puts: 5,639 (74%)
Current vs Prior -20.67%
Calls: -5.07% (Calls)
Puts: -26.02% (Puts)
Prior 7-Day Total 29,496
Calls: 15,787 (54%)
Puts: 13,709 (46%)
Prior 7-Day Average 4,213
Calls: 2,255 (54%)
Puts: 1,958 (46%)
Current vs Prior 7-Day Avg +42.56%
Calls: -18.64%
Puts: +113.03%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/01 3:05pm) $4.82M
Calls: $393.3K (8%)
Puts: $4.43M (92%)
Prior (09/30) $4.04M
Calls: $1.23M (31%)
Puts: $2.81M (69%)
Current vs Prior +19.52%
Calls: -68.06%
Puts: +57.95%
Prior 7-Day Total $16.63M
Calls: $11.47M (69%)
Puts: $5.16M (31%)
Prior 7-Day Average $2.38M
Calls: $1.64M (69%)
Puts: $737.0K (31%)
Current vs Prior 7-Day Avg +103.13%
Calls: -75.99%
Puts: +501.30%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/01 3:05pm) 2.27
Prior (09/30) 2.92
Current vs Prior -22.06%
Prior 7-Day Average 1.39
Current vs Prior 7-Day Avg +63.69%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/01 3:05pm) 197,687
Calls: 86,248 (44%)
Puts: 111,439 (56%)
Prior (09/30) 195,307
Calls: 85,179 (44%)
Puts: 110,128 (56%)
Current vs Prior +1.22%
Prior 7-Day Total 1,394,034
Calls: 606,649 (44%)
Puts: 787,385 (56%)
Prior 7-Day Average 199,147
Calls: 86,664 (44%)
Puts: 112,483 (56%)
Current vs Prior 7-Day Avg -0.73%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 3.55% | 7.75%10.40% | 24.17%
Prior 5.37% | 8.27%10.50% | 23.36%
Current vs Prior -34.00% | -6.28%-1.03% | +3.49%
Prior 7-Day Avg 3.82% | 7.49%8.55% | 20.19%
Current vs 7-Day Avg -7.23% | +3.57%+21.63% | +19.74%
Prior 7-Day Eod 5.37% | 8.27%10.32% | 23.77%
Current vs 7-Day Eod -34.00% | -6.28%+0.78% | +1.69%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 92.11% | 58.53%
Calls: 101.94% | 61.99%
Puts: 82.28% | 55.06%
Prior 15.88% | 17.75%
Calls: 18.58% | 17.72%
Puts: 13.18% | 17.78%
Current vs Prior +480.04% | +229.75%
Prior 7-Day Avg 41.67% | 19.02%
Calls: 44.95% | 18.83%
Puts: 38.40% | 19.21%
Current vs 7-Day Avg +121.04% | +207.75%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 92% of dollar volume in puts ($4.43M) vs calls ($393.3K). Dollar volume significantly above 7-day average (103% higher). Extreme bearish P/C ratio of 2.27 - heavy put buying. P/C ratio dropping 22% - sentiment shifting bullish.

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

No options available for this category

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. 52 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$84.00Oct 215.9518.70$17.3315.9%11.004
$90.00Oct 210.3512.40$11.3818.0%11.009
$95.00Oct 25.307.90$6.6039.4%--1.0065
$96.00Oct 24.556.60$5.5736.8%--1.0023
$89.00Oct 911.7013.95$12.8317.5%30.98--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Oct 211.3014.10$12.7022.0%--0.9849
$120.00Oct 1617.5519.85$18.7012.3%--0.9050
$106.00Oct 23.756.00$4.8846.1%20.8333
$105.00Oct 22.864.95$3.9153.5%30.7812
$109.00Oct 97.259.95$8.6031.4%--0.7315

Most actively traded options today. High liquidity = easy entry/exit. 118 active (total vol 4.9K, top 604)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Oct 90.160.84$0.50136.0%5010.1117
$102.00Oct 20.681.83$1.2691.3%2930.4458
$107.00Oct 20.050.32$0.19142.1%1900.10120
$115.00Oct 20.000.04$0.02200.0%1070.01220
$111.00Oct 20.000.09$0.05180.0%1050.03118
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$97.00Oct 91.282.16$1.7251.2%6040.3059
$100.00Oct 305.356.15$5.7513.9%6040.432.2K
$98.00Oct 20.180.43$0.3180.6%5050.1654
$101.00Oct 20.681.96$1.3297.0%4670.4741
$92.00Oct 20.010.10$0.06150.0%1190.03160

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 22.3%, max 42.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$104.00Oct 2Oct 2384.1%59.2%42.2%72250
$106.00Oct 2Oct 1685.0%64.2%32.3%--68
$100.00Oct 2Oct 3072.2%57.2%26.3%32164
$102.00Oct 2Oct 1673.3%59.6%23.0%29566
$103.00Oct 2Oct 1669.2%59.0%17.3%1121
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Oct 2Oct 3085.1%62.4%36.5%32.0K
$106.00Oct 2Oct 3085.0%63.5%33.8%735
$104.00Oct 2Oct 3084.1%63.2%33.0%116
$109.00Oct 9Oct 1675.8%60.8%24.7%--57
$102.00Oct 2Oct 3073.3%63.5%15.4%5326

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 115 found (best R:R 0.82, avg 2.72)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$88.00$105.00Nov 6$9.36$7.64$9.3675%0.82$97.36
$95.00$97.50Oct 16$1.17$1.33$1.1773%1.14$96.17
$100.00$101.00Oct 16$0.20$0.80$0.2058%4.00$100.20
$103.00$105.00Oct 16$0.58$1.42$0.5849%2.45$103.58
$105.00$110.00Oct 30$1.68$3.32$1.6846%1.98$106.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$104.00$103.00Oct 2$0.49$0.51$0.4971%1.04$103.51
$100.00$99.00Oct 30$0.22$0.78$0.2243%3.55$99.78
$101.00$100.00Oct 2$0.30$0.70$0.3046%2.33$100.70
$105.00$102.00Oct 9$1.75$1.25$1.7565%0.71$103.25
$91.00$90.00Oct 30$0.18$0.82$0.1824%4.56$90.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 91 found (best R:R 0.90, avg 0.60)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$112.00$115.00Oct 9$0.57$0.57$2.4382%0.23$112.57
$102.00$103.00Oct 16$0.67$0.67$0.3348%2.03$102.67
$120.00$121.00Oct 9$0.19$0.19$0.8192%0.23$120.19
$117.00$120.00Oct 16$0.41$0.41$2.5986%0.16$117.41
$108.00$109.00Oct 16$0.43$0.43$0.5766%0.75$108.43
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$87.00$85.00Oct 9$0.95$0.95$1.0586%0.90$86.05
$89.00$85.00Oct 30$1.03$1.03$2.9780%0.35$87.97
$86.00$85.00Oct 2$0.43$0.43$0.5792%0.75$85.57
$101.00$100.00Oct 30$0.83$0.83$0.1755%4.88$100.17
$101.00$100.00Nov 6$0.80$0.80$0.2056%4.00$100.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $2.45, cheapest $1.81)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Oct 2Oct 9$2.3072.2%55.6%
$102.00Oct 2Oct 9$1.9273.3%60.3%
$101.00Oct 2Oct 9$2.2266.3%54.4%
$103.00Oct 2Oct 16$3.5369.2%59.0%
$98.00Oct 16Oct 30$2.3962.8%60.3%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Oct 2Oct 9$1.8172.2%55.6%
$102.00Oct 2Oct 9$2.0673.3%60.3%
$101.00Oct 2Oct 9$1.9366.3%54.4%
$103.00Oct 2Oct 23$3.9269.2%58.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 33 found (cheapest 2.86% of stock, avg 8.51%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$101.00Oct 2$1.59$1.32$2.91$98.09$103.912.86%
$100.00Oct 2$2.15$1.02$3.17$96.83$103.173.11%
$102.00Oct 2$1.26$2.02$3.28$98.72$105.283.22%
$103.00Oct 2$0.80$2.71$3.51$99.49$106.513.45%
$99.00Oct 2$2.95$0.59$3.54$95.46$102.543.48%
$104.00Oct 2$0.78$3.20$3.98$100.02$107.983.91%
$105.00Oct 2$0.56$3.91$4.47$100.53$109.474.39%
$97.00Oct 2$4.88$0.34$5.22$91.78$102.225.13%
$106.00Oct 2$0.38$4.88$5.26$100.74$111.265.17%
$96.00Oct 2$5.57$0.21$5.78$90.22$101.785.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 0.68% of stock, avg 6.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$106.00$98.00Oct 2$0.38$0.31$0.69$97.31$106.69
$106.00$97.00Oct 2$0.38$0.34$0.72$96.28$106.72
$105.00$98.00Oct 2$0.56$0.31$0.87$97.13$105.87
$105.00$97.00Oct 2$0.56$0.34$0.90$96.10$105.90
$106.00$99.00Oct 2$0.38$0.59$0.97$98.03$106.97
$105.00$99.00Oct 2$0.56$0.59$1.15$97.85$106.15
$104.00$98.00Oct 2$0.78$0.31$1.09$96.91$105.09
$104.00$97.00Oct 2$0.78$0.34$1.12$95.88$105.12
$103.00$98.00Oct 2$0.80$0.31$1.11$96.89$104.11
$103.00$97.00Oct 2$0.80$0.34$1.14$95.86$104.14

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 155 found (best R:R 1.33, avg credit $0.74)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
85/87120/121Oct 9$1.14$0.8678%1.33$85.86$121.14
85/87115/117Oct 9$1.07$0.9376%1.15$85.93$116.07
85/87112/115Oct 9$1.52$1.4868%1.03$85.48$113.52
85/87107/108Oct 9$1.30$0.7058%1.86$85.70$108.30
85/87108/110Oct 9$1.20$0.8062%1.50$85.80$109.20
85/86110/111Oct 2$0.56$0.4485%1.27$85.44$110.56
85/86113/114Oct 2$0.53$0.4787%1.13$85.47$113.53
85/86106/107Oct 2$0.62$0.3876%1.63$85.38$106.62
85/87105/107Oct 9$1.33$0.6752%1.99$85.67$106.33
85/86105/106Oct 2$0.61$0.3970%1.56$85.39$105.61

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 51 found (best R:R 14.38, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$108.00$109.00$110.00Oct 2$0.06$0.941%15.67
$115.00$117.00$119.00Oct 9$0.09$1.913%21.22
$113.00$114.00$115.00Oct 2$0.08$0.924%11.50
$88.00$89.00$90.00Oct 9$0.07$0.931%13.29
$90.00$92.50$95.00Oct 16$0.25$2.2513%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$96.00$98.00$100.00Oct 23$0.13$1.8711%14.38
$95.00$96.00$97.00Oct 2$0.06$0.948%15.67
$103.00$104.00$105.00Oct 30$0.05$0.954%19.00
$92.00$93.00$94.00Oct 9$0.06$0.946%15.67
$98.00$99.00$100.00Oct 2$0.15$0.8520%5.67

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 $-2.00, 70 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$86.00$97.001:2Oct 30-$2.25$8.75
$90.00$97.001:2Oct 9-$0.56$6.44
$90.00$95.001:2Oct 2-$1.82$3.18
$97.00$99.001:2Oct 2-$1.02$0.98
$115.00$120.001:2Oct 23-$0.28$4.72
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$110.001:2Oct 16-$2.00$8.00
$105.00$100.001:2Oct 16-$1.26$3.74
$95.00$90.001:2Oct 23-$0.27$4.73
$89.00$85.001:2Oct 30-$0.19$3.81
$100.00$99.001:2Oct 2-$0.16$0.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 7.32%, avg 1.78%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$105.00Nov 6$7.450.493.2%7.32%10.49%2--
$105.00Oct 30$4.950.463.2%4.86%8.04%25
$110.00Oct 30$3.400.368.1%3.34%11.43%--86
$112.00Oct 30$2.870.3210.1%2.82%12.87%--10
$114.00Oct 30$2.400.2912.0%2.36%14.38%--25
$115.00Oct 30$2.190.2713.0%2.15%15.15%2027
$105.00Oct 23$3.650.423.2%3.59%6.76%19
$120.00Oct 30$1.370.1917.9%1.35%19.26%111
$102.00Oct 16$4.600.520.2%4.52%4.75%28
$105.00Oct 16$3.300.433.2%3.24%6.42%15644

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 1,835
Total Puts 4,172
Put/Call Ratio 2.27
Net Difference -2,337

Prior's Put/Call Breakdown

Total Calls 1,933
Total Puts 5,639
Put/Call Ratio 2.92
Net Difference -3,706

Prior 7-Day Put/Call Summary

Total Calls 15,787
Total Puts 13,709
Average Put/Call Ratio 1.39
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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