Tour v531
W
WAYFAIR INC A
$105.84 +0.68%
◀ 10/9 15:06 ▶

Option Volume

Detail
ℹ
Current (10/09 3:05pm) 3,080
Calls: 1,274 (41%)
Puts: 1,806 (59%)
Prior (10/08) 3,753
Calls: 2,394 (64%)
Puts: 1,359 (36%)
Current vs Prior -17.93%
Calls: -46.78% (Calls)
Puts: +32.89% (Puts)
Prior 7-Day Total 35,408
Calls: 13,993 (40%)
Puts: 21,415 (60%)
Prior 7-Day Average 5,058
Calls: 1,999 (40%)
Puts: 3,059 (60%)
Current vs Prior 7-Day Avg -39.11%
Calls: -36.27%
Puts: -40.97%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/09 3:05pm) $1.24M
Calls: $481.2K (39%)
Puts: $755.1K (61%)
Prior (10/08) $1.15M
Calls: $753.2K (66%)
Puts: $395.0K (34%)
Current vs Prior +7.67%
Calls: -36.12%
Puts: +91.16%
Prior 7-Day Total $21.18M
Calls: $8.15M (38%)
Puts: $13.04M (62%)
Prior 7-Day Average $3.03M
Calls: $1.16M (38%)
Puts: $1.86M (62%)
Current vs Prior 7-Day Avg -59.15%
Calls: -58.67%
Puts: -59.45%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/09 3:05pm) 1.42
Prior (10/08) 0.57
Current vs Prior +149.72%
Prior 7-Day Average 1.93
Current vs Prior 7-Day Avg -26.40%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/09 3:05pm) 204,765
Calls: 88,245 (43%)
Puts: 116,520 (57%)
Prior (10/08) 203,235
Calls: 87,917 (43%)
Puts: 115,318 (57%)
Current vs Prior +0.75%
Prior 7-Day Total 1,379,740
Calls: 599,027 (43%)
Puts: 780,713 (57%)
Prior 7-Day Average 197,105
Calls: 85,575 (43%)
Puts: 111,530 (57%)
Current vs Prior 7-Day Avg +3.89%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 1.42% | 6.32%6.32% | 21.24%
Prior 4.29% | 7.52%7.52% | 21.65%
Current vs Prior -66.97% | -15.95%-15.95% | -1.91%
Prior 7-Day Avg 4.30% | 7.81%9.25% | 23.09%
Current vs 7-Day Avg -67.04% | -19.07%-31.67% | -8.00%
Prior 7-Day Eod 4.29% | 7.52%7.21% | 21.67%
Current vs 7-Day Eod -66.97% | -15.95%-12.33% | -1.98%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 107.49% | 18.59%
Calls: 81.65% | 17.91%
Puts: 133.33% | 19.28%
Prior 16.01% | 16.11%
Calls: 16.33% | 12.05%
Puts: 15.69% | 20.16%
Current vs Prior +571.39% | +15.39%
Prior 7-Day Avg 45.23% | 27.81%
Calls: 45.98% | 27.60%
Puts: 44.48% | 28.03%
Current vs 7-Day Avg +137.64% | -33.16%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 61% put dollar volume ($755.1K). Bearish P/C ratio of 1.42 indicates protective positioning. P/C ratio rising 150% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 24 of results (avg 7.9%, best 4.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Oct 920.4521.50$20.985.0%30.904
$87.00Oct 918.3519.45$18.905.8%30.895
$89.00Oct 916.1017.25$16.686.9%10.884
$86.00Oct 919.2020.60$19.907.0%20.8911
$110.00Nov 208.008.60$8.307.2%280.48573
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Nov 208.909.35$9.134.9%220.44916
$125.00Nov 2021.8023.20$22.506.2%--0.7251
$115.00Nov 2014.7015.65$15.186.3%--0.592.5K
$120.00Nov 2018.1019.35$18.736.7%--0.66242
$110.00Nov 2011.5012.45$11.987.9%360.52525

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. 75 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Oct 1615.1016.60$15.859.5%--1.00101
$100.00Oct 95.456.75$6.1021.3%--0.9824
$101.00Oct 94.505.35$4.9317.2%10.9513
$103.00Oct 92.253.25$2.7536.4%50.9431
$92.50Oct 1612.4514.70$13.5816.6%--0.93101
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Oct 93.404.85$4.1335.1%111.003
$115.00Oct 98.309.90$9.1017.6%31.00--
$120.00Oct 1613.4515.45$14.4513.8%--0.9550
$109.00Oct 92.803.75$3.2829.0%120.9518
$108.00Oct 91.772.67$2.2240.5%30.911

Most actively traded options today. High liquidity = easy entry/exit. 164 active (total vol 2.5K, top 180)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Oct 90.010.03$0.02100.0%1350.03267
$107.00Oct 304.505.40$4.9518.2%1080.4986
$115.00Oct 160.440.59$0.5228.8%1020.14828
$106.00Oct 162.683.15$2.9216.1%870.50720
$106.00Oct 90.190.51$0.3591.4%660.45118
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Oct 90.000.09$0.05180.0%1800.0819
$95.00Oct 160.160.32$0.2466.7%1070.07660
$101.00Oct 90.000.12$0.06200.0%1010.05113
$95.00Oct 230.651.20$0.9359.1%840.1511
$95.00Oct 90.002.13$1.07199.1%800.16191

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 899.9%, max 1662.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$96.00Oct 9Oct 16944.9%53.6%1662.0%815
$97.00Oct 9Oct 23879.7%53.4%1545.9%520
$98.00Oct 9Oct 30813.9%53.0%1435.1%212
$95.00Oct 9Nov 201009.6%68.6%1372.1%285
$118.00Oct 9Nov 6972.0%77.2%1158.4%219
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$94.00Oct 9Nov 131073.8%72.1%1389.2%294
$95.00Oct 9Nov 201009.6%68.6%1372.1%87943
$96.00Oct 9Nov 13944.9%72.0%1212.2%38169
$97.00Oct 9Nov 13879.7%71.7%1126.5%68698
$98.00Oct 9Nov 13813.9%72.2%1028.0%4237

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 140 found (best R:R 1.11, avg 2.64)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$100.00$110.00Nov 6$4.73$5.27$4.7365%1.11$104.73
$100.00$105.00Nov 20$2.38$2.62$2.3864%1.10$102.38
$110.00$115.00Nov 20$1.77$3.23$1.7748%1.82$111.77
$105.00$110.00Nov 20$2.20$2.80$2.2056%1.27$107.20
$100.00$105.00Oct 30$2.85$2.15$2.8570%0.75$102.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$115.00$114.00Oct 9$0.57$0.43$0.57100%0.75$114.43
$100.00$98.00Oct 23$0.24$1.76$0.2427%7.33$99.76
$103.00$102.00Oct 16$0.21$0.79$0.2134%3.76$102.79
$100.00$99.00Oct 30$0.20$0.80$0.2030%4.00$99.80
$99.00$98.00Nov 13$0.25$0.75$0.2534%3.00$98.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 118 found (best R:R 2.03, avg 0.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$119.00$120.00Oct 9$0.67$0.67$0.3383%2.03$119.67
$110.00$111.00Oct 23$0.48$0.48$0.5262%0.92$110.48
$116.00$117.00Oct 16$0.19$0.19$0.8187%0.23$116.19
$107.00$108.00Oct 9$0.21$0.21$0.7974%0.27$107.21
$113.00$114.00Nov 13$0.48$0.48$0.5257%0.92$113.48
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$91.00$90.00Nov 13$0.58$0.58$0.4278%1.38$90.42
$105.00$100.00Nov 20$2.33$2.33$2.6756%0.87$102.67
$93.00$92.50Oct 16$0.37$0.37$0.1390%2.85$92.63
$95.00$92.50Nov 20$0.92$0.92$1.5872%0.58$94.08
$97.00$93.00Nov 6$1.31$1.31$2.6970%0.49$95.69

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $2.46, cheapest $2.09)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Oct 9Oct 16$2.61177.7%50.5%
$106.00Oct 9Oct 16$2.5785.8%51.5%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Oct 9Oct 16$2.09177.7%50.5%
$106.00Oct 9Oct 16$2.5885.8%51.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 45 found (cheapest 0.78% of stock, avg 8.35%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$106.00Oct 9$0.35$0.48$0.83$105.17$106.830.78%
$105.00Oct 9$1.02$0.49$1.51$103.49$106.511.43%
$107.00Oct 9$0.28$1.42$1.70$105.30$108.701.61%
$104.00Oct 9$1.97$0.05$2.02$101.98$106.021.91%
$108.00Oct 9$0.07$2.22$2.29$105.71$110.292.16%
$103.00Oct 9$2.75$0.05$2.80$100.20$105.802.65%
$109.00Oct 9$0.05$3.28$3.33$105.67$112.333.15%
$110.00Oct 9$0.02$4.13$4.15$105.85$114.153.92%
$102.00Oct 9$3.95$0.26$4.21$97.79$106.213.98%
$101.00Oct 9$4.93$0.06$4.99$96.01$105.994.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.73% of stock, avg 8.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$107.00$105.00Oct 9$0.28$0.49$0.77$104.23$107.77
$106.00$105.00Oct 9$0.35$0.49$0.84$104.16$106.84
$107.00$99.00Oct 9$0.28$1.06$1.34$97.66$108.34
$107.00$98.00Oct 9$0.28$1.07$1.35$96.65$108.35
$107.00$97.00Oct 9$0.28$1.07$1.35$95.65$108.35
$107.00$96.00Oct 9$0.28$1.07$1.35$94.65$108.35
$113.00$105.00Oct 9$1.06$0.49$1.55$103.45$114.55
$114.00$105.00Oct 9$1.06$0.49$1.55$103.45$115.55
$116.00$105.00Oct 9$1.07$0.49$1.56$103.44$117.56
$106.00$99.00Oct 9$0.35$1.06$1.41$97.59$107.41

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 150 found (best R:R 6.69, avg credit $0.68)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
101/102119/120Oct 9$0.87$0.1369%6.69$101.13$119.87
92/93116/117Oct 16$0.56$0.4477%1.27$92.44$116.56
92/93114/115Oct 16$0.52$0.4873%1.08$92.48$114.52
92/93112/113Oct 16$0.58$0.4266%1.38$92.42$112.58
92/93113/114Oct 16$0.53$0.4770%1.13$92.47$113.53
92/93110/111Oct 16$0.63$0.3759%1.70$92.37$110.63
97/98116/117Oct 23$0.65$0.3556%1.86$97.35$116.65
96/97114/115Oct 30$0.74$0.2646%2.85$96.26$114.74
97/98115/116Oct 23$0.65$0.3554%1.86$97.35$115.65
92/93111/112Oct 16$0.51$0.4963%1.04$92.49$111.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 71 found (best R:R 26.78, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$105.00$110.00Nov 20$0.18$4.8216%26.78
$110.00$115.00$120.00Nov 20$0.27$4.7314%17.52
$115.00$120.00$125.00Nov 20$0.30$4.7013%15.67
$104.00$105.00$106.00Oct 9$0.28$0.7247%2.57
$106.00$107.00$108.00Oct 16$0.06$0.9410%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$115.00$120.00$125.00Nov 20$0.22$4.7813%21.73
$105.00$110.00$115.00Nov 20$0.35$4.6515%13.29
$110.00$115.00$120.00Nov 20$0.35$4.6514%13.29
$118.00$119.00$120.00Oct 9$0.05$0.958%19.00
$99.00$100.00$101.00Oct 16$0.06$0.948%15.67

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 $-0.02, 69 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$86.00$98.001:2Oct 30-$0.02$11.98
$100.00$110.001:2Nov 6-$2.42$7.58
$104.00$105.001:2Oct 9-$0.07$0.93
$120.00$125.001:2Oct 23-$0.08$4.92
$120.00$125.001:2Oct 30-$0.46$4.54
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$114.00$110.001:2Oct 16-$2.27$1.73
$108.00$107.001:2Oct 9-$0.62$0.38
$103.00$100.001:2Oct 23-$0.79$2.21
$90.00$87.001:2Oct 30-$0.16$2.84
$104.00$103.001:2Oct 9-$0.05$0.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 57 found (best yield 7.56%, avg 2.89%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Nov 20$8.000.483.9%7.56%11.49%28573
$115.00Nov 20$6.200.418.7%5.86%14.51%3155
$120.00Nov 20$4.800.3413.4%4.54%17.91%2157
$113.00Nov 13$6.200.436.8%5.86%12.62%20--
$109.00Nov 13$7.700.493.0%7.28%10.26%38
$112.00Nov 13$6.450.455.8%6.09%11.91%6--
$110.00Nov 13$7.200.483.9%6.80%10.73%28
$114.00Nov 13$5.850.417.7%5.53%13.24%16--
$115.00Nov 13$5.500.408.7%5.20%13.85%23
$125.00Nov 20$3.600.2818.1%3.40%21.50%1305

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 1,274
Total Puts 1,806
Put/Call Ratio 1.42
Net Difference -532

Prior's Put/Call Breakdown

Total Calls 2,394
Total Puts 1,359
Put/Call Ratio 0.57
Net Difference 1,035

Prior 7-Day Put/Call Summary

Total Calls 13,993
Total Puts 21,415
Average Put/Call Ratio 1.93
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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