NEW Tour v246
WRBY
WARBY PARKER INC A
$30.34 +0.76%
$30.94 (+1.98%)🌙
as of 06/30 07:04 PM
6/30 19:04

Option Volume

Detail
Current (06/30) 2,004
Calls: 1,396 (70%)
Puts: 608 (30%)
Prior (06/29) 3,149
Calls: 1,390 (44%)
Puts: 1,759 (56%)
Current vs Prior -36.36%
Calls: +0.43% (Calls)
Puts: -65.43% (Puts)
Prior 7-Day Total 22,573
Calls: 13,690 (61%)
Puts: 8,883 (39%)
Prior 7-Day Average 3,224
Calls: 1,955 (61%)
Puts: 1,269 (39%)
Current vs Prior 7-Day Avg -37.85%
Calls: -28.62%
Puts: -52.09%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/30) $646.0K
Calls: $606.3K (94%)
Puts: $39.7K (6%)
Prior (06/29) $627.6K
Calls: $537.0K (86%)
Puts: $90.6K (14%)
Current vs Prior +2.93%
Calls: +12.91%
Puts: -56.22%
Prior 7-Day Total $5.33M
Calls: $3.88M (73%)
Puts: $1.45M (27%)
Prior 7-Day Average $761.5K
Calls: $554.9K (73%)
Puts: $206.6K (27%)
Current vs Prior 7-Day Avg -15.17%
Calls: +9.26%
Puts: -80.79%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/30) 0.44
Prior (06/29) 1.27
Current vs Prior -65.58%
Prior 7-Day Average 0.96
Current vs Prior 7-Day Avg -54.86%
Sentiment BULLISH

Open Interest

Detail
Current (06/30) 36,130
Calls: 35,251 (98%)
Puts: 879 (2%)
Prior (06/29) 46,035
Calls: 44,566 (97%)
Puts: 1,469 (3%)
Current vs Prior -21.52%
Prior 7-Day Total 245,519
Calls: 225,432 (92%)
Puts: 20,087 (8%)
Prior 7-Day Average 35,074
Calls: 32,204 (92%)
Puts: 2,869 (8%)
Current vs Prior 7-Day Avg +3.01%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 11.63% | 14.47%11.63% | 14.47%14.47% | 24.88%
Prior 7.97% | 11.46%-- | ---- | --
Current vs Prior -11.92% | +1.54%-- | ---- | --
Prior 7-Day Avg 7.61% | 11.22%-- | ---- | --
Current vs 7-Day Avg -7.77% | +3.68%-- | ---- | --
Prior 7-Day Eod 7.97% | 11.46%-- | ---- | --
Current vs 7-Day Eod -11.92% | +1.54%-- | ---- | --
Sentiment BULLISH----

Relative Spread

Detail
Expiry | Next
Current 97.36% | 28.15%
Calls: 89.66% | 26.67%
Puts: 105.07% | 29.63%
Prior 97.36% | 28.15%
Calls: 89.66% | 26.67%
Puts: 105.07% | 29.63%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 45.15% | 26.34%
Calls: 47.50% | 27.05%
Puts: 42.81% | 25.62%
Current vs 7-Day Avg +115.62% | +6.89%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 94% of dollar volume in calls ($606.3K) vs puts ($39.7K). Extreme bullish P/C ratio of 0.44 - heavy call buying (1,396 calls vs 608 puts). P/C ratio dropping 66% - sentiment shifting bullish. Call-heavy open interest (35,251 calls vs 879 puts) suggests bullish 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 BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 1 of results (avg 9.8%, best 9.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.50Jul 172.903.20$3.059.8%20.686
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.98, cheapest $0.98)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Jul 20.901.05$0.9815.3%110.58176
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 19 found (avg delta 0.76, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Jul 24.306.00$5.1533.0%10.96--
$25.50Jul 23.905.50$4.7034.0%30.961
$26.00Jul 23.405.40$4.4045.5%50.9623
$27.00Jul 22.604.10$3.3544.8%70.95--
$27.50Jul 22.703.70$3.2031.2%10.91--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Jul 21.352.15$1.7545.7%20.77--

Most actively traded options today. High liquidity = easy entry/exit. 56 active (total vol 499, top 53)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Jul 20.200.35$0.2853.6%530.23--
$30.00Jul 172.002.35$2.1716.1%440.56289
$31.00Jul 20.450.60$0.5328.3%280.3971
$29.00Jul 21.502.25$1.8839.9%240.76107
$31.00Jul 312.252.65$2.4516.3%210.51--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.50Jul 100.050.20$0.13115.4%330.063
$30.00Jul 20.550.70$0.6323.8%210.42--
$25.00Jul 310.400.95$0.6880.9%200.176
$26.00Jul 310.751.10$0.9337.6%200.21--
$26.00Jul 100.200.25$0.2321.7%110.11--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 33.6%, max 83.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Jul 2Jul 17153.1%83.5%83.3%14--
$34.00Jul 2Jul 17131.7%76.6%72.1%72
$28.00Jul 2Jul 17101.7%76.2%33.5%228
$27.00Jul 2Jul 31101.4%77.0%31.7%8--
$29.00Jul 2Jul 3193.1%74.1%25.6%25107
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Jul 2Aug 7153.1%87.9%74.2%7--
$27.00Jul 2Jul 31101.4%77.0%31.7%12--
$28.00Jul 2Jul 31101.7%77.2%31.7%9--
$30.00Jul 2Jul 1090.0%75.0%20.0%23--
$24.50Jul 10Jul 1788.9%83.4%6.7%374

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 30 found (best R:R 19.00, avg 2.69)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$32.00$34.00Jul 2$0.10$1.90$0.1019.00$32.10
$34.00$35.00Jul 17$0.17$0.83$0.174.88$34.17
$32.00$34.00Jul 10$0.42$1.58$0.423.76$32.42
$33.00$35.00Jul 31$0.42$1.58$0.423.76$33.42
$31.00$32.00Jul 2$0.25$0.75$0.253.00$31.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$25.00$24.50Jul 10$0.10$0.40$0.104.00$24.90
$27.00$26.50Jul 10$0.10$0.40$0.104.00$26.90
$28.00$26.00Jul 17$0.47$1.53$0.473.26$27.53
$30.00$28.00Jul 2$0.48$1.52$0.483.17$29.52
$29.00$27.00Jul 10$0.48$1.52$0.483.17$28.52

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 33 found (best R:R 9.00, avg 1.06)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$29.00$30.00Jul 2$0.90$0.90$0.109.00$29.90
$25.00$28.00Jul 17$2.35$2.35$0.653.62$27.35
$28.00$28.50Jul 17$0.35$0.35$0.152.33$28.35
$27.00$31.00Jul 10$2.47$2.47$1.531.61$29.47
$25.50$26.00Jul 2$0.30$0.30$0.201.50$25.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$32.00$30.00Jul 2$1.12$1.12$0.881.27$30.88
$30.00$29.00Jul 10$0.42$0.42$0.580.72$29.58
$28.00$27.00Jul 31$0.38$0.38$0.620.61$27.62
$28.50$28.00Jul 17$0.18$0.18$0.320.56$28.32
$27.00$26.00Jul 31$0.27$0.27$0.730.37$26.73

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $0.60, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$34.00Jul 2Jul 10$0.25131.7%77.2%
$27.00Jul 2Jul 10$0.35101.4%81.6%
$32.00Jul 2Jul 10$0.5795.6%74.1%
$25.00Jul 2Jul 17$0.60153.1%83.5%
$35.00Jul 17Jul 31$0.6577.7%79.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.50Jul 10Jul 17$0.1588.9%83.4%
$25.00Jul 2Jul 10$0.18153.1%95.7%
$26.00Jul 10Jul 17$0.2581.2%79.6%
$25.50Jul 10Jul 17$0.2879.2%82.7%
$27.00Jul 2Jul 10$0.35101.4%81.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 5.31% of stock, avg 12.78%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$30.00Jul 2$0.98$0.63$1.61$28.39$31.615.31%
$32.00Jul 2$0.28$1.75$2.03$29.97$34.036.69%
$28.00Jul 2$2.42$0.15$2.57$25.43$30.578.47%
$27.50Jul 2$3.20$0.10$3.30$24.20$30.8010.88%
$27.00Jul 2$3.35$0.05$3.40$23.60$30.4011.21%
$27.00Jul 10$3.70$0.40$4.10$22.90$31.1013.51%
$28.50Jul 17$3.05$1.13$4.18$24.32$32.6813.78%
$28.00Jul 17$3.40$0.95$4.35$23.65$32.3514.34%
$25.00Jul 2$5.15$0.05$5.20$19.80$30.2017.14%
$27.00Jul 31$4.60$1.20$5.80$21.20$32.8019.12%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 55 found (cheapest 0.76% of stock, avg 5.08%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$34.00$27.00Jul 2$0.18$0.05$0.23$26.77$34.23
$34.00$27.50Jul 2$0.18$0.10$0.28$27.22$34.28
$32.00$27.00Jul 2$0.28$0.05$0.33$26.67$32.33
$34.00$28.00Jul 2$0.18$0.15$0.33$27.67$34.33
$32.00$27.50Jul 2$0.28$0.10$0.38$27.12$32.38
$32.00$28.00Jul 2$0.28$0.15$0.43$27.57$32.43
$31.00$27.00Jul 2$0.53$0.05$0.58$26.42$31.58
$31.00$27.50Jul 2$0.53$0.10$0.63$26.87$31.63
$34.00$26.00Jul 10$0.43$0.23$0.66$25.34$34.66
$31.00$28.00Jul 2$0.53$0.15$0.68$27.32$31.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 32 found (best R:R 7.33, avg credit $0.85)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
27/2830/31Jul 31$0.88$0.127.33$27.12$30.88
26/2729/30Jul 31$0.82$0.184.56$26.18$29.82
29/3031/32Jul 10$0.80$0.204.00$29.20$31.80
25/2629/30Jul 31$0.80$0.204.00$25.20$29.80
26/2730/31Jul 31$0.77$0.233.35$26.23$30.77
25/2630/31Jul 31$0.75$0.253.00$25.25$30.75
26/2828/30Jul 17$1.35$0.652.08$26.65$29.85
25/2627/29Jul 31$1.35$0.652.08$24.65$28.35
24/2527/31Jul 10$2.57$1.431.80$22.43$29.57
28/2830/31Jul 17$0.60$0.401.50$27.90$30.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 8.09, cheapest $0.11)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$31.00$33.00$35.00Jul 31$0.36$1.644.56
$30.00$31.00$32.00Jul 2$0.20$0.804.00
$25.00$25.50$26.00Jul 2$0.15$0.352.33
$29.00$30.00$31.00Jul 2$0.45$0.551.22
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$26.00$27.00$28.00Jul 31$0.11$0.898.09
$28.00$30.00$32.00Jul 2$0.64$1.362.13
$25.00$25.50$26.00Jul 10$0.16$0.342.12

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 30 found (best net $-0.01, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$32.00$34.001:2Jul 10-$0.01$1.99
$25.00$28.001:2Jul 17-$1.05$1.95
$32.00$34.001:2Jul 2-$0.08$1.92
$32.00$34.001:2Jul 17-$0.19$1.81
$33.00$35.001:2Jul 31-$0.83$1.17
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$28.00$26.001:2Jul 17-$0.01$1.99
$27.00$25.001:2Jul 2-$0.05$1.95
$26.00$25.001:2Jul 31-$0.43$0.57
$30.00$29.001:2Jul 10-$0.46$0.54
$28.00$27.501:2Jul 2-$0.05$0.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 7.42%, avg 3.28%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$31.00Jul 31$2.250.512.2%7.42%9.59%21--
$31.00Jul 17$1.600.482.2%5.27%7.45%321
$32.00Jul 24$1.550.445.5%5.11%10.58%21
$33.00Jul 31$1.450.408.8%4.78%13.55%20--
$32.00Jul 17$1.200.415.5%3.96%9.43%10--
$31.00Jul 10$1.100.462.2%3.63%5.80%215
$35.00Jul 31$1.100.3115.4%3.63%18.98%183
$32.00Jul 10$0.700.365.5%2.31%7.78%1--
$34.00Jul 17$0.600.2712.1%1.98%14.04%5--
$31.00Jul 2$0.450.392.2%1.48%3.66%2871

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 1,396
Total Puts 608
Put/Call Ratio 0.44
Net Difference 788

Prior's Put/Call Breakdown

Total Calls 1,390
Total Puts 1,759
Put/Call Ratio 1.27
Net Difference -369

Prior 7-Day Put/Call Summary

Total Calls 13,690
Total Puts 8,883
Average Put/Call Ratio 0.96
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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