Tour v290
WRBY
WARBY PARKER INC A
$29.26 -0.37%
$29.83 (+1.95%)🌙
as of 07/02 07:12 PM
7/2 19:12

Option Volume

Detail
Current (07/02) 1,465
Calls: 909 (62%)
Puts: 556 (38%)
Prior (07/01) 1,373
Calls: 733 (53%)
Puts: 640 (47%)
Current vs Prior +6.70%
Calls: +24.01% (Calls)
Puts: -13.12% (Puts)
Prior 7-Day Total 15,664
Calls: 8,590 (55%)
Puts: 7,074 (45%)
Prior 7-Day Average 2,237
Calls: 1,227 (55%)
Puts: 1,010 (45%)
Current vs Prior 7-Day Avg -34.53%
Calls: -25.93%
Puts: -44.98%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/02) $234.8K
Calls: $168.6K (72%)
Puts: $66.2K (28%)
Prior (07/01) $394.5K
Calls: $343.7K (87%)
Puts: $50.8K (13%)
Current vs Prior -40.48%
Calls: -50.95%
Puts: +30.29%
Prior 7-Day Total $4.22M
Calls: $3.24M (77%)
Puts: $978.3K (23%)
Prior 7-Day Average $602.6K
Calls: $462.8K (77%)
Puts: $139.8K (23%)
Current vs Prior 7-Day Avg -61.04%
Calls: -63.58%
Puts: -52.62%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/02) 0.61
Prior (07/01) 0.87
Current vs Prior -29.95%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg -41.05%
Sentiment BULLISH

Open Interest

Detail
Current (07/02) 39,119
Calls: 32,673 (84%)
Puts: 6,446 (16%)
Prior (07/01) 37,576
Calls: 36,847 (98%)
Puts: 729 (2%)
Current vs Prior +4.11%
Prior 7-Day Total 246,047
Calls: 250,219 (93%)
Puts: 19,515 (7%)
Prior 7-Day Average 35,149
Calls: 35,745 (93%)
Puts: 2,787 (7%)
Current vs Prior 7-Day Avg +11.29%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/02) | Next (07/10)Expiry (07/17) | Next (08/21)
Current 4.14% | 10.42%13.50% | 24.61%
Prior 5.38% | 10.59%-- | --
Current vs Prior +93.77% | +27.49%-- | --
Prior 7-Day Avg 6.89% | 11.01%-- | --
Current vs 7-Day Avg +51.26% | +22.60%-- | --
Prior 7-Day Eod 5.38% | 10.59%-- | --
Current vs 7-Day Eod +93.77% | +27.49%-- | --
Sentiment BEARISH--

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 76.21% | 30.73%
Calls: 72.82% | 30.58%
Puts: 72.55% | 31.75%
Current vs 7-Day Avg +27.76% | -8.40%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($168.6K). Bullish P/C ratio of 0.61. P/C ratio dropping 30% - sentiment shifting bullish. Call-heavy open interest (32,673 calls vs 6,446 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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH

📈 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. 15 found (avg delta 0.73, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Jul 104.605.90$5.2524.8%20.91--
$23.50Jul 105.106.50$5.8024.1%20.89--
$25.00Jul 174.205.30$4.7523.2%220.87--
$27.00Jul 102.153.00$2.5832.9%10.79--
$28.00Jul 20.801.40$1.1054.5%80.7217
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Jul 21.302.35$1.8357.4%10.86--
$33.00Jul 23.204.60$3.9035.9%40.82--
$32.00Jul 22.303.40$2.8538.6%30.7910
$30.00Jul 20.601.15$0.8862.5%200.74--
$31.00Jul 242.703.80$3.2533.8%80.621

Most actively traded options today. High liquidity = easy entry/exit. 54 active (total vol 824, top 153)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Jul 100.000.30$0.15200.0%1530.1012
$30.00Jul 20.000.35$0.18194.4%1230.26183
$30.00Jul 100.751.15$0.9542.1%1180.43127
$31.00Jul 240.801.55$1.1863.6%530.382
$25.00Jul 174.205.30$4.7523.2%220.87--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.50Jul 100.000.30$0.15200.0%430.086
$27.50Jul 170.851.10$0.9825.5%400.327
$29.00Jul 241.802.20$2.0020.0%270.4610
$30.00Jul 20.601.15$0.8862.5%200.74--
$28.00Aug 71.753.40$2.5864.0%120.39--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 602.0%, max 1459.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$28.00Jul 2Jul 241070.0%73.0%1365.8%1317
$31.00Jul 2Jul 24676.0%68.0%894.1%572
$29.00Jul 2Jul 24681.0%71.0%859.2%19122
$30.00Jul 2Jul 24504.0%74.0%581.1%124183
$34.00Jul 10Jul 3176.0%70.0%8.6%15412
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.50Jul 2Jul 171123.0%72.0%1459.7%4223
$28.00Jul 2Aug 71070.0%85.0%1158.8%14--
$31.00Jul 2Jul 24676.0%68.0%894.1%91
$30.00Jul 2Jul 17504.0%74.0%581.1%22--
$24.00Jul 10Aug 797.0%84.0%15.5%6144

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 28 found (best R:R 14.38, avg 2.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$32.00$34.00Jul 10$0.13$1.87$0.1314.38$32.13
$29.00$30.00Jul 2$0.15$0.85$0.155.67$29.15
$32.00$35.00Jul 17$0.53$2.47$0.534.66$32.53
$31.00$32.00Jul 24$0.23$0.77$0.233.35$31.23
$30.00$32.00Jul 17$0.57$1.43$0.572.51$30.57
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$27.00$26.00Jul 10$0.13$0.87$0.136.69$26.87
$25.00$24.00Jul 17$0.13$0.87$0.136.69$24.87
$30.00$28.00Jul 2$0.45$1.55$0.453.44$29.55
$25.50$25.00Jul 10$0.12$0.38$0.123.17$25.38
$27.50$25.00Jul 17$0.65$1.85$0.652.85$26.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 31 found (best R:R 8.09, avg 1.13)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$24.00$27.00Jul 10$2.67$2.67$0.338.09$26.67
$25.00$28.00Jul 17$2.37$2.37$0.633.76$27.37
$28.00$29.00Jul 2$0.77$0.77$0.233.35$28.77
$28.00$29.00Jul 24$0.65$0.65$0.351.86$28.65
$27.00$30.00Jul 10$1.63$1.63$1.371.19$28.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$28.00$27.00Aug 7$0.63$0.63$0.371.70$27.37
$31.00$29.00Jul 24$1.25$1.25$0.751.67$29.75
$27.50$27.00Jul 10$0.30$0.30$0.201.50$27.20
$30.00$29.00Jul 17$0.52$0.52$0.481.08$29.48
$29.00$28.50Jul 17$0.25$0.25$0.251.00$28.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $0.80, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$35.00Jul 10Jul 17$0.1774.0%74.0%
$32.00Jul 10Jul 17$0.5065.0%76.0%
$34.00Jul 10Jul 31$0.6076.0%70.0%
$30.00Jul 2Jul 10$0.77504.0%74.0%
$31.00Jul 2Jul 24$1.08676.0%68.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Jul 10Jul 17$0.0597.0%75.0%
$25.00Jul 10Jul 17$0.1585.0%73.0%
$28.00Jul 2Jul 10$0.321070.0%75.0%
$27.50Jul 2Jul 10$0.351123.0%82.0%
$28.50Jul 10Jul 17$0.4575.0%72.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 3.62% of stock, avg 11.74%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$30.00Jul 2$0.18$0.88$1.06$28.94$31.063.62%
$28.00Jul 2$1.10$0.43$1.53$26.47$29.535.23%
$31.00Jul 2$0.10$1.83$1.93$29.07$32.936.60%
$27.00Jul 10$2.58$0.38$2.96$24.04$29.9610.12%
$30.00Jul 17$1.35$2.17$3.52$26.48$33.5212.03%
$29.00Jul 24$2.10$2.00$4.10$24.90$33.1014.01%
$28.00Jul 24$2.75$1.58$4.33$23.67$32.3314.80%
$31.00Jul 24$1.18$3.25$4.43$26.57$35.4315.14%
$25.00Jul 17$4.75$0.33$5.08$19.92$30.0817.36%
$24.00Jul 10$5.25$0.15$5.40$18.60$29.4018.46%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 47 found (cheapest 1.47% of stock, avg 5.40%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$31.00$27.50Jul 2$0.10$0.33$0.43$27.07$31.43
$35.00$24.00Jul 17$0.25$0.20$0.45$23.55$35.45
$35.00$27.00Jul 10$0.08$0.38$0.46$26.54$35.46
$30.00$27.50Jul 2$0.18$0.33$0.51$26.99$30.51
$31.00$28.00Jul 2$0.10$0.43$0.53$27.47$31.53
$34.00$27.00Jul 10$0.15$0.38$0.53$26.47$34.53
$35.00$25.00Jul 17$0.25$0.33$0.58$24.42$35.58
$30.00$28.00Jul 2$0.18$0.43$0.61$27.39$30.61
$32.00$27.00Jul 10$0.28$0.38$0.66$26.34$32.66
$35.00$27.50Jul 10$0.08$0.68$0.76$26.74$35.76

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 23 found (best R:R 2.05, avg credit $0.85)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
25/2828/30Jul 17$1.68$0.822.05$25.82$29.68
28/2931/32Jul 24$0.65$0.351.86$28.35$31.65
25/2627/30Jul 10$1.75$1.251.40$23.75$28.75
24/2528/30Jul 17$1.16$0.841.38$23.84$29.16
28/2830/32Jul 17$0.99$1.010.98$27.51$30.99
25/2830/32Jul 17$1.22$1.280.95$26.28$31.22
27/2830/32Jul 10$0.97$1.030.94$26.53$30.97
28/2830/32Jul 10$0.87$1.130.77$27.63$30.87
28/2930/32Jul 10$0.85$1.150.74$28.15$30.85
28/2930/32Jul 17$0.82$1.180.69$28.18$30.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 13.29, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$29.00$30.00$31.00Jul 2$0.07$0.9313.29
$31.00$32.00$33.00Jul 24$0.18$0.824.56
$28.00$30.00$32.00Jul 17$0.46$1.543.35
$28.00$29.00$30.00Jul 24$0.25$0.753.00
$30.00$32.00$34.00Jul 10$0.54$1.462.70
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$30.00$31.00$32.00Jul 2$0.07$0.9313.29
$25.00$26.00$27.00Aug 7$0.10$0.909.00
$24.50$25.00$25.50Jul 10$0.09$0.414.56
$26.00$27.00$28.00Aug 7$0.23$0.773.35
$27.50$28.00$28.50Jul 10$0.13$0.372.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 29 found (best net $-0.01, 21 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$28.001:2Jul 17-$0.01$2.99
$32.00$34.001:2Jul 10-$0.02$1.98
$30.00$32.001:2Jul 17-$0.21$1.79
$28.00$30.001:2Jul 17-$0.32$1.68
$30.00$31.001:2Jul 24-$0.66$0.34
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$31.00$29.001:2Jul 24-$0.75$1.25
$25.00$24.001:2Jul 17-$0.07$0.93
$27.00$26.001:2Jul 10-$0.12$0.88
$25.50$25.001:2Jul 10-$0.06$0.44
$28.50$27.501:2Jul 17-$0.56$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 4.44%, avg 2.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Jul 24$1.300.462.5%4.44%6.97%1--
$30.00Jul 17$1.100.452.5%3.76%6.29%13282
$31.00Jul 24$0.800.386.0%2.73%8.68%532
$30.00Jul 10$0.750.432.5%2.56%5.09%118127
$32.00Jul 24$0.700.329.4%2.39%11.76%133
$33.00Jul 24$0.650.2812.8%2.22%15.00%13--
$32.00Jul 17$0.550.299.4%1.88%11.24%1--
$34.00Jul 31$0.400.2416.2%1.37%17.57%1--
$32.00Jul 10$0.100.199.4%0.34%9.71%6154

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 909
Total Puts 556
Put/Call Ratio 0.61
Net Difference 353

Prior's Put/Call Breakdown

Total Calls 733
Total Puts 640
Put/Call Ratio 0.87
Net Difference 93

Prior 7-Day Put/Call Summary

Total Calls 8,590
Total Puts 7,074
Average Put/Call Ratio 1.04
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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