Tour v294
WRBY
WARBY PARKER INC A
$29.22 -0.14%
$29.45 (+0.79%)🌙
as of 07/06 07:11 PM
7/6 19:11

Option Volume

Detail
Current (07/06) 1,209
Calls: 611 (51%)
Puts: 598 (49%)
Prior (07/02) 1,465
Calls: 909 (62%)
Puts: 556 (38%)
Current vs Prior -17.47%
Calls: -32.78% (Calls)
Puts: +7.55% (Puts)
Prior 7-Day Total 11,692
Calls: 6,951 (59%)
Puts: 4,741 (41%)
Prior 7-Day Average 1,948
Calls: 993 (59%)
Puts: 677 (41%)
Current vs Prior 7-Day Avg -37.96%
Calls: -38.47%
Puts: -11.71%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/06) $277.7K
Calls: $240.8K (87%)
Puts: $36.9K (13%)
Prior (07/02) $234.8K
Calls: $168.6K (72%)
Puts: $66.2K (28%)
Current vs Prior +18.27%
Calls: +42.84%
Puts: -44.28%
Prior 7-Day Total $2.85M
Calls: $2.49M (87%)
Puts: $358.2K (13%)
Prior 7-Day Average $475.4K
Calls: $356.3K (87%)
Puts: $51.2K (13%)
Current vs Prior 7-Day Avg -41.58%
Calls: -32.41%
Puts: -27.90%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06) 0.98
Prior (07/02) 0.61
Current vs Prior +60.01%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg +41.04%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/06) 23,503
Calls: 21,241 (90%)
Puts: 2,262 (10%)
Prior (07/02) 39,119
Calls: 32,673 (84%)
Puts: 6,446 (16%)
Current vs Prior -39.92%
Prior 7-Day Total 225,893
Calls: 208,176 (92%)
Puts: 17,717 (8%)
Prior 7-Day Average 37,648
Calls: 34,696 (92%)
Puts: 2,952 (8%)
Current vs Prior 7-Day Avg -37.57%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 9.34% | 12.87%12.87% | 24.64%
Prior 10.42% | 13.50%-- | --
Current vs Prior -10.37% | -4.68%-- | --
Prior 7-Day Avg 7.38% | 11.53%-- | --
Current vs 7-Day Avg +26.56% | +11.62%-- | --
Prior 7-Day Eod 10.42% | 13.50%-- | --
Current vs 7-Day Eod -10.37% | -4.68%-- | --
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 82.47% | 29.93%
Calls: 81.13% | 29.59%
Puts: 83.81% | 30.27%
Current vs 7-Day Avg +18.06% | -5.95%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($240.8K) vs puts ($36.9K). P/C ratio rising 60% - increased hedging/bearish positioning. Call-heavy open interest (21,241 calls vs 2,262 puts) suggests bullish positioning. Declining open interest (down 40%) indicates positions being closed.

Smart Money BULLISH
Retail Flow NEUTRAL
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 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 9.3%, best 9.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Jul 172.552.80$2.689.3%60.706
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 $0.28, cheapest $0.28)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Jul 170.250.30$0.2817.9%80.12321

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 14 found (avg delta 0.76, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.50Jul 104.306.10$5.2034.6%10.92--
$23.50Jul 105.407.00$6.2025.8%20.902
$25.50Jul 103.504.90$4.2033.3%10.901
$24.00Jul 104.906.50$5.7028.1%20.89--
$25.00Jul 174.505.20$4.8514.4%60.88995
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Jul 101.401.60$1.5013.3%650.595

Most actively traded options today. High liquidity = easy entry/exit. 59 active (total vol 531, top 65)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Jul 100.250.40$0.3345.5%410.20160
$30.00Jul 100.700.90$0.8025.0%180.41154
$25.00Jul 244.705.40$5.0513.9%160.8433
$34.00Jul 100.050.55$0.30166.7%110.1579
$31.00Jul 170.901.15$1.0224.5%110.3822
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Jul 101.401.60$1.5013.3%650.595
$27.00Jul 100.250.40$0.3345.5%500.2076
$28.50Jul 100.600.85$0.7334.2%430.372
$25.00Jul 100.000.30$0.15200.0%300.0922
$28.00Jul 170.901.10$1.0020.0%270.34--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 23.8%, max 68.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$34.00Jul 10Jul 31132.9%78.8%68.6%1280
$35.00Jul 10Jul 17141.8%88.6%60.0%6--
$32.00Jul 10Jul 2498.8%80.0%23.6%51176
$31.00Jul 10Jul 2494.6%79.4%19.2%455
$33.00Jul 10Jul 1797.2%83.8%16.1%526
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Jul 10Jul 24128.0%86.7%47.6%49
$25.00Jul 10Aug 7116.7%85.2%37.0%3325
$25.50Jul 10Jul 17110.1%83.5%31.9%281
$26.00Jul 10Jul 31102.8%80.7%27.4%435
$27.00Jul 10Jul 3194.8%79.8%18.8%5299

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 29 found (best R:R 7.70, avg 2.87)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$33.00$35.00Jul 17$0.23$1.77$0.237.70$33.23
$32.00$33.00Jul 10$0.15$0.85$0.155.67$32.15
$31.00$32.00Jul 10$0.17$0.83$0.174.88$31.17
$32.00$33.00Jul 17$0.22$0.78$0.223.55$32.22
$31.00$32.00Jul 17$0.27$0.73$0.272.70$31.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$27.00$26.00Jul 10$0.13$0.87$0.136.69$26.87
$25.00$24.00Aug 7$0.15$0.85$0.155.67$24.85
$26.00$24.50Jul 24$0.25$1.25$0.255.00$25.75
$25.00$24.00Jul 31$0.20$0.80$0.204.00$24.80
$28.00$27.50Jul 10$0.12$0.38$0.123.17$27.88

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 1.16)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$26.00$27.00Jul 10$0.90$0.90$0.109.00$26.90
$25.00$27.50Jul 17$2.17$2.17$0.336.58$27.17
$27.50$29.00Jul 10$1.27$1.27$0.235.52$28.77
$27.00$27.50Jul 10$0.35$0.35$0.152.33$27.35
$25.00$31.00Jul 24$3.65$3.65$2.351.55$28.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$30.00$29.00Jul 10$0.52$0.52$0.481.08$29.48
$29.00$28.50Jul 10$0.25$0.25$0.251.00$28.75
$28.50$28.00Jul 17$0.23$0.23$0.270.85$28.27
$29.00$28.50Jul 17$0.20$0.20$0.300.67$28.80
$29.00$25.00Aug 7$1.55$1.55$2.450.63$27.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $0.37, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.50Jul 10Jul 17$0.1892.1%80.1%
$25.00Jul 17Jul 24$0.2084.4%80.1%
$33.00Jul 10Jul 17$0.3597.2%83.8%
$32.00Jul 10Jul 17$0.4298.8%84.2%
$31.00Jul 10Jul 17$0.5294.6%83.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.50Jul 10Jul 17$0.08128.0%86.6%
$25.00Jul 10Jul 17$0.13116.7%84.4%
$25.50Jul 10Jul 17$0.17110.1%83.5%
$24.00Jul 17Jul 24$0.2390.9%89.8%
$26.00Jul 10Jul 17$0.28102.8%85.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 7.56% of stock, avg 12.53%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$29.00Jul 10$1.23$0.98$2.21$26.79$31.217.56%
$30.00Jul 10$0.80$1.50$2.30$27.70$32.307.87%
$27.50Jul 10$2.50$0.43$2.93$24.57$30.4310.03%
$27.00Jul 10$2.85$0.33$3.18$23.82$30.1810.88%
$27.50Jul 17$2.68$0.83$3.51$23.99$31.0112.01%
$26.00Jul 10$3.75$0.20$3.95$22.05$29.9513.52%
$25.50Jul 10$4.20$0.18$4.38$21.12$29.8814.99%
$25.00Jul 17$4.85$0.28$5.13$19.87$30.1317.56%
$24.50Jul 10$5.20$0.15$5.35$19.15$29.8518.31%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 62 found (cheapest 1.75% of stock, avg 5.16%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$33.00$27.00Jul 10$0.18$0.33$0.51$26.49$33.51
$33.00$27.50Jul 10$0.18$0.43$0.61$26.89$33.61
$34.00$27.00Jul 10$0.30$0.33$0.63$26.37$34.63
$32.00$27.00Jul 10$0.33$0.33$0.66$26.34$32.66
$34.00$27.50Jul 10$0.30$0.43$0.73$26.77$34.73
$33.00$28.00Jul 10$0.18$0.55$0.73$27.27$33.73
$32.00$27.50Jul 10$0.33$0.43$0.76$26.74$32.76
$31.00$27.00Jul 10$0.50$0.33$0.83$26.17$31.83
$34.00$28.00Jul 10$0.30$0.55$0.85$27.15$34.85
$35.00$26.50Jul 17$0.30$0.55$0.85$25.65$35.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 39 found (best R:R 14.00, avg credit $0.60)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
26/2728/29Jul 10$1.40$0.1014.00$25.60$28.90
29/3031/32Jul 10$0.69$0.312.23$29.31$31.69
26/2830/31Jul 17$0.64$0.361.78$26.86$30.64
26/2731/32Jul 24$0.62$0.381.63$26.38$31.62
28/2829/30Jul 10$0.61$0.391.56$27.89$29.61
28/2830/31Jul 17$0.59$0.411.44$27.91$30.59
26/2628/30Jul 17$1.43$1.071.34$24.57$28.93
26/2729/30Jul 10$0.56$0.441.27$26.44$29.56
28/2930/31Jul 17$0.56$0.441.27$28.44$30.56
28/2829/30Jul 10$0.55$0.451.22$27.45$29.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$31.00$32.00$33.00Jul 17$0.05$0.9519.00
$30.00$31.00$32.00Jul 17$0.09$0.9110.11
$29.00$30.00$31.00Jul 10$0.13$0.876.69
$30.00$31.00$32.00Jul 10$0.13$0.876.69
$32.00$33.00$34.00Jul 10$0.27$0.732.70
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$24.00$25.00$26.00Jul 31$0.05$0.9519.00
$25.00$26.00$27.00Jul 31$0.08$0.9211.50
$27.50$28.00$28.50Jul 10$0.06$0.447.33
$25.00$25.50$26.00Jul 17$0.06$0.447.33
$27.50$28.00$28.50Jul 17$0.06$0.447.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 39 found (best net $-0.08, 35 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.50$30.001:2Jul 17-$0.08$2.42
$25.00$27.501:2Jul 17-$0.51$1.99
$33.00$35.001:2Jul 17-$0.07$1.93
$31.00$32.001:2Jul 10-$0.16$0.84
$30.00$31.001:2Jul 10-$0.20$0.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$26.00$24.501:2Jul 24-$0.23$1.27
$27.00$26.001:2Jul 10-$0.07$0.93
$27.50$26.501:2Jul 17-$0.27$0.73
$25.00$24.001:2Jul 31-$0.35$0.65
$27.00$26.001:2Jul 24-$0.41$0.59

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 14 found (best yield 7.70%, avg 2.93%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Aug 7$2.250.532.7%7.70%10.37%10--
$30.00Jul 31$1.950.512.7%6.67%9.34%2--
$30.00Jul 17$1.250.472.7%4.28%6.95%3--
$31.00Jul 24$1.250.426.1%4.28%10.37%2--
$32.00Jul 24$0.950.359.5%3.25%12.77%1016
$31.00Jul 17$0.900.386.1%3.08%9.17%1122
$34.00Jul 31$0.750.2816.4%2.57%18.93%11
$30.00Jul 10$0.700.412.7%2.40%5.07%18154
$32.00Jul 17$0.650.309.5%2.22%11.74%253
$31.00Jul 10$0.400.296.1%1.37%7.46%255

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 611
Total Puts 598
Put/Call Ratio 0.98
Net Difference 13

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,951
Total Puts 4,741
Average Put/Call Ratio 0.69
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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