Tour v297
WRBY
WARBY PARKER INC A
$28.04 -4.04%
$28.60 (+2.00%)🌙
as of 07/07 07:14 PM
7/7 19:14

Option Volume

Detail
Current (07/07) 1,164
Calls: 694 (60%)
Puts: 470 (40%)
Prior (07/06) 1,209
Calls: 611 (51%)
Puts: 598 (49%)
Current vs Prior -3.72%
Calls: +13.58% (Calls)
Puts: -21.40% (Puts)
Prior 7-Day Total 12,901
Calls: 7,562 (59%)
Puts: 5,339 (41%)
Prior 7-Day Average 1,843
Calls: 1,080 (59%)
Puts: 762 (41%)
Current vs Prior 7-Day Avg -36.84%
Calls: -35.76%
Puts: -38.38%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/07) $245.9K
Calls: $203.9K (83%)
Puts: $42.0K (17%)
Prior (07/06) $277.7K
Calls: $240.8K (87%)
Puts: $36.9K (13%)
Current vs Prior -11.46%
Calls: -15.34%
Puts: +13.87%
Prior 7-Day Total $3.13M
Calls: $2.73M (87%)
Puts: $395.1K (13%)
Prior 7-Day Average $447.1K
Calls: $390.7K (87%)
Puts: $56.4K (13%)
Current vs Prior 7-Day Avg -45.01%
Calls: -47.82%
Puts: -25.56%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 0.68
Prior (07/06) 0.98
Current vs Prior -30.80%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg -7.81%
Sentiment BULLISH

Open Interest

Detail
Current (07/07) 35,452
Calls: 34,337 (97%)
Puts: 1,115 (3%)
Prior (07/06) 23,503
Calls: 21,241 (90%)
Puts: 2,262 (10%)
Current vs Prior +50.84%
Prior 7-Day Total 249,396
Calls: 229,417 (92%)
Puts: 19,979 (8%)
Prior 7-Day Average 35,628
Calls: 32,773 (92%)
Puts: 2,854 (8%)
Current vs Prior 7-Day Avg -0.49%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 8.02% | 11.70%11.70% | 25.43%
Prior 9.34% | 12.87%12.87% | 24.64%
Current vs Prior -14.11% | -9.09%-9.09% | +3.20%
Prior 7-Day Avg 7.66% | 11.72%12.87% | 24.64%
Current vs 7-Day Avg +4.72% | -0.19%-9.09% | +3.20%
Prior 7-Day Eod 9.34% | 12.87%-- | --
Current vs 7-Day Eod -14.11% | -9.09%-- | --
Sentiment BULLISHBULLISH

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 84.60% | 29.68%
Calls: 82.35% | 29.17%
Puts: 86.85% | 30.18%
Current vs 7-Day Avg +15.09% | -5.14%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($203.9K) vs puts ($42.0K). Bullish P/C ratio of 0.68. P/C ratio dropping 31% - sentiment shifting bullish. Call-heavy open interest (34,337 calls vs 1,115 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 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 9.5%, best 9.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 212.502.75$2.639.5%40.4789
PUTS (0)
No puts meet the criteria

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. 14 found (avg delta 0.70, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 104.306.00$5.1533.0%10.89805
$23.50Jul 103.905.50$4.7034.0%10.884
$25.00Jul 173.004.10$3.5531.0%440.80995
$25.00Aug 214.605.30$4.9514.1%200.70--
$27.00Jul 171.752.35$2.0529.3%30.62--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Jul 103.404.60$4.0030.0%10.91--
$31.00Jul 102.453.70$3.0840.6%10.87--
$29.00Jul 101.351.85$1.6031.2%20.69--
$29.00Jul 171.902.35$2.1321.1%20.597
$28.50Jul 101.051.65$1.3544.4%10.58--

Most actively traded options today. High liquidity = easy entry/exit. 47 active (total vol 433, top 136)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Jul 173.004.10$3.5531.0%440.80995
$25.00Aug 214.605.30$4.9514.1%200.70--
$30.00Jul 170.501.15$0.8378.3%170.33288
$30.00Aug 141.953.40$2.6854.1%100.46--
$31.00Jul 170.250.60$0.4381.4%90.2222
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Jul 170.901.25$1.0832.4%1360.3822
$26.00Jul 100.100.45$0.28125.0%450.1936
$25.50Jul 170.450.75$0.6050.0%250.244
$26.00Aug 71.202.55$1.8871.8%190.34--
$26.00Aug 141.403.10$2.2575.6%190.35--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 15.4%, max 34.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$32.00Jul 10Jul 17107.3%80.1%34.0%2180
$27.50Jul 10Jul 17103.2%81.3%27.0%3--
$28.50Jul 10Jul 1793.0%80.4%15.7%2--
$30.00Jul 10Aug 2195.4%87.6%8.9%5246
$27.00Jul 17Jul 3181.6%75.8%7.6%53
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.50Jul 10Jul 17113.4%85.4%32.8%274
$25.00Jul 10Jul 17105.8%87.9%20.4%8359
$26.00Jul 10Aug 1497.6%87.6%11.4%6436
$23.00Jul 17Aug 793.8%88.1%6.4%3--
$22.50Jul 17Aug 2194.4%89.5%5.5%10--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 20 found (best R:R 10.11, avg 2.55)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$30.00$32.00Jul 10$0.18$1.82$0.1810.11$30.18
$31.00$32.00Jul 17$0.13$0.87$0.136.69$31.13
$29.00$30.00Jul 17$0.19$0.81$0.194.26$29.19
$28.50$30.00Jul 10$0.40$1.10$0.402.75$28.90
$30.00$31.00Aug 7$0.30$0.70$0.302.33$30.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$25.00$23.50Jul 17$0.27$1.23$0.274.56$24.73
$25.50$25.00Jul 10$0.13$0.37$0.132.85$25.37
$27.00$25.50Jul 17$0.48$1.02$0.482.12$26.52
$26.00$23.00Aug 7$1.03$1.97$1.031.91$24.97
$27.00$26.00Aug 14$0.48$0.52$0.481.08$26.52

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 25 found (best R:R 11.50, avg 1.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$23.50$27.50Jul 10$3.68$3.68$0.3211.50$27.18
$25.00$27.00Jul 17$1.50$1.50$0.503.00$26.50
$27.00$27.50Jul 17$0.35$0.35$0.152.33$27.35
$27.50$28.00Jul 17$0.25$0.25$0.251.00$27.75
$28.00$28.50Jul 17$0.25$0.25$0.251.00$28.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$31.00$29.00Jul 10$1.48$1.48$0.522.85$29.52
$28.50$27.00Jul 10$1.02$1.02$0.482.12$27.48
$29.00$27.00Jul 17$1.05$1.05$0.951.11$27.95
$28.00$26.00Aug 7$1.05$1.05$0.951.11$26.95
$29.00$28.50Jul 10$0.25$0.25$0.251.00$28.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $0.76, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$32.00Jul 10Jul 17$0.20107.3%80.1%
$28.50Jul 10Jul 17$0.5293.0%80.4%
$30.00Jul 10Jul 17$0.5595.4%88.3%
$27.00Jul 17Jul 31$0.6081.6%75.8%
$27.50Jul 10Jul 17$0.68103.2%81.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.50Jul 10Jul 17$0.32113.4%85.4%
$25.00Jul 10Jul 17$0.35105.8%87.9%
$29.00Jul 10Jul 17$0.5379.0%81.4%
$23.00Jul 17Aug 7$0.6593.8%88.1%
$27.00Jul 10Jul 17$0.7570.3%81.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 7.24% of stock, avg 11.74%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$28.50Jul 10$0.68$1.35$2.03$26.47$30.537.24%
$27.00Jul 17$2.05$1.08$3.13$23.87$30.1311.16%
$29.00Jul 17$1.02$2.13$3.15$25.85$32.1511.23%
$25.00Jul 17$3.55$0.50$4.05$20.95$29.0514.44%
$32.00Jul 10$0.10$4.00$4.10$27.90$36.1014.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 49 found (cheapest 0.82% of stock, avg 5.62%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$32.00$24.50Jul 10$0.10$0.13$0.23$24.27$32.23
$32.00$25.00Jul 10$0.10$0.15$0.25$24.75$32.25
$32.00$26.00Jul 10$0.10$0.28$0.38$25.62$32.38
$32.00$25.50Jul 10$0.10$0.28$0.38$25.12$32.38
$30.00$24.50Jul 10$0.28$0.13$0.41$24.09$30.41
$30.00$25.00Jul 10$0.28$0.15$0.43$24.57$30.43
$32.00$27.00Jul 10$0.10$0.33$0.43$26.57$32.43
$32.00$23.00Jul 17$0.30$0.20$0.50$22.50$32.50
$32.00$23.50Jul 17$0.30$0.23$0.53$22.97$32.53
$30.00$26.00Jul 10$0.28$0.28$0.56$25.44$30.56

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 22 found (best R:R 2.64, avg credit $0.74)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
27/2930/31Jul 17$1.45$0.552.64$27.55$31.45
26/2830/31Aug 7$1.35$0.652.08$26.65$31.35
27/2830/32Jul 10$1.20$0.801.50$27.30$31.20
27/2931/32Jul 17$1.18$0.821.44$27.82$32.18
26/2730/31Jul 17$0.88$0.621.42$26.12$30.88
26/2728/28Jul 17$0.73$0.770.95$26.27$28.23
26/2728/28Jul 17$0.73$0.770.95$26.27$28.73
25/2628/28Jul 10$0.47$0.530.89$25.03$27.97
24/2530/31Jul 17$0.67$0.830.81$24.33$30.67
26/2729/30Jul 17$0.67$0.830.81$26.33$29.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 6.14, cheapest $0.07)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$28.00$28.50$29.00Jul 17$0.07$0.436.14
$27.00$27.50$28.00Jul 17$0.10$0.404.00
$30.00$31.00$32.00Jul 17$0.27$0.732.70
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$24.50$25.00$25.50Jul 10$0.11$0.393.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 24 found (best net $-0.31, 18 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$30.001:2Aug 21-$0.31$4.69
$25.00$27.001:2Jul 17-$0.55$1.45
$27.00$29.001:2Jul 31-$0.85$1.15
$32.00$33.001:2Jul 17-$0.10$0.90
$31.00$32.001:2Jul 17-$0.17$0.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$29.00$27.001:2Jul 17-$0.03$1.97
$31.00$29.001:2Jul 10-$0.12$1.88
$27.00$25.501:2Jul 17-$0.12$1.38
$28.00$26.001:2Aug 7-$0.83$1.17
$27.00$26.001:2Jul 10-$0.23$0.77

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 8.92%, avg 3.36%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Aug 21$2.500.477.0%8.92%15.91%489
$30.00Aug 14$1.950.467.0%6.95%13.94%10--
$29.00Jul 31$1.400.453.4%4.99%8.42%1--
$30.00Aug 7$1.100.437.0%3.92%10.91%512
$31.00Aug 7$1.000.3810.6%3.57%14.12%1--
$28.50Jul 17$0.950.461.6%3.39%5.03%1--
$29.00Jul 17$0.850.413.4%3.03%6.46%1--
$28.50Jul 10$0.500.421.6%1.78%3.42%1--
$30.00Jul 17$0.500.337.0%1.78%8.77%17288
$31.00Jul 17$0.250.2210.6%0.89%11.45%922

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 694
Total Puts 470
Put/Call Ratio 0.68
Net Difference 224

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,562
Total Puts 5,339
Average Put/Call Ratio 0.73
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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