Tour v303
WRBY
WARBY PARKER INC A
$27.67 -1.32%
7/8 19:15

Option Volume

Detail
Current (07/08) 3,799
Calls: 2,025 (53%)
Puts: 1,774 (47%)
Prior (07/07) 1,164
Calls: 694 (60%)
Puts: 470 (40%)
Current vs Prior +226.37%
Calls: +191.79% (Calls)
Puts: +277.45% (Puts)
Prior 7-Day Total 12,803
Calls: 7,442 (58%)
Puts: 5,361 (42%)
Prior 7-Day Average 1,829
Calls: 1,063 (58%)
Puts: 765 (42%)
Current vs Prior 7-Day Avg +107.71%
Calls: +90.47%
Puts: +131.64%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/08) $1.10M
Calls: $998.2K (91%)
Puts: $103.3K (9%)
Prior (07/07) $245.9K
Calls: $203.9K (83%)
Puts: $42.0K (17%)
Current vs Prior +347.98%
Calls: +389.65%
Puts: +145.78%
Prior 7-Day Total $3.09M
Calls: $2.69M (87%)
Puts: $398.3K (13%)
Prior 7-Day Average $441.8K
Calls: $384.9K (87%)
Puts: $56.9K (13%)
Current vs Prior 7-Day Avg +149.30%
Calls: +159.33%
Puts: +81.46%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/08) 0.88
Prior (07/07) 0.68
Current vs Prior +29.36%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg +16.38%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/08) 35,864
Calls: 33,527 (93%)
Puts: 2,337 (7%)
Prior (07/07) 35,452
Calls: 34,337 (97%)
Puts: 1,115 (3%)
Current vs Prior +1.16%
Prior 7-Day Total 255,569
Calls: 240,578 (94%)
Puts: 14,991 (6%)
Prior 7-Day Average 36,509
Calls: 34,368 (94%)
Puts: 2,141 (6%)
Current vs Prior 7-Day Avg -1.77%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 5.96% | 10.77%10.77% | 25.66%
Prior 8.02% | 11.70%11.70% | 25.43%
Current vs Prior -25.69% | -7.93%-7.93% | +0.91%
Prior 7-Day Avg 8.18% | 12.17%12.28% | 25.03%
Current vs 7-Day Avg -27.06% | -11.50%-12.32% | +2.50%
Prior 7-Day Eod 8.02% | 11.70%-- | --
Current vs 7-Day Eod -25.69% | -7.93%-- | --
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 92.02% | 28.83%
Calls: 85.94% | 28.74%
Puts: 98.10% | 28.92%
Current vs 7-Day Avg +5.81% | -2.36%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 91% of dollar volume in calls ($998.2K) vs puts ($103.3K). Massive premium surge with dollar volume up 348% vs prior. Dollar volume significantly above 7-day average (149% higher). Unusually high activity with volume up 226% vs prior - elevated interest.

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 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 -- 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. 20 found (avg delta 0.72, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Jul 102.804.40$3.6044.4%20.944
$23.00Jul 103.504.90$4.2033.3%7670.94806
$24.00Jul 102.403.90$3.1547.6%20.90--
$24.50Jul 102.054.50$3.2874.7%10.89--
$25.50Jul 101.502.55$2.0351.7%20.88--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Jul 105.006.60$5.8027.6%20.95--
$31.00Jul 243.804.50$4.1516.9%10.729
$29.00Jul 242.352.65$2.5012.0%30.5837

Most actively traded options today. High liquidity = easy entry/exit. 51 active (total vol 2.4K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 103.504.90$4.2033.3%7670.94806
$31.00Jul 100.050.30$0.18138.9%320.13--
$28.00Jul 100.500.70$0.6033.3%300.44--
$27.50Jul 100.600.95$0.7745.5%160.5513
$30.00Jul 170.450.70$0.5743.9%150.28284
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Jul 170.400.65$0.5347.2%1.3K0.2429
$22.50Jul 170.000.25$0.13192.3%550.071.0K
$23.00Jul 170.050.30$0.18138.9%430.095
$24.50Jul 100.000.30$0.15200.0%200.11--
$27.00Jul 100.350.60$0.4852.1%160.3592

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 30.4%, max 72.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$31.00Jul 10Jul 31136.0%78.8%72.6%34--
$25.00Jul 10Aug 21128.6%87.8%46.5%238
$29.00Jul 10Jul 3194.1%76.3%23.3%122
$25.50Jul 10Jul 1799.2%81.5%21.8%4--
$28.00Jul 10Jul 2495.0%79.0%20.3%44--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Jul 10Jul 17139.7%84.3%65.6%21--
$23.50Jul 10Jul 24134.9%86.1%56.7%65
$25.00Jul 10Jul 17128.6%85.8%49.9%3320
$25.50Jul 10Jul 1799.2%81.5%21.8%1.3K38
$27.00Jul 10Jul 1795.4%79.0%20.8%1892

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 24 found (best R:R 9.00, avg 2.41)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$29.00$30.00Jul 10$0.13$0.87$0.136.69$29.13
$30.00$32.00Jul 17$0.29$1.71$0.295.90$30.29
$32.00$33.00Jul 24$0.18$0.82$0.184.56$32.18
$29.00$32.00Jul 24$0.64$2.36$0.643.69$29.64
$29.00$31.00Jul 31$0.56$1.44$0.562.57$29.56
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$24.00$23.00Jul 17$0.10$0.90$0.109.00$23.90
$25.00$24.50Jul 17$0.12$0.38$0.123.17$24.88
$27.00$25.50Jul 17$0.49$1.01$0.492.06$26.51
$29.00$23.50Jul 24$2.05$3.45$2.051.68$26.95
$27.00$26.50Jul 10$0.20$0.30$0.201.50$26.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 26 found (best R:R 7.82, avg 1.16)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$25.50$27.00Jul 17$1.00$1.00$0.502.00$26.50
$27.00$27.50Jul 10$0.33$0.33$0.171.94$27.33
$25.50$27.00Jul 10$0.93$0.93$0.571.63$26.43
$25.00$25.50Jul 10$0.30$0.30$0.201.50$25.30
$27.00$27.50Jul 17$0.25$0.25$0.251.00$27.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$33.00$27.00Jul 10$5.32$5.32$0.687.82$27.68
$31.00$29.00Jul 24$1.65$1.65$0.354.71$29.35
$27.00$26.50Jul 10$0.20$0.20$0.300.67$26.80
$29.00$23.50Jul 24$2.05$2.05$3.450.59$26.95
$27.00$25.50Jul 17$0.49$0.49$1.010.49$26.51

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $0.58, cheapest $0.18)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$33.00Jul 17Jul 24$0.2093.7%84.8%
$32.00Jul 17Jul 24$0.3584.7%85.6%
$30.00Jul 10Jul 17$0.42103.3%80.3%
$27.00Jul 10Jul 17$0.6395.4%79.0%
$28.00Jul 10Jul 17$0.6595.0%80.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.50Jul 10Jul 17$0.18139.7%84.3%
$23.00Jul 17Jul 24$0.2093.1%87.7%
$25.00Jul 10Jul 17$0.27128.6%85.8%
$23.50Jul 10Jul 24$0.40134.9%86.1%
$25.50Jul 10Jul 17$0.4099.2%81.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 5.71% of stock, avg 10.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.00Jul 10$1.10$0.48$1.58$25.42$28.585.71%
$25.50Jul 10$2.03$0.13$2.16$23.34$27.667.81%
$25.00Jul 10$2.33$0.18$2.51$22.49$27.519.07%
$27.00Jul 17$1.73$1.02$2.75$24.25$29.759.94%
$25.50Jul 17$2.73$0.53$3.26$22.24$28.7611.78%
$24.50Jul 10$3.28$0.15$3.43$21.07$27.9312.40%
$23.50Jul 10$3.60$0.05$3.65$19.85$27.1513.19%
$29.00Jul 24$1.27$2.50$3.77$25.23$32.7713.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 46 found (cheapest 1.01% of stock, avg 3.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.00$25.50Jul 10$0.15$0.13$0.28$25.22$30.28
$31.00$25.50Jul 10$0.18$0.13$0.31$25.19$31.31
$30.00$25.00Jul 10$0.15$0.18$0.33$24.67$30.33
$30.00$26.00Jul 10$0.15$0.20$0.35$25.65$30.35
$31.00$25.00Jul 10$0.18$0.18$0.36$24.64$31.36
$31.00$26.00Jul 10$0.18$0.20$0.38$25.62$31.38
$29.00$25.50Jul 10$0.28$0.13$0.41$25.09$29.41
$30.00$26.50Jul 10$0.15$0.28$0.43$26.07$30.43
$29.00$25.00Jul 10$0.28$0.18$0.46$24.54$29.46
$31.00$26.50Jul 10$0.18$0.28$0.46$26.04$31.46

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 10.76, avg credit $0.78)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
29/3132/33Jul 24$1.83$0.1710.76$29.17$33.83
24/2526/27Jul 17$1.12$0.382.95$23.88$26.62
26/2728/28Jul 10$0.37$0.132.85$26.63$27.87
24/2527/28Jul 17$0.37$0.132.85$24.63$27.37
23/2426/27Jul 17$1.10$0.402.75$22.90$26.60
24/2528/28Jul 17$0.35$0.152.33$24.65$27.85
26/2728/30Jul 17$1.17$0.831.41$25.83$29.17
26/2728/29Jul 10$0.52$0.481.08$26.48$28.52
26/2728/28Jul 17$0.72$0.780.92$26.28$28.22
24/2932/33Jul 24$2.23$3.270.68$26.77$34.23

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 6.14, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$29.00$30.00$31.00Jul 10$0.16$0.845.25
$28.00$29.00$30.00Jul 10$0.19$0.814.26
$28.00$30.00$32.00Jul 17$0.39$1.614.13
$23.00$23.50$24.00Jul 10$0.15$0.352.33
$27.00$27.50$28.00Jul 10$0.16$0.342.12
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$24.00$24.50$25.00Jul 17$0.07$0.436.14
$25.00$25.50$26.00Jul 10$0.12$0.383.17
$26.00$26.50$27.00Jul 10$0.12$0.383.17

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 $-0.15, 24 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$30.001:2Aug 21-$0.15$4.85
$27.00$30.001:2Aug 14-$1.01$1.99
$29.00$31.001:2Jul 31-$0.46$1.54
$25.50$27.001:2Jul 10-$0.17$1.33
$30.00$31.001:2Jul 10-$0.21$0.79
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.00$25.501:2Jul 17-$0.04$1.46
$31.00$29.001:2Jul 24-$0.85$1.15
$24.00$23.001:2Jul 17-$0.08$0.92
$26.00$25.501:2Jul 10-$0.06$0.44
$27.00$26.501:2Jul 10-$0.08$0.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 8.31%, avg 3.02%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Aug 21$2.300.468.4%8.31%16.73%1389
$30.00Aug 14$1.950.448.4%7.05%15.47%10--
$28.00Jul 24$1.500.511.2%5.42%6.61%14--
$29.00Jul 31$1.400.444.8%5.06%9.87%102
$29.00Jul 24$1.150.424.8%4.16%8.96%227
$28.00Jul 17$1.100.491.2%3.98%5.17%1--
$31.00Jul 31$0.850.3212.0%3.07%15.11%2--
$28.00Jul 10$0.500.441.2%1.81%3.00%30--
$30.00Jul 17$0.450.288.4%1.63%10.05%15284
$32.00Jul 24$0.450.2315.7%1.63%17.28%5--

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 2,025
Total Puts 1,774
Put/Call Ratio 0.88
Net Difference 251

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,442
Total Puts 5,361
Average Put/Call Ratio 0.75
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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