Tour v308
WRBY
WARBY PARKER INC A
$29.32 +5.96%
$29.09 (-0.78%)🌙
as of 07/09 07:15 PM
7/9 19:15

Option Volume

Detail
Current (07/09) 1,044
Calls: 656 (63%)
Puts: 388 (37%)
Prior (07/08) 3,799
Calls: 2,025 (53%)
Puts: 1,774 (47%)
Current vs Prior -72.52%
Calls: -67.60% (Calls)
Puts: -78.13% (Puts)
Prior 7-Day Total 14,163
Calls: 7,758 (55%)
Puts: 6,405 (45%)
Prior 7-Day Average 2,023
Calls: 1,108 (55%)
Puts: 915 (45%)
Current vs Prior 7-Day Avg -48.40%
Calls: -40.81%
Puts: -57.60%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/09) $205.1K
Calls: $187.0K (91%)
Puts: $18.1K (9%)
Prior (07/08) $1.10M
Calls: $998.2K (91%)
Puts: $103.3K (9%)
Current vs Prior -81.38%
Calls: -81.27%
Puts: -82.44%
Prior 7-Day Total $3.53M
Calls: $3.10M (88%)
Puts: $429.5K (12%)
Prior 7-Day Average $504.0K
Calls: $442.6K (88%)
Puts: $61.4K (12%)
Current vs Prior 7-Day Avg -59.31%
Calls: -57.76%
Puts: -70.44%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/09) 0.59
Prior (07/08) 0.88
Current vs Prior -32.49%
Prior 7-Day Average 0.82
Current vs Prior 7-Day Avg -27.58%
Sentiment BULLISH

Open Interest

Detail
Current (07/09) 12,090
Calls: 9,110 (75%)
Puts: 2,980 (25%)
Prior (07/08) 35,864
Calls: 33,527 (93%)
Puts: 2,337 (7%)
Current vs Prior -66.29%
Prior 7-Day Total 253,679
Calls: 238,442 (94%)
Puts: 15,237 (6%)
Prior 7-Day Average 36,239
Calls: 34,063 (94%)
Puts: 2,176 (6%)
Current vs Prior 7-Day Avg -66.64%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 7.09% | 10.78%10.78% | 24.56%
Prior 5.96% | 10.77%10.77% | 25.66%
Current vs Prior +18.97% | +0.07%+0.07% | -4.30%
Prior 7-Day Avg 7.73% | 11.79%11.78% | 25.24%
Current vs 7-Day Avg -8.25% | -8.57%-8.50% | -2.72%
Prior 7-Day Eod 5.96% | 10.77%-- | --
Current vs 7-Day Eod +18.97% | +0.07%-- | --
Sentiment BEARISHBEARISH

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 97.36% | 28.15%
Calls: 89.66% | 26.67%
Puts: 105.07% | 29.63%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 91% of dollar volume in calls ($187.0K) vs puts ($18.1K). Light premium activity with dollar volume down 81% vs prior. Below-average activity with volume down 73% vs prior. Bullish P/C ratio of 0.59.

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 9.2%, best 9.2%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 213.103.40$3.259.2%60.52--
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. 17 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Jul 103.706.10$4.9049.0%11.006
$24.50Jul 103.405.00$4.2038.1%141.002
$25.00Jul 103.004.40$3.7037.8%71.0013
$25.50Jul 102.404.00$3.2050.0%31.004
$25.00Jul 173.704.50$4.1019.5%300.90995
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Jul 103.906.70$5.3052.8%10.962
$35.00Jul 105.507.70$6.6033.3%10.94--
$35.00Jul 315.707.40$6.5526.0%30.80--
$31.00Jul 242.652.95$2.8010.7%10.629

Most actively traded options today. High liquidity = easy entry/exit. 51 active (total vol 376, top 48)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Jul 173.704.50$4.1019.5%300.90995
$35.00Aug 211.501.85$1.6820.8%280.3339
$30.00Jul 170.851.05$0.9521.1%210.43292
$35.00Jul 170.050.25$0.15133.3%160.09132
$24.50Jul 103.405.00$4.2038.1%141.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Jul 170.100.30$0.20100.0%480.10320
$26.00Jul 100.000.10$0.05200.0%290.0644
$27.00Jul 100.000.15$0.08187.5%160.1095
$27.50Jul 100.000.35$0.18194.4%130.1926
$26.00Jul 170.200.40$0.3066.7%80.156

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 74.8%, max 213.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Jul 10Aug 21174.3%86.5%101.5%1252
$31.00Jul 10Jul 17134.1%77.2%73.7%1522
$30.00Jul 10Aug 21106.7%90.5%17.9%9--
$32.00Jul 24Jul 3176.1%73.8%3.1%4--
$26.00Jul 17Jul 2482.2%80.6%2.0%4--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Jul 10Jul 31261.1%83.4%213.3%7141
$35.00Jul 10Jul 31214.9%76.9%179.5%4--
$25.00Jul 10Jul 31174.3%81.0%115.3%643
$25.50Jul 10Jul 24154.7%82.0%88.5%611
$26.00Jul 10Jul 17135.0%82.2%64.2%3750

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 9.00, avg 2.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$34.00$35.00Jul 17$0.10$0.90$0.109.00$34.10
$31.00$33.00Jul 17$0.37$1.63$0.374.41$31.37
$27.00$27.50Jul 17$0.10$0.40$0.104.00$27.10
$30.00$31.00Jul 17$0.30$0.70$0.302.33$30.30
$30.00$35.00Aug 21$1.57$3.43$1.572.18$31.57
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$24.50$23.50Jul 24$0.17$0.83$0.174.88$24.33
$25.00$24.00Jul 31$0.17$0.83$0.174.88$24.83
$27.00$26.00Jul 17$0.20$0.80$0.204.00$26.80
$28.50$28.00Jul 10$0.15$0.35$0.152.33$28.35
$25.50$25.00Jul 24$0.20$0.30$0.201.50$25.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 8.48, avg 1.09)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$25.50$30.00Jul 10$2.97$2.97$1.531.94$28.47
$27.50$30.00Jul 17$1.45$1.45$1.051.38$28.95
$26.00$27.00Jul 17$0.55$0.55$0.451.22$26.55
$26.00$28.00Jul 24$1.03$1.03$0.971.06$27.03
$25.00$30.00Aug 21$2.55$2.55$2.451.04$27.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$34.00$28.50Jul 10$4.92$4.92$0.588.48$29.08
$35.00$25.00Jul 31$5.90$5.90$4.101.44$29.10
$31.00$25.50Jul 24$2.27$2.27$3.230.70$28.73
$25.50$25.00Jul 24$0.20$0.20$0.300.67$25.30
$28.50$28.00Jul 10$0.15$0.15$0.350.43$28.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $0.53, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$32.00Jul 24Jul 31$0.3076.1%73.8%
$25.00Jul 10Jul 17$0.40174.3%88.4%
$31.00Jul 10Jul 17$0.50134.1%77.2%
$26.00Jul 17Jul 24$0.5382.2%80.6%
$30.00Jul 10Jul 17$0.72106.7%75.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Jul 10Jul 17$0.15174.3%88.4%
$25.50Jul 10Jul 17$0.20154.7%85.9%
$24.50Jul 17Jul 24$0.2293.3%87.7%
$26.00Jul 10Jul 17$0.25135.0%82.2%
$27.00Jul 10Jul 17$0.42105.6%80.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 10.23% of stock, avg 14.56%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.00Jul 17$2.50$0.50$3.00$24.00$30.0010.23%
$25.50Jul 10$3.20$0.05$3.25$22.25$28.7511.08%
$26.00Jul 17$3.05$0.30$3.35$22.65$29.3511.43%
$25.00Jul 10$3.70$0.05$3.75$21.25$28.7512.79%
$25.00Jul 17$4.10$0.20$4.30$20.70$29.3014.67%
$24.00Jul 10$4.90$0.13$5.03$18.97$29.0317.16%
$30.00Aug 21$3.25$3.95$7.20$22.80$37.2024.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 44 found (cheapest 0.78% of stock, avg 3.16%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$31.00$27.00Jul 10$0.15$0.08$0.23$26.77$31.23
$31.00$26.50Jul 10$0.15$0.08$0.23$26.27$31.23
$30.00$27.00Jul 10$0.23$0.08$0.31$26.69$30.31
$30.00$26.50Jul 10$0.23$0.08$0.31$26.19$30.31
$31.00$27.50Jul 10$0.15$0.18$0.33$27.17$31.33
$35.00$24.50Jul 17$0.15$0.18$0.33$24.17$35.33
$35.00$25.00Jul 17$0.15$0.20$0.35$24.65$35.35
$31.00$28.00Jul 10$0.15$0.23$0.38$27.62$31.38
$35.00$25.50Jul 17$0.15$0.25$0.40$25.10$35.40
$30.00$27.50Jul 10$0.23$0.18$0.41$27.09$30.41

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 1.94, avg credit $1.14)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
26/2728/30Jul 17$1.65$0.851.94$25.35$29.15
25/2626/28Jul 24$1.23$0.771.60$24.27$27.23
24/2426/28Jul 24$1.20$0.801.50$23.30$27.20
26/2730/31Jul 17$0.50$0.501.00$26.50$30.50
25/2628/32Jul 24$1.95$2.050.95$23.55$29.95
24/2428/32Jul 24$1.92$2.080.92$22.58$29.92
24/2530/32Jul 31$0.90$1.100.82$24.10$30.90
26/2734/35Jul 17$0.30$0.700.43$26.70$34.30
26/2731/33Jul 17$0.57$1.430.40$26.43$31.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 4.10, cheapest $0.10)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$25.00$30.00$35.00Aug 21$0.98$4.024.10
$24.00$24.50$25.00Jul 10$0.20$0.301.50
$25.00$26.00$27.00Jul 17$0.50$0.501.00
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$26.50$27.00$27.50Jul 10$0.10$0.404.00
$27.50$28.00$28.50Jul 10$0.10$0.404.00
$24.50$25.00$25.50Jul 24$0.27$0.230.85

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 $-0.11, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$35.001:2Aug 21-$0.11$4.89
$25.00$30.001:2Aug 21-$0.70$4.30
$30.00$32.001:2Jul 31-$0.37$1.63
$30.00$31.001:2Jul 10-$0.07$0.93
$33.00$34.001:2Jul 17-$0.22$0.78
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.50$23.501:2Jul 24-$0.06$0.94
$27.00$26.001:2Jul 17-$0.10$0.90
$25.00$24.001:2Jul 10-$0.21$0.79
$25.00$24.001:2Jul 31-$0.31$0.69
$25.50$25.001:2Jul 10-$0.05$0.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 10.57%, avg 4.08%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Aug 21$3.100.522.3%10.57%12.89%6--
$30.00Aug 14$2.600.512.3%8.87%11.19%2--
$30.00Jul 31$1.600.482.3%5.46%7.78%234
$35.00Aug 21$1.500.3319.4%5.12%24.49%2839
$34.00Aug 7$1.000.3216.0%3.41%19.37%3--
$32.00Jul 31$0.950.349.1%3.24%12.38%2--
$30.00Jul 17$0.850.432.3%2.90%5.22%21292
$32.00Jul 24$0.700.309.1%2.39%11.53%2--
$31.00Jul 17$0.550.325.7%1.88%7.61%1222
$33.00Jul 17$0.200.1612.6%0.68%13.23%139

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 656
Total Puts 388
Put/Call Ratio 0.59
Net Difference 268

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,758
Total Puts 6,405
Average Put/Call Ratio 0.82
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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