Tour v309
WRBY
WARBY PARKER INC A
$29.05 -0.92%
$29.19 (+0.48%)🌙
as of 07/10 07:16 PM
7/10 19:16

Option Volume

Detail
Current (07/10) 2,866
Calls: 2,575 (90%)
Puts: 291 (10%)
Prior (07/09) 1,044
Calls: 656 (63%)
Puts: 388 (37%)
Current vs Prior +174.52%
Calls: +292.53% (Calls)
Puts: -25.00% (Puts)
Prior 7-Day Total 12,058
Calls: 7,024 (58%)
Puts: 5,034 (42%)
Prior 7-Day Average 1,722
Calls: 1,003 (58%)
Puts: 719 (42%)
Current vs Prior 7-Day Avg +66.38%
Calls: +156.62%
Puts: -59.54%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/10) $196.5K
Calls: $179.6K (91%)
Puts: $16.9K (9%)
Prior (07/09) $205.1K
Calls: $187.0K (91%)
Puts: $18.1K (9%)
Current vs Prior -4.17%
Calls: -3.94%
Puts: -6.58%
Prior 7-Day Total $3.11M
Calls: $2.75M (89%)
Puts: $357.0K (11%)
Prior 7-Day Average $443.6K
Calls: $392.6K (89%)
Puts: $51.0K (11%)
Current vs Prior 7-Day Avg -55.70%
Calls: -54.26%
Puts: -66.78%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/10) 0.11
Prior (07/09) 0.59
Current vs Prior -80.89%
Prior 7-Day Average 0.72
Current vs Prior 7-Day Avg -84.32%
Sentiment BULLISH

Open Interest

Detail
Current (07/10) 11,333
Calls: 9,586 (85%)
Puts: 1,747 (15%)
Prior (07/09) 12,090
Calls: 9,110 (75%)
Puts: 2,980 (25%)
Current vs Prior -6.26%
Prior 7-Day Total 219,734
Calls: 202,986 (92%)
Puts: 16,748 (8%)
Prior 7-Day Average 31,390
Calls: 28,998 (92%)
Puts: 2,392 (8%)
Current vs Prior 7-Day Avg -63.90%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 5.44% | 10.09%10.09% | 23.41%
Prior 7.09% | 10.78%10.78% | 24.56%
Current vs Prior +42.17% | +25.20%-6.42% | -4.68%
Prior 7-Day Avg 7.61% | 11.69%11.53% | 25.07%
Current vs 7-Day Avg +32.59% | +15.42%-12.51% | -6.63%
Prior 7-Day Eod 7.09% | 10.78%-- | --
Current vs 7-Day Eod +42.17% | +25.20%-- | --
Sentiment BEARISHBULLISH

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 ($179.6K) vs puts ($16.9K). Unusually high activity with volume up 175% vs prior - elevated interest. Extreme bullish P/C ratio of 0.11 - heavy call buying (2,575 calls vs 291 puts). P/C ratio dropping 81% - sentiment shifting bullish.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 6.7%, best 6.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 212.903.10$3.006.7%70.52--
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. 10 found (avg delta 0.74, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Jul 173.804.80$4.3023.3%410.91995
$24.00Jul 104.405.60$5.0024.0%10.89--
$25.00Jul 314.505.40$4.9518.2%10.81--
$27.50Jul 101.002.60$1.8088.9%60.77--
$28.00Jul 100.601.75$1.1897.5%300.76--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Jul 100.601.80$1.20100.0%10.95--

Most actively traded options today. High liquidity = easy entry/exit. 43 active (total vol 2.4K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Jul 170.650.90$0.7832.1%1.0K0.40298
$29.00Jul 100.000.75$0.38197.4%1.0K0.541.0K
$25.00Jul 173.804.80$4.3023.3%410.91995
$28.00Jul 100.601.75$1.1897.5%300.76--
$30.00Aug 212.903.10$3.006.7%70.52--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.50Jul 170.701.05$0.8839.8%690.405
$27.50Jul 240.851.10$0.9825.5%500.33--
$24.00Jul 170.000.30$0.15200.0%420.0832
$24.00Jul 310.350.50$0.4334.9%200.14--
$27.50Jul 170.400.65$0.5347.2%120.28--

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 429.8%, max 1532.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$32.00Jul 10Jul 17968.0%75.4%1183.7%4181
$31.00Jul 10Aug 141074.6%88.0%1121.7%383
$29.00Jul 10Jul 17474.6%72.3%556.6%1.0K1.1K
$30.00Jul 10Aug 21297.0%86.6%243.1%12157
$34.00Jul 17Jul 3188.1%78.3%12.6%7--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.00Jul 10Jul 171250.7%76.6%1532.3%12156
$28.50Jul 10Jul 17392.8%71.6%448.5%7348
$24.00Jul 17Jul 31102.4%79.9%28.2%6232
$23.50Jul 17Jul 24106.3%87.4%21.6%6--
$24.50Jul 17Jul 2489.6%85.4%4.9%74

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 14 found (best R:R 4.88, avg 2.62)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$31.00$32.00Jul 10$0.20$0.80$0.204.00$31.20
$30.00$32.00Jul 17$0.48$1.52$0.483.17$30.48
$30.00$34.00Jul 31$1.00$3.00$1.003.00$31.00
$29.00$30.00Jul 10$0.35$0.65$0.351.86$29.35
$29.00$30.00Jul 17$0.42$0.58$0.421.38$29.42
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$25.00$24.00Jul 31$0.17$0.83$0.174.88$24.83
$27.50$27.00Jul 17$0.10$0.40$0.104.00$27.40
$27.50$24.50Jul 24$0.63$2.37$0.633.76$26.87
$26.50$26.00Jul 17$0.11$0.39$0.113.55$26.39
$24.50$24.00Jul 24$0.13$0.37$0.132.85$24.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 10.67, avg 1.60)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$24.00$27.50Jul 10$3.20$3.20$0.3010.67$27.20
$28.00$29.00Jul 10$0.80$0.80$0.204.00$28.80
$25.00$29.00Jul 17$3.10$3.10$0.903.44$28.10
$25.00$30.00Jul 31$3.30$3.30$1.701.94$28.30
$25.00$30.00Aug 21$2.80$2.80$2.201.27$27.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$30.00$28.50Jul 10$1.07$1.07$0.432.49$28.93
$29.00$28.50Jul 17$0.25$0.25$0.251.00$28.75
$28.50$27.50Jul 17$0.35$0.35$0.650.54$28.15
$24.50$24.00Jul 24$0.13$0.13$0.370.35$24.37
$26.50$26.00Jul 17$0.11$0.11$0.390.28$26.39

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $0.55, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$32.00Jul 10Jul 17$0.20968.0%75.4%
$34.00Jul 17Jul 31$0.4788.1%78.3%
$25.00Jul 17Jul 31$0.6585.3%77.7%
$30.00Jul 10Jul 17$0.75297.0%73.3%
$29.00Jul 10Jul 17$0.82474.6%72.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Jul 17Jul 24$0.07102.4%80.8%
$23.50Jul 17Jul 24$0.09106.3%87.4%
$27.00Jul 10Jul 17$0.101250.7%76.6%
$24.50Jul 17Jul 24$0.2289.6%85.4%
$25.00Jul 17Jul 31$0.4585.3%77.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 4.23% of stock, avg 12.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$30.00Jul 10$0.03$1.20$1.23$28.77$31.234.23%
$28.00Jul 10$1.18$0.25$1.43$26.57$29.434.92%
$29.00Jul 17$1.20$1.13$2.33$26.67$31.338.02%
$25.00Jul 17$4.30$0.15$4.45$20.55$29.4515.32%
$25.00Jul 31$4.95$0.60$5.55$19.45$30.5519.10%
$25.00Aug 21$5.80$1.43$7.23$17.77$32.2324.89%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 34 found (cheapest 0.55% of stock, avg 3.45%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.00$28.50Jul 10$0.03$0.13$0.16$28.34$30.16
$32.00$28.50Jul 10$0.10$0.13$0.23$28.27$32.23
$30.00$28.00Jul 10$0.03$0.25$0.28$27.72$30.28
$32.00$28.00Jul 10$0.10$0.25$0.35$27.65$32.35
$30.00$27.00Jul 10$0.03$0.33$0.36$26.64$30.36
$31.00$28.50Jul 10$0.30$0.13$0.43$28.07$31.43
$32.00$27.00Jul 10$0.10$0.33$0.43$26.57$32.43
$34.00$26.50Jul 17$0.18$0.33$0.51$25.99$34.51
$33.00$26.50Jul 17$0.20$0.33$0.53$25.97$33.53
$31.00$28.00Jul 10$0.30$0.25$0.55$27.45$31.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 5.52, avg credit $0.78)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
28/3031/32Jul 10$1.27$0.235.52$28.73$32.27
28/2829/30Jul 17$0.77$0.233.35$27.73$29.77
26/2629/30Jul 17$0.53$0.471.13$25.97$29.53
27/2829/30Jul 17$0.52$0.481.08$26.98$29.52
28/2830/32Jul 17$0.83$1.170.71$27.67$30.83
28/2930/32Jul 17$0.73$1.270.57$28.27$30.73
26/2630/32Jul 17$0.59$1.410.42$25.91$30.59
27/2830/32Jul 17$0.58$1.420.41$26.92$30.58
24/2530/34Jul 31$1.17$2.830.41$23.83$31.17

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 11.50, cheapest $0.07)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$32.00$33.00$34.00Jul 17$0.08$0.9211.50
$28.00$29.00$30.00Jul 10$0.45$0.551.22
$29.00$30.00$31.00Jul 10$0.62$0.380.61
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$25.50$26.00$26.50Jul 17$0.07$0.436.14
$23.50$24.00$24.50Jul 24$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 $-0.20, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$30.001:2Aug 21-$0.20$4.80
$32.00$33.001:2Jul 17-$0.10$0.90
$33.00$34.001:2Jul 17-$0.16$0.84
$29.00$30.001:2Jul 17-$0.36$0.64
$30.00$31.001:2Jul 10-$0.57$0.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$28.50$27.501:2Jul 17-$0.18$0.82
$25.00$24.001:2Jul 31-$0.26$0.74
$28.00$27.001:2Jul 10-$0.41$0.59
$24.50$24.001:2Jul 24-$0.09$0.41
$24.00$23.501:2Jul 17-$0.11$0.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 9.98%, avg 4.30%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Aug 21$2.900.523.3%9.98%13.25%7--
$31.00Aug 14$2.100.466.7%7.23%13.94%1--
$30.00Aug 7$2.050.503.3%7.06%10.33%112
$30.00Jul 31$1.500.463.3%5.16%8.43%1--
$30.00Jul 17$0.650.403.3%2.24%5.51%1.0K298
$34.00Jul 31$0.500.2317.0%1.72%18.76%5--
$32.00Jul 17$0.200.1910.2%0.69%10.84%3--
$33.00Jul 17$0.100.1313.6%0.34%13.94%3--

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 2,575
Total Puts 291
Put/Call Ratio 0.11
Net Difference 2,284

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,024
Total Puts 5,034
Average Put/Call Ratio 0.72
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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