Tour v325
WRBY
WARBY PARKER INC A
$27.41 -5.65%
$27.50 (+0.33%)🌙
as of 07/13 07:13 PM
7/13 19:13

Option Volume

Detail
Current (07/13) 2,452
Calls: 1,487 (61%)
Puts: 965 (39%)
Prior (07/10) 2,866
Calls: 2,575 (90%)
Puts: 291 (10%)
Current vs Prior -14.45%
Calls: -42.25% (Calls)
Puts: +231.62% (Puts)
Prior 7-Day Total 12,920
Calls: 8,203 (63%)
Puts: 4,717 (37%)
Prior 7-Day Average 1,845
Calls: 1,171 (63%)
Puts: 673 (37%)
Current vs Prior 7-Day Avg +32.85%
Calls: +26.89%
Puts: +43.21%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/13) $334.8K
Calls: $263.9K (79%)
Puts: $70.9K (21%)
Prior (07/10) $196.5K
Calls: $179.6K (91%)
Puts: $16.9K (9%)
Current vs Prior +70.37%
Calls: +46.94%
Puts: +318.72%
Prior 7-Day Total $2.66M
Calls: $2.32M (87%)
Puts: $334.3K (13%)
Prior 7-Day Average $379.4K
Calls: $331.7K (87%)
Puts: $47.8K (13%)
Current vs Prior 7-Day Avg -11.76%
Calls: -20.44%
Puts: +48.55%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/13) 0.65
Prior (07/10) 0.11
Current vs Prior +474.25%
Prior 7-Day Average 0.67
Current vs Prior 7-Day Avg -3.77%
Sentiment BULLISH

Open Interest

Detail
Current (07/13) 31,482
Calls: 29,739 (94%)
Puts: 1,743 (6%)
Prior (07/10) 11,333
Calls: 9,586 (85%)
Puts: 1,747 (15%)
Current vs Prior +177.79%
Prior 7-Day Total 194,937
Calls: 177,321 (91%)
Puts: 17,616 (9%)
Prior 7-Day Average 27,848
Calls: 25,331 (91%)
Puts: 2,516 (9%)
Current vs Prior 7-Day Avg +13.05%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 8.39% | 12.15%8.39% | 23.35%
Prior 10.09% | 13.49%10.09% | 23.41%
Current vs Prior -16.80% | -9.97%-16.81% | -0.25%
Prior 7-Day Avg 8.04% | 11.96%11.24% | 24.74%
Current vs 7-Day Avg +4.30% | +1.61%-25.34% | -5.62%
Prior 7-Day Eod 10.09% | 13.49%10.09% | 23.41%
Current vs 7-Day Eod -16.80% | -9.97%-16.81% | -0.25%
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 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 79% of dollar volume in calls ($263.9K) vs puts ($70.9K). Elevated premium activity with dollar volume up 70% vs prior. Bullish P/C ratio of 0.65. P/C ratio rising 474% - increased hedging/bearish 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 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 -- 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. 17 found (avg delta 0.70, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 175.107.00$6.0531.4%30.96--
$24.00Jul 173.204.80$4.0040.0%20.95--
$23.00Jul 174.205.80$5.0032.0%50.92--
$22.50Jul 174.706.60$5.6533.6%30.9126
$23.50Jul 173.705.30$4.5035.6%50.88--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Jul 171.852.10$1.9812.6%150.708
$29.00Jul 242.302.60$2.4512.2%30.6237
$28.50Jul 241.952.30$2.1316.4%160.58--
$28.00Jul 171.201.40$1.3015.4%270.5630
$29.00Aug 73.203.70$3.4514.5%10.54--

Most actively traded options today. High liquidity = easy entry/exit. 70 active (total vol 1.7K, top 395)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Jul 240.400.60$0.5040.0%3950.2357
$30.00Aug 212.102.55$2.3319.3%2770.4584
$28.50Jul 170.500.75$0.6339.7%410.386
$32.00Jul 170.050.30$0.18138.9%340.1256
$27.00Jul 241.651.95$1.8016.7%280.5817
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 240.150.30$0.2268.2%2130.1125
$25.00Jul 310.701.05$0.8839.8%1530.274
$25.00Jul 170.150.35$0.2580.0%1410.16318
$22.00Jul 240.050.35$0.20150.0%370.0930
$28.00Jul 171.201.40$1.3015.4%270.5630

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 15.7%, max 68.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$32.00Jul 17Aug 14115.0%91.5%25.7%3556
$27.50Jul 17Jul 3189.4%77.6%15.2%1013
$31.00Jul 17Jul 2497.5%85.0%14.7%40288
$25.00Jul 17Aug 2199.1%87.1%13.8%261.0K
$28.50Jul 17Jul 2489.4%80.4%11.3%436
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.50Jul 17Aug 21155.4%92.0%68.8%20--
$24.50Jul 17Jul 31104.4%81.1%28.8%74
$25.50Jul 17Jul 2495.2%83.2%14.4%241
$26.50Jul 17Jul 2492.9%81.7%13.7%54
$27.50Jul 17Jul 2489.4%80.2%11.5%21119

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 44 found (best R:R 7.33, avg 2.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$30.00$31.00Jul 17$0.12$0.88$0.127.33$30.12
$29.00$30.00Jul 17$0.20$0.80$0.204.00$29.20
$30.00$32.00Jul 31$0.45$1.55$0.453.44$30.45
$28.50$29.00Jul 24$0.12$0.38$0.123.17$28.62
$29.00$31.00Jul 24$0.48$1.52$0.483.17$29.48
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$24.00$22.00Jul 31$0.37$1.63$0.374.41$23.63
$24.00$23.00Aug 7$0.22$0.78$0.223.55$23.78
$26.00$25.50Jul 17$0.12$0.38$0.123.17$25.88
$25.00$24.50Jul 24$0.12$0.38$0.123.17$24.88
$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. 47 found (best R:R 4.00, avg 0.81)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$22.00$22.50Jul 17$0.40$0.40$0.104.00$22.40
$25.00$27.50Jul 17$1.83$1.83$0.672.73$26.83
$27.50$28.00Jul 17$0.25$0.25$0.251.00$27.75
$27.00$27.50Jul 24$0.25$0.25$0.251.00$27.25
$28.00$28.50Jul 24$0.23$0.23$0.270.85$28.23
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$29.00$28.00Jul 17$0.68$0.68$0.322.12$28.32
$29.00$28.50Jul 24$0.32$0.32$0.181.78$28.68
$28.00$27.50Jul 17$0.30$0.30$0.201.50$27.70
$28.00$27.50Jul 24$0.30$0.30$0.201.50$27.70
$28.50$28.00Jul 24$0.30$0.30$0.201.50$28.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $0.55, cheapest $0.28)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$31.00Jul 17Jul 24$0.3297.5%85.0%
$32.00Jul 17Jul 31$0.39115.0%79.9%
$28.50Jul 17Jul 24$0.4789.4%80.4%
$29.00Jul 17Jul 24$0.4892.2%83.1%
$27.50Jul 17Jul 24$0.5089.4%80.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.50Jul 17Jul 24$0.28104.4%85.4%
$24.00Jul 17Jul 24$0.3082.6%84.0%
$25.00Jul 17Jul 24$0.3599.1%84.9%
$25.50Jul 17Jul 24$0.4095.2%83.2%
$26.00Jul 17Jul 24$0.4394.4%81.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 7.48% of stock, avg 11.81%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.50Jul 17$1.05$1.00$2.05$25.45$29.557.48%
$28.00Jul 17$0.80$1.30$2.10$25.90$30.107.66%
$29.00Jul 17$0.50$1.98$2.48$26.52$31.489.05%
$27.00Jul 24$1.80$1.25$3.05$23.95$30.0511.13%
$27.50Jul 24$1.55$1.53$3.08$24.42$30.5811.24%
$25.00Jul 17$2.88$0.25$3.13$21.87$28.1311.42%
$28.00Jul 24$1.33$1.83$3.16$24.84$31.1611.53%
$28.50Jul 24$1.10$2.13$3.23$25.27$31.7311.78%
$29.00Jul 24$0.98$2.45$3.43$25.57$32.4312.51%
$24.00Jul 17$4.00$0.05$4.05$19.95$28.0514.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 66 found (cheapest 1.86% of stock, avg 6.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$31.00$25.50Jul 17$0.18$0.33$0.51$24.99$31.51
$30.00$25.50Jul 17$0.30$0.33$0.63$24.87$30.63
$31.00$26.00Jul 17$0.18$0.45$0.63$25.37$31.63
$30.00$26.00Jul 17$0.30$0.45$0.75$25.25$30.75
$31.00$26.50Jul 17$0.18$0.60$0.78$25.72$31.78
$32.00$22.00Jul 31$0.57$0.23$0.80$21.20$32.80
$29.00$25.50Jul 17$0.50$0.33$0.83$24.67$29.83
$30.00$26.50Jul 17$0.30$0.60$0.90$25.60$30.90
$29.00$26.00Jul 17$0.50$0.45$0.95$25.05$29.95
$28.50$25.50Jul 17$0.63$0.33$0.96$24.54$29.46

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 55 found (best R:R 4.00, avg credit $0.51)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
26/2628/28Jul 17$0.40$0.104.00$26.10$27.90
26/2728/28Jul 24$0.40$0.104.00$26.60$28.40
24/2425/28Jul 17$1.98$0.523.81$22.52$26.98
26/2728/28Jul 24$0.39$0.113.55$26.61$27.89
24/2427/28Jul 24$0.38$0.123.17$24.12$27.38
25/2627/28Jul 24$0.38$0.123.17$25.12$27.38
26/2628/28Jul 24$0.38$0.123.17$25.62$28.38
26/2628/28Jul 17$0.37$0.132.85$25.63$27.87
26/2728/28Jul 17$0.37$0.132.85$26.63$28.37
27/2828/28Jul 17$0.37$0.132.85$27.13$28.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$29.00$30.00$31.00Jul 17$0.08$0.9211.50
$30.00$31.00$32.00Jul 17$0.12$0.887.33
$27.50$28.00$28.50Jul 17$0.08$0.425.25
$28.00$28.50$29.00Jul 24$0.11$0.393.55
$22.50$23.00$23.50Jul 17$0.15$0.352.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$23.00$24.00$25.00Aug 14$0.05$0.9519.00
$25.00$26.00$27.00Aug 7$0.06$0.9415.67
$26.00$26.50$27.00Jul 17$0.05$0.459.00
$25.50$26.00$26.50Jul 24$0.05$0.459.00
$23.00$24.00$25.00Aug 7$0.11$0.898.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 33 found (best net $-0.11, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$30.001:2Aug 21-$0.11$4.89
$27.50$30.001:2Jul 31-$0.09$2.41
$29.00$31.001:2Jul 24-$0.02$1.98
$30.00$32.001:2Jul 31-$0.12$1.88
$30.00$31.001:2Jul 17-$0.06$0.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.00$22.501:2Jul 17-$0.35$1.15
$27.00$25.001:2Aug 14-$0.91$1.09
$23.00$22.001:2Aug 7-$0.17$0.83
$23.00$22.001:2Jul 24-$0.18$0.82
$23.00$22.001:2Aug 14-$0.38$0.62

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 7.66%, avg 3.29%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Aug 21$2.100.459.4%7.66%17.11%27784
$27.50Jul 31$1.700.540.3%6.20%6.53%1--
$30.00Aug 7$1.450.419.4%5.29%14.74%1--
$27.50Jul 24$1.400.530.3%5.11%5.44%11--
$28.00Jul 24$1.200.482.1%4.38%6.53%6--
$32.00Aug 14$1.200.3416.8%4.38%21.12%1--
$27.50Jul 17$0.950.530.3%3.47%3.79%913
$28.50Jul 24$0.950.434.0%3.47%7.44%2--
$29.00Jul 24$0.850.385.8%3.10%8.90%7--
$30.00Jul 31$0.850.359.4%3.10%12.55%1--

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 1,487
Total Puts 965
Put/Call Ratio 0.65
Net Difference 522

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,203
Total Puts 4,717
Average Put/Call Ratio 0.67
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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