Tour v334
WRBY
WARBY PARKER INC A
$27.61 +0.73%
$28.24 (+2.29%)🌙
as of 07/14 07:38 PM
7/14 19:38

Option Volume

Detail
Current (07/14) 5,808
Calls: 1,775 (31%)
Puts: 4,033 (69%)
Prior (07/13) 2,452
Calls: 1,487 (61%)
Puts: 965 (39%)
Current vs Prior +136.87%
Calls: +19.37% (Calls)
Puts: +317.93% (Puts)
Prior 7-Day Total 13,999
Calls: 8,957 (64%)
Puts: 5,042 (36%)
Prior 7-Day Average 1,999
Calls: 1,279 (64%)
Puts: 720 (36%)
Current vs Prior 7-Day Avg +190.42%
Calls: +38.72%
Puts: +459.92%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/14) $706.5K
Calls: $285.0K (40%)
Puts: $421.5K (60%)
Prior (07/13) $334.8K
Calls: $263.9K (79%)
Puts: $70.9K (21%)
Current vs Prior +111.02%
Calls: +8.01%
Puts: +494.23%
Prior 7-Day Total $2.60M
Calls: $2.24M (86%)
Puts: $354.4K (14%)
Prior 7-Day Average $370.9K
Calls: $320.3K (86%)
Puts: $50.6K (14%)
Current vs Prior 7-Day Avg +90.50%
Calls: -11.01%
Puts: +732.63%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/14) 2.27
Prior (07/13) 0.65
Current vs Prior +250.12%
Prior 7-Day Average 0.64
Current vs Prior 7-Day Avg +253.67%
Sentiment BEARISH

Open Interest

Detail
Current (07/14) 23,368
Calls: 22,009 (94%)
Puts: 1,359 (6%)
Prior (07/13) 31,482
Calls: 29,739 (94%)
Puts: 1,743 (6%)
Current vs Prior -25.77%
Prior 7-Day Total 188,843
Calls: 170,213 (90%)
Puts: 18,630 (10%)
Prior 7-Day Average 26,977
Calls: 24,316 (90%)
Puts: 2,661 (10%)
Current vs Prior 7-Day Avg -13.38%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 6.88% | 12.24%6.88% | 25.90%
Prior 8.39% | 12.15%8.39% | 23.35%
Current vs Prior -17.99% | +0.77%-17.99% | +10.91%
Prior 7-Day Avg 8.48% | 12.18%10.77% | 24.51%
Current vs 7-Day Avg -18.80% | +0.51%-36.07% | +5.67%
Prior 7-Day Eod 8.39% | 12.15%8.39% | 23.35%
Current vs 7-Day Eod -17.99% | +0.77%-17.99% | +10.91%
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

Massive premium surge with dollar volume up 111% vs prior. Dollar volume significantly above 7-day average (90% higher). Unusually high activity with volume up 137% vs prior - elevated interest. Volume explosion - 191% above 7-day average (5,808 vs avg 1,999).

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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. 18 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Jul 172.754.10$3.4339.4%11.00--
$23.00Jul 173.605.10$4.3534.5%20.955
$23.50Jul 173.204.70$3.9538.0%20.944
$24.50Jul 172.353.60$2.9841.9%10.90--
$25.00Jul 172.603.00$2.8014.3%300.87998
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Jul 173.204.60$3.9035.9%10.90--
$30.00Jul 171.703.50$2.6069.2%10.82--
$29.00Jul 171.452.45$1.9551.3%10.73--
$29.00Jul 242.202.65$2.4218.6%20.60--
$28.50Jul 241.802.15$1.9817.7%210.5614

Most actively traded options today. High liquidity = easy entry/exit. 49 active (total vol 2.2K, top 492)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.50Jul 240.801.45$1.1357.5%4920.442
$28.00Jul 241.151.70$1.4238.7%3990.5021
$26.50Jul 241.902.60$2.2531.1%1600.65--
$30.00Jul 170.150.30$0.2268.2%1100.171.1K
$29.00Jul 240.851.25$1.0538.1%540.4028
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Jul 241.201.60$1.4028.6%3670.4550
$27.00Jul 240.951.50$1.2344.7%3200.407
$28.00Jul 241.551.95$1.7522.9%370.5119
$24.00Jul 170.000.10$0.05200.0%210.0556
$28.50Jul 241.802.15$1.9817.7%210.5614

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 27.6%, max 83.3%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.50Jul 17Jul 2492.4%82.5%12.1%3--
$28.00Jul 17Jul 2493.8%85.9%9.2%40821
$30.00Jul 17Aug 21103.6%95.1%9.0%1121.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.50Jul 17Jul 31140.7%76.8%83.3%54
$24.50Jul 17Jul 24121.4%84.3%43.9%2915
$24.00Jul 17Jul 3192.3%66.3%39.1%2356
$25.00Jul 17Aug 21110.2%86.2%27.8%12317
$29.00Jul 17Jul 2497.6%86.9%12.3%3--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 20 found (best R:R 4.88, avg 1.72)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$29.00$30.00Jul 31$0.17$0.83$0.174.88$29.17
$28.00$30.00Jul 17$0.43$1.57$0.433.65$28.43
$26.50$27.00Jul 17$0.15$0.35$0.152.33$26.65
$29.00$30.00Jul 24$0.32$0.68$0.322.12$29.32
$24.50$25.00Jul 17$0.18$0.32$0.181.78$24.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$25.00$22.50Aug 21$0.63$1.87$0.632.97$24.37
$27.00$24.50Jul 24$0.85$1.65$0.851.94$26.15
$27.50$27.00Jul 24$0.17$0.33$0.171.94$27.33
$24.50$24.00Jul 17$0.18$0.32$0.181.78$24.32
$27.00$26.50Jul 17$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. 24 found (best R:R 4.00, avg 1.20)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$23.00$23.50Jul 17$0.40$0.40$0.104.00$23.40
$27.00$27.50Jul 24$0.37$0.37$0.132.85$27.37
$27.00$27.50Jul 17$0.30$0.30$0.201.50$27.30
$28.00$28.50Jul 24$0.29$0.29$0.211.38$28.29
$26.50$27.00Jul 24$0.25$0.25$0.251.00$26.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$27.50$27.00Jul 17$0.38$0.38$0.123.17$27.12
$28.00$27.50Jul 24$0.35$0.35$0.152.33$27.65
$30.00$29.00Jul 17$0.65$0.65$0.351.86$29.35
$29.00$27.50Jul 17$0.97$0.97$0.531.83$28.03
$26.00$24.00Jul 31$1.10$1.10$0.901.22$24.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $0.63, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$29.00Jul 24Jul 31$0.3586.9%84.2%
$30.00Jul 17Jul 24$0.51103.6%85.7%
$28.00Jul 17Jul 24$0.7793.8%85.9%
$27.50Jul 17Jul 24$0.7892.4%82.5%
$27.00Jul 17Jul 24$0.8579.4%86.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.50Jul 17Jul 24$0.15140.7%97.4%
$24.50Jul 17Jul 24$0.15121.4%84.3%
$24.00Jul 17Jul 24$0.2392.3%83.7%
$27.50Jul 17Jul 24$0.4292.4%82.5%
$29.00Jul 17Jul 24$0.4797.6%86.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 6.16% of stock, avg 10.58%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$26.50Jul 17$1.30$0.40$1.70$24.80$28.206.16%
$27.00Jul 17$1.15$0.60$1.75$25.25$28.756.34%
$27.50Jul 17$0.85$0.98$1.83$25.67$29.336.63%
$30.00Jul 17$0.22$2.60$2.82$27.18$32.8210.21%
$27.50Jul 24$1.63$1.40$3.03$24.47$30.5310.97%
$25.00Jul 17$2.80$0.25$3.05$21.95$28.0511.05%
$28.50Jul 24$1.13$1.98$3.11$25.39$31.6111.26%
$28.00Jul 24$1.42$1.75$3.17$24.83$31.1711.48%
$24.50Jul 17$2.98$0.23$3.21$21.29$27.7111.63%
$27.00Jul 24$2.00$1.23$3.23$23.77$30.2311.70%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 45 found (cheapest 1.45% of stock, avg 6.02%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$32.00$25.00Jul 17$0.15$0.25$0.40$24.60$32.40
$32.00$25.50Jul 17$0.15$0.28$0.43$25.07$32.43
$30.00$25.00Jul 17$0.22$0.25$0.47$24.53$30.47
$30.00$25.50Jul 17$0.22$0.28$0.50$25.00$30.50
$32.00$26.00Jul 17$0.15$0.38$0.53$25.47$32.53
$32.00$26.50Jul 17$0.15$0.40$0.55$25.95$32.55
$30.00$26.00Jul 17$0.22$0.38$0.60$25.40$30.60
$30.00$26.50Jul 17$0.22$0.40$0.62$25.88$30.62
$32.00$27.00Jul 17$0.15$0.60$0.75$26.25$32.75
$30.00$27.00Jul 17$0.22$0.60$0.82$26.18$30.82

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 13 found (best R:R 4.00, avg credit $0.73)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
26/2728/28Jul 17$0.40$0.104.00$26.60$27.90
24/2428/28Jul 17$0.38$0.123.17$24.12$27.88
28/2829/30Jul 24$0.67$0.332.03$27.33$29.67
24/2426/27Jul 17$0.33$0.171.94$24.17$26.83
24/2629/30Jul 31$1.27$0.731.74$24.73$30.27
28/2829/30Jul 24$0.55$0.451.22$27.95$29.55
27/2829/30Jul 24$0.49$0.510.96$27.01$29.49
24/2729/30Jul 24$1.17$1.330.88$25.83$30.17
24/2728/28Jul 24$1.14$1.360.84$25.86$29.14
24/2728/28Jul 24$1.06$1.440.74$25.94$28.56

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 6.14, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$23.50$24.00$24.50Jul 17$0.07$0.436.14
$28.00$30.00$32.00Jul 17$0.36$1.644.56
$27.00$27.50$28.00Jul 17$0.10$0.404.00
$27.00$27.50$28.00Jul 24$0.16$0.342.12
$28.00$28.50$29.00Jul 24$0.21$0.291.38
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$25.00$25.50$26.00Jul 17$0.07$0.436.14
$23.50$24.00$24.50Jul 24$0.15$0.352.33
$26.00$26.50$27.00Jul 17$0.18$0.321.78
$26.50$27.00$27.50Jul 17$0.18$0.321.78
$27.00$27.50$28.00Jul 24$0.18$0.321.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 20 found (best net $-0.52, 15 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$32.001:2Jul 17-$0.08$1.92
$29.00$30.001:2Jul 24-$0.41$0.59
$27.50$28.001:2Jul 17-$0.45$0.05
$28.00$30.001:2Jul 17$0.21$1.79
$25.00$26.501:2Jul 17$0.20$1.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$22.501:2Aug 21-$0.52$1.98
$29.00$27.501:2Jul 17-$0.01$1.49
$26.00$25.501:2Jul 17-$0.18$0.32
$24.50$24.001:2Jul 24-$0.18$0.32
$27.00$26.501:2Jul 17-$0.20$0.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 7.97%, avg 3.87%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Aug 21$2.200.468.7%7.97%16.62%2--
$29.00Aug 7$1.950.485.0%7.06%12.10%52
$30.00Aug 7$1.600.428.7%5.80%14.45%1--
$28.00Jul 24$1.150.501.4%4.17%5.58%39921
$29.00Jul 31$1.100.425.0%3.98%9.02%112
$29.00Jul 24$0.850.405.0%3.08%8.11%5428
$30.00Jul 31$0.850.378.7%3.08%11.73%731
$28.50Jul 24$0.800.443.2%2.90%6.12%4922
$30.00Jul 24$0.600.318.7%2.17%10.83%935
$28.00Jul 17$0.500.411.4%1.81%3.22%9--

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 1,775
Total Puts 4,033
Put/Call Ratio 2.27
Net Difference -2,258

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,957
Total Puts 5,042
Average Put/Call Ratio 0.64
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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