Tour v340
WRBY
WARBY PARKER INC A
$27.91 +1.09%
$28.13 (+0.79%)🌙
as of 07/15 07:20 PM
7/15 19:20

Option Volume

Detail
Current (07/15) 13,637
Calls: 1,296 (10%)
Puts: 12,341 (90%)
Prior (07/14) 5,808
Calls: 1,775 (31%)
Puts: 4,033 (69%)
Current vs Prior +134.80%
Calls: -26.99% (Calls)
Puts: +206.00% (Puts)
Prior 7-Day Total 18,342
Calls: 9,823 (54%)
Puts: 8,519 (46%)
Prior 7-Day Average 2,620
Calls: 1,403 (54%)
Puts: 1,217 (46%)
Current vs Prior 7-Day Avg +420.44%
Calls: -7.65%
Puts: +914.05%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/15) $2.72M
Calls: $284.2K (10%)
Puts: $2.43M (90%)
Prior (07/14) $706.5K
Calls: $285.0K (40%)
Puts: $421.5K (60%)
Current vs Prior +284.73%
Calls: -0.28%
Puts: +477.42%
Prior 7-Day Total $3.07M
Calls: $2.36M (77%)
Puts: $709.7K (23%)
Prior 7-Day Average $438.3K
Calls: $336.9K (77%)
Puts: $101.4K (23%)
Current vs Prior 7-Day Avg +520.20%
Calls: -15.64%
Puts: +2300.72%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/15) 9.52
Prior (07/14) 2.27
Current vs Prior +319.10%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg +982.53%
Sentiment BEARISH

Open Interest

Detail
Current (07/15) 32,334
Calls: 26,206 (81%)
Puts: 6,128 (19%)
Prior (07/14) 23,368
Calls: 22,009 (94%)
Puts: 1,359 (6%)
Current vs Prior +38.37%
Prior 7-Day Total 173,092
Calls: 159,549 (92%)
Puts: 13,543 (8%)
Prior 7-Day Average 24,727
Calls: 22,792 (92%)
Puts: 1,934 (8%)
Current vs Prior 7-Day Avg +30.76%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 8.13% | 12.29%8.13% | 25.62%
Prior 6.88% | 12.24%6.88% | 25.90%
Current vs Prior +18.19% | +0.39%+18.19% | -1.07%
Prior 7-Day Avg 7.97% | 12.00%10.21% | 24.71%
Current vs 7-Day Avg +2.06% | +2.42%-20.34% | +3.69%
Prior 7-Day Eod 6.88% | 12.24%6.88% | 25.90%
Current vs 7-Day Eod +18.19% | +0.39%+18.19% | -1.07%
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 bearish conviction with 90% of dollar volume in puts ($2.43M) vs calls ($284.2K). Massive premium surge with dollar volume up 285% vs prior. Dollar volume significantly above 7-day average (520% higher). Unusually high activity with volume up 135% vs prior - elevated interest.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 8.2%, best 8.2%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 214.705.10$4.908.2%20.6940
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. 18 found (avg delta 0.72, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 174.306.00$5.1533.0%50.927
$25.00Jul 172.353.50$2.9339.2%420.91985
$22.50Jul 174.606.60$5.6035.7%30.9028
$23.50Jul 173.805.50$4.6536.6%70.896
$24.00Jul 173.304.90$4.1039.0%40.883
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Jul 171.802.80$2.3043.5%400.7713
$32.00Jul 314.505.70$5.1023.5%10.76--
$29.00Jul 171.352.25$1.8050.0%10.69--
$28.50Jul 171.051.50$1.2735.4%200.5873
$28.50Jul 241.552.20$1.8834.6%10.53--

Most actively traded options today. High liquidity = easy entry/exit. 53 active (total vol 6.5K, top 4.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 212.252.75$2.5020.0%3940.46353
$30.00Jul 170.050.65$0.35171.4%1730.231.2K
$25.00Jul 172.353.50$2.9339.2%420.91985
$27.00Jul 241.602.40$2.0040.0%270.6286
$27.50Jul 241.502.20$1.8537.8%200.5715
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 211.752.25$2.0025.0%4.4K0.3152
$24.50Jul 240.250.75$0.50100.0%8020.1924
$24.00Jul 240.250.65$0.4588.9%1110.178
$25.00Jul 240.201.00$0.60133.3%600.22--
$23.50Jul 240.150.50$0.33106.1%500.133

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 19.7%, max 44.2%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.00Jul 17Aug 21135.6%96.3%40.8%5671.5K
$25.00Jul 17Aug 21126.2%95.7%31.9%441.0K
$27.50Jul 24Jul 3191.4%85.5%6.9%2115
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$28.50Jul 17Jul 24135.2%93.7%44.2%2173
$25.00Jul 17Aug 21126.2%95.7%31.9%4.4K370
$26.00Jul 17Jul 24119.6%97.4%22.7%394
$28.00Jul 17Jul 24109.4%89.7%21.9%10--
$25.50Jul 17Jul 24114.6%98.3%16.6%775

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 24 found (best R:R 5.67, avg 1.93)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$30.00$31.00Jul 17$0.15$0.85$0.155.67$30.15
$30.00$32.00Jul 31$0.55$1.45$0.552.64$30.55
$27.00$27.50Jul 24$0.15$0.35$0.152.33$27.15
$28.00$29.00Jul 17$0.35$0.65$0.351.86$28.35
$27.50$30.00Jul 31$0.90$1.60$0.901.78$28.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$26.50$26.00Jul 17$0.10$0.40$0.104.00$26.40
$26.00$25.50Jul 17$0.12$0.38$0.123.17$25.88
$24.00$23.50Jul 24$0.12$0.38$0.123.17$23.88
$25.00$24.00Aug 7$0.25$0.75$0.253.00$24.75
$28.00$26.50Jul 24$0.40$1.10$0.402.75$27.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 25 found (best R:R 2.53, avg 0.85)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$25.00$28.00Jul 17$2.15$2.15$0.852.53$27.15
$26.00$26.50Jul 24$0.25$0.25$0.251.00$26.25
$25.00$30.00Aug 21$2.40$2.40$2.600.92$27.40
$27.50$28.50Jul 24$0.47$0.47$0.530.89$27.97
$28.50$30.00Jul 24$0.55$0.55$0.950.58$29.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$27.50$27.00Jul 17$0.33$0.33$0.171.94$27.17
$26.50$26.00Jul 24$0.33$0.33$0.171.94$26.17
$32.00$25.00Jul 31$4.30$4.30$2.701.59$27.70
$28.50$28.00Jul 24$0.30$0.30$0.201.50$28.20
$28.50$28.00Jul 17$0.27$0.27$0.231.17$28.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $0.56, cheapest $0.12)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.50Jul 24Jul 31$0.2591.4%85.5%
$30.00Jul 17Jul 24$0.48135.6%92.1%
$32.00Jul 31Aug 7$0.7084.0%100.7%
$25.00Jul 17Aug 21$1.97126.2%95.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Jul 24Jul 31$0.12108.9%89.6%
$23.00Jul 24Jul 31$0.23106.1%97.8%
$23.50Jul 24Jul 31$0.24105.9%97.3%
$24.50Jul 24Jul 31$0.30103.5%95.3%
$25.00Jul 17Jul 24$0.45126.2%101.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 6.38% of stock, avg 13.07%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$28.00Jul 17$0.78$1.00$1.78$26.22$29.786.38%
$29.00Jul 17$0.43$1.80$2.23$26.77$31.237.99%
$30.00Jul 17$0.35$2.30$2.65$27.35$32.659.49%
$25.00Jul 17$2.93$0.15$3.08$21.92$28.0811.04%
$28.50Jul 24$1.38$1.88$3.26$25.24$31.7611.68%
$26.00Jul 24$2.70$0.85$3.55$22.45$29.5512.72%
$26.50Jul 24$2.45$1.18$3.63$22.87$30.1313.01%
$32.00Jul 31$0.65$5.10$5.75$26.25$37.7520.60%
$25.00Aug 21$4.90$2.00$6.90$18.10$31.9024.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 49 found (cheapest 1.29% of stock, avg 5.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$33.00$25.50Jul 17$0.18$0.18$0.36$25.14$33.36
$31.00$25.50Jul 17$0.20$0.18$0.38$25.12$31.38
$33.00$26.00Jul 17$0.18$0.30$0.48$25.52$33.48
$31.00$26.00Jul 17$0.20$0.30$0.50$25.50$31.50
$30.00$25.50Jul 17$0.35$0.18$0.53$24.97$30.53
$33.00$26.50Jul 17$0.18$0.40$0.58$25.92$33.58
$31.00$26.50Jul 17$0.20$0.40$0.60$25.90$31.60
$29.00$25.50Jul 17$0.43$0.18$0.61$24.89$29.61
$33.00$27.00Jul 17$0.18$0.45$0.63$26.37$33.63
$30.00$26.00Jul 17$0.35$0.30$0.65$25.35$30.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 21 found (best R:R 4.00, avg credit $0.58)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
26/2628/28Jul 24$0.80$0.204.00$25.70$28.30
24/2426/26Jul 24$0.37$0.132.85$23.63$26.37
27/2828/29Jul 17$0.68$0.322.13$26.82$28.68
28/2930/31Jul 17$0.68$0.322.12$28.32$30.68
26/2828/30Jul 24$0.95$0.551.73$27.05$29.45
26/2628/28Jul 24$0.62$0.381.63$25.38$28.12
26/2627/28Jul 24$0.30$0.201.50$25.70$27.30
24/2428/28Jul 24$0.59$0.411.44$23.41$28.09
26/2628/30Jul 24$0.88$0.621.42$25.62$29.38
24/2427/28Jul 24$0.27$0.231.17$23.73$27.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 9.00, cheapest $0.05)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$28.00$29.00$30.00Jul 17$0.27$0.732.70
$26.50$27.00$27.50Jul 24$0.30$0.200.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$24.00$24.50$25.00Jul 24$0.05$0.459.00
$25.00$25.50$26.00Jul 24$0.05$0.459.00
$25.00$25.50$26.00Jul 17$0.09$0.414.56
$25.50$26.00$26.50Jul 24$0.18$0.321.78
$23.50$24.00$24.50Jul 31$0.23$0.271.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $-0.10, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$30.001:2Aug 21-$0.10$4.90
$27.50$30.001:2Jul 31-$0.30$2.20
$30.00$32.001:2Jul 31-$0.10$1.90
$31.00$33.001:2Jul 17-$0.16$1.84
$28.50$30.001:2Jul 24-$0.28$1.22
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$22.501:2Aug 21-$0.34$2.16
$28.00$26.501:2Jul 24-$0.78$0.72
$26.00$25.501:2Jul 17-$0.06$0.44
$25.50$25.001:2Jul 17-$0.12$0.38
$27.50$27.001:2Jul 17-$0.12$0.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 8.06%, avg 3.16%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Aug 21$2.250.467.5%8.06%15.55%394353
$32.00Aug 7$1.100.3314.7%3.94%18.60%10--
$30.00Jul 31$1.000.387.5%3.58%11.07%136
$28.50Jul 24$0.950.472.1%3.40%5.52%4--
$28.00Jul 17$0.650.480.3%2.33%2.65%3--
$32.00Jul 31$0.500.2414.7%1.79%16.45%5--
$30.00Jul 24$0.350.347.5%1.25%8.74%142
$29.00Jul 17$0.250.313.9%0.90%4.80%4--

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 1,296
Total Puts 12,341
Put/Call Ratio 9.52
Net Difference -11,045

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 9,823
Total Puts 8,519
Average Put/Call Ratio 0.88
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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