Tour v344
WRBY
WARBY PARKER INC A
$27.59 -1.15%
$27.32 (-0.98%)🌙
as of 07/16 07:13 PM
7/16 19:13

Option Volume

Detail
Current (07/16) 3,504
Calls: 926 (26%)
Puts: 2,578 (74%)
Prior (07/15) 13,637
Calls: 1,296 (10%)
Puts: 12,341 (90%)
Current vs Prior -74.31%
Calls: -28.55% (Calls)
Puts: -79.11% (Puts)
Prior 7-Day Total 30,770
Calls: 10,508 (34%)
Puts: 20,262 (66%)
Prior 7-Day Average 4,395
Calls: 1,501 (34%)
Puts: 2,894 (66%)
Current vs Prior 7-Day Avg -20.29%
Calls: -38.31%
Puts: -10.94%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/16) $371.8K
Calls: $140.7K (38%)
Puts: $231.1K (62%)
Prior (07/15) $2.72M
Calls: $284.2K (10%)
Puts: $2.43M (90%)
Current vs Prior -86.32%
Calls: -50.49%
Puts: -90.51%
Prior 7-Day Total $5.51M
Calls: $2.40M (44%)
Puts: $3.11M (56%)
Prior 7-Day Average $786.9K
Calls: $343.1K (44%)
Puts: $443.8K (56%)
Current vs Prior 7-Day Avg -52.75%
Calls: -58.99%
Puts: -47.93%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/16) 2.78
Prior (07/15) 9.52
Current vs Prior -70.76%
Prior 7-Day Average 1.45
Current vs Prior 7-Day Avg +91.46%
Sentiment BEARISH

Open Interest

Detail
Current (07/16) 24,466
Calls: 21,841 (89%)
Puts: 2,625 (11%)
Prior (07/15) 32,334
Calls: 26,206 (81%)
Puts: 6,128 (19%)
Current vs Prior -24.33%
Prior 7-Day Total 181,923
Calls: 164,514 (90%)
Puts: 17,409 (10%)
Prior 7-Day Average 25,989
Calls: 23,502 (90%)
Puts: 2,487 (10%)
Current vs Prior 7-Day Avg -5.86%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 5.18% | 11.53%5.18% | 25.92%
Prior 8.13% | 12.29%8.13% | 25.62%
Current vs Prior -36.27% | -6.21%-36.27% | +1.16%
Prior 7-Day Avg 7.80% | 11.92%9.53% | 24.85%
Current vs 7-Day Avg -33.52% | -3.28%-45.64% | +4.31%
Prior 7-Day Eod 8.13% | 12.29%8.13% | 25.62%
Current vs 7-Day Eod -36.27% | -6.21%-36.27% | +1.16%
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

Moderately bearish flow with 62% put dollar volume ($231.1K). Light premium activity with dollar volume down 86% vs prior. Below-average activity with volume down 74% vs prior. Extreme bearish P/C ratio of 2.78 - heavy put buying.

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 BEARISH
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 -- 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. 1 found (avg $0.77, cheapest $0.77)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Jul 240.700.85$0.7719.5%2.1K0.3039

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 19 found (avg delta 0.71, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Jul 172.253.10$2.6831.7%420.95996
$24.50Jul 172.353.40$2.8836.5%20.92--
$23.50Jul 173.104.90$4.0045.0%10.91--
$25.00Aug 214.505.00$4.7510.5%160.6840
$26.50Jul 242.002.25$2.1311.7%10.65--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Jul 174.406.60$5.5040.0%10.89--
$31.00Jul 173.004.40$3.7037.8%20.88--
$30.00Jul 171.903.20$2.5551.0%20.87--
$32.00Jul 173.805.70$4.7540.0%30.86--
$28.50Jul 170.951.85$1.4064.3%690.7286

Most actively traded options today. High liquidity = easy entry/exit. 52 active (total vol 2.9K, top 2.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Jul 170.100.80$0.45155.6%2460.506
$28.50Jul 170.000.55$0.28196.4%1030.2844
$25.00Jul 172.253.10$2.6831.7%420.95996
$30.00Jul 170.000.25$0.13192.3%340.121.2K
$25.00Aug 214.505.00$4.7510.5%160.6840
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Jul 240.700.85$0.7719.5%2.1K0.3039
$27.50Jul 241.251.55$1.4021.4%810.46--
$28.50Jul 170.951.85$1.4064.3%690.7286
$27.00Jul 241.051.30$1.1821.2%220.41319
$27.50Jul 170.300.75$0.5384.9%130.51--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 32.4%, max 115.4%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Jul 17Aug 21148.3%92.3%60.6%581.0K
$30.00Jul 17Aug 21150.8%97.2%55.1%361.7K
$29.00Jul 17Aug 7123.4%107.5%14.8%1067
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Jul 17Jul 31192.4%89.3%115.4%31
$25.50Jul 17Jul 31133.5%87.9%51.9%101.3K
$28.50Jul 17Jul 24121.7%91.5%33.1%7086
$27.00Jul 17Jul 24103.0%90.9%13.3%34500
$23.00Jul 24Aug 7114.3%108.1%5.8%1256

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 23 found (best R:R 5.06, avg 2.33)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$30.00$32.00Jul 24$0.33$1.67$0.335.06$30.33
$28.50$29.00Jul 17$0.10$0.40$0.104.00$28.60
$27.50$28.00Jul 17$0.12$0.38$0.123.17$27.62
$27.50$30.00Jul 24$0.85$1.65$0.851.94$28.35
$24.50$25.00Jul 17$0.20$0.30$0.201.50$24.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$27.00$25.50Jul 17$0.25$1.25$0.255.00$26.75
$24.00$23.50Jul 24$0.10$0.40$0.104.00$23.90
$24.00$23.00Jul 31$0.20$0.80$0.204.00$23.80
$25.00$24.50Jul 24$0.12$0.38$0.123.17$24.88
$26.00$25.50Jul 24$0.14$0.36$0.142.57$25.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 27 found (best R:R 8.26, avg 1.14)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$25.00$27.50Jul 17$2.23$2.23$0.278.26$27.23
$26.50$27.00Jul 24$0.35$0.35$0.152.33$26.85
$27.00$27.50Jul 24$0.25$0.25$0.251.00$27.25
$25.00$30.00Aug 21$2.40$2.40$2.600.92$27.40
$24.50$25.00Jul 17$0.20$0.20$0.300.67$24.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$30.00$28.50Jul 17$1.15$1.15$0.353.29$28.85
$33.00$32.00Jul 17$0.75$0.75$0.253.00$32.25
$29.00$28.50Jul 24$0.33$0.33$0.171.94$28.67
$28.50$27.50Jul 24$0.55$0.55$0.451.22$27.95
$28.00$25.00Aug 7$1.40$1.40$1.600.87$26.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $1.01, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$30.00Jul 17Jul 24$0.55150.8%94.4%
$27.50Jul 17Jul 24$1.0887.1%89.7%
$27.00Jul 24Aug 7$1.3290.9%105.2%
$25.00Jul 17Aug 21$2.07148.3%92.3%
$29.00Jul 17Aug 7$2.12123.4%107.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Jul 24Jul 31$0.15114.3%95.1%
$24.00Jul 24Jul 31$0.20110.3%93.1%
$24.50Jul 17Jul 24$0.28192.4%97.6%
$25.50Jul 17Jul 24$0.50133.5%92.4%
$28.50Jul 17Jul 24$0.55121.7%91.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 3.55% of stock, avg 10.09%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.50Jul 17$0.45$0.53$0.98$26.52$28.483.55%
$28.00Jul 17$0.33$0.98$1.31$26.69$29.314.75%
$28.50Jul 17$0.28$1.40$1.68$26.82$30.186.09%
$30.00Jul 17$0.13$2.55$2.68$27.32$32.689.71%
$27.50Jul 24$1.53$1.40$2.93$24.57$30.4310.62%
$27.00Jul 24$1.78$1.18$2.96$24.04$29.9610.73%
$24.50Jul 17$2.88$0.15$3.03$21.47$27.5310.98%
$25.00Aug 21$4.75$1.95$6.70$18.30$31.7024.28%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 35 found (cheapest 0.94% of stock, avg 5.10%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.00$25.50Jul 17$0.13$0.13$0.26$25.24$30.26
$30.00$24.50Jul 17$0.13$0.15$0.28$24.22$30.28
$29.00$25.50Jul 17$0.18$0.13$0.31$25.19$29.31
$29.00$24.50Jul 17$0.18$0.15$0.33$24.17$29.33
$28.50$25.50Jul 17$0.28$0.13$0.41$25.09$28.91
$28.50$24.50Jul 17$0.28$0.15$0.43$24.07$28.93
$28.00$25.50Jul 17$0.33$0.13$0.46$25.04$28.46
$28.00$24.50Jul 17$0.33$0.15$0.48$24.02$28.48
$30.00$27.00Jul 17$0.13$0.38$0.51$26.49$30.51
$29.00$27.00Jul 17$0.18$0.38$0.56$26.44$29.56

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 19 found (best R:R 3.55, avg credit $0.67)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
26/2627/28Jul 24$0.39$0.113.55$25.61$27.39
24/2527/28Jul 24$0.37$0.132.85$24.63$27.37
24/2427/28Jul 24$0.35$0.152.33$23.65$27.35
24/2527/29Aug 7$1.16$0.841.38$23.84$28.16
23/2427/29Aug 7$1.09$0.911.20$22.91$28.09
26/2728/30Jul 24$1.26$1.241.02$25.74$28.76
27/2828/29Jul 17$0.25$0.251.00$27.25$28.75
28/2830/32Jul 24$0.88$1.120.79$27.62$30.88
26/2628/30Jul 24$0.99$1.510.66$25.01$28.49
24/2528/30Jul 24$0.97$1.530.63$24.03$28.47

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 13.29, cheapest $0.05)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$27.50$28.00$28.50Jul 17$0.07$0.436.14
$26.50$27.00$27.50Jul 24$0.10$0.404.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$23.00$24.00$25.00Aug 7$0.07$0.9313.29
$23.00$23.50$24.00Jul 24$0.05$0.459.00
$25.00$25.50$26.00Jul 24$0.06$0.447.33
$24.00$24.50$25.00Jul 24$0.14$0.362.57
$27.00$27.50$28.00Jul 17$0.30$0.200.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 28 found (best net $-0.23, 24 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$32.001:2Jul 24-$0.02$1.98
$29.00$30.001:2Jul 17-$0.08$0.92
$27.00$29.001:2Aug 7-$1.50$0.50
$28.50$29.001:2Jul 17-$0.08$0.42
$27.50$28.001:2Jul 17-$0.21$0.29
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$28.00$25.001:2Aug 7-$0.23$2.77
$27.50$25.501:2Jul 31-$0.16$1.84
$30.00$28.501:2Jul 17-$0.25$1.25
$25.50$24.501:2Jul 17-$0.17$0.83
$24.00$23.001:2Jul 31-$0.25$0.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 7.97%, avg 3.38%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Aug 21$2.200.448.7%7.97%16.71%2432
$29.00Aug 7$2.050.475.1%7.43%12.54%67
$30.00Jul 24$0.550.308.7%1.99%10.73%10--
$33.00Jul 31$0.400.1919.6%1.45%21.06%1--
$32.00Jul 24$0.250.1716.0%0.91%16.89%2--
$28.00Jul 17$0.150.351.5%0.54%2.03%8--

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 926
Total Puts 2,578
Put/Call Ratio 2.78
Net Difference -1,652

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 10,508
Total Puts 20,262
Average Put/Call Ratio 1.45
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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