Tour v494
WRBY
WARBY PARKER INC A
$26.46 -1.85%
$25.91 (-2.08%)🌙
as of 08/07 07:21 PM
8/7 19:21

Option Volume

Detail
Current (08/07) 15,742
Calls: 10,433 (66%)
Puts: 5,309 (34%)
Prior (08/06) 16,612
Calls: 9,209 (55%)
Puts: 7,403 (45%)
Current vs Prior -5.24%
Calls: +13.29% (Calls)
Puts: -28.29% (Puts)
Prior 7-Day Total 52,564
Calls: 32,750 (62%)
Puts: 19,814 (38%)
Prior 7-Day Average 7,509
Calls: 4,678 (62%)
Puts: 2,830 (38%)
Current vs Prior 7-Day Avg +109.64%
Calls: +123.00%
Puts: +87.56%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/07) $2.68M
Calls: $2.17M (81%)
Puts: $508.8K (19%)
Prior (08/06) $2.77M
Calls: $2.08M (75%)
Puts: $692.3K (25%)
Current vs Prior -3.23%
Calls: +4.52%
Puts: -26.50%
Prior 7-Day Total $13.83M
Calls: $11.43M (83%)
Puts: $2.40M (17%)
Prior 7-Day Average $1.98M
Calls: $1.63M (83%)
Puts: $343.1K (17%)
Current vs Prior 7-Day Avg +35.68%
Calls: +33.03%
Puts: +48.29%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/07) 0.51
Prior (08/06) 0.80
Current vs Prior -36.70%
Prior 7-Day Average 0.66
Current vs Prior 7-Day Avg -23.02%
Sentiment BULLISH

Open Interest

Detail
Current (08/07) 75,158
Calls: 61,447 (82%)
Puts: 13,711 (18%)
Prior (08/06) 94,119
Calls: 72,553 (77%)
Puts: 21,566 (23%)
Current vs Prior -20.15%
Prior 7-Day Total 324,551
Calls: 266,174 (82%)
Puts: 58,377 (18%)
Prior 7-Day Average 46,364
Calls: 38,024 (82%)
Puts: 8,339 (18%)
Current vs Prior 7-Day Avg +62.10%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 2.65% | 8.50%10.96% | 17.20%
Prior 5.97% | 9.57%12.05% | 18.66%
Current vs Prior +42.39% | +14.53%-9.08% | -7.83%
Prior 7-Day Avg 10.85% | 15.58%18.24% | 23.61%
Current vs 7-Day Avg -21.59% | -29.67%-39.90% | -27.17%
Prior 7-Day Eod 5.97% | 9.57%12.05% | 18.66%
Current vs 7-Day Eod +42.39% | +14.53%-9.08% | -7.83%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 67.22% | 21.06%
Calls: 54.88% | 18.12%
Puts: 79.55% | 24.00%
Prior 67.22% | 21.06%
Calls: 54.88% | 18.12%
Puts: 79.55% | 24.00%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 81.74% | 25.54%
Calls: 74.69% | 23.89%
Puts: 88.80% | 27.19%
Current vs 7-Day Avg -17.76% | -17.55%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 81% of dollar volume in calls ($2.17M) vs puts ($508.8K). Volume explosion - 110% above 7-day average (15,742 vs avg 7,509). Bullish P/C ratio of 0.51. P/C ratio dropping 37% - 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 NEUTRAL
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. 30 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Aug 72.453.70$3.0840.6%21.00--
$23.00Aug 142.704.20$3.4543.5%10.91--
$22.00Aug 73.105.30$4.2052.4%10.91--
$23.50Aug 142.603.50$3.0529.5%10.91--
$23.50Aug 212.803.90$3.3532.8%50.8515
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 72.953.90$3.4327.7%320.96572
$30.00Aug 142.704.20$3.4543.5%30.88--
$28.50Aug 71.502.60$2.0553.7%10.84--
$29.00Aug 72.002.95$2.4838.3%340.7334
$27.00Aug 70.051.00$0.53179.2%30.702.0K

Most actively traded options today. High liquidity = easy entry/exit. 74 active (total vol 8.8K, top 3.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 180.951.75$1.3559.3%3.4K0.364.2K
$26.00Aug 141.051.45$1.2532.0%1000.60--
$25.50Aug 70.451.55$1.00110.0%860.67108
$27.00Aug 70.000.40$0.20200.0%800.306.8K
$30.00Aug 280.400.70$0.5554.5%510.244
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Aug 210.851.20$1.0234.3%2.0K0.418
$24.00Aug 210.300.45$0.3839.5%1.5K0.191.5K
$28.00Aug 70.951.85$1.4064.3%1.1K0.681.0K
$25.50Aug 70.001.15$0.57201.8%1510.33103
$29.00Aug 72.002.95$2.4838.3%340.7334

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 1383.2%, max 3312.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.00Aug 7Aug 142364.5%74.5%3073.6%4--
$24.00Aug 7Sep 111912.7%61.3%3017.8%4--
$25.00Aug 7Sep 181447.3%60.3%2298.5%21386
$28.00Aug 7Aug 281433.2%67.6%2020.7%387
$27.50Aug 7Aug 141057.1%66.5%1489.1%35131
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.00Aug 7Sep 42364.5%69.3%3312.0%16181
$24.50Aug 7Aug 211682.8%62.2%2603.9%3--
$27.50Aug 7Aug 211057.1%65.5%1513.1%613
$30.00Aug 7Sep 18913.6%69.8%1208.8%51572
$27.00Aug 7Sep 4532.4%62.8%747.6%42.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 33 found (best R:R 11.50, avg 2.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$28.50$30.00Aug 7$0.12$1.38$0.1211.50$28.62
$28.00$30.00Aug 14$0.23$1.77$0.237.70$28.23
$29.00$30.00Aug 21$0.20$0.80$0.204.00$29.20
$28.00$29.00Aug 21$0.27$0.73$0.272.70$28.27
$28.00$30.00Aug 28$0.58$1.42$0.582.45$28.58
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$24.00$23.00Sep 4$0.15$0.85$0.155.67$23.85
$24.00$23.00Aug 21$0.16$0.84$0.165.25$23.84
$24.00$23.50Aug 14$0.10$0.40$0.104.00$23.90
$24.00$22.00Sep 11$0.47$1.53$0.473.26$23.53
$25.00$22.00Aug 28$0.73$2.27$0.733.11$24.27

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 37 found (best R:R 4.36, avg 0.90)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$23.50$25.00Aug 14$1.22$1.22$0.284.36$24.72
$22.50$25.00Sep 18$1.70$1.70$0.802.13$24.20
$22.00$23.00Aug 7$0.67$0.67$0.332.03$22.67
$23.50$27.00Aug 21$2.17$2.17$1.331.63$25.67
$25.00$26.00Aug 14$0.58$0.58$0.421.38$25.58
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$30.00$26.00Aug 14$2.80$2.80$1.202.33$27.20
$30.00$25.00Sep 18$3.20$3.20$1.801.78$26.80
$26.00$25.00Sep 4$0.60$0.60$0.401.50$25.40
$27.50$26.50Aug 21$0.58$0.58$0.421.38$26.92
$26.50$26.00Aug 21$0.25$0.25$0.251.00$26.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $0.58, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.50Aug 7Aug 14$0.121057.1%66.5%
$30.00Aug 7Aug 14$0.12913.6%74.0%
$27.00Aug 7Aug 14$0.53532.4%66.3%
$25.00Aug 7Aug 14$0.581447.3%59.0%
$26.50Aug 7Aug 14$0.60517.2%68.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.00Aug 28Sep 4$0.1666.6%67.7%
$24.00Aug 14Aug 21$0.1870.3%64.0%
$25.00Aug 14Aug 21$0.3359.0%62.1%
$26.00Aug 14Aug 21$0.3759.7%62.4%
$27.50Aug 7Aug 21$0.921057.1%65.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 1.81% of stock, avg 11.51%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$26.50Aug 7$0.38$0.10$0.48$26.02$26.981.81%
$27.00Aug 7$0.20$0.53$0.73$26.27$27.732.76%
$27.50Aug 7$0.43$0.93$1.36$26.14$28.865.14%
$25.50Aug 7$1.00$0.57$1.57$23.93$27.075.93%
$26.00Aug 14$1.25$0.65$1.90$24.10$27.907.18%
$28.00Aug 7$0.55$1.40$1.95$26.05$29.957.37%
$25.00Aug 14$1.83$0.30$2.13$22.87$27.138.05%
$28.50Aug 7$0.15$2.05$2.20$26.30$30.708.31%
$24.50Aug 7$1.78$0.55$2.33$22.17$26.838.81%
$23.50Aug 14$3.05$0.10$3.15$20.35$26.6511.90%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 71 found (cheapest 0.94% of stock, avg 3.97%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.00$23.50Aug 14$0.15$0.10$0.25$23.25$30.25
$30.00$23.00Aug 14$0.15$0.10$0.25$22.75$30.25
$31.00$23.50Aug 14$0.20$0.10$0.30$23.20$31.30
$31.00$23.00Aug 14$0.20$0.10$0.30$22.70$31.30
$30.00$24.00Aug 14$0.15$0.20$0.35$23.65$30.35
$31.00$24.00Aug 14$0.20$0.20$0.40$23.60$31.40
$30.00$25.00Aug 14$0.15$0.30$0.45$24.55$30.45
$28.00$23.50Aug 14$0.38$0.10$0.48$23.02$28.48
$28.00$23.00Aug 14$0.38$0.10$0.48$22.52$28.48
$31.00$25.00Aug 14$0.20$0.30$0.50$24.50$31.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 27 found (best R:R 5.67, avg credit $0.57)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
26/2828/29Aug 21$0.85$0.155.67$26.65$28.85
25/2627/28Aug 21$0.80$0.204.00$25.20$27.80
22/2325/26Sep 4$0.80$0.204.00$22.20$25.80
26/2829/30Aug 21$0.78$0.223.55$26.72$29.78
24/2426/26Aug 14$0.37$0.132.85$23.63$26.37
24/2426/27Aug 14$0.35$0.152.33$23.65$26.85
23/2425/26Sep 4$0.70$0.302.33$23.30$25.70
24/2425/26Aug 14$0.68$0.322.13$23.32$25.68
25/2628/29Aug 21$0.66$0.341.94$25.34$28.66
26/2627/28Aug 21$0.66$0.341.94$25.84$27.66

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$28.00$29.00$30.00Aug 21$0.07$0.9313.29
$29.00$30.00$31.00Aug 21$0.13$0.876.69
$26.50$27.00$27.50Aug 14$0.07$0.436.14
$27.00$28.00$29.00Aug 21$0.14$0.866.14
$25.50$26.00$26.50Aug 7$0.18$0.321.78
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$24.00$24.50$25.00Aug 21$0.05$0.459.00
$27.00$27.50$28.00Aug 7$0.07$0.436.14
$23.00$24.00$25.00Sep 4$0.15$0.855.67
$23.00$23.50$24.00Aug 14$0.10$0.404.00
$24.00$25.00$26.00Aug 14$0.25$0.753.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 41 found (best net $-0.01, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$25.001:2Sep 18-$1.50$1.00
$29.00$30.001:2Aug 21-$0.10$0.90
$23.50$25.001:2Aug 14-$0.61$0.89
$30.00$31.001:2Aug 21-$0.16$0.84
$28.00$29.001:2Aug 21-$0.23$0.77
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$22.501:2Sep 18-$0.01$2.49
$24.00$22.001:2Sep 11-$0.01$1.99
$24.50$23.001:2Aug 7-$0.55$0.95
$24.00$23.001:2Aug 21-$0.06$0.94
$25.00$24.001:2Aug 14-$0.10$0.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 3.78%, avg 2.11%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$27.00Aug 21$1.000.472.0%3.78%5.82%3--
$30.00Sep 18$0.950.3613.4%3.59%16.97%3.4K4.2K
$28.00Aug 28$0.900.405.8%3.40%9.22%1--
$26.50Aug 14$0.750.510.1%2.83%2.99%111
$28.00Aug 21$0.600.365.8%2.27%8.09%2--
$27.00Aug 14$0.500.432.0%1.89%3.93%11--
$30.00Aug 28$0.400.2413.4%1.51%14.89%514
$27.50Aug 14$0.350.353.9%1.32%5.25%16--
$29.00Aug 21$0.350.269.6%1.32%10.92%1--
$28.00Aug 14$0.200.275.8%0.76%6.58%1914

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 10,433
Total Puts 5,309
Put/Call Ratio 0.51
Net Difference 5,124

Prior's Put/Call Breakdown

Total Calls 9,209
Total Puts 7,403
Put/Call Ratio 0.80
Net Difference 1,806

Prior 7-Day Put/Call Summary

Total Calls 32,750
Total Puts 19,814
Average Put/Call Ratio 0.66
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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