Tour v500
WRBY
WARBY PARKER INC A
$26.41 -0.19%
$26.80 (+1.48%)🌙
as of 08/10 07:20 PM
8/10 19:20

Option Volume

Detail
Current (08/10) 1,350
Calls: 1,098 (81%)
Puts: 252 (19%)
Prior (08/07) 15,742
Calls: 10,433 (66%)
Puts: 5,309 (34%)
Current vs Prior -91.42%
Calls: -89.48% (Calls)
Puts: -95.25% (Puts)
Prior 7-Day Total 65,306
Calls: 40,707 (62%)
Puts: 24,599 (38%)
Prior 7-Day Average 9,329
Calls: 5,815 (62%)
Puts: 3,514 (38%)
Current vs Prior 7-Day Avg -85.53%
Calls: -81.12%
Puts: -92.83%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/10) $240.8K
Calls: $207.5K (86%)
Puts: $33.3K (14%)
Prior (08/07) $2.68M
Calls: $2.17M (81%)
Puts: $508.8K (19%)
Current vs Prior -91.02%
Calls: -90.45%
Puts: -93.46%
Prior 7-Day Total $15.48M
Calls: $12.67M (82%)
Puts: $2.82M (18%)
Prior 7-Day Average $2.21M
Calls: $1.81M (82%)
Puts: $402.4K (18%)
Current vs Prior 7-Day Avg -89.12%
Calls: -88.54%
Puts: -91.72%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/10) 0.23
Prior (08/07) 0.51
Current vs Prior -54.90%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg -67.38%
Sentiment BULLISH

Open Interest

Detail
Current (08/10) 70,379
Calls: 60,448 (86%)
Puts: 9,931 (14%)
Prior (08/07) 75,158
Calls: 61,447 (82%)
Puts: 13,711 (18%)
Current vs Prior -6.36%
Prior 7-Day Total 378,103
Calls: 307,343 (81%)
Puts: 70,760 (19%)
Prior 7-Day Average 54,014
Calls: 43,906 (81%)
Puts: 10,108 (19%)
Current vs Prior 7-Day Avg +30.30%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 7.12% | 10.22%10.22% | 17.34%
Prior 8.50% | 10.96%10.96% | 17.20%
Current vs Prior -16.29% | -6.72%-6.72% | +0.85%
Prior 7-Day Avg 11.04% | 14.81%16.93% | 22.50%
Current vs 7-Day Avg -35.55% | -30.98%-39.62% | -22.92%
Prior 7-Day Eod 8.50% | 10.96%10.96% | 17.20%
Current vs 7-Day Eod -16.29% | -6.72%-6.72% | +0.85%
Sentiment BULLISHBULLISH

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 77.43% | 24.53%
Calls: 69.72% | 22.67%
Puts: 85.15% | 26.39%
Current vs 7-Day Avg -13.19% | -14.14%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($207.5K) vs puts ($33.3K). Light premium activity with dollar volume down 91% vs prior. Below-average activity with volume down 91% vs prior. Extreme bullish P/C ratio of 0.23 - heavy call buying (1,098 calls vs 252 puts).

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. 7 found (avg delta 0.61, highest 0.70)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 211.602.20$1.9031.6%820.682.1K
$25.00Aug 281.852.60$2.2333.6%20.66--
$25.00Sep 182.653.20$2.9318.8%30.63--
$26.00Aug 140.601.15$0.8862.5%570.59106
$26.50Aug 140.701.30$1.0060.0%440.5211
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 184.405.10$4.7514.7%160.70356
$26.50Aug 211.201.60$1.4028.6%10.51--

Most actively traded options today. High liquidity = easy entry/exit. 42 active (total vol 633, top 129)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 180.851.05$0.9521.1%1290.303.2K
$25.00Aug 211.602.20$1.9031.6%820.682.1K
$26.00Aug 140.601.15$0.8862.5%570.59106
$26.50Aug 140.701.30$1.0060.0%440.5211
$31.00Sep 40.400.70$0.5554.5%370.21--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Aug 140.000.30$0.15200.0%210.11106
$24.00Aug 140.000.25$0.13192.3%200.1113
$24.50Aug 140.100.35$0.22113.6%200.175
$30.00Sep 184.405.10$4.7514.7%160.70356
$24.00Aug 210.300.50$0.4050.0%130.211.1K

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 21.5%, max 47.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$26.50Aug 14Aug 2190.7%69.6%30.3%4825
$30.00Aug 21Sep 1874.8%65.5%14.1%1323.5K
$31.00Aug 21Sep 483.8%73.6%13.9%38--
$27.50Aug 14Aug 2174.9%68.6%9.2%156
$25.00Aug 21Sep 1869.8%65.8%6.1%852.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.00Aug 14Sep 499.6%67.4%47.7%5106
$26.00Aug 14Aug 2197.0%67.8%42.9%32.0K
$24.00Aug 14Sep 1181.1%64.9%25.0%2713
$24.50Aug 14Aug 2184.2%67.8%24.1%2211
$25.00Aug 14Aug 2185.3%69.8%22.1%192.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 20 found (best R:R 4.00, avg 2.24)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$29.00$30.00Sep 11$0.20$0.80$0.204.00$29.20
$27.50$29.00Aug 21$0.35$1.15$0.353.29$27.85
$28.00$28.50Aug 14$0.13$0.37$0.132.85$28.13
$26.50$27.00Aug 21$0.13$0.37$0.132.85$26.63
$27.50$28.00Aug 14$0.15$0.35$0.152.33$27.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$24.00$23.00Aug 21$0.20$0.80$0.204.00$23.80
$22.50$22.00Aug 21$0.12$0.38$0.123.17$22.38
$24.50$24.00Aug 21$0.12$0.38$0.123.17$24.38
$24.00$22.00Sep 11$0.49$1.51$0.493.08$23.51
$25.00$24.50Aug 14$0.13$0.37$0.132.85$24.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 1.27, avg 0.59)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$27.00$27.50Aug 21$0.27$0.27$0.231.17$27.27
$25.00$26.50Aug 21$0.77$0.77$0.731.05$25.77
$25.00$27.00Aug 28$0.93$0.93$1.070.87$25.93
$25.00$30.00Sep 18$1.98$1.98$3.020.66$26.98
$27.50$28.00Aug 14$0.15$0.15$0.350.43$27.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$26.00$25.50Aug 14$0.28$0.28$0.221.27$25.72
$26.50$26.00Aug 21$0.27$0.27$0.231.17$26.23
$25.00$24.50Aug 21$0.21$0.21$0.290.72$24.79
$25.50$25.00Aug 14$0.20$0.20$0.300.67$25.30
$26.00$25.00Aug 21$0.40$0.40$0.600.67$25.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $0.32, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.50Aug 14Aug 21$0.1390.7%69.6%
$29.00Aug 14Aug 21$0.2869.6%70.1%
$27.50Aug 14Aug 21$0.3074.9%68.6%
$31.00Aug 21Sep 4$0.3083.8%73.6%
$25.00Aug 21Aug 28$0.3369.8%67.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Aug 14Aug 21$0.1099.6%68.5%
$24.00Aug 14Aug 21$0.2781.1%68.8%
$22.00Aug 21Aug 28$0.2766.0%79.0%
$24.50Aug 14Aug 21$0.3084.2%67.8%
$26.00Aug 14Aug 21$0.3097.0%67.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 6.47% of stock, avg 11.90%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$26.00Aug 14$0.88$0.83$1.71$24.29$27.716.47%
$26.50Aug 21$1.13$1.40$2.53$23.97$29.039.58%
$25.00Aug 21$1.90$0.73$2.63$22.37$27.639.96%
$30.00Sep 18$0.95$4.75$5.70$24.30$35.7021.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 57 found (cheapest 0.87% of stock, avg 4.03%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$29.00$24.00Aug 14$0.10$0.13$0.23$23.77$29.23
$28.50$24.00Aug 14$0.15$0.13$0.28$23.72$28.78
$29.00$24.50Aug 14$0.10$0.22$0.32$24.18$29.32
$28.50$24.50Aug 14$0.15$0.22$0.37$24.13$28.87
$28.00$24.00Aug 14$0.28$0.13$0.41$23.59$28.41
$29.00$25.00Aug 14$0.10$0.35$0.45$24.55$29.45
$30.00$23.00Aug 21$0.28$0.20$0.48$22.52$30.48
$28.00$24.50Aug 14$0.28$0.22$0.50$24.00$28.50
$28.50$25.00Aug 14$0.15$0.35$0.50$24.50$29.00
$27.50$24.00Aug 14$0.43$0.13$0.56$23.44$28.06

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 23 found (best R:R 3.55, avg credit $0.51)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
22/2227/28Aug 21$0.39$0.113.55$22.11$27.39
24/2427/28Aug 21$0.39$0.113.55$24.11$27.39
25/2628/28Aug 14$0.35$0.152.33$25.15$27.85
24/2526/27Aug 21$0.34$0.162.12$24.66$26.84
25/2627/28Aug 21$0.67$0.332.03$25.33$27.67
25/2628/28Aug 14$0.33$0.171.94$25.17$28.33
23/2425/26Aug 21$0.97$0.531.83$23.03$25.97
22/2225/26Aug 21$0.89$0.611.46$21.61$25.89
24/2425/26Aug 21$0.89$0.611.46$23.61$25.89
24/2528/28Aug 14$0.28$0.221.27$24.72$27.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 13.29, cheapest $0.07)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$29.00$30.00$31.00Aug 21$0.07$0.9313.29
$28.00$28.50$29.00Aug 14$0.08$0.425.25
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$24.50$25.00$25.50Aug 14$0.07$0.436.14
$25.00$25.50$26.00Aug 14$0.08$0.425.25
$24.00$24.50$25.00Aug 21$0.09$0.414.56
$23.50$24.00$24.50Aug 14$0.11$0.393.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 24 found (best net $-0.04, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$27.001:2Aug 28-$0.37$1.63
$27.50$29.001:2Aug 21-$0.03$1.47
$25.00$26.501:2Aug 21-$0.36$1.14
$29.00$30.001:2Aug 21-$0.18$0.82
$30.00$31.001:2Aug 21-$0.22$0.78
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.00$22.001:2Sep 11-$0.04$1.96
$24.00$23.001:2Aug 21$0.00$1.00
$23.00$22.001:2Sep 4-$0.06$0.94
$26.00$25.001:2Aug 21-$0.33$0.67
$23.50$23.001:2Aug 14-$0.05$0.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 3.60%, avg 2.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$27.00Aug 28$0.950.462.2%3.60%5.83%1--
$26.50Aug 21$0.900.490.3%3.41%3.75%414
$27.00Aug 21$0.850.432.2%3.22%5.45%1--
$30.00Sep 18$0.850.3013.6%3.22%16.81%1293.2K
$29.00Sep 11$0.750.349.8%2.84%12.65%4--
$26.50Aug 14$0.700.520.3%2.65%2.99%4411
$30.00Sep 11$0.600.2913.6%2.27%15.87%4--
$27.50Aug 21$0.500.364.1%1.89%6.02%126
$31.00Sep 4$0.400.2117.4%1.51%18.89%37--
$27.50Aug 14$0.200.334.1%0.76%4.88%3--

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 1,098
Total Puts 252
Put/Call Ratio 0.23
Net Difference 846

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 40,707
Total Puts 24,599
Average Put/Call Ratio 0.70
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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