Tour v504
WRBY
WARBY PARKER INC A
$25.04 -5.19%
$25.48 (+1.76%)🌙
as of 08/11 07:22 PM
8/11 19:22

Option Volume

Detail
Current (08/11) 1,423
Calls: 855 (60%)
Puts: 568 (40%)
Prior (08/10) 1,350
Calls: 1,098 (81%)
Puts: 252 (19%)
Current vs Prior +5.41%
Calls: -22.13% (Calls)
Puts: +125.40% (Puts)
Prior 7-Day Total 65,900
Calls: 41,524 (63%)
Puts: 24,376 (37%)
Prior 7-Day Average 9,414
Calls: 5,932 (63%)
Puts: 3,482 (37%)
Current vs Prior 7-Day Avg -84.88%
Calls: -85.59%
Puts: -83.69%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/11) $158.6K
Calls: $115.9K (73%)
Puts: $42.7K (27%)
Prior (08/10) $240.8K
Calls: $207.5K (86%)
Puts: $33.3K (14%)
Current vs Prior -34.14%
Calls: -44.14%
Puts: +28.16%
Prior 7-Day Total $15.63M
Calls: $12.81M (82%)
Puts: $2.82M (18%)
Prior 7-Day Average $2.23M
Calls: $1.83M (82%)
Puts: $403.2K (18%)
Current vs Prior 7-Day Avg -92.90%
Calls: -93.67%
Puts: -89.42%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/11) 0.66
Prior (08/10) 0.23
Current vs Prior +189.46%
Prior 7-Day Average 0.49
Current vs Prior 7-Day Avg +34.23%
Sentiment BULLISH

Open Interest

Detail
Current (08/11) 46,659
Calls: 36,529 (78%)
Puts: 10,130 (22%)
Prior (08/10) 70,379
Calls: 60,448 (86%)
Puts: 9,931 (14%)
Current vs Prior -33.70%
Prior 7-Day Total 429,381
Calls: 358,436 (83%)
Puts: 70,945 (17%)
Prior 7-Day Average 61,340
Calls: 51,205 (83%)
Puts: 10,135 (17%)
Current vs Prior 7-Day Avg -23.93%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 6.51% | 10.06%10.06% | 17.65%
Prior 7.12% | 10.22%10.22% | 17.34%
Current vs Prior -8.55% | -1.56%-1.56% | +1.79%
Prior 7-Day Avg 11.40% | 13.99%15.55% | 21.45%
Current vs 7-Day Avg -42.91% | -28.09%-35.29% | -17.69%
Prior 7-Day Eod 7.12% | 10.22%10.22% | 17.34%
Current vs 7-Day Eod -8.55% | -1.56%-1.56% | +1.79%
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 73.13% | 23.52%
Calls: 64.75% | 21.45%
Puts: 81.50% | 25.58%
Current vs 7-Day Avg -8.08% | -10.44%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($115.9K). Bullish P/C ratio of 0.66. P/C ratio rising 189% - increased hedging/bearish positioning. Call-heavy open interest (36,529 calls vs 10,130 puts) suggests bullish positioning.

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

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.50Aug 210.700.85$0.7719.5%60.386

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 8 found (avg delta 0.74, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Aug 144.005.50$4.7531.6%40.971
$22.00Aug 142.804.40$3.6044.4%10.96--
$23.00Aug 212.353.20$2.7830.6%60.813.8K
$25.00Aug 140.601.15$0.8862.5%10.58--
$25.00Aug 211.051.45$1.2532.0%300.572.1K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 214.605.10$4.8510.3%30.9435

Most actively traded options today. High liquidity = easy entry/exit. 40 active (total vol 743, top 129)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 180.550.95$0.7553.3%1290.252.9K
$28.00Aug 210.200.60$0.40100.0%750.23136
$30.00Aug 210.050.30$0.18138.9%440.11374
$25.00Sep 41.702.10$1.9021.1%380.5631
$25.00Aug 211.051.45$1.2532.0%300.572.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 210.100.20$0.1566.7%1040.10230
$24.00Aug 140.100.40$0.25120.0%690.2313
$21.00Aug 280.100.20$0.1566.7%360.0924
$23.50Aug 140.100.15$0.1338.5%150.14121
$24.50Aug 140.350.45$0.4025.0%130.3315

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 16.5%, max 20.7%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$26.00Aug 14Aug 2176.3%65.3%16.8%35160
$25.00Aug 14Sep 1878.4%67.5%16.1%14384
$26.50Aug 14Aug 2171.5%65.0%10.0%1261
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Aug 14Aug 2181.6%67.6%20.7%751.1K
$24.50Aug 14Aug 2181.6%68.3%19.5%1921
$25.00Aug 14Sep 1878.4%67.5%16.1%925

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 2.33, avg 2.23)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$30.00Sep 18$1.50$3.50$1.5054%2.33$26.50
$25.00$30.00Sep 4$1.45$3.55$1.4556%2.45$26.45
$25.00$26.00Aug 21$0.47$0.53$0.4757%1.13$25.47
$25.00$25.50Aug 14$0.25$0.25$0.2558%1.00$25.25
$26.00$26.50Aug 21$0.18$0.32$0.1842%1.78$26.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$24.50Aug 14$0.17$0.33$0.1744%1.94$24.83
$24.00$23.50Aug 21$0.12$0.38$0.1231%3.17$23.88
$23.50$23.00Aug 21$0.10$0.40$0.1025%4.00$23.40
$24.50$24.00Aug 14$0.15$0.35$0.1533%2.33$24.35
$24.50$24.00Aug 21$0.20$0.30$0.2038%1.50$24.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 0.37, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$28.00$29.00Aug 21$0.22$0.22$0.7877%0.28$28.22
$26.50$27.00Aug 14$0.13$0.13$0.3776%0.35$26.63
$26.00$26.50Aug 14$0.17$0.17$0.3364%0.52$26.17
$25.50$26.00Aug 14$0.23$0.23$0.2753%0.85$25.73
$26.50$27.00Aug 21$0.15$0.15$0.3565%0.43$26.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$21.00Aug 28$1.08$1.08$2.9255%0.37$23.92
$25.00$22.50Sep 18$1.22$1.22$1.2854%0.95$23.78
$23.00$22.50Aug 21$0.17$0.17$0.3380%0.52$22.83
$24.00$23.50Aug 14$0.12$0.12$0.3877%0.32$23.88
$24.50$24.00Aug 21$0.20$0.20$0.3062%0.67$24.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.45, cheapest $0.66)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Aug 14Aug 21$0.3778.4%65.2%
$26.00Aug 14Aug 21$0.3876.3%65.3%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Aug 14Aug 28$0.6678.4%63.4%
$24.50Aug 14Aug 21$0.3781.6%68.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 5.79% of stock, avg 11.98%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.00Aug 14$0.88$0.57$1.45$23.55$26.455.79%
$23.00Aug 21$2.78$0.35$3.13$19.87$26.1312.50%
$25.00Sep 18$2.25$2.17$4.42$20.58$29.4217.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 53 found (cheapest 0.60% of stock, avg 3.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$27.50$23.00Aug 14$0.10$0.05$0.15$22.85$27.65
$27.00$23.00Aug 14$0.10$0.05$0.15$22.85$27.15
$27.00$23.50Aug 14$0.10$0.13$0.23$23.27$27.23
$27.50$23.50Aug 14$0.10$0.13$0.23$23.27$27.73
$26.50$23.00Aug 14$0.23$0.05$0.28$22.72$26.78
$29.00$22.50Aug 21$0.18$0.18$0.36$22.14$29.36
$27.00$24.00Aug 14$0.10$0.25$0.35$23.65$27.35
$27.50$24.00Aug 14$0.10$0.25$0.35$23.65$27.85
$26.50$23.50Aug 14$0.23$0.13$0.36$23.14$26.86
$26.50$24.00Aug 14$0.23$0.25$0.48$23.52$26.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 1.00, avg credit $0.32)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2426/27Aug 14$0.25$0.2552%1.00$23.75$26.75
24/2426/27Aug 14$0.28$0.2243%1.27$24.22$26.78
22/2328/29Aug 21$0.39$0.6157%0.64$22.61$28.39
23/2428/29Aug 21$0.32$0.6852%0.47$23.18$28.32
24/2428/29Aug 21$0.34$0.6646%0.52$23.66$28.34

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 7.33, cheapest $0.06)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$25.50$26.00$26.50Aug 14$0.06$0.4423%7.33
$26.50$27.00$27.50Aug 14$0.13$0.3712%2.85
$28.00$29.00$30.00Aug 21$0.22$0.7812%3.55
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$23.50$24.00$24.50Aug 21$0.08$0.4213%5.25
$22.00$22.50$23.00Aug 21$0.14$0.3610%2.57

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 $-0.31, 17 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$26.001:2Aug 21-$0.31$0.69
$26.00$26.501:2Aug 14-$0.06$0.44
$25.50$26.001:2Aug 14-$0.17$0.33
$27.50$28.001:2Aug 14-$0.06$0.44
$27.00$27.501:2Aug 14-$0.10$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.50$24.001:2Aug 14-$0.10$0.40
$22.00$21.001:2Aug 21-$0.11$0.89
$25.00$24.501:2Aug 14-$0.23$0.27
$22.50$22.001:2Aug 21-$0.12$0.38
$23.50$23.001:2Aug 21-$0.25$0.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 2.20%, avg 1.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Sep 18$0.550.2519.8%2.20%22.00%1292.9K
$30.00Sep 4$0.300.2019.8%1.20%21.01%1--
$26.00Aug 21$0.650.423.8%2.60%6.43%27--
$26.50Aug 21$0.500.355.8%2.00%7.83%917
$27.00Aug 21$0.350.297.8%1.40%9.23%16--
$28.00Aug 21$0.200.2311.8%0.80%12.62%75136
$25.50Aug 14$0.400.471.8%1.60%3.43%14--
$29.00Aug 21$0.100.1315.8%0.40%16.21%4--
$26.00Aug 14$0.250.363.8%1.00%4.83%8160

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 855
Total Puts 568
Put/Call Ratio 0.66
Net Difference 287

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 41,524
Total Puts 24,376
Average Put/Call Ratio 0.49
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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