Tour v505
WRBY
WARBY PARKER INC A
$25.32 +1.12%
$25.99 (+2.65%)🌙
as of 08/12 07:17 PM
8/12 19:17

Option Volume

Detail
Current (08/12) 4,826
Calls: 4,141 (86%)
Puts: 685 (14%)
Prior (08/11) 1,423
Calls: 855 (60%)
Puts: 568 (40%)
Current vs Prior +239.14%
Calls: +384.33% (Calls)
Puts: +20.60% (Puts)
Prior 7-Day Total 64,109
Calls: 40,243 (63%)
Puts: 23,866 (37%)
Prior 7-Day Average 9,158
Calls: 5,749 (63%)
Puts: 3,409 (37%)
Current vs Prior 7-Day Avg -47.31%
Calls: -27.97%
Puts: -79.91%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/12) $829.9K
Calls: $784.7K (95%)
Puts: $45.3K (5%)
Prior (08/11) $158.6K
Calls: $115.9K (73%)
Puts: $42.7K (27%)
Current vs Prior +423.40%
Calls: +577.06%
Puts: +6.08%
Prior 7-Day Total $14.13M
Calls: $11.55M (82%)
Puts: $2.58M (18%)
Prior 7-Day Average $2.02M
Calls: $1.65M (82%)
Puts: $369.0K (18%)
Current vs Prior 7-Day Avg -58.88%
Calls: -52.43%
Puts: -87.73%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/12) 0.17
Prior (08/11) 0.66
Current vs Prior -75.10%
Prior 7-Day Average 0.52
Current vs Prior 7-Day Avg -68.05%
Sentiment BULLISH

Open Interest

Detail
Current (08/12) 56,823
Calls: 49,112 (86%)
Puts: 7,711 (14%)
Prior (08/11) 46,659
Calls: 36,529 (78%)
Puts: 10,130 (22%)
Current vs Prior +21.78%
Prior 7-Day Total 448,926
Calls: 372,035 (83%)
Puts: 76,891 (17%)
Prior 7-Day Average 64,132
Calls: 53,147 (83%)
Puts: 10,984 (17%)
Current vs Prior 7-Day Avg -11.40%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 5.73% | 9.68%9.68% | 16.59%
Prior 6.51% | 10.06%10.06% | 17.65%
Current vs Prior -12.03% | -3.85%-3.85% | -6.03%
Prior 7-Day Avg 10.00% | 12.94%14.23% | 20.38%
Current vs 7-Day Avg -42.76% | -25.24%-31.99% | -18.61%
Prior 7-Day Eod 6.51% | 10.06%10.06% | 17.65%
Current vs 7-Day Eod -12.03% | -3.85%-3.85% | -6.03%
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 68.82% | 22.50%
Calls: 59.79% | 20.23%
Puts: 77.86% | 24.78%
Current vs 7-Day Avg -2.33% | -6.41%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 95% of dollar volume in calls ($784.7K) vs puts ($45.3K). Massive premium surge with dollar volume up 423% vs prior. Unusually high activity with volume up 239% vs prior - elevated interest. Extreme bullish P/C ratio of 0.17 - heavy call buying (4,141 calls vs 685 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. 15 found (avg delta 0.78, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Aug 144.004.70$4.3516.1%10.944
$23.50Aug 141.402.35$1.8850.5%10.92--
$22.00Aug 142.953.70$3.3322.5%20.921
$22.00Aug 213.103.80$3.4520.3%20.90--
$21.00Aug 214.004.80$4.4018.2%20.87--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Aug 141.902.45$2.1725.3%10.87--
$27.00Aug 141.352.10$1.7343.4%110.8311
$28.00Aug 212.703.30$3.0020.0%150.822
$27.00Aug 211.752.55$2.1537.2%100.7012
$27.00Sep 42.502.90$2.7014.8%10.60--

Most actively traded options today. High liquidity = easy entry/exit. 41 active (total vol 4.3K, top 2.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 182.202.50$2.3512.8%2.7K0.57390
$30.00Sep 180.650.80$0.7320.5%1.0K0.252.8K
$29.00Aug 210.050.25$0.15133.3%520.1251
$22.50Sep 183.604.10$3.8513.0%400.75625
$25.00Aug 211.101.50$1.3030.8%390.582.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Aug 211.051.25$1.1517.4%1100.505
$22.50Aug 210.050.25$0.15133.3%600.1177
$24.00Aug 210.350.60$0.4852.1%550.281.1K
$23.50Aug 140.000.10$0.05200.0%290.08136
$22.00Aug 210.050.25$0.15133.3%160.10233

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 23.5%, max 28.3%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.00Aug 14Aug 2189.0%69.3%28.3%378
$26.00Aug 14Sep 1175.3%59.6%26.3%17163
$25.00Aug 14Sep 1870.5%64.1%10.0%2.7K390
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Aug 14Aug 2889.2%70.0%27.5%1828
$27.00Aug 14Sep 489.0%70.9%25.5%1211

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 0.67, avg 1.90)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$22.50$25.00Sep 18$1.50$1.00$1.5075%0.67$24.00
$25.00$30.00Sep 18$1.62$3.38$1.6257%2.09$26.62
$26.00$27.00Aug 21$0.28$0.72$0.2843%2.57$26.28
$26.00$27.00Aug 14$0.15$0.85$0.1534%5.67$26.15
$25.00$25.50Aug 14$0.28$0.22$0.2862%0.79$25.28
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$27.00$24.50Aug 14$1.43$1.07$1.4384%0.75$25.57
$25.50$25.00Aug 21$0.22$0.28$0.2250%1.27$25.28
$24.00$23.50Aug 28$0.14$0.36$0.1431%2.57$23.86
$23.50$23.00Aug 28$0.13$0.37$0.1326%2.85$23.37
$24.50$24.00Aug 14$0.15$0.35$0.1528%2.33$24.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 0.82, avg 0.49)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$27.00$28.50Aug 21$0.30$0.30$1.2070%0.25$27.30
$25.50$26.00Aug 14$0.22$0.22$0.2852%0.79$25.72
$26.00$27.00Aug 14$0.15$0.15$0.8566%0.18$26.15
$26.00$27.00Aug 21$0.28$0.28$0.7257%0.39$26.28
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$24.00Aug 21$0.45$0.45$0.5557%0.82$24.55
$24.00$23.00Sep 4$0.37$0.37$0.6366%0.59$23.63
$24.00$23.00Aug 21$0.26$0.26$0.7472%0.35$23.74
$24.50$24.00Aug 28$0.23$0.23$0.2763%0.85$24.27
$24.50$24.00Aug 14$0.15$0.15$0.3572%0.43$24.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.49, cheapest $0.48)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.00Aug 14Aug 21$0.4875.3%66.1%
$25.00Aug 14Aug 21$0.5070.5%70.3%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 7.42% of stock, avg 8.58%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.00Aug 14$0.15$1.73$1.88$25.12$28.887.42%
$23.50Aug 14$1.88$0.05$1.93$21.57$25.437.62%
$25.00Aug 21$1.30$0.93$2.23$22.77$27.238.81%
$27.00Aug 21$0.50$2.15$2.65$24.35$29.6510.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 35 found (cheapest 0.79% of stock, avg 3.43%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$27.00$23.50Aug 14$0.15$0.05$0.20$23.30$27.20
$27.00$24.00Aug 14$0.15$0.15$0.30$23.70$27.30
$29.00$22.50Aug 21$0.15$0.15$0.30$22.20$29.30
$30.00$22.50Aug 21$0.15$0.15$0.30$22.20$30.30
$28.50$22.50Aug 21$0.20$0.15$0.35$22.15$28.85
$29.00$23.00Aug 21$0.15$0.22$0.37$22.63$29.37
$30.00$23.00Aug 21$0.15$0.22$0.37$22.63$30.37
$28.50$23.00Aug 21$0.20$0.22$0.42$22.58$28.92
$26.00$23.50Aug 14$0.30$0.05$0.35$23.15$26.35
$27.00$24.50Aug 14$0.15$0.30$0.45$24.05$27.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.60, avg credit $0.43)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
23/2427/28Aug 21$0.56$0.9442%0.60$23.44$27.56
24/2426/27Aug 14$0.30$0.7038%0.43$24.20$26.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 7.33, cheapest $0.06)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$25.00$25.50$26.00Aug 14$0.06$0.4429%7.33
$21.00$22.00$23.00Aug 14$0.09$0.9111%10.11
$25.00$26.00$27.00Aug 21$0.24$0.7627%3.17
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$23.00$24.00$25.00Aug 21$0.19$0.8127%4.26
$22.00$22.50$23.00Aug 21$0.07$0.436%6.14
$23.50$24.00$24.50Aug 28$0.09$0.4110%4.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 20 found (best net $-0.85, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$25.001:2Sep 18-$0.85$1.65
$25.00$26.001:2Aug 21-$0.26$0.74
$26.00$27.001:2Aug 14$0.00$1.00
$26.00$27.001:2Aug 21-$0.22$0.78
$25.50$26.001:2Aug 14-$0.08$0.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.00$25.501:2Aug 21-$0.15$1.35
$23.00$22.501:2Aug 21-$0.08$0.42
$24.00$23.001:2Sep 4-$0.36$0.64
$22.50$22.001:2Aug 21-$0.15$0.35
$23.50$23.001:2Aug 28-$0.37$0.13

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 2.57%, avg 1.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Sep 18$0.650.2518.5%2.57%21.05%1.0K2.8K
$26.00Sep 11$1.250.492.7%4.94%7.62%1--
$26.00Aug 21$0.550.432.7%2.17%4.86%1--
$27.00Aug 21$0.300.306.6%1.18%7.82%137
$28.50Aug 21$0.100.1512.6%0.39%12.95%2--
$25.50Aug 14$0.350.480.7%1.38%2.09%1713
$26.00Aug 14$0.200.342.7%0.79%3.48%16163

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 4,141
Total Puts 685
Put/Call Ratio 0.17
Net Difference 3,456

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 40,243
Total Puts 23,866
Average Put/Call Ratio 0.52
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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