Tour v509
WRBY
WARBY PARKER INC A
$25.91 +0.12%
$25.88 (-0.12%)🌙
as of 08/14 07:15 PM
8/14 19:15

Option Volume

Detail
Current (08/14) 1,501
Calls: 760 (51%)
Puts: 741 (49%)
Prior (08/13) 2,123
Calls: 1,678 (79%)
Puts: 445 (21%)
Current vs Prior -29.30%
Calls: -54.71% (Calls)
Puts: +66.52% (Puts)
Prior 7-Day Total 58,293
Calls: 35,703 (61%)
Puts: 22,590 (39%)
Prior 7-Day Average 8,327
Calls: 5,100 (61%)
Puts: 3,227 (39%)
Current vs Prior 7-Day Avg -81.98%
Calls: -85.10%
Puts: -77.04%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/14) $123.0K
Calls: $84.8K (69%)
Puts: $38.3K (31%)
Prior (08/13) $185.5K
Calls: $160.4K (86%)
Puts: $25.1K (14%)
Current vs Prior -33.67%
Calls: -47.17%
Puts: +52.76%
Prior 7-Day Total $10.65M
Calls: $8.32M (78%)
Puts: $2.33M (22%)
Prior 7-Day Average $1.52M
Calls: $1.19M (78%)
Puts: $332.5K (22%)
Current vs Prior 7-Day Avg -91.91%
Calls: -92.87%
Puts: -88.49%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/14) 0.97
Prior (08/13) 0.27
Current vs Prior +267.65%
Prior 7-Day Average 0.51
Current vs Prior 7-Day Avg +89.92%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/14) 32,748
Calls: 23,896 (73%)
Puts: 8,852 (27%)
Prior (08/13) 64,069
Calls: 50,423 (79%)
Puts: 13,646 (21%)
Current vs Prior -48.89%
Prior 7-Day Total 468,297
Calls: 383,375 (82%)
Puts: 84,922 (18%)
Prior 7-Day Average 66,899
Calls: 54,767 (82%)
Puts: 12,131 (18%)
Current vs Prior 7-Day Avg -51.05%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 2.12% | 7.83%7.83% | 16.79%
Prior 5.06% | 8.62%8.62% | 15.77%
Current vs Prior +54.78% | +19.14%-9.07% | +6.49%
Prior 7-Day Avg 7.61% | 10.87%11.48% | 18.13%
Current vs 7-Day Avg +2.94% | -5.51%-31.77% | -7.37%
Prior 7-Day Eod 5.06% | 8.62%8.62% | 15.77%
Current vs 7-Day Eod +54.78% | +19.14%-9.07% | +6.49%
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 60.21% | 20.48%
Calls: 49.85% | 17.78%
Puts: 70.57% | 23.17%
Current vs 7-Day Avg +11.64% | +2.85%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($84.8K). P/C ratio rising 268% - increased hedging/bearish positioning. Call-heavy open interest (23,896 calls vs 8,852 puts) suggests bullish positioning. Declining open interest (down 49%) indicates positions being closed.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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. 13 found (avg delta 0.75, highest 0.88)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 143.004.40$3.7037.8%10.88--
$23.00Aug 142.053.50$2.7852.2%20.854
$23.50Aug 141.502.85$2.1762.2%20.842
$25.00Aug 211.051.75$1.4050.0%100.70--
$25.00Sep 182.203.50$2.8545.6%100.64--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 213.604.30$3.9517.7%10.88--
$27.00Aug 140.601.80$1.20100.0%10.852
$28.00Aug 211.803.10$2.4553.1%10.83--
$28.50Aug 142.103.40$2.7547.3%10.81--
$27.50Aug 141.152.45$1.8072.2%60.77--

Most actively traded options today. High liquidity = easy entry/exit. 56 active (total vol 941, top 254)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Aug 210.701.05$0.8839.8%2540.5366
$26.00Aug 140.000.20$0.10200.0%1520.41185
$30.00Sep 180.651.00$0.8342.2%240.294.0K
$28.00Aug 280.400.95$0.6880.9%130.311
$27.00Aug 140.000.15$0.08187.5%110.15--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Sep 250.400.95$0.6880.9%1000.196
$21.00Sep 110.050.55$0.30166.7%830.122
$25.50Aug 210.400.90$0.6576.9%650.3999
$25.00Aug 210.250.65$0.4588.9%220.302.2K
$22.50Aug 210.000.15$0.08187.5%200.0777

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 642.5%, max 1728.5%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.50Aug 14Aug 211001.9%54.8%1728.5%1919
$26.00Aug 14Aug 21175.5%58.7%198.9%406251
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.50Aug 21Aug 2862.9%62.8%0.2%7699

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 23 found (best R:R 1.48, avg 2.84)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$30.00Sep 18$2.02$2.98$2.0264%1.48$27.02
$25.00$25.50Aug 21$0.20$0.30$0.2070%1.50$25.20
$27.50$28.50Aug 21$0.10$0.90$0.1025%9.00$27.60
$26.00$26.50Aug 21$0.20$0.30$0.2052%1.50$26.20
$25.50$26.00Aug 21$0.32$0.18$0.3261%0.56$25.82
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$26.00$25.50Aug 21$0.18$0.32$0.1848%1.78$25.82
$25.00$24.50Aug 28$0.15$0.35$0.1536%2.33$24.85
$25.00$24.50Aug 21$0.12$0.38$0.1230%3.17$24.88
$23.00$22.00Aug 28$0.10$0.90$0.1015%9.00$22.90
$25.50$25.00Aug 28$0.20$0.30$0.2042%1.50$25.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 19 found (best R:R 0.52, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$28.00$30.00Aug 28$0.46$0.46$1.5469%0.30$28.46
$27.50$28.00Aug 14$0.12$0.12$0.3877%0.32$27.62
$26.50$27.00Aug 21$0.23$0.23$0.2756%0.85$26.73
$27.00$27.50Aug 21$0.17$0.17$0.3366%0.52$27.17
$26.00$26.50Aug 21$0.20$0.20$0.3048%0.67$26.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$22.50Sep 18$0.85$0.85$1.6563%0.52$24.15
$23.00$22.00Sep 11$0.30$0.30$0.7077%0.43$22.70
$23.00$22.00Sep 4$0.23$0.23$0.7781%0.30$22.77
$23.50$23.00Aug 28$0.15$0.15$0.3580%0.43$23.35
$24.50$24.00Aug 28$0.18$0.18$0.3269%0.56$24.32

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.84, cheapest $0.73)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.00Aug 14Aug 21$0.78175.5%58.7%
$25.00Aug 21Sep 18$1.4562.1%65.5%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.00Aug 14Aug 21$0.73175.5%58.7%
$25.50Aug 21Aug 28$0.4062.9%62.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 0.77% of stock, avg 7.33%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$26.00Aug 14$0.10$0.10$0.20$25.80$26.200.77%
$27.00Aug 14$0.08$1.20$1.28$25.72$28.284.94%
$26.00Aug 21$0.88$0.83$1.71$24.29$27.716.60%
$25.00Aug 21$1.40$0.45$1.85$23.15$26.857.14%
$25.50Aug 21$1.20$0.65$1.85$23.65$27.357.14%
$27.50Aug 14$0.25$1.80$2.05$25.45$29.557.91%
$25.00Sep 18$2.85$1.50$4.35$20.65$29.3516.79%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 51 found (cheapest 0.50% of stock, avg 3.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$27.00$25.00Aug 14$0.08$0.05$0.13$24.87$27.13
$28.00$25.00Aug 14$0.13$0.05$0.18$24.82$28.18
$26.00$25.00Aug 14$0.10$0.05$0.15$24.85$26.15
$29.00$24.00Aug 21$0.10$0.20$0.30$23.70$29.30
$27.50$25.00Aug 14$0.25$0.05$0.30$24.70$27.80
$27.00$24.50Aug 14$0.08$0.25$0.33$24.17$27.33
$28.50$24.00Aug 21$0.18$0.20$0.38$23.62$28.88
$28.00$24.50Aug 14$0.13$0.25$0.38$24.12$28.38
$26.00$24.50Aug 14$0.10$0.25$0.35$24.15$26.35
$29.00$24.50Aug 21$0.10$0.33$0.43$24.07$29.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 1.50, avg credit $0.43)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2427/28Aug 21$0.30$0.2043%1.50$24.20$27.30
24/2527/28Aug 21$0.29$0.2136%1.38$24.71$27.29
24/2428/28Aug 21$0.23$0.7752%0.30$24.27$27.73
24/2528/28Aug 21$0.22$0.7845%0.28$24.78$27.72
22/2328/30Aug 28$0.56$1.4454%0.39$22.44$28.56
23/2428/30Aug 28$0.61$1.3948%0.44$22.89$28.61
24/2428/30Aug 28$0.58$1.4244%0.41$23.42$28.58
24/2428/30Aug 28$0.64$1.3638%0.47$23.86$28.64

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 7.33, cheapest $0.05)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$26.50$27.00$27.50Aug 21$0.06$0.4419%7.33
$25.50$26.00$26.50Aug 21$0.12$0.3818%3.17
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$24.50$25.00$25.50Aug 28$0.05$0.4512%9.00
$23.50$24.00$24.50Aug 28$0.06$0.4410%7.33
$24.50$25.00$25.50Aug 21$0.08$0.4216%5.25
$23.50$24.00$24.50Aug 21$0.08$0.4211%5.25
$22.00$22.50$23.00Aug 21$0.09$0.410%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. 31 found (best net $-0.95, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$26.00$27.001:2Aug 14-$0.06$0.94
$27.50$28.501:2Aug 21-$0.08$0.92
$27.00$27.501:2Aug 21-$0.11$0.39
$26.50$27.001:2Aug 21-$0.22$0.28
$26.00$26.501:2Aug 21-$0.48$0.02
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$28.001:2Aug 21-$0.95$1.05
$26.00$25.001:2Aug 14$0.00$1.00
$23.00$22.001:2Sep 11-$0.08$0.92
$24.50$24.001:2Aug 21-$0.07$0.43
$22.00$21.001:2Aug 28-$0.05$0.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 2.51%, avg 1.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Sep 18$0.650.2915.8%2.51%18.29%244.0K
$30.00Sep 11$0.450.2315.8%1.74%17.52%4--
$29.00Sep 4$0.450.2711.9%1.74%13.66%1--
$28.00Aug 28$0.400.318.1%1.54%9.61%131
$26.50Aug 21$0.500.442.3%1.93%4.21%11--
$26.00Aug 21$0.700.530.3%2.70%3.05%25466
$30.00Aug 28$0.150.1415.8%0.58%16.36%443
$27.00Aug 21$0.300.344.2%1.16%5.36%138

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 760
Total Puts 741
Put/Call Ratio 0.97
Net Difference 19

Prior's Put/Call Breakdown

Total Calls 1,678
Total Puts 445
Put/Call Ratio 0.27
Net Difference 1,233

Prior 7-Day Put/Call Summary

Total Calls 35,703
Total Puts 22,590
Average Put/Call Ratio 0.51
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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