Tour v526
WRBY
WARBY PARKER INC A
$28.50 +11.28%
$28.61 (+0.39%)🌙
as of 08/19 07:14 PM
8/19 19:14

Option Volume

Detail
Current (08/19) 6,777
Calls: 3,493 (52%)
Puts: 3,284 (48%)
Prior (08/18) 1,008
Calls: 638 (63%)
Puts: 370 (37%)
Current vs Prior +572.32%
Calls: +447.49% (Calls)
Puts: +787.57% (Puts)
Prior 7-Day Total 14,462
Calls: 10,842 (75%)
Puts: 3,620 (25%)
Prior 7-Day Average 2,066
Calls: 1,548 (75%)
Puts: 517 (25%)
Current vs Prior 7-Day Avg +228.03%
Calls: +125.52%
Puts: +535.03%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/19) $1.48M
Calls: $1.38M (93%)
Puts: $100.0K (7%)
Prior (08/18) $116.4K
Calls: $85.6K (74%)
Puts: $30.8K (26%)
Current vs Prior +1174.38%
Calls: +1515.70%
Puts: +224.78%
Prior 7-Day Total $1.93M
Calls: $1.67M (86%)
Puts: $262.5K (14%)
Prior 7-Day Average $275.5K
Calls: $238.0K (86%)
Puts: $37.5K (14%)
Current vs Prior 7-Day Avg +438.47%
Calls: +481.30%
Puts: +166.57%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/19) 0.94
Prior (08/18) 0.58
Current vs Prior +62.12%
Prior 7-Day Average 0.46
Current vs Prior 7-Day Avg +104.80%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/19) 70,568
Calls: 58,748 (83%)
Puts: 11,820 (17%)
Prior (08/18) 48,380
Calls: 45,599 (94%)
Puts: 2,781 (6%)
Current vs Prior +45.86%
Prior 7-Day Total 365,882
Calls: 303,779 (83%)
Puts: 62,103 (17%)
Prior 7-Day Average 52,268
Calls: 43,397 (83%)
Puts: 8,871 (17%)
Current vs Prior 7-Day Avg +35.01%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 3.86% | 8.28%3.86% | 15.82%
Prior 5.27% | 9.37%5.27% | 13.86%
Current vs Prior -26.78% | -11.64%-26.78% | +14.16%
Prior 7-Day Avg 6.35% | 9.71%8.38% | 16.20%
Current vs 7-Day Avg -39.25% | -14.74%-53.93% | -2.34%
Prior 7-Day Eod 5.27% | 9.37%5.27% | 13.86%
Current vs 7-Day Eod -26.78% | -11.64%-26.78% | +14.16%
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 67.22% | 21.06%
Calls: 54.88% | 18.12%
Puts: 79.55% | 24.00%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 93% of dollar volume in calls ($1.38M) vs puts ($100.0K). Massive premium surge with dollar volume up 1174% vs prior. Dollar volume significantly above 7-day average (438% higher). Unusually high activity with volume up 572% vs prior - elevated interest.

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. 31 found (avg delta 0.71, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Aug 213.704.90$4.3027.9%80.94--
$23.50Aug 214.105.40$4.7527.4%30.92--
$26.00Aug 212.002.90$2.4536.7%40.91268
$25.00Aug 212.854.00$3.4333.5%290.902.1K
$23.00Aug 214.205.80$5.0032.0%30.893.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Aug 214.105.90$5.0036.0%10.93--
$34.00Aug 215.206.80$6.0026.7%10.91--
$29.00Aug 210.801.35$1.0850.9%50.626
$30.00Sep 182.653.40$3.0324.8%50.58337
$30.00Sep 252.853.40$3.1317.6%210.5619

Most actively traded options today. High liquidity = easy entry/exit. 87 active (total vol 3.7K, top 2.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 184.004.50$4.2511.8%2510.783.9K
$30.00Sep 181.401.55$1.4810.1%1830.424.0K
$28.00Sep 41.652.00$1.8319.1%1320.58--
$31.00Aug 210.000.30$0.15200.0%500.1453
$29.00Aug 210.100.65$0.38144.7%460.3867
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Aug 210.000.15$0.08187.5%2.0K0.082.0K
$25.00Sep 180.650.85$0.7526.7%4670.221.5K
$26.50Aug 280.350.55$0.4544.4%220.24--
$30.00Sep 252.853.40$3.1317.6%210.5619
$23.00Aug 280.000.30$0.15200.0%190.0723

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 12.3%, max 21.4%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.00Aug 21Sep 1880.2%66.0%21.4%1914.0K
$27.00Aug 21Oct 274.4%63.9%16.4%1561
$29.00Aug 21Sep 2571.4%64.0%11.6%47105
$27.50Aug 21Sep 481.0%74.4%8.9%1517
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.00Aug 21Aug 2874.4%65.6%13.4%1932
$30.00Sep 18Sep 2566.0%64.5%2.4%26356

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 43 found (best R:R 0.81, avg 2.31)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$30.00Sep 18$2.77$2.23$2.7778%0.81$27.77
$26.00$27.50Sep 4$0.83$0.67$0.8377%0.81$26.83
$23.00$23.50Aug 21$0.25$0.25$0.2589%1.00$23.25
$30.00$31.00Sep 4$0.15$0.85$0.1538%5.67$30.15
$29.00$32.00Sep 25$1.00$2.00$1.0050%2.00$30.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$27.00$26.50Aug 28$0.12$0.38$0.1230%3.17$26.88
$26.50$25.50Aug 28$0.17$0.83$0.1724%4.88$26.33
$27.50$27.00Aug 28$0.18$0.32$0.1836%1.78$27.32
$24.00$23.00Oct 2$0.18$0.82$0.1819%4.56$23.82
$25.00$24.00Sep 25$0.22$0.78$0.2223%3.55$24.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 27 found (best R:R 0.52, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$31.00$32.00Sep 4$0.32$0.32$0.6869%0.47$31.32
$32.00$34.00Sep 11$0.37$0.37$1.6374%0.23$32.37
$30.00$32.00Sep 11$0.65$0.65$1.3559%0.48$30.65
$30.00$31.00Aug 28$0.23$0.23$0.7770%0.30$30.23
$29.00$30.00Aug 21$0.20$0.20$0.8062%0.25$29.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.00$23.50Aug 28$0.17$0.17$0.3389%0.52$23.83
$27.50$26.50Sep 4$0.45$0.45$0.5563%0.82$27.05
$25.00$24.50Sep 4$0.18$0.18$0.3282%0.56$24.82
$26.50$25.50Sep 4$0.32$0.32$0.6872%0.47$26.18
$26.00$25.00Sep 11$0.30$0.30$0.7074%0.43$25.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.69, cheapest $1.09)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$29.00Aug 21Sep 11$1.2571.4%65.2%
$28.50Aug 21Aug 28$0.5866.4%66.8%
$28.00Aug 21Aug 28$0.6362.4%65.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$29.00Aug 21Sep 11$1.0971.4%65.2%
$28.00Aug 28Sep 11$0.5265.6%61.4%
$30.00Sep 18Sep 25$0.1066.0%64.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 5.12% of stock, avg 9.23%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.50Aug 21$1.18$0.28$1.46$26.04$28.965.12%
$29.00Aug 21$0.38$1.08$1.46$27.54$30.465.12%
$27.00Aug 21$1.58$0.13$1.71$25.29$28.716.00%
$26.50Aug 21$2.08$0.10$2.18$24.32$28.687.65%
$28.00Aug 28$1.43$0.98$2.41$25.59$30.418.46%
$27.50Aug 28$1.75$0.75$2.50$25.00$30.008.77%
$26.00Aug 21$2.45$0.08$2.53$23.47$28.538.88%
$27.00Aug 28$2.03$0.57$2.60$24.40$29.609.12%
$26.50Aug 28$2.42$0.45$2.87$23.63$29.3710.07%
$27.50Sep 4$2.30$1.25$3.55$23.95$31.0512.46%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 82 found (cheapest 0.88% of stock, avg 4.03%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$31.00$26.50Aug 21$0.15$0.10$0.25$26.25$31.25
$31.00$27.00Aug 21$0.15$0.13$0.28$26.72$31.28
$31.00$25.00Aug 21$0.15$0.13$0.28$24.72$31.28
$30.00$26.50Aug 21$0.18$0.10$0.28$26.22$30.28
$31.00$25.50Aug 21$0.15$0.15$0.30$25.20$31.30
$30.00$27.00Aug 21$0.18$0.13$0.31$26.69$30.31
$30.00$25.00Aug 21$0.18$0.13$0.31$24.69$30.31
$30.00$25.50Aug 21$0.18$0.15$0.33$25.17$30.33
$32.00$25.50Aug 28$0.20$0.28$0.48$25.02$32.48
$31.00$27.50Aug 21$0.15$0.28$0.43$27.07$31.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 1.78, avg credit $0.46)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
26/2631/32Sep 4$0.64$0.3641%1.78$25.86$31.64
24/2531/32Sep 4$0.50$0.5051%1.00$24.50$31.50
24/2430/31Aug 28$0.40$0.6058%0.67$23.60$30.40
23/2432/33Sep 25$0.46$0.5450%0.85$23.54$32.46
26/2632/33Sep 4$0.45$0.5551%0.82$26.05$32.45
24/2532/33Sep 4$0.31$0.6961%0.45$24.69$32.31
24/2532/33Sep 25$0.45$0.5545%0.82$24.55$32.45
25/2630/31Aug 28$0.33$0.6754%0.49$25.17$30.33
26/2630/31Aug 28$0.40$0.6045%0.67$26.10$30.40
26/2730/31Aug 28$0.35$0.6540%0.54$26.65$30.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 6.14, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$30.00$32.00$34.00Sep 11$0.28$1.7228%6.14
$28.00$28.50$29.00Aug 21$0.08$0.4228%5.25
$29.00$30.00$31.00Aug 21$0.17$0.8324%4.88
$30.00$31.00$32.00Aug 28$0.13$0.8717%6.69
$26.50$27.00$27.50Aug 21$0.10$0.4015%4.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$24.00$25.00$26.00Sep 11$0.08$0.9214%11.50
$26.50$27.00$27.50Aug 28$0.06$0.4412%7.33
$25.50$26.50$27.50Sep 4$0.13$0.8718%6.69
$23.50$24.00$24.50Aug 21$0.06$0.444%7.33
$24.50$25.00$25.50Aug 28$0.07$0.436%6.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 54 found (best net $-0.08, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$29.00$32.001:2Sep 25-$0.08$2.92
$27.00$29.001:2Sep 11-$0.43$1.57
$30.00$32.001:2Sep 11$0.00$2.00
$30.00$31.001:2Aug 28-$0.07$0.93
$31.00$32.001:2Sep 4-$0.11$0.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$28.00$26.001:2Sep 11-$0.10$1.90
$25.00$24.001:2Sep 11-$0.06$0.94
$26.50$25.501:2Aug 28-$0.11$0.89
$26.50$25.501:2Sep 4-$0.16$0.84
$26.00$25.001:2Sep 11-$0.20$0.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 4.91%, avg 2.29%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Sep 18$1.400.425.3%4.91%10.18%1834.0K
$29.00Sep 25$1.750.501.8%6.14%7.89%138
$32.00Sep 25$0.800.3212.3%2.81%15.09%292
$33.00Sep 25$0.600.2715.8%2.11%17.89%151
$29.00Sep 11$1.400.491.8%4.91%6.67%34
$30.00Sep 11$1.000.415.3%3.51%8.77%2310
$32.00Sep 11$0.450.2612.3%1.58%13.86%20--
$30.00Sep 4$0.700.385.3%2.46%7.72%32
$31.00Sep 4$0.450.318.8%1.58%10.35%29--
$32.00Sep 4$0.300.2112.3%1.05%13.33%54

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 3,493
Total Puts 3,284
Put/Call Ratio 0.94
Net Difference 209

Prior's Put/Call Breakdown

Total Calls 638
Total Puts 370
Put/Call Ratio 0.58
Net Difference 268

Prior 7-Day Put/Call Summary

Total Calls 10,842
Total Puts 3,620
Average Put/Call Ratio 0.46
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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