Tour v526
WRBY
WARBY PARKER INC A
$27.46 -3.65%
$27.47 (+0.04%)🌙
as of 08/20 07:18 PM
8/20 19:18

Option Volume

Detail
Current (08/20) 1,854
Calls: 1,045 (56%)
Puts: 809 (44%)
Prior (08/19) 6,777
Calls: 3,493 (52%)
Puts: 3,284 (48%)
Current vs Prior -72.64%
Calls: -70.08% (Calls)
Puts: -75.37% (Puts)
Prior 7-Day Total 19,889
Calls: 13,237 (67%)
Puts: 6,652 (33%)
Prior 7-Day Average 2,841
Calls: 1,891 (67%)
Puts: 950 (33%)
Current vs Prior 7-Day Avg -34.75%
Calls: -44.74%
Puts: -14.87%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/20) $393.1K
Calls: $329.6K (84%)
Puts: $63.5K (16%)
Prior (08/19) $1.48M
Calls: $1.38M (93%)
Puts: $100.0K (7%)
Current vs Prior -73.51%
Calls: -76.18%
Puts: -36.47%
Prior 7-Day Total $3.17M
Calls: $2.84M (90%)
Puts: $329.2K (10%)
Prior 7-Day Average $453.1K
Calls: $406.0K (90%)
Puts: $47.0K (10%)
Current vs Prior 7-Day Avg -13.24%
Calls: -18.83%
Puts: +35.05%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/20) 0.77
Prior (08/19) 0.94
Current vs Prior -17.66%
Prior 7-Day Average 0.56
Current vs Prior 7-Day Avg +38.10%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/20) 72,448
Calls: 66,296 (92%)
Puts: 6,152 (8%)
Prior (08/19) 70,568
Calls: 58,748 (83%)
Puts: 11,820 (17%)
Current vs Prior +2.66%
Prior 7-Day Total 366,071
Calls: 302,079 (83%)
Puts: 63,992 (17%)
Prior 7-Day Average 52,295
Calls: 43,154 (83%)
Puts: 9,141 (17%)
Current vs Prior 7-Day Avg +38.53%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 3.82% | 8.81%3.82% | 15.84%
Prior 3.86% | 8.28%3.86% | 15.82%
Current vs Prior -0.93% | +6.43%-0.93% | +0.10%
Prior 7-Day Avg 5.89% | 9.43%7.47% | 15.99%
Current vs 7-Day Avg -35.06% | -6.59%-48.80% | -0.91%
Prior 7-Day Eod 3.86% | 8.28%3.86% | 15.82%
Current vs 7-Day Eod -0.93% | +6.43%-0.93% | +0.10%
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 84% of dollar volume in calls ($329.6K) vs puts ($63.5K). Light premium activity with dollar volume down 74% vs prior. Below-average activity with volume down 73% vs prior. Call-heavy open interest (66,296 calls vs 6,152 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 NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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. 27 found (avg delta 0.74, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 211.702.70$2.2045.5%10.94--
$24.00Aug 213.103.70$3.4017.6%20.93--
$22.00Aug 214.506.10$5.3030.2%10.899
$22.50Aug 214.105.50$4.8029.2%30.88--
$23.00Aug 214.104.60$4.3511.5%60.883.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Aug 213.505.40$4.4542.7%10.90--
$30.00Aug 212.103.40$2.7547.3%20.86--
$29.00Aug 211.402.25$1.8346.4%10.82--
$29.00Aug 281.852.40$2.1325.8%70.72--
$30.00Sep 183.403.90$3.6513.7%40.66339

Most actively traded options today. High liquidity = easy entry/exit. 60 active (total vol 625, top 132)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Aug 210.100.45$0.28125.0%1320.34653
$30.00Sep 180.851.20$1.0234.3%620.344.1K
$25.00Sep 183.003.80$3.4023.5%370.723.7K
$26.00Aug 281.602.15$1.8829.3%240.733
$26.50Aug 210.601.25$0.9369.9%120.71--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Sep 180.300.50$0.4050.0%660.142.4K
$25.00Sep 180.801.10$0.9531.6%370.282.0K
$24.50Aug 280.100.35$0.22113.6%200.14--
$30.00Sep 253.504.20$3.8518.2%200.6421
$25.00Aug 210.000.10$0.05200.0%170.07--

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 51.3%, max 70.8%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.00Aug 21Oct 2116.8%68.3%70.8%1183
$27.00Aug 21Sep 493.3%63.4%47.2%366
$28.00Aug 21Oct 292.4%68.0%35.9%136655
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 25 found (best R:R 1.10, avg 2.43)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$30.00Sep 18$2.38$2.62$2.3872%1.10$27.38
$27.00$28.00Aug 21$0.17$0.83$0.1764%4.88$27.17
$25.50$26.00Aug 28$0.27$0.23$0.2780%0.85$25.77
$30.00$31.00Oct 2$0.25$0.75$0.2538%3.00$30.25
$28.00$29.00Oct 2$0.38$0.62$0.3851%1.63$28.38
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.50$24.50Aug 28$0.13$0.87$0.1322%6.69$25.37
$29.00$28.50Aug 28$0.33$0.17$0.3372%0.52$28.67
$26.00$25.50Aug 28$0.13$0.37$0.1329%2.85$25.87
$28.50$26.50Aug 28$1.10$0.90$1.1065%0.82$27.40
$26.50$26.00Aug 28$0.22$0.28$0.2237%1.27$26.28

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 0.31, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$29.00$30.00Oct 2$0.45$0.45$0.5555%0.82$29.45
$27.50$28.00Sep 4$0.27$0.27$0.2350%1.17$27.77
$28.50$29.00Aug 28$0.17$0.17$0.3366%0.52$28.67
$29.00$30.00Sep 25$0.37$0.37$0.6358%0.59$29.37
$28.00$28.50Aug 28$0.15$0.15$0.3559%0.43$28.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$23.00Sep 11$0.47$0.47$1.5373%0.31$24.53
$25.00$22.50Sep 18$0.55$0.55$1.9572%0.28$24.45
$27.00$25.00Sep 11$0.78$0.78$1.2256%0.64$26.22
$24.50$23.00Sep 4$0.25$0.25$1.2582%0.20$24.25
$26.50$26.00Aug 28$0.22$0.22$0.2863%0.79$26.28

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.60, cheapest $0.82)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Aug 21Aug 28$0.8293.3%61.9%
$28.00Aug 21Aug 28$0.4792.4%67.1%
$27.50Aug 28Sep 4$0.5063.6%67.9%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 7.21% of stock, avg 11.01%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$29.00Aug 21$0.15$1.83$1.98$27.02$30.987.21%
$26.50Aug 28$1.50$0.70$2.20$24.30$28.708.01%
$25.00Aug 21$2.20$0.05$2.25$22.75$27.258.19%
$26.00Aug 28$1.88$0.48$2.36$23.64$28.368.59%
$28.50Aug 28$0.60$1.80$2.40$26.10$30.908.74%
$25.50Aug 28$2.15$0.35$2.50$23.00$28.009.10%
$29.00Aug 28$0.43$2.13$2.56$26.44$31.569.32%
$30.00Aug 21$0.15$2.75$2.90$27.10$32.9010.56%
$25.00Sep 18$3.40$0.95$4.35$20.65$29.3515.84%
$30.00Sep 18$1.02$3.65$4.67$25.33$34.6717.01%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 38 found (cheapest 0.73% of stock, avg 4.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.00$25.00Aug 21$0.15$0.05$0.20$24.80$30.20
$29.00$25.00Aug 21$0.15$0.05$0.20$24.80$29.20
$30.00$23.00Aug 21$0.15$0.28$0.43$22.57$30.43
$28.00$25.00Aug 21$0.28$0.05$0.33$24.67$28.33
$29.00$23.00Aug 21$0.15$0.28$0.43$22.57$29.43
$29.00$24.00Aug 28$0.43$0.13$0.56$23.44$29.56
$28.00$23.00Aug 21$0.28$0.28$0.56$22.44$28.56
$29.00$24.50Aug 28$0.43$0.22$0.65$23.85$29.65
$29.00$25.50Aug 28$0.43$0.35$0.78$24.72$29.78
$29.00$26.00Aug 28$0.43$0.48$0.91$25.09$29.91

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.50, avg credit $0.30)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
26/2628/29Aug 28$0.30$0.2037%1.50$25.70$28.80
24/2628/29Aug 28$0.30$0.7043%0.43$25.20$28.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 5.45, cheapest $0.09)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$28.00$29.00$30.00Aug 21$0.13$0.8720%6.69
$26.00$26.50$27.00Aug 28$0.15$0.3517%2.33
$29.00$30.00$31.00Oct 2$0.20$0.8012%4.00
$27.00$27.50$28.00Aug 28$0.22$0.2815%1.27
$24.50$25.00$25.50Aug 21$0.21$0.292%1.38
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$23.00$25.00$27.00Sep 11$0.31$1.6931%5.45
$25.50$26.00$26.50Aug 28$0.09$0.4114%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. 25 found (best net $-1.05, 16 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.00$28.001:2Aug 21-$0.11$0.89
$29.00$30.001:2Aug 21-$0.15$0.85
$26.00$26.501:2Aug 21-$0.43$0.07
$28.50$29.001:2Aug 28-$0.26$0.24
$28.00$28.501:2Aug 28-$0.45$0.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$32.00$30.001:2Aug 21-$1.05$0.95
$27.00$25.001:2Sep 11-$0.02$1.98
$25.50$24.501:2Aug 28-$0.09$0.91
$30.00$29.001:2Aug 21-$0.91$0.09
$26.00$25.501:2Aug 28-$0.22$0.28

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 14 found (best yield 5.46%, avg 3.23%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$29.00Oct 2$1.500.455.6%5.46%11.07%10--
$28.00Oct 2$1.900.512.0%6.92%8.89%42
$30.00Oct 2$1.200.389.2%4.37%13.62%89
$31.00Oct 2$0.900.3312.9%3.28%16.17%1--
$29.00Sep 25$1.250.425.6%4.55%10.16%10--
$30.00Sep 25$0.950.369.2%3.46%12.71%10--
$30.00Sep 18$0.850.349.2%3.10%12.35%624.1K
$27.50Sep 4$1.100.510.1%4.01%4.15%11--
$28.00Sep 4$0.700.452.0%2.55%4.52%2--
$28.50Aug 28$0.450.343.8%1.64%5.43%5--

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 1,045
Total Puts 809
Put/Call Ratio 0.77
Net Difference 236

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 13,237
Total Puts 6,652
Average Put/Call Ratio 0.56
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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