Tour v526
WRBY
WARBY PARKER INC A
$27.44 -0.07%
$27.60 (+0.58%)🌙
as of 08/21 07:20 PM
8/21 19:20

Option Volume

Detail
Current (08/21) 2,079
Calls: 1,742 (84%)
Puts: 337 (16%)
Prior (08/20) 1,854
Calls: 1,045 (56%)
Puts: 809 (44%)
Current vs Prior +12.14%
Calls: +66.70% (Calls)
Puts: -58.34% (Puts)
Prior 7-Day Total 20,320
Calls: 13,427 (66%)
Puts: 6,893 (34%)
Prior 7-Day Average 2,902
Calls: 1,918 (66%)
Puts: 984 (34%)
Current vs Prior 7-Day Avg -28.38%
Calls: -9.18%
Puts: -65.78%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/21) $268.3K
Calls: $252.7K (94%)
Puts: $15.7K (6%)
Prior (08/20) $393.1K
Calls: $329.6K (84%)
Puts: $63.5K (16%)
Current vs Prior -31.74%
Calls: -23.34%
Puts: -75.32%
Prior 7-Day Total $3.41M
Calls: $3.06M (90%)
Puts: $350.0K (10%)
Prior 7-Day Average $486.6K
Calls: $436.6K (90%)
Puts: $50.0K (10%)
Current vs Prior 7-Day Avg -44.85%
Calls: -42.13%
Puts: -68.65%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/21) 0.19
Prior (08/20) 0.77
Current vs Prior -75.01%
Prior 7-Day Average 0.58
Current vs Prior 7-Day Avg -66.42%
Sentiment BULLISH

Open Interest

Detail
Current (08/21) 58,886
Calls: 49,418 (84%)
Puts: 9,468 (16%)
Prior (08/20) 72,448
Calls: 66,296 (92%)
Puts: 6,152 (8%)
Current vs Prior -18.72%
Prior 7-Day Total 391,860
Calls: 331,846 (85%)
Puts: 60,014 (15%)
Prior 7-Day Average 55,980
Calls: 47,406 (85%)
Puts: 8,573 (15%)
Current vs Prior 7-Day Avg +5.19%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 3.02% | 8.02%3.02% | 15.96%
Prior 3.82% | 8.81%3.82% | 15.84%
Current vs Prior +109.68% | +30.26%-20.89% | +0.76%
Prior 7-Day Avg 5.50% | 9.26%6.58% | 15.73%
Current vs 7-Day Avg +45.65% | +24.03%-54.01% | +1.49%
Prior 7-Day Eod 3.82% | 8.81%3.82% | 15.84%
Current vs 7-Day Eod +109.68% | +30.26%-20.89% | +0.76%
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 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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 94% of dollar volume in calls ($252.7K) vs puts ($15.7K). Extreme bullish P/C ratio of 0.19 - heavy call buying (1,742 calls vs 337 puts). P/C ratio dropping 75% - sentiment shifting bullish. Call-heavy open interest (49,418 calls vs 9,468 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 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 1 of results (avg 9.0%, best 9.0%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 215.305.80$5.559.0%70.9010
PUTS (0)
No puts meet the criteria

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 0.76, highest 0.90)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 215.305.80$5.559.0%70.9010
$22.50Aug 214.805.70$5.2517.1%10.89--
$23.00Aug 214.204.80$4.5013.3%30.883.8K
$24.00Aug 213.203.90$3.5519.7%90.867
$24.50Aug 212.853.40$3.1317.6%110.84326
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Aug 210.250.70$0.4893.7%350.8837

Most actively traded options today. High liquidity = easy entry/exit. 51 active (total vol 1.1K, top 386)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Aug 280.600.90$0.7540.0%3860.4324
$28.00Aug 210.000.10$0.05200.0%3490.18521
$30.00Sep 180.951.20$1.0823.1%670.364.1K
$29.00Aug 280.250.55$0.4075.0%340.2817
$29.00Aug 210.000.55$0.28196.4%300.2482
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Aug 210.250.70$0.4893.7%350.8837
$25.00Aug 280.100.25$0.1883.3%230.149
$24.00Aug 280.000.15$0.08187.5%110.0725
$22.50Sep 180.250.40$0.3345.5%90.122.4K
$23.00Sep 250.350.75$0.5572.7%80.179

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 892.5%, max 2145.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Aug 21Sep 181439.6%64.1%2145.5%185.8K
$29.00Aug 21Oct 2960.8%64.7%1384.0%3382
$28.50Aug 21Aug 28783.3%65.3%1099.4%3345
$27.00Aug 21Aug 28586.1%59.8%879.4%1287
$27.50Aug 21Sep 4355.3%65.5%442.2%716
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.00Aug 21Aug 28586.1%59.8%879.4%426

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 18 found (best R:R 1.02, avg 2.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$30.00Sep 18$2.47$2.53$2.4775%1.02$27.47
$27.50$30.00Sep 4$0.67$1.83$0.6750%2.73$28.17
$22.00$22.50Aug 21$0.30$0.20$0.3090%0.67$22.30
$27.00$27.50Aug 21$0.23$0.27$0.2367%1.17$27.23
$27.50$28.00Aug 28$0.18$0.32$0.1851%1.78$27.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$28.00$27.00Aug 21$0.20$0.80$0.2088%4.00$27.80
$23.50$22.00Sep 4$0.10$1.40$0.1011%14.00$23.40
$27.50$27.00Aug 28$0.25$0.25$0.2549%1.00$27.25
$26.00$25.50Aug 28$0.13$0.37$0.1324%2.85$25.87
$24.00$23.00Sep 25$0.22$0.78$0.2222%3.55$23.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 0.29, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$27.50$28.00Aug 21$0.25$0.25$0.2550%1.00$27.75
$28.50$29.00Aug 28$0.17$0.17$0.3364%0.52$28.67
$28.00$28.50Aug 28$0.18$0.18$0.3256%0.56$28.18
$27.50$28.00Aug 28$0.18$0.18$0.3249%0.56$27.68
$27.50$30.00Sep 4$0.67$0.67$1.8350%0.37$28.17
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$23.00Sep 11$0.45$0.45$1.5576%0.29$24.55
$26.00$23.00Oct 2$0.85$0.85$2.1565%0.40$25.15
$25.00$22.50Sep 18$0.50$0.50$2.0074%0.25$24.50
$25.50$24.50Sep 4$0.32$0.32$0.6872%0.47$25.18
$27.00$26.00Aug 28$0.35$0.35$0.6560%0.54$26.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.59, cheapest $0.40)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Aug 21Aug 28$0.74586.1%59.8%
$27.50Aug 21Aug 28$0.63355.3%61.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Aug 21Aug 28$0.40586.1%59.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 1.93% of stock, avg 7.17%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$28.00Aug 21$0.05$0.48$0.53$27.47$28.531.93%
$27.00Aug 21$0.53$0.28$0.81$26.19$27.812.95%
$27.50Aug 28$0.93$0.93$1.86$25.64$29.366.78%
$26.00Aug 21$1.65$0.28$1.93$24.07$27.937.03%
$27.00Aug 28$1.27$0.68$1.95$25.05$28.957.11%
$26.00Aug 28$1.98$0.33$2.31$23.69$28.318.42%
$25.00Sep 18$3.55$0.83$4.38$20.62$29.3815.96%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 40 found (cheapest 1.20% of stock, avg 4.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$28.00$24.00Aug 21$0.05$0.28$0.33$23.67$28.33
$28.00$26.00Aug 21$0.05$0.28$0.33$25.67$28.33
$28.00$27.00Aug 21$0.05$0.28$0.33$26.67$28.33
$29.00$26.00Aug 21$0.28$0.28$0.56$25.44$29.56
$28.50$27.00Aug 21$0.28$0.28$0.56$26.44$29.06
$28.50$26.00Aug 21$0.28$0.28$0.56$25.44$29.06
$29.00$27.00Aug 21$0.28$0.28$0.56$26.44$29.56
$29.00$24.00Aug 21$0.28$0.28$0.56$23.44$29.56
$28.50$24.00Aug 21$0.28$0.28$0.56$23.44$29.06
$29.00$25.00Aug 28$0.40$0.18$0.58$24.42$29.58

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

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 4.00, cheapest $0.11)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$27.00$27.50$28.00Aug 28$0.16$0.3417%2.13
$26.50$27.00$27.50Aug 21$0.49$0.0124%0.02
$27.50$28.00$28.50Aug 21$0.48$0.0222%0.04
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$26.00$27.00$28.00Aug 21$0.20$0.8066%4.00
$25.00$25.50$26.00Aug 28$0.11$0.3910%3.55

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 $-0.08, 18 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.00$27.501:2Aug 21-$0.07$0.43
$26.00$27.001:2Aug 28-$0.56$0.44
$25.00$26.001:2Aug 21-$0.80$0.20
$28.50$29.001:2Aug 28-$0.23$0.27
$28.50$29.001:2Aug 21-$0.28$0.22
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$28.00$27.001:2Aug 21-$0.08$0.92
$23.50$22.001:2Sep 4$0.00$1.50
$26.00$24.001:2Aug 21-$0.28$1.72
$26.00$25.501:2Aug 28-$0.07$0.43
$23.00$22.001:2Sep 11-$0.10$0.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 5.83%, avg 2.75%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$29.00Oct 2$1.600.465.7%5.83%11.52%3--
$32.00Sep 25$0.700.2716.6%2.55%19.17%1--
$30.00Sep 18$0.950.369.3%3.46%12.79%674.1K
$30.00Sep 4$0.500.279.3%1.82%11.15%1--
$27.50Sep 4$0.950.500.2%3.46%3.68%1--
$28.00Aug 28$0.600.432.0%2.19%4.23%38624
$27.50Aug 28$0.800.510.2%2.92%3.13%44
$28.50Aug 28$0.450.363.9%1.64%5.50%1--
$29.00Aug 28$0.250.285.7%0.91%6.60%3417

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 1,742
Total Puts 337
Put/Call Ratio 0.19
Net Difference 1,405

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 13,427
Total Puts 6,893
Average Put/Call Ratio 0.58
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All