Tour v526
WRBY
WARBY PARKER INC A
$25.48 -2.00%
$25.75 (+1.06%)🌙
as of 08/26 07:16 PM
8/26 19:16

Option Volume

Detail
Current (08/26) 2,656
Calls: 264 (10%)
Puts: 2,392 (90%)
Prior (08/25) 1,005
Calls: 605 (60%)
Puts: 400 (40%)
Current vs Prior +164.28%
Calls: -56.36% (Calls)
Puts: +498.00% (Puts)
Prior 7-Day Total 16,455
Calls: 9,955 (60%)
Puts: 6,500 (40%)
Prior 7-Day Average 2,350
Calls: 1,422 (60%)
Puts: 928 (40%)
Current vs Prior 7-Day Avg +12.99%
Calls: -81.44%
Puts: +157.60%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/26) $471.0K
Calls: $75.8K (16%)
Puts: $395.2K (84%)
Prior (08/25) $156.5K
Calls: $121.3K (78%)
Puts: $35.2K (22%)
Current vs Prior +201.05%
Calls: -37.46%
Puts: +1022.93%
Prior 7-Day Total $2.82M
Calls: $2.48M (88%)
Puts: $330.6K (12%)
Prior 7-Day Average $402.2K
Calls: $355.0K (88%)
Puts: $47.2K (12%)
Current vs Prior 7-Day Avg +17.11%
Calls: -78.64%
Puts: +736.86%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/26) 9.06
Prior (08/25) 0.66
Current vs Prior +1270.42%
Prior 7-Day Average 0.64
Current vs Prior 7-Day Avg +1322.61%
Sentiment BEARISH

Open Interest

Detail
Current (08/26) 36,630
Calls: 29,685 (81%)
Puts: 6,945 (19%)
Prior (08/25) 40,024
Calls: 31,593 (79%)
Puts: 8,431 (21%)
Current vs Prior -8.48%
Prior 7-Day Total 369,878
Calls: 313,322 (85%)
Puts: 56,556 (15%)
Prior 7-Day Average 52,839
Calls: 44,760 (85%)
Puts: 8,079 (15%)
Current vs Prior 7-Day Avg -30.68%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 5.73% | 8.56%13.85% | 19.23%
Prior 4.92% | 8.65%13.58% | 20.19%
Current vs Prior +16.39% | -1.13%+2.04% | -4.76%
Prior 7-Day Avg 5.81% | 9.52%6.33% | 16.27%
Current vs 7-Day Avg -1.41% | -10.12%+118.69% | +18.19%
Prior 7-Day Eod 4.92% | 8.65%13.58% | 20.19%
Current vs 7-Day Eod +16.39% | -1.13%+2.04% | -4.76%
Sentiment BEARISHBEARISH

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 bearish conviction with 84% of dollar volume in puts ($395.2K) vs calls ($75.8K). Massive premium surge with dollar volume up 201% vs prior. Unusually high activity with volume up 164% vs prior - elevated interest. Extreme bearish P/C ratio of 9.06 - heavy put buying.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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. 8 found (avg delta 0.72, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 282.904.40$3.6541.1%10.91--
$23.00Aug 282.153.50$2.8347.7%20.86--
$25.00Aug 280.551.10$0.8366.3%10.626
$25.00Sep 40.851.75$1.3069.2%10.6168
$25.00Sep 181.752.10$1.9318.1%220.583.7K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Aug 282.402.80$2.6015.4%20.8727
$27.00Aug 281.252.10$1.6850.6%10.84--
$25.50Aug 280.151.10$0.63150.8%120.5293

Most actively traded options today. High liquidity = easy entry/exit. 40 active (total vol 1.4K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Aug 280.000.35$0.18194.4%300.1374
$25.00Sep 181.752.10$1.9318.1%220.583.7K
$26.50Sep 181.051.40$1.2328.5%220.442
$26.00Aug 280.100.60$0.35142.9%200.36--
$30.00Sep 180.350.50$0.4334.9%180.19--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 181.251.80$1.5335.9%1.0K0.42--
$23.50Sep 40.200.35$0.2853.6%820.196
$25.50Sep 40.551.20$0.8873.9%530.473
$23.00Sep 40.150.45$0.30100.0%390.17--
$24.00Sep 40.250.70$0.4893.7%360.2611

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 24.9%, max 36.2%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Aug 28Sep 1882.6%69.8%18.3%233.7K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.50Aug 28Sep 478.0%57.3%36.2%6596
$24.00Aug 28Sep 1185.4%67.3%26.8%1061
$25.00Aug 28Sep 1882.6%69.8%18.3%1.0K78

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 17 found (best R:R 3.38, avg 2.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$26.50$30.00Sep 18$0.80$2.70$0.8044%3.38$27.30
$26.00$29.00Sep 11$0.72$2.28$0.7246%3.17$26.72
$25.00$26.50Sep 18$0.70$0.80$0.7058%1.14$25.70
$25.00$26.50Sep 4$0.67$0.83$0.6761%1.24$25.67
$26.50$27.00Sep 4$0.15$0.35$0.1538%2.33$26.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.50$25.00Aug 28$0.20$0.30$0.2052%1.50$25.30
$23.00$22.00Sep 4$0.12$0.88$0.1217%7.33$22.88
$25.00$24.00Sep 4$0.32$0.68$0.3240%2.12$24.68
$22.00$21.00Sep 18$0.15$0.85$0.1518%5.67$21.85
$23.00$22.00Sep 25$0.23$0.77$0.2326%3.35$22.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 2.33, avg 0.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$28.00$29.00Sep 4$0.20$0.20$0.8077%0.25$28.20
$26.00$27.00Aug 28$0.22$0.22$0.7864%0.28$26.22
$26.50$27.00Sep 4$0.15$0.15$0.3562%0.43$26.65
$26.00$29.00Sep 11$0.72$0.72$2.2854%0.32$26.72
$26.50$30.00Sep 18$0.80$0.80$2.7056%0.30$27.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$24.50Sep 18$0.35$0.35$0.1558%2.33$24.65
$24.50$22.00Sep 18$0.70$0.70$1.8063%0.39$23.80
$24.00$23.50Sep 11$0.25$0.25$0.2568%1.00$23.75
$24.00$23.50Sep 4$0.20$0.20$0.3074%0.67$23.80
$25.00$24.50Aug 28$0.20$0.20$0.3062%0.67$24.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.49, cheapest $0.25)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.00Aug 28Sep 11$0.7581.3%64.8%
$25.00Aug 28Sep 4$0.4782.6%67.5%
$26.50Sep 4Sep 18$0.6062.9%64.8%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.50Aug 28Sep 4$0.2578.0%57.3%
$25.00Aug 28Sep 4$0.3782.6%67.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 4.95% of stock, avg 8.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.00Aug 28$0.83$0.43$1.26$23.74$26.264.95%
$27.00Aug 28$0.13$1.68$1.81$25.19$28.817.10%
$25.00Sep 4$1.30$0.80$2.10$22.90$27.108.24%
$25.00Sep 18$1.93$1.53$3.46$21.54$28.4613.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 48 found (cheapest 1.10% of stock, avg 4.05%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$27.00$24.00Aug 28$0.13$0.15$0.28$23.72$27.28
$27.50$24.00Aug 28$0.13$0.15$0.28$23.72$27.78
$29.00$24.00Aug 28$0.18$0.15$0.33$23.67$29.33
$27.00$24.50Aug 28$0.13$0.23$0.36$24.14$27.36
$27.50$24.50Aug 28$0.13$0.23$0.36$24.14$27.86
$29.00$24.50Aug 28$0.18$0.23$0.41$24.09$29.41
$29.00$23.50Sep 4$0.18$0.28$0.46$23.04$29.46
$29.00$23.00Sep 4$0.18$0.30$0.48$22.52$29.48
$26.00$24.00Aug 28$0.35$0.15$0.50$23.50$26.50
$26.00$24.50Aug 28$0.35$0.23$0.58$23.92$26.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.47, avg credit $0.36)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
22/2328/29Sep 4$0.32$0.6859%0.47$22.68$28.32
24/2428/29Sep 4$0.40$0.6050%0.67$23.60$28.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 2.85, cheapest $0.09)

CALLS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$25.00$26.00$27.00Aug 28$0.26$0.7446%2.85
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$21.00$22.00$23.00Sep 4$0.09$0.919%10.11
$24.00$24.50$25.00Aug 28$0.12$0.3821%3.17
$23.00$23.50$24.00Sep 4$0.22$0.289%1.27

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 $-0.53, 17 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$26.501:2Sep 18-$0.53$0.97
$27.00$28.001:2Sep 4-$0.28$0.72
$27.50$29.001:2Aug 28-$0.23$1.27
$27.00$27.501:2Aug 28-$0.13$0.37
$26.50$27.001:2Sep 4-$0.33$0.17
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$24.001:2Sep 4-$0.16$0.84
$28.00$27.001:2Aug 28-$0.76$0.24
$23.00$22.001:2Sep 4-$0.06$0.94
$24.50$24.001:2Aug 28-$0.07$0.43
$24.00$23.501:2Sep 4-$0.08$0.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 4.12%, avg 1.75%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$26.50Sep 18$1.050.444.0%4.12%8.12%222
$30.00Sep 25$0.400.2217.7%1.57%19.31%1--
$29.00Sep 25$0.350.2513.8%1.37%15.19%1--
$30.00Sep 18$0.350.1917.7%1.37%19.11%18--
$26.00Sep 11$0.900.462.0%3.53%5.57%3--
$29.00Sep 11$0.250.2013.8%0.98%14.80%2--
$28.00Sep 4$0.300.239.9%1.18%11.07%2--
$26.50Sep 4$0.450.384.0%1.77%5.77%6--
$27.00Sep 4$0.300.316.0%1.18%7.14%2--
$26.00Aug 28$0.100.362.0%0.39%2.43%20--

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 264
Total Puts 2,392
Put/Call Ratio 9.06
Net Difference -2,128

Prior's Put/Call Breakdown

Total Calls 605
Total Puts 400
Put/Call Ratio 0.66
Net Difference 205

Prior 7-Day Put/Call Summary

Total Calls 9,955
Total Puts 6,500
Average Put/Call Ratio 0.64
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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