Tour v526
WRBY
WARBY PARKER INC A
$25.27 -0.82%
$25.26 (-0.04%)🌙
as of 08/27 07:14 PM
8/27 19:14

Option Volume

Detail
Current (08/27) 1,117
Calls: 660 (59%)
Puts: 457 (41%)
Prior (08/26) 2,656
Calls: 264 (10%)
Puts: 2,392 (90%)
Current vs Prior -57.94%
Calls: +150.00% (Calls)
Puts: -80.89% (Puts)
Prior 7-Day Total 17,610
Calls: 9,459 (54%)
Puts: 8,151 (46%)
Prior 7-Day Average 2,515
Calls: 1,351 (54%)
Puts: 1,164 (46%)
Current vs Prior 7-Day Avg -55.60%
Calls: -51.16%
Puts: -60.75%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/27) $147.9K
Calls: $70.2K (47%)
Puts: $77.7K (53%)
Prior (08/26) $471.0K
Calls: $75.8K (16%)
Puts: $395.2K (84%)
Current vs Prior -68.59%
Calls: -7.42%
Puts: -80.34%
Prior 7-Day Total $3.16M
Calls: $2.48M (78%)
Puts: $687.5K (22%)
Prior 7-Day Average $451.9K
Calls: $353.7K (78%)
Puts: $98.2K (22%)
Current vs Prior 7-Day Avg -67.27%
Calls: -80.15%
Puts: -20.87%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/27) 0.69
Prior (08/26) 9.06
Current vs Prior -92.36%
Prior 7-Day Average 1.21
Current vs Prior 7-Day Avg -42.87%
Sentiment BULLISH

Open Interest

Detail
Current (08/27) 35,756
Calls: 29,429 (82%)
Puts: 6,327 (18%)
Prior (08/26) 36,630
Calls: 29,685 (81%)
Puts: 6,945 (19%)
Current vs Prior -2.39%
Prior 7-Day Total 373,760
Calls: 319,111 (85%)
Puts: 54,649 (15%)
Prior 7-Day Average 53,394
Calls: 45,587 (85%)
Puts: 7,807 (15%)
Current vs Prior 7-Day Avg -33.03%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 4.79% | 8.43%12.98% | 18.99%
Prior 5.73% | 8.56%13.85% | 19.23%
Current vs Prior -16.43% | -1.48%-6.31% | -1.23%
Prior 7-Day Avg 5.51% | 9.27%7.19% | 16.62%
Current vs 7-Day Avg -13.12% | -9.11%+80.41% | +14.29%
Prior 7-Day Eod 5.73% | 8.56%13.85% | 19.23%
Current vs 7-Day Eod -16.43% | -1.48%-6.31% | -1.23%
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

Light premium activity with dollar volume down 69% vs prior. Below-average activity with volume down 58% vs prior. Bullish P/C ratio of 0.69. P/C ratio dropping 92% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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. 14 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Sep 43.304.10$3.7021.6%10.91--
$24.00Aug 281.152.35$1.7568.6%10.89--
$25.00Aug 280.051.50$0.78185.9%20.75--
$24.00Sep 182.152.65$2.4020.8%20.68--
$24.50Sep 181.902.30$2.1019.0%10.64--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Aug 281.202.40$1.8066.7%31.009
$30.00Sep 184.605.10$4.8510.3%20.88337
$30.00Oct 24.906.00$5.4520.2%30.74--
$26.50Sep 111.752.05$1.9015.8%30.62--
$26.50Sep 182.002.45$2.2320.2%10.58--

Most actively traded options today. High liquidity = easy entry/exit. 49 active (total vol 614, top 300)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 250.350.85$0.6083.3%3000.2357
$25.00Sep 181.601.95$1.7819.7%300.593.7K
$27.00Sep 180.751.15$0.9542.1%210.3931
$28.50Sep 110.250.45$0.3557.1%100.20--
$29.00Oct 20.651.05$0.8547.1%100.2918
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.50Sep 40.200.65$0.43104.7%420.3115
$23.50Sep 40.150.55$0.35114.3%370.22--
$24.50Aug 280.000.10$0.05200.0%240.1162
$25.00Sep 40.550.95$0.7553.3%120.4125
$22.00Sep 40.000.30$0.15200.0%110.1011

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 35.5%, max 117.8%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.50Aug 28Sep 4142.6%65.5%117.8%1033
$25.00Aug 28Sep 1888.1%61.5%43.2%323.7K
$26.00Aug 28Oct 268.8%66.4%3.6%560
$29.00Sep 25Oct 266.7%64.6%3.1%1118
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Aug 28Sep 2588.1%62.9%40.0%7113
$24.00Sep 4Sep 2567.4%64.0%5.3%1139

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 28 found (best R:R 0.56, avg 2.36)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$29.00$30.00Sep 25$0.13$0.87$0.1327%6.69$29.13
$25.00$26.00Sep 18$0.43$0.57$0.4359%1.33$25.43
$27.00$28.00Oct 2$0.32$0.68$0.3243%2.12$27.32
$26.00$27.00Oct 2$0.40$0.60$0.4050%1.50$26.40
$25.00$26.00Aug 28$0.55$0.45$0.5575%0.82$25.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$27.50$25.00Aug 28$1.60$0.90$1.60100%0.56$25.90
$25.50$25.00Sep 4$0.20$0.30$0.2050%1.50$25.30
$24.00$23.50Sep 11$0.13$0.37$0.1331%2.85$23.87
$23.00$22.00Sep 11$0.15$0.85$0.1521%5.67$22.85
$22.00$21.00Sep 11$0.10$0.90$0.1014%9.00$21.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 1.78, avg 0.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$27.50$28.00Aug 28$0.13$0.13$0.3782%0.35$27.63
$27.00$30.00Sep 18$0.65$0.65$2.3561%0.28$27.65
$25.50$28.50Sep 11$0.90$0.90$2.1049%0.43$26.40
$25.50$27.50Sep 4$0.60$0.60$1.4049%0.43$26.10
$26.00$27.00Sep 18$0.40$0.40$0.6051%0.67$26.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$24.50Sep 4$0.32$0.32$0.1858%1.78$24.68
$23.50$23.00Sep 4$0.20$0.20$0.3078%0.67$23.30
$25.00$24.50Sep 18$0.27$0.27$0.2358%1.17$24.73
$25.00$24.50Aug 28$0.15$0.15$0.3570%0.43$24.85
$24.00$23.00Sep 18$0.32$0.32$0.6867%0.47$23.68

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.57, cheapest $0.55)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.00Aug 28Sep 18$1.1268.8%62.8%
$25.50Sep 4Sep 11$0.3562.5%63.7%
$27.00Sep 18Oct 2$0.5061.7%65.8%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Aug 28Sep 4$0.5588.1%64.0%
$26.50Sep 11Sep 18$0.3362.5%62.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 3.88% of stock, avg 9.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.00Aug 28$0.78$0.20$0.98$24.02$25.983.88%
$25.50Sep 4$0.90$0.95$1.85$23.65$27.357.32%
$27.50Aug 28$0.18$1.80$1.98$25.52$29.487.84%
$25.00Sep 18$1.78$1.27$3.05$21.95$28.0512.07%
$24.50Sep 18$2.10$1.00$3.10$21.40$27.6012.27%
$24.00Sep 18$2.40$0.95$3.35$20.65$27.3513.26%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 37 found (cheapest 0.40% of stock, avg 4.65%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$28.00$24.50Aug 28$0.05$0.05$0.10$24.40$28.10
$28.50$24.50Aug 28$0.05$0.05$0.10$24.40$28.60
$27.50$24.50Aug 28$0.18$0.05$0.23$24.27$27.73
$28.00$25.00Aug 28$0.05$0.20$0.25$24.75$28.25
$28.50$25.00Aug 28$0.05$0.20$0.25$24.75$28.75
$26.00$24.50Aug 28$0.23$0.05$0.28$24.22$26.28
$27.50$25.00Aug 28$0.18$0.20$0.38$24.62$27.88
$26.00$25.00Aug 28$0.23$0.20$0.43$24.57$26.43
$27.50$23.00Sep 4$0.30$0.15$0.45$22.55$27.95
$28.50$21.00Sep 11$0.35$0.18$0.53$20.47$29.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 1.27, avg credit $0.28)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2528/28Aug 28$0.28$0.2251%1.27$24.72$27.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 11.50, cheapest $0.08)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$26.00$27.00$28.00Oct 2$0.08$0.9214%11.50
$24.00$25.00$26.00Aug 28$0.42$0.5851%1.38
$27.50$28.00$28.50Aug 28$0.13$0.3712%2.85
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$22.00$23.00$24.00Sep 18$0.12$0.8816%7.33
$24.00$24.50$25.00Sep 18$0.22$0.2810%1.27
$24.00$24.50$25.00Sep 4$0.32$0.1815%0.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 30 found (best net $-0.31, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$26.00$27.501:2Aug 28-$0.13$1.37
$28.00$28.501:2Aug 28-$0.05$0.45
$26.00$27.001:2Sep 18-$0.55$0.45
$29.00$30.001:2Sep 25-$0.47$0.53
$28.00$29.001:2Oct 2-$0.57$0.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$26.50$25.001:2Sep 18-$0.31$1.19
$25.00$24.501:2Sep 4-$0.11$0.39
$23.00$22.001:2Sep 11-$0.13$0.87
$22.00$21.001:2Sep 11-$0.08$0.92
$23.00$22.001:2Sep 18-$0.23$0.77

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 6.53%, avg 2.95%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$26.00Oct 2$1.650.502.9%6.53%9.42%3--
$27.00Oct 2$1.250.436.8%4.95%11.79%1--
$28.00Oct 2$0.900.3610.8%3.56%14.36%36
$29.00Oct 2$0.650.2914.8%2.57%17.33%1018
$29.00Sep 25$0.600.2714.8%2.37%17.13%1--
$26.00Sep 18$1.150.492.9%4.55%7.44%3--
$30.00Sep 25$0.350.2318.7%1.39%20.10%30057
$27.00Sep 18$0.750.396.8%2.97%9.81%2131
$25.50Sep 11$1.050.510.9%4.16%5.07%3--
$30.00Sep 18$0.150.1618.7%0.59%19.31%34.1K

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 660
Total Puts 457
Put/Call Ratio 0.69
Net Difference 203

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 9,459
Total Puts 8,151
Average Put/Call Ratio 1.21
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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