Tour v526
WRBY
WARBY PARKER INC A
$24.60 -1.60%
$24.61 (+0.04%)🌙
as of 08/31 07:14 PM
8/31 19:14

Option Volume

Detail
Current (08/31) 2,210
Calls: 1,943 (88%)
Puts: 267 (12%)
Prior (08/28) 871
Calls: 480 (55%)
Puts: 391 (45%)
Current vs Prior +153.73%
Calls: +304.79% (Calls)
Puts: -31.71% (Puts)
Prior 7-Day Total 16,359
Calls: 8,289 (51%)
Puts: 8,070 (49%)
Prior 7-Day Average 2,337
Calls: 1,184 (51%)
Puts: 1,152 (49%)
Current vs Prior 7-Day Avg -5.43%
Calls: +64.08%
Puts: -76.84%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/31) $249.4K
Calls: $216.7K (87%)
Puts: $32.7K (13%)
Prior (08/28) $56.5K
Calls: $25.2K (45%)
Puts: $31.3K (55%)
Current vs Prior +341.32%
Calls: +758.99%
Puts: +4.51%
Prior 7-Day Total $2.98M
Calls: $2.26M (76%)
Puts: $718.5K (24%)
Prior 7-Day Average $425.3K
Calls: $322.6K (76%)
Puts: $102.6K (24%)
Current vs Prior 7-Day Avg -41.36%
Calls: -32.83%
Puts: -68.15%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/31) 0.14
Prior (08/28) 0.81
Current vs Prior -83.13%
Prior 7-Day Average 1.30
Current vs Prior 7-Day Avg -89.40%
Sentiment BULLISH

Open Interest

Detail
Current (08/31) 39,497
Calls: 35,475 (90%)
Puts: 4,022 (10%)
Prior (08/28) 39,725
Calls: 32,626 (82%)
Puts: 7,099 (18%)
Current vs Prior -0.57%
Prior 7-Day Total 354,037
Calls: 297,795 (84%)
Puts: 56,242 (16%)
Prior 7-Day Average 50,576
Calls: 42,542 (84%)
Puts: 8,034 (16%)
Current vs Prior 7-Day Avg -21.91%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 6.42% | 9.88%12.24% | 17.89%
Prior 7.52% | 9.40%11.92% | 18.52%
Current vs Prior -14.59% | +5.09%+2.65% | -3.42%
Prior 7-Day Avg 5.52% | 9.09%9.01% | 17.80%
Current vs 7-Day Avg +16.29% | +8.70%+35.87% | +0.51%
Prior 7-Day Eod 7.52% | 9.40%11.92% | 18.52%
Current vs 7-Day Eod -14.59% | +5.09%+2.65% | -3.42%
Sentiment BULLISHBEARISH

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 87% of dollar volume in calls ($216.7K) vs puts ($32.7K). Massive premium surge with dollar volume up 341% vs prior. Unusually high activity with volume up 154% vs prior - elevated interest. Extreme bullish P/C ratio of 0.14 - heavy call buying (1,943 calls vs 267 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
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 6.5%, best 6.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Sep 44.504.80$4.656.5%10.95--
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. 10 found (avg delta 0.72, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Sep 44.504.80$4.656.5%10.95--
$22.00Sep 42.453.20$2.8326.5%30.941
$20.00Sep 184.405.00$4.7012.8%30.9317
$22.50Sep 182.352.95$2.6522.6%10.77--
$24.50Sep 40.551.00$0.7857.7%430.55--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.50Sep 112.002.65$2.3327.9%30.74--
$25.50Sep 41.001.40$1.2033.3%90.6935
$25.00Sep 40.451.15$0.8087.5%60.5749
$25.50Sep 181.652.00$1.8319.1%10.57--
$25.00Sep 181.351.70$1.5322.9%10.52--

Most actively traded options today. High liquidity = easy entry/exit. 55 active (total vol 2.0K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 180.751.35$1.0557.1%1.6K0.483.8K
$24.50Sep 40.551.00$0.7857.7%430.55--
$26.00Sep 40.100.30$0.20100.0%300.2214
$26.50Sep 40.050.30$0.18138.9%250.189
$27.00Sep 40.000.20$0.10200.0%180.1212
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Sep 40.300.50$0.4050.0%380.3439
$23.00Sep 40.050.30$0.18138.9%250.17125
$23.50Sep 40.150.35$0.2580.0%230.24122
$22.00Sep 40.000.10$0.05200.0%170.0622
$20.00Sep 180.050.20$0.13115.4%150.073.2K

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 8.2%, max 21.5%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Sep 4Sep 1867.3%55.4%21.5%1.6K3.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Sep 4Sep 1868.2%62.2%9.6%764
$23.00Sep 4Sep 1172.7%66.7%9.0%39139
$23.50Sep 4Sep 1167.6%64.3%5.1%25122
$24.00Sep 4Oct 966.9%65.1%2.7%4039
$25.00Sep 4Oct 967.3%66.5%1.2%849

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 30 found (best R:R 3.55, avg 2.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$27.00$29.00Oct 9$0.44$1.56$0.4438%3.55$27.44
$26.00$27.00Oct 9$0.28$0.72$0.2844%2.57$26.28
$22.50$25.00Sep 18$1.60$0.90$1.6077%0.56$24.10
$26.00$26.50Sep 18$0.13$0.37$0.1338%2.85$26.13
$26.00$27.00Sep 11$0.22$0.78$0.2234%3.55$26.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$24.50Sep 4$0.17$0.33$0.1757%1.94$24.83
$24.00$23.50Sep 11$0.13$0.37$0.1337%2.85$23.87
$23.50$23.00Sep 11$0.12$0.38$0.1231%3.17$23.38
$24.50$24.00Sep 18$0.22$0.28$0.2246%1.27$24.28
$24.00$23.50Sep 4$0.15$0.35$0.1534%2.33$23.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 0.62, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$26.50$27.00Sep 18$0.22$0.22$0.2867%0.79$26.72
$27.00$29.00Sep 25$0.50$0.50$1.5066%0.33$27.50
$27.50$28.50Sep 18$0.20$0.20$0.8076%0.25$27.70
$25.00$25.50Sep 4$0.20$0.20$0.3057%0.67$25.20
$25.50$26.00Sep 18$0.22$0.22$0.2856%0.79$25.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.00$21.00Oct 9$1.15$1.15$1.8559%0.62$22.85
$24.00$22.50Sep 18$0.55$0.55$0.9560%0.58$23.45
$21.00$20.00Sep 18$0.15$0.15$0.8587%0.18$20.85
$23.00$22.00Sep 4$0.13$0.13$0.8783%0.15$22.87
$23.00$22.00Sep 11$0.22$0.22$0.7875%0.28$22.78

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.54, cheapest $0.52)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Sep 4Sep 18$0.5267.3%55.4%
$25.50Sep 4Sep 11$0.4064.6%62.4%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Sep 4Sep 18$0.7367.3%55.4%
$24.00Sep 4Sep 11$0.3066.9%60.2%
$24.50Sep 4Sep 18$0.6468.2%62.2%
$25.50Sep 4Sep 18$0.6364.6%64.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 5.41% of stock, avg 8.73%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.00Sep 4$0.53$0.80$1.33$23.67$26.335.41%
$24.50Sep 4$0.78$0.63$1.41$23.09$25.915.73%
$25.50Sep 4$0.33$1.20$1.53$23.97$27.036.22%
$25.00Sep 18$1.05$1.53$2.58$22.42$27.5810.49%
$25.50Sep 18$1.05$1.83$2.88$22.62$28.3811.71%
$22.50Sep 18$2.65$0.50$3.15$19.35$25.6512.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 80 found (cheapest 0.61% of stock, avg 5.07%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$27.00$22.00Sep 4$0.10$0.05$0.15$21.85$27.15
$26.50$22.00Sep 4$0.18$0.05$0.23$21.77$26.73
$27.00$23.00Sep 4$0.10$0.18$0.28$22.72$27.28
$26.00$22.00Sep 4$0.20$0.05$0.25$21.75$26.25
$26.50$23.00Sep 4$0.18$0.18$0.36$22.64$26.86
$27.00$23.50Sep 4$0.10$0.25$0.35$23.15$27.35
$26.00$23.00Sep 4$0.20$0.18$0.38$22.62$26.38
$28.00$22.00Sep 11$0.18$0.23$0.41$21.59$28.41
$26.50$23.50Sep 4$0.18$0.25$0.43$23.07$26.93
$26.00$23.50Sep 4$0.20$0.25$0.45$23.05$26.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 10 found (best R:R 0.54, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
20/2128/28Sep 18$0.35$0.6562%0.54$20.65$27.85
24/2426/26Sep 4$0.28$0.2234%1.27$23.72$25.78
21/2228/28Sep 18$0.37$0.6355%0.59$21.63$27.87
20/2126/27Sep 18$0.37$0.6354%0.59$20.63$26.87
22/2327/28Sep 11$0.37$0.6353%0.59$22.63$27.37
21/2226/27Sep 18$0.39$0.6147%0.64$21.61$26.89
22/2326/27Sep 11$0.44$0.5641%0.79$22.56$26.44
22/2326/26Sep 4$0.26$0.7451%0.35$22.74$25.76
23/2427/28Sep 11$0.27$0.7347%0.37$23.23$27.27
23/2426/27Sep 11$0.34$0.6636%0.52$23.16$26.34

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 4.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$20.00$22.50$25.00Sep 18$0.45$2.0545%4.56
$26.00$27.00$28.00Sep 11$0.07$0.9320%13.29
$24.50$25.00$25.50Sep 4$0.05$0.4523%9.00
$25.00$25.50$26.00Sep 4$0.07$0.4321%6.14
$26.50$27.00$27.50Sep 4$0.06$0.449%7.33
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$23.50$24.00$24.50Sep 4$0.08$0.4222%5.25
$23.00$23.50$24.00Sep 4$0.08$0.4217%5.25
$24.50$25.00$25.50Sep 4$0.23$0.2723%1.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 33 found (best net $-0.60, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$22.501:2Sep 18-$0.60$1.90
$20.00$22.001:2Sep 4-$1.01$0.99
$27.00$29.001:2Oct 9-$0.39$1.61
$26.00$27.001:2Sep 11-$0.11$0.89
$27.50$28.501:2Sep 18-$0.08$0.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.00$21.001:2Sep 18-$0.11$0.89
$24.00$23.501:2Sep 4-$0.10$0.40
$24.50$24.001:2Sep 4-$0.17$0.33
$23.50$23.001:2Sep 4-$0.11$0.39
$25.50$25.001:2Sep 4-$0.40$0.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 5.49%, avg 1.96%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$26.00Oct 9$1.350.455.7%5.49%11.18%2--
$27.00Oct 9$1.000.389.8%4.07%13.82%2--
$29.00Oct 9$0.600.2717.9%2.44%20.33%1--
$27.00Sep 25$0.650.349.8%2.64%12.40%1--
$29.00Oct 2$0.450.2217.9%1.83%19.72%3--
$25.50Sep 18$0.900.443.7%3.66%7.32%10--
$26.00Sep 18$0.650.385.7%2.64%8.33%13
$29.00Sep 25$0.250.2017.9%1.02%18.90%151
$26.50Sep 18$0.500.337.7%2.03%9.76%2--
$27.50Sep 18$0.300.2411.8%1.22%13.01%10--

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 1,943
Total Puts 267
Put/Call Ratio 0.14
Net Difference 1,676

Prior's Put/Call Breakdown

Total Calls 480
Total Puts 391
Put/Call Ratio 0.81
Net Difference 89

Prior 7-Day Put/Call Summary

Total Calls 8,289
Total Puts 8,070
Average Put/Call Ratio 1.30
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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