Tour v528
WRBY
WARBY PARKER INC A
$26.27 +12.51%
$26.17 (-0.38%)🌙
as of 09/24 07:22 PM
◀ 9/24 19:22 ▶

Option Volume

Detail
ℹ
Current (09/24) 13,200
Calls: 11,815 (90%)
Puts: 1,385 (10%)
Prior (09/21) 4,170
Calls: 3,668 (88%)
Puts: 502 (12%)
Current vs Prior +216.55%
Calls: +222.11% (Calls)
Puts: +175.90% (Puts)
Prior 7-Day Total 35,471
Calls: 21,196 (60%)
Puts: 14,275 (40%)
Prior 7-Day Average 5,067
Calls: 3,028 (60%)
Puts: 2,039 (40%)
Current vs Prior 7-Day Avg +160.49%
Calls: +290.19%
Puts: -32.08%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/24) $3.25M
Calls: $2.92M (90%)
Puts: $332.1K (10%)
Prior (09/21) $1.12M
Calls: $1.07M (95%)
Puts: $51.9K (5%)
Current vs Prior +189.35%
Calls: +172.36%
Puts: +540.11%
Prior 7-Day Total $4.08M
Calls: $2.58M (63%)
Puts: $1.50M (37%)
Prior 7-Day Average $583.0K
Calls: $368.8K (63%)
Puts: $214.3K (37%)
Current vs Prior 7-Day Avg +457.24%
Calls: +690.93%
Puts: +55.01%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/24) 0.12
Prior (09/21) 0.14
Current vs Prior -14.35%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg -87.05%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/24) 61,918
Calls: 51,703 (84%)
Puts: 10,215 (16%)
Prior (09/21) 57,426
Calls: 43,833 (76%)
Puts: 13,593 (24%)
Current vs Prior +7.82%
Prior 7-Day Total 349,173
Calls: 295,624 (85%)
Puts: 53,549 (15%)
Prior 7-Day Average 49,881
Calls: 42,232 (85%)
Puts: 7,649 (15%)
Current vs Prior 7-Day Avg +24.13%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 4.11% | 9.33%14.69% | 24.17%
Prior 7.61% | 10.67%14.88% | 24.30%
Current vs Prior -46.00% | -12.57%-1.26% | -0.53%
Prior 7-Day Avg 7.27% | 10.52%8.62% | 16.94%
Current vs 7-Day Avg -43.48% | -11.32%+70.47% | +42.68%
Prior 7-Day Eod 7.61% | 10.67%14.88% | 24.30%
Current vs 7-Day Eod -46.00% | -12.57%-1.26% | -0.53%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 67.22% | 53.20%
Calls: 54.88% | 54.55%
Puts: 79.55% | 51.85%
Prior 67.22% | 21.06%
Calls: 54.88% | 18.12%
Puts: 79.55% | 24.00%
Current vs Prior +0.00% | +152.61%
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% | +152.61%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 90% of dollar volume in calls ($2.92M) vs puts ($332.1K). Massive premium surge with dollar volume up 189% vs prior. Dollar volume significantly above 7-day average (457% higher). Unusually high activity with volume up 217% vs prior - elevated interest.

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 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. 33 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Sep 252.654.00$3.3340.5%221.0026
$24.00Sep 251.702.75$2.2347.1%4690.88276
$22.00Sep 253.505.10$4.3037.2%110.883
$23.00Oct 22.803.90$3.3532.8%50.86--
$24.50Sep 250.552.25$1.40121.4%1.7K0.861.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Sep 252.003.50$2.7554.5%20.82--
$28.50Sep 251.603.00$2.3060.9%20.81--
$28.50Oct 22.353.50$2.9339.2%120.76--
$28.00Oct 21.953.10$2.5345.5%20.72--
$27.50Oct 21.852.45$2.1527.9%90.69--

Most actively traded options today. High liquidity = easy entry/exit. 82 active (total vol 7.0K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.50Sep 250.552.25$1.40121.4%1.7K0.861.8K
$26.50Oct 20.551.20$0.8873.9%1.0K0.452
$25.50Sep 250.401.05$0.7389.0%1.0K0.7045
$30.00Oct 160.450.90$0.6866.2%4950.25357
$24.00Sep 251.702.75$2.2347.1%4690.88276
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Oct 91.852.30$2.0821.6%560.56--
$26.50Oct 91.552.00$1.7825.3%440.53--
$27.50Oct 91.952.70$2.3332.2%390.63--
$24.00Oct 20.200.70$0.45111.1%320.2321
$25.50Oct 20.651.15$0.9055.6%300.401

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 57.5%, max 88.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$28.00Sep 25Nov 6155.2%86.7%78.9%784
$25.00Sep 25Oct 30120.5%69.0%74.5%24950
$26.00Sep 25Oct 2116.3%72.1%61.3%406466
$25.50Sep 25Oct 16111.1%71.8%54.8%1.0K51
$27.00Sep 25Nov 6101.6%86.3%17.7%169209
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Sep 25Oct 16135.0%71.5%88.9%16373
$25.00Sep 25Oct 16120.5%72.1%67.1%151.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 40 found (best R:R 2.85, avg 1.89)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$24.50$25.00Sep 25$0.13$0.37$0.1386%2.85$24.63
$25.00$25.50Oct 16$0.15$0.35$0.1563%2.33$25.15
$27.50$30.00Oct 16$0.59$1.91$0.5941%3.24$28.09
$27.00$28.00Oct 23$0.30$0.70$0.3046%2.33$27.30
$27.00$28.00Nov 6$0.36$0.64$0.3650%1.78$27.36
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$27.00$26.50Oct 16$0.20$0.30$0.2054%1.50$26.80
$27.50$27.00Oct 9$0.25$0.25$0.2563%1.00$27.25
$25.00$24.00Oct 2$0.23$0.77$0.2334%3.35$24.77
$23.00$22.00Oct 23$0.17$0.83$0.1722%4.88$22.83
$27.00$25.50Oct 2$0.77$0.73$0.7761%0.95$26.23

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 24 found (best R:R 0.65, avg 0.56)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$28.00$30.00Nov 6$0.84$0.84$1.1655%0.72$28.84
$27.00$28.00Oct 9$0.43$0.43$0.5757%0.75$27.43
$27.00$27.50Oct 2$0.22$0.22$0.2862%0.79$27.22
$26.50$27.00Oct 2$0.18$0.18$0.3255%0.56$26.68
$26.50$27.00Oct 16$0.21$0.21$0.2950%0.72$26.71
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$26.00$23.00Oct 23$1.18$1.18$1.8254%0.65$24.82
$24.50$22.50Oct 16$0.62$0.62$1.3867%0.45$23.88
$23.50$23.00Sep 25$0.20$0.20$0.3085%0.67$23.30
$25.00$24.50Oct 16$0.23$0.23$0.2763%0.85$24.77
$23.50$22.00Oct 9$0.27$0.27$1.2377%0.22$23.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.55, cheapest $0.95)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.00Sep 25Oct 2$0.65116.3%72.1%
$26.50Sep 25Oct 2$0.5884.0%71.2%
$27.50Oct 2Oct 16$0.7967.2%73.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.00Sep 25Oct 9$0.95116.3%71.8%
$25.50Sep 25Oct 2$0.60111.1%75.0%
$26.50Oct 9Oct 16$0.2570.5%71.7%
$27.50Oct 2Oct 9$0.1867.2%68.8%
$27.00Oct 2Oct 9$0.4172.2%77.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 3.73% of stock, avg 10.21%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$26.00Sep 25$0.45$0.53$0.98$25.02$26.983.73%
$25.50Sep 25$0.73$0.30$1.03$24.47$26.533.92%
$25.00Sep 25$1.27$0.20$1.47$23.53$26.475.60%
$24.50Sep 25$1.40$0.15$1.55$22.95$26.055.90%
$25.50Oct 2$1.35$0.90$2.25$23.25$27.758.56%
$25.00Oct 2$1.68$0.68$2.36$22.64$27.368.98%
$27.00Oct 2$0.70$1.67$2.37$24.63$29.379.02%
$24.00Sep 25$2.23$0.15$2.38$21.62$26.389.06%
$28.50Sep 25$0.23$2.30$2.53$25.97$31.039.63%
$27.50Oct 2$0.48$2.15$2.63$24.87$30.1310.01%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 82 found (cheapest 1.45% of stock, avg 5.62%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$28.50$24.50Sep 25$0.23$0.15$0.38$24.12$28.88
$28.00$24.50Sep 25$0.23$0.15$0.38$24.12$28.38
$27.00$24.50Sep 25$0.23$0.15$0.38$24.12$27.38
$28.00$25.00Sep 25$0.23$0.20$0.43$24.57$28.43
$28.50$25.00Sep 25$0.23$0.20$0.43$24.57$28.93
$27.00$25.00Sep 25$0.23$0.20$0.43$24.57$27.43
$28.50$23.50Sep 25$0.23$0.23$0.46$23.04$28.96
$28.00$23.50Sep 25$0.23$0.23$0.46$23.04$28.46
$27.00$23.50Sep 25$0.23$0.23$0.46$23.04$27.46
$27.00$25.50Sep 25$0.23$0.30$0.53$24.97$27.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.49, avg credit $0.39)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2428/29Oct 9$0.33$0.6740%0.49$23.67$28.33
22/2428/29Oct 9$0.45$1.0545%0.43$23.05$28.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 4.77, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$23.50$25.00$26.50Oct 9$0.26$1.2433%4.77
$26.00$26.50$27.00Sep 25$0.08$0.4228%5.25
$25.50$26.00$26.50Sep 25$0.13$0.3731%2.85
$24.50$25.00$25.50Oct 2$0.07$0.4313%6.14
$25.00$25.50$26.00Oct 2$0.08$0.4215%5.25
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$25.00$25.50$26.00Sep 25$0.13$0.3723%2.85
$23.50$24.00$24.50Sep 25$0.08$0.421%5.25
$26.50$27.00$27.50Oct 16$0.27$0.238%0.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 37 found (best net $-0.09, 32 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.50$30.001:2Oct 16-$0.09$2.41
$25.00$26.501:2Oct 9-$0.41$1.09
$28.00$30.001:2Nov 6-$0.54$1.46
$25.00$25.501:2Sep 25-$0.19$0.31
$23.50$25.001:2Oct 9-$0.97$0.53
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.00$25.501:2Oct 2-$0.13$1.37
$25.50$24.001:2Oct 9-$0.17$1.33
$23.50$22.001:2Oct 9-$0.01$1.49
$26.00$25.501:2Sep 25-$0.07$0.43
$25.00$24.001:2Oct 2-$0.22$0.78

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 7.42%, avg 2.89%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$27.00Nov 6$1.950.502.8%7.42%10.20%7--
$30.00Nov 6$0.450.3414.2%1.71%15.91%1--
$27.50Oct 16$1.050.414.7%4.00%8.68%26--
$27.00Oct 16$1.150.452.8%4.38%7.16%11--
$26.50Oct 16$1.350.490.9%5.14%6.01%7630
$28.00Oct 23$0.750.386.6%2.85%9.44%22--
$27.00Oct 23$1.050.462.8%4.00%6.78%2--
$30.00Oct 16$0.450.2514.2%1.71%15.91%495357
$27.00Oct 9$0.900.432.8%3.43%6.20%31111
$28.00Nov 6$0.350.456.6%1.33%7.92%4--

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 11,815
Total Puts 1,385
Put/Call Ratio 0.12
Net Difference 10,430

Prior's Put/Call Breakdown

Total Calls 3,668
Total Puts 502
Put/Call Ratio 0.14
Net Difference 3,166

Prior 7-Day Put/Call Summary

Total Calls 21,196
Total Puts 14,275
Average Put/Call Ratio 0.91
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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