Tour v528
WRBY
WARBY PARKER INC A
$26.71 +1.67%
$26.35 (-1.36%)🌙
as of 09/25 07:08 PM
◀ 9/25 19:08

Option Volume

Detail
ℹ
Current (09/25) 3,446
Calls: 3,176 (92%)
Puts: 270 (8%)
Prior (09/24) 13,200
Calls: 11,815 (90%)
Puts: 1,385 (10%)
Current vs Prior -73.89%
Calls: -73.12% (Calls)
Puts: -80.51% (Puts)
Prior 7-Day Total 47,388
Calls: 32,237 (68%)
Puts: 15,151 (32%)
Prior 7-Day Average 6,769
Calls: 4,605 (68%)
Puts: 2,164 (32%)
Current vs Prior 7-Day Avg -49.10%
Calls: -31.04%
Puts: -87.53%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/25) $648.8K
Calls: $580.8K (90%)
Puts: $68.0K (10%)
Prior (09/24) $3.25M
Calls: $2.92M (90%)
Puts: $332.1K (10%)
Current vs Prior -80.03%
Calls: -80.09%
Puts: -79.53%
Prior 7-Day Total $7.21M
Calls: $5.40M (75%)
Puts: $1.81M (25%)
Prior 7-Day Average $1.03M
Calls: $771.1K (75%)
Puts: $258.5K (25%)
Current vs Prior 7-Day Avg -36.99%
Calls: -24.69%
Puts: -73.70%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/25) 0.09
Prior (09/24) 0.12
Current vs Prior -27.48%
Prior 7-Day Average 0.83
Current vs Prior 7-Day Avg -89.73%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/25) 53,711
Calls: 48,066 (89%)
Puts: 5,645 (11%)
Prior (09/24) 61,918
Calls: 51,703 (84%)
Puts: 10,215 (16%)
Current vs Prior -13.25%
Prior 7-Day Total 352,101
Calls: 292,829 (83%)
Puts: 59,272 (17%)
Prior 7-Day Average 50,300
Calls: 41,832 (83%)
Puts: 8,467 (17%)
Current vs Prior 7-Day Avg +6.78%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 3.00% | 9.17%14.15% | 22.91%
Prior 4.11% | 9.33%14.69% | 24.17%
Current vs Prior +123.11% | +27.66%-3.69% | -5.21%
Prior 7-Day Avg 6.92% | 10.44%9.30% | 18.00%
Current vs 7-Day Avg +32.54% | +14.09%+52.09% | +27.29%
Prior 7-Day Eod 4.11% | 9.33%14.69% | 24.17%
Current vs 7-Day Eod +123.11% | +27.66%-3.69% | -5.21%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 67.22% | 53.20%
Calls: 54.88% | 54.55%
Puts: 79.55% | 51.85%
Prior 67.22% | 53.20%
Calls: 54.88% | 54.55%
Puts: 79.55% | 51.85%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 67.22% | 25.65%
Calls: 54.88% | 23.32%
Puts: 79.55% | 27.98%
Current vs 7-Day Avg +0.00% | +107.40%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 90% of dollar volume in calls ($580.8K) vs puts ($68.0K). Light premium activity with dollar volume down 80% vs prior. Below-average activity with volume down 74% vs prior. Extreme bullish P/C ratio of 0.09 - heavy call buying (3,176 calls vs 270 puts).

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. 25 found (avg delta 0.72, highest 0.88)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Sep 253.404.00$3.7016.2%30.8823
$23.50Sep 252.653.50$3.0827.6%10.86--
$22.50Oct 164.104.90$4.5017.8%10.86--
$24.00Sep 252.153.20$2.6839.2%30.84331
$24.50Sep 251.702.70$2.2045.5%610.821.5K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Sep 255.006.40$5.7024.6%160.86--
$30.00Sep 252.903.80$3.3526.9%20.831
$27.00Sep 250.001.00$0.50200.0%20.79--
$27.00Oct 21.051.50$1.2735.4%20.5212

Most actively traded options today. High liquidity = easy entry/exit. 62 active (total vol 1.6K, top 453)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Sep 250.351.05$0.70100.0%4530.72512
$28.00Oct 20.450.75$0.6050.0%3810.34144
$27.50Oct 90.751.25$1.0050.0%1490.42--
$26.50Sep 250.100.50$0.30133.3%1110.6043
$27.00Sep 250.000.10$0.05200.0%730.24303
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Sep 255.006.40$5.7024.6%160.86--
$23.50Oct 20.100.20$0.1566.7%110.105
$24.50Oct 90.351.00$0.6895.6%90.26--
$22.00Oct 230.300.70$0.5080.0%70.1614
$23.00Oct 20.000.15$0.08187.5%60.061.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 744.1%, max 1688.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Sep 25Oct 91335.3%74.7%1688.0%621.5K
$25.00Sep 25Oct 161137.7%66.0%1624.0%66736
$26.00Sep 25Oct 16681.2%68.7%891.8%457522
$26.50Sep 25Oct 16509.0%67.5%653.9%112145
$27.00Sep 25Nov 6178.6%80.3%122.5%75307
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Sep 25Oct 21137.7%73.1%1456.2%718
$26.00Sep 25Oct 9681.2%66.6%923.2%512
$26.50Sep 25Oct 9509.0%68.0%648.5%544
$27.00Sep 25Oct 2178.6%72.3%146.9%412
$24.00Oct 2Oct 986.1%74.4%15.7%840

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 29 found (best R:R 2.33, avg 2.17)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.50$26.00Sep 25$0.15$0.35$0.1574%2.33$25.65
$23.50$25.00Oct 16$0.92$0.58$0.9280%0.63$24.42
$27.00$30.00Nov 6$1.05$1.95$1.0552%1.86$28.05
$27.50$29.00Oct 9$0.32$1.18$0.3242%3.69$27.82
$26.50$27.00Oct 16$0.13$0.37$0.1353%2.85$26.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$27.00$26.50Sep 25$0.20$0.30$0.2079%1.50$26.80
$25.00$24.00Oct 2$0.10$0.90$0.1024%9.00$24.90
$25.50$25.00Oct 2$0.13$0.37$0.1330%2.85$25.37
$24.50$22.50Oct 16$0.38$1.62$0.3828%4.26$24.12
$24.50$24.00Oct 9$0.15$0.35$0.1526%2.33$24.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 1.94, avg 0.58)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$27.00$27.50Oct 2$0.33$0.33$0.1752%1.94$27.33
$27.00$27.50Oct 16$0.27$0.27$0.2351%1.17$27.27
$27.00$27.50Oct 9$0.25$0.25$0.2552%1.00$27.25
$28.50$29.00Oct 2$0.12$0.12$0.3872%0.32$28.62
$28.00$28.50Oct 2$0.15$0.15$0.3566%0.43$28.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.00$23.50Oct 2$0.15$0.15$0.3583%0.43$23.85
$26.50$26.00Oct 9$0.28$0.28$0.2254%1.27$26.22
$24.00$23.50Oct 9$0.15$0.15$0.3578%0.43$23.85
$25.50$24.50Oct 9$0.34$0.34$0.6664%0.52$25.16
$24.50$24.00Oct 9$0.15$0.15$0.3574%0.43$24.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.71, cheapest $1.08)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.50Sep 25Oct 2$0.88509.0%71.9%
$27.50Oct 2Oct 9$0.4063.5%67.4%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.50Sep 25Oct 9$1.08509.0%68.0%
$25.50Oct 2Oct 9$0.4970.9%73.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 2.06% of stock, avg 6.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.00Sep 25$0.05$0.50$0.55$26.45$27.552.06%
$26.50Sep 25$0.30$0.30$0.60$25.90$27.102.25%
$26.00Sep 25$0.70$0.25$0.95$25.05$26.953.56%
$25.00Sep 25$1.67$0.28$1.95$23.05$26.957.30%
$25.50Oct 2$1.65$0.53$2.18$23.32$27.688.16%
$27.00Oct 2$0.93$1.27$2.20$24.80$29.208.24%
$25.00Oct 2$1.98$0.40$2.38$22.62$27.388.91%
$24.50Oct 9$2.83$0.68$3.51$20.99$28.0113.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 54 found (cheapest 1.12% of stock, avg 4.76%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$27.00$26.00Sep 25$0.05$0.25$0.30$25.70$27.30
$27.00$23.50Sep 25$0.05$0.25$0.30$23.20$27.30
$27.00$25.00Sep 25$0.05$0.28$0.33$24.67$27.33
$27.00$26.50Sep 25$0.05$0.30$0.35$26.15$27.35
$29.00$23.00Oct 2$0.33$0.08$0.41$22.59$29.41
$29.00$23.50Oct 2$0.33$0.15$0.48$23.02$29.48
$29.00$24.00Oct 2$0.33$0.30$0.63$23.37$29.63
$28.50$23.00Oct 2$0.45$0.08$0.53$22.47$29.03
$28.50$23.50Oct 2$0.45$0.15$0.60$22.90$29.10
$29.00$25.00Oct 2$0.33$0.40$0.73$24.27$29.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 7 found (best R:R 1.17, avg credit $0.30)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2428/29Oct 2$0.27$0.2355%1.17$23.73$28.77
24/2428/28Oct 2$0.30$0.2049%1.50$23.70$28.30
25/2628/29Oct 2$0.25$0.2542%1.00$25.25$28.75
25/2628/28Oct 2$0.28$0.2236%1.27$25.22$28.28
24/2528/29Oct 2$0.22$0.7848%0.28$24.78$28.72
24/2528/28Oct 2$0.25$0.7542%0.33$24.75$28.25
22/2429/30Oct 16$0.56$1.4439%0.39$23.94$29.56

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 2.33, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$26.00$26.50$27.00Sep 25$0.15$0.3548%2.33
$26.00$26.50$27.00Oct 16$0.12$0.389%3.17
$24.50$25.00$25.50Oct 2$0.14$0.3611%2.57
$23.00$23.50$24.00Sep 25$0.22$0.283%1.27
$25.50$26.00$26.50Oct 2$0.33$0.1715%0.52
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$26.00$26.50$27.00Sep 25$0.15$0.3550%2.33
$23.00$23.50$24.00Oct 2$0.08$0.4211%5.25
$23.00$23.50$24.00Oct 9$0.12$0.387%3.17
$25.50$26.00$26.50Oct 9$0.20$0.3010%1.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 26 found (best net $-0.17, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$27.001:2Oct 9-$0.17$1.83
$27.00$30.001:2Nov 6-$0.50$2.50
$27.50$29.001:2Oct 9-$0.36$1.14
$27.50$29.001:2Oct 16-$0.52$0.98
$27.00$27.501:2Oct 2-$0.27$0.23
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$32.00$30.001:2Sep 25-$1.00$1.00
$24.50$22.501:2Oct 16-$0.02$1.98
$27.00$26.501:2Sep 25-$0.10$0.40
$25.00$23.501:2Sep 25-$0.22$1.28
$25.00$24.001:2Oct 2-$0.20$0.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 7.49%, avg 2.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$27.00Nov 6$2.000.521.1%7.49%8.57%24
$27.00Oct 16$1.500.491.1%5.62%6.70%2714
$30.00Oct 23$0.650.2912.3%2.43%14.75%6102
$29.00Oct 16$0.800.348.6%3.00%11.57%2--
$30.00Oct 16$0.600.2812.3%2.25%14.56%4852
$27.50Oct 16$1.000.453.0%3.74%6.70%152
$27.00Oct 9$1.100.481.1%4.12%5.20%1--
$31.00Oct 23$0.250.2316.1%0.94%17.00%1--
$29.00Oct 9$0.500.308.6%1.87%10.45%1249
$27.50Oct 9$0.750.423.0%2.81%5.77%149--

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 3,176
Total Puts 270
Put/Call Ratio 0.09
Net Difference 2,906

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 32,237
Total Puts 15,151
Average Put/Call Ratio 0.83
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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