Tour v528
WRBY
WARBY PARKER INC A
$27.47 +11.39%
$27.60 (+0.47%)🌙
as of 09/29 07:09 PM
◀ 9/29 19:09 ▶

Option Volume

Detail
ℹ
Current (09/29) 7,418
Calls: 2,548 (34%)
Puts: 4,870 (66%)
Prior (09/28) --
Calls: 3,176 (92%)
Puts: 270 (8%)
Current vs Prior +0.00%
Calls: -19.77% (Calls)
Puts: +1703.70% (Puts)
Prior 7-Day Total 46,643
Calls: 33,865 (73%)
Puts: 12,778 (27%)
Prior 7-Day Average 7,773
Calls: 4,837 (73%)
Puts: 1,825 (27%)
Current vs Prior 7-Day Avg -4.58%
Calls: -47.33%
Puts: +166.79%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/29) $1.77M
Calls: $749.1K (42%)
Puts: $1.02M (58%)
Prior (09/28) --
Calls: $580.8K (90%)
Puts: $68.0K (10%)
Current vs Prior +0.00%
Calls: +28.98%
Puts: +1401.63%
Prior 7-Day Total $7.54M
Calls: $5.82M (77%)
Puts: $1.72M (23%)
Prior 7-Day Average $1.26M
Calls: $830.8K (77%)
Puts: $245.6K (23%)
Current vs Prior 7-Day Avg +40.94%
Calls: -9.84%
Puts: +315.68%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/29) 1.91
Prior (09/28) 1.00
Current vs Prior +91.13%
Prior 7-Day Average 0.45
Current vs Prior 7-Day Avg +326.58%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/29) 49,463
Calls: 43,662 (88%)
Puts: 5,801 (12%)
Prior (09/28) 23,899
Calls: 18,628 (78%)
Puts: 5,271 (22%)
Current vs Prior +106.97%
Prior 7-Day Total 329,123
Calls: 268,089 (81%)
Puts: 61,034 (19%)
Prior 7-Day Average 47,017
Calls: 38,298 (81%)
Puts: 8,719 (19%)
Current vs Prior 7-Day Avg +5.20%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 7.83% | 10.59%13.87% | 25.30%
Prior 7.70% | 10.99%13.99% | 23.72%
Current vs Prior +1.58% | -3.60%-0.86% | +6.65%
Prior 7-Day Avg 7.60% | 11.23%10.85% | 19.90%
Current vs 7-Day Avg +2.97% | -5.70%+27.80% | +27.12%
Prior 7-Day Eod 7.70% | 10.99%13.99% | 23.72%
Current vs 7-Day Eod +1.58% | -3.60%-0.86% | +6.65%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 41.97% | 42.74%
Calls: 39.82% | 68.00%
Puts: 44.12% | 17.48%
Prior 67.22% | 53.20%
Calls: 54.88% | 54.55%
Puts: 79.55% | 51.85%
Current vs Prior -37.56% | -19.66%
Prior 7-Day Avg 67.22% | 34.83%
Calls: 54.88% | 33.73%
Puts: 79.55% | 35.94%
Current vs 7-Day Avg -37.56% | +22.70%
Liquidity Expensive
+
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🤖 AI Insights

Extreme bearish P/C ratio of 1.91 - heavy put buying. P/C ratio rising 91% - increased hedging/bearish positioning. Call-heavy open interest (43,662 calls vs 5,801 puts) suggests bullish positioning. Rising open interest (up 107%) indicates new positions being established.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 -- 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. 1 found (avg $0.93, cheapest $0.93)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Oct 160.851.00$0.9316.1%310.33854
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 27 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Oct 24.905.70$5.3015.1%91.0020
$23.00Oct 23.804.80$4.3023.3%91.008
$24.00Oct 23.003.90$3.4526.1%50.93--
$24.50Oct 22.153.80$2.9755.6%20.9172
$23.50Oct 23.304.60$3.9532.9%10.90--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Oct 21.652.75$2.2050.0%140.79--
$31.00Oct 163.904.60$4.2516.5%70.72--
$31.00Nov 64.805.60$5.2015.4%40.63--
$28.00Oct 21.051.40$1.2328.5%40.621
$30.00Nov 64.204.90$4.5515.4%20.5920

Most actively traded options today. High liquidity = easy entry/exit. 82 active (total vol 2.5K, top 506)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Oct 162.953.40$3.1814.2%2940.73621
$30.00Oct 20.100.30$0.20100.0%1670.1643
$29.00Oct 20.050.40$0.23152.2%1340.2149
$27.50Oct 20.650.95$0.8037.5%980.4848
$32.00Nov 60.851.65$1.2564.0%880.31--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Oct 300.450.80$0.6355.6%5060.16503
$27.00Oct 91.051.30$1.1821.2%2500.4256
$26.50Oct 161.251.60$1.4324.5%1410.395
$28.00Nov 62.903.60$3.2521.5%910.48--
$29.00Nov 63.504.30$3.9020.5%340.54--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 22.7%, max 43.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$28.50Oct 2Oct 16114.1%79.3%43.9%2365
$26.00Oct 2Oct 9106.3%74.8%42.1%2996
$30.00Oct 2Nov 6102.3%80.2%27.6%17143
$27.50Oct 2Oct 992.7%78.7%17.8%125223
$28.00Oct 2Nov 682.3%81.5%0.9%81423
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.50Oct 2Oct 16102.2%74.2%37.8%3826
$25.00Oct 2Nov 6107.4%78.9%36.1%2441
$27.50Oct 2Oct 1692.7%77.5%19.7%1521
$26.50Oct 9Oct 1679.9%79.6%0.4%14348

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 40 found (best R:R 0.72, avg 1.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$24.50$25.00Oct 2$0.29$0.21$0.2991%0.72$24.79
$27.00$28.00Nov 6$0.40$0.60$0.4057%1.50$27.40
$25.00$27.00Oct 16$1.20$0.80$1.2073%0.67$26.20
$28.00$30.00Nov 6$0.77$1.23$0.7752%1.60$28.77
$30.00$31.00Oct 16$0.18$0.82$0.1833%4.56$30.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$28.00$27.50Oct 2$0.21$0.29$0.2162%1.38$27.79
$25.00$24.00Oct 16$0.18$0.82$0.1827%4.56$24.82
$27.50$27.00Oct 16$0.20$0.30$0.2047%1.50$27.30
$27.00$26.50Oct 16$0.20$0.30$0.2043%1.50$26.80
$27.00$26.50Oct 9$0.20$0.30$0.2042%1.50$26.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 27 found (best R:R 0.42, avg 0.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$28.00$29.00Oct 9$0.50$0.50$0.5053%1.00$28.50
$27.50$28.00Oct 2$0.30$0.30$0.2052%1.50$27.80
$27.50$28.00Oct 9$0.30$0.30$0.2047%1.50$27.80
$31.00$32.00Nov 6$0.30$0.30$0.7064%0.43$31.30
$29.00$30.00Oct 16$0.32$0.32$0.6860%0.47$29.32
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$22.00Nov 6$0.88$0.88$2.1269%0.42$24.12
$26.50$25.50Oct 16$0.53$0.53$0.4761%1.13$25.97
$27.00$24.00Oct 23$1.08$1.08$1.9257%0.56$25.92
$23.50$23.00Oct 2$0.20$0.20$0.3088%0.67$23.30
$24.00$23.50Oct 16$0.25$0.25$0.2579%1.00$23.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.79, cheapest $0.77)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.50Oct 2Oct 16$0.77114.1%79.3%
$27.50Oct 2Oct 9$0.6592.7%78.7%
$28.00Oct 2Oct 9$0.6582.3%76.1%
$27.00Oct 2Oct 9$0.3575.0%78.7%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.50Oct 2Oct 16$0.8192.7%77.5%
$28.00Oct 2Nov 6$2.0282.3%81.5%
$26.50Oct 9Oct 16$0.4579.9%79.6%
$27.00Oct 2Oct 9$0.5875.0%78.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 6.30% of stock, avg 12.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.00Oct 2$1.13$0.60$1.73$25.27$28.736.30%
$28.00Oct 2$0.50$1.23$1.73$26.27$29.736.30%
$27.50Oct 2$0.80$1.02$1.82$25.68$29.326.63%
$29.00Oct 2$0.23$2.20$2.43$26.57$31.438.85%
$26.00Oct 2$1.95$0.50$2.45$23.55$28.458.92%
$27.00Oct 9$1.48$1.18$2.66$24.34$29.669.68%
$26.00Oct 9$2.05$0.70$2.75$23.25$28.7510.01%
$25.00Oct 2$2.68$0.25$2.93$22.07$27.9310.67%
$27.00Oct 16$1.98$1.63$3.61$23.39$30.6113.14%
$28.50Oct 16$1.40$2.45$3.85$24.65$32.3514.02%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 84 found (cheapest 1.38% of stock, avg 7.43%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.00$24.50Oct 2$0.20$0.18$0.38$24.12$30.38
$29.00$24.50Oct 2$0.23$0.18$0.41$24.09$29.41
$30.00$25.00Oct 2$0.20$0.25$0.45$24.55$30.45
$29.00$25.00Oct 2$0.23$0.25$0.48$24.52$29.48
$30.00$25.50Oct 2$0.20$0.33$0.53$24.97$30.53
$29.00$25.50Oct 2$0.23$0.33$0.56$24.94$29.56
$29.00$26.00Oct 2$0.23$0.50$0.73$25.27$29.73
$30.00$26.00Oct 2$0.20$0.50$0.70$25.30$30.70
$28.00$24.50Oct 2$0.50$0.18$0.68$23.82$28.68
$28.00$25.00Oct 2$0.50$0.25$0.75$24.25$28.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 0.75, avg credit $0.36)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2430/31Oct 16$0.43$0.5746%0.75$23.57$30.43
22/2230/31Oct 16$0.28$0.7256%0.39$22.22$30.28
24/2530/31Oct 16$0.36$0.6441%0.56$24.64$30.36

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 6.41, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$23.00$25.00$27.00Oct 16$0.27$1.7329%6.41
$29.00$30.00$31.00Oct 16$0.14$0.8613%6.14
$24.00$24.50$25.00Oct 2$0.19$0.317%1.63
$26.00$26.50$27.00Oct 2$0.28$0.2214%0.79
$28.00$29.00$30.00Oct 9$0.40$0.6020%1.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$23.50$24.50$25.50Oct 9$0.05$0.9516%19.00
$25.00$25.50$26.00Oct 2$0.09$0.4112%4.56
$23.50$24.00$24.50Oct 2$0.11$0.391%3.55
$23.00$23.50$24.00Oct 16$0.20$0.307%1.50
$25.50$26.00$26.50Oct 9$0.23$0.2710%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. 40 found (best net $-0.35, 36 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.00$26.001:2Oct 9-$0.35$1.65
$25.00$27.001:2Oct 16-$0.78$1.22
$28.00$29.001:2Oct 9-$0.15$0.85
$27.50$28.001:2Oct 2-$0.20$0.30
$29.00$30.001:2Oct 2-$0.17$0.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$31.00$28.501:2Oct 16-$0.65$1.85
$29.00$28.001:2Oct 2-$0.26$0.74
$24.50$23.501:2Oct 9$0.00$1.00
$27.50$27.001:2Oct 2-$0.18$0.32
$25.50$24.501:2Oct 9-$0.15$0.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 4.37%, avg 3.26%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$31.00Nov 6$1.200.3612.8%4.37%17.22%20--
$30.00Nov 6$1.350.419.2%4.91%14.12%4--
$28.00Nov 6$2.100.521.9%7.64%9.57%64
$32.00Nov 6$0.850.3116.5%3.09%19.59%88--
$29.00Oct 16$1.100.405.6%4.00%9.57%2543
$30.00Oct 16$0.850.339.2%3.09%12.30%31854
$28.00Oct 23$1.400.491.9%5.10%7.03%324
$28.00Oct 16$1.400.481.9%5.10%7.03%63
$28.50Oct 16$1.200.443.8%4.37%8.12%25
$31.00Oct 16$0.600.2712.8%2.18%15.03%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 2,548
Total Puts 4,870
Put/Call Ratio 1.91
Net Difference -2,322

Prior's Put/Call Breakdown

Total Calls 3,176
Total Puts 270
Put/Call Ratio 1.00
Net Difference 2,906

Prior 7-Day Put/Call Summary

Total Calls 33,865
Total Puts 12,778
Average Put/Call Ratio 0.45
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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