Tour v531
WRBY
WARBY PARKER INC A
$26.23 -1.58%
$26.03 (-0.76%)🌙
as of 10/06 06:56 PM
◀ 10/6 18:56 ▶

Option Volume

Detail
ℹ
Current (10/06) 1,338
Calls: 569 (43%)
Puts: 769 (57%)
Prior (10/05) 1,893
Calls: 1,390 (73%)
Puts: 503 (27%)
Current vs Prior -29.32%
Calls: -59.06% (Calls)
Puts: +52.88% (Puts)
Prior 7-Day Total 41,565
Calls: 34,665 (83%)
Puts: 6,900 (17%)
Prior 7-Day Average 6,927
Calls: 4,952 (83%)
Puts: 985 (17%)
Current vs Prior 7-Day Avg -80.69%
Calls: -88.51%
Puts: -21.99%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/06) $248.2K
Calls: $191.7K (77%)
Puts: $56.5K (23%)
Prior (10/05) $614.6K
Calls: $579.5K (94%)
Puts: $35.1K (6%)
Current vs Prior -59.61%
Calls: -66.93%
Puts: +61.26%
Prior 7-Day Total $12.62M
Calls: $11.36M (90%)
Puts: $1.25M (10%)
Prior 7-Day Average $2.10M
Calls: $1.62M (90%)
Puts: $179.0K (10%)
Current vs Prior 7-Day Avg -88.20%
Calls: -88.19%
Puts: -68.41%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06) 1.35
Prior (10/05) 0.36
Current vs Prior +273.47%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg +148.71%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/06) 59,869
Calls: 57,063 (95%)
Puts: 2,806 (5%)
Prior (10/05) 60,734
Calls: 55,912 (92%)
Puts: 4,822 (8%)
Current vs Prior -1.42%
Prior 7-Day Total 386,928
Calls: 343,677 (89%)
Puts: 43,251 (11%)
Prior 7-Day Average 55,275
Calls: 49,096 (89%)
Puts: 6,178 (11%)
Current vs Prior 7-Day Avg +8.31%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 6.79% | 10.67%10.67% | 23.18%
Prior 7.62% | 10.99%10.99% | 22.59%
Current vs Prior -10.91% | -2.91%-2.91% | +2.61%
Prior 7-Day Avg 7.39% | 10.83%12.96% | 24.07%
Current vs 7-Day Avg -8.19% | -1.44%-17.66% | -3.68%
Prior 7-Day Eod 7.62% | 10.99%10.99% | 22.59%
Current vs 7-Day Eod -10.91% | -2.91%-2.91% | +2.61%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 41.97% | 42.74%
Calls: 39.82% | 68.00%
Puts: 44.12% | 17.48%
Prior 41.97% | 42.74%
Calls: 39.82% | 68.00%
Puts: 44.12% | 17.48%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 49.18% | 45.73%
Calls: 44.12% | 64.16%
Puts: 54.24% | 27.30%
Current vs 7-Day Avg -14.67% | -6.54%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 77% of dollar volume in calls ($191.7K) vs puts ($56.5K). Light premium activity with dollar volume down 60% vs prior. Bearish P/C ratio of 1.35 indicates protective positioning. P/C ratio rising 273% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 1 of results (avg 7.5%, best 7.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Oct 95.105.50$5.307.5%20.91--
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.66, cheapest $0.93)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Oct 90.851.00$0.9316.1%30.5826
$29.00Oct 160.350.40$0.3813.2%20.22--
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 8 found (avg delta 0.65, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Oct 95.105.50$5.307.5%20.91--
$25.00Oct 91.451.70$1.5815.8%10.7753
$25.00Oct 161.902.20$2.0514.6%390.69555
$25.00Nov 203.503.90$3.7010.8%20.6218
$26.00Oct 90.851.00$0.9316.1%30.5826
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Oct 161.501.75$1.6315.3%50.57--
$26.50Oct 161.151.55$1.3529.6%30.50147

Most actively traded options today. High liquidity = easy entry/exit. 44 active (total vol 819, top 319)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Oct 161.902.20$2.0514.6%390.69555
$27.00Oct 160.751.05$0.9033.3%350.4336
$28.50Oct 90.100.20$0.1566.7%150.1517
$27.50Oct 90.250.40$0.3345.5%140.28193
$29.00Oct 90.050.15$0.10100.0%110.11--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Oct 300.300.85$0.5796.5%3190.205
$24.00Oct 230.500.90$0.7057.1%1680.265
$23.00Oct 230.300.55$0.4358.1%430.185
$22.50Oct 160.050.25$0.15133.3%220.09--
$23.00Oct 160.100.45$0.28125.0%210.14--

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 11.7%, max 21.2%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.00Oct 9Oct 1683.7%69.0%21.2%39169
$28.50Oct 9Oct 1683.6%69.3%20.6%1617
$26.00Oct 9Oct 1680.1%72.9%9.8%646
$25.00Oct 9Nov 2082.9%82.3%0.8%371
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Oct 9Oct 2384.2%71.9%17.1%831
$25.00Oct 9Nov 2082.9%82.3%0.8%212.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 23 found (best R:R 1.48, avg 2.23)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$30.00Nov 20$2.02$2.98$2.0262%1.48$27.02
$25.00$26.00Oct 9$0.65$0.35$0.6577%0.54$25.65
$25.00$26.00Oct 16$0.60$0.40$0.6069%0.67$25.60
$26.00$26.50Oct 9$0.23$0.27$0.2358%1.17$26.23
$27.00$28.50Oct 16$0.45$1.05$0.4544%2.33$27.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.50$25.00Oct 9$0.12$0.38$0.1232%3.17$25.38
$27.00$26.50Oct 16$0.28$0.22$0.2857%0.79$26.72
$25.00$24.50Oct 9$0.10$0.40$0.1023%4.00$24.90
$24.50$24.00Oct 23$0.15$0.35$0.1530%2.33$24.35
$26.50$26.00Oct 16$0.25$0.25$0.2550%1.00$26.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 0.76, avg 0.44)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$27.00$27.50Oct 9$0.17$0.17$0.3362%0.52$27.17
$27.50$28.00Oct 9$0.11$0.11$0.3972%0.28$27.61
$26.50$27.00Oct 9$0.20$0.20$0.3052%0.67$26.70
$27.00$28.50Oct 16$0.45$0.45$1.0556%0.43$27.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$22.50Nov 20$1.08$1.08$1.4262%0.76$23.92
$26.00$25.00Oct 16$0.45$0.45$0.5556%0.82$25.55
$23.00$22.50Oct 16$0.13$0.13$0.3786%0.35$22.87
$23.00$22.00Oct 23$0.18$0.18$0.8282%0.22$22.82
$25.00$24.00Oct 16$0.27$0.27$0.7369%0.37$24.73

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.47, cheapest $0.40)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Oct 9Oct 16$0.4083.7%69.0%
$26.00Oct 9Oct 16$0.5280.1%72.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.00Oct 9Oct 16$0.5080.1%72.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 5.83% of stock, avg 10.96%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$26.00Oct 9$0.93$0.60$1.53$24.47$27.535.83%
$25.00Oct 9$1.58$0.28$1.86$23.14$26.867.09%
$27.00Oct 16$0.90$1.63$2.53$24.47$29.539.65%
$26.00Oct 16$1.45$1.10$2.55$23.45$28.559.72%
$25.00Oct 16$2.05$0.65$2.70$22.30$27.7010.29%
$25.00Nov 20$3.70$2.38$6.08$18.92$31.0823.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.07% of stock, avg 3.76%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$28.50$24.00Oct 9$0.15$0.13$0.28$23.72$28.78
$28.50$24.50Oct 9$0.15$0.18$0.33$24.17$28.83
$28.00$24.00Oct 9$0.22$0.13$0.35$23.65$28.35
$28.00$24.50Oct 9$0.22$0.18$0.40$24.10$28.40
$30.00$22.50Oct 16$0.28$0.15$0.43$22.07$30.43
$28.50$25.00Oct 9$0.15$0.28$0.43$24.57$28.93
$28.00$25.00Oct 9$0.22$0.28$0.50$24.50$28.50
$27.50$24.00Oct 9$0.33$0.13$0.46$23.54$27.96
$30.00$23.00Oct 16$0.28$0.28$0.56$22.44$30.56
$27.50$24.50Oct 9$0.33$0.18$0.51$23.99$28.01

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.72, avg credit $0.22)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2528/28Oct 9$0.21$0.2948%0.72$24.79$27.71
25/2628/28Oct 9$0.23$0.2740%0.85$25.27$27.73

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 7.33, cheapest $0.05)

CALLS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$27.00$27.50$28.00Oct 9$0.06$0.4417%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$24.00$24.50$25.00Oct 9$0.05$0.4512%9.00
$25.00$25.50$26.00Oct 9$0.08$0.4219%5.25
$24.00$25.00$26.00Oct 16$0.18$0.8224%4.56
$23.50$24.00$24.50Oct 9$0.07$0.435%6.14
$23.00$24.00$25.00Oct 16$0.17$0.8317%4.88

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 28 found (best net $-0.22, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.00$28.501:2Oct 16$0.00$1.50
$25.00$26.001:2Oct 9-$0.28$0.72
$26.00$27.001:2Oct 16-$0.35$0.65
$28.50$29.001:2Oct 9-$0.05$0.45
$27.50$28.001:2Oct 9-$0.11$0.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$22.501:2Nov 20-$0.22$2.28
$23.00$21.001:2Oct 30-$0.03$1.97
$26.00$25.001:2Oct 16-$0.20$0.80
$25.00$24.001:2Oct 16-$0.11$0.89
$23.00$22.001:2Oct 23-$0.07$0.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 5.91%, avg 2.02%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Nov 20$1.550.3714.4%5.91%20.28%4--
$31.00Nov 13$1.100.3318.2%4.19%22.38%1--
$30.00Oct 30$0.500.2714.4%1.91%16.28%335
$27.00Oct 16$0.750.432.9%2.86%5.79%3536
$28.50Oct 16$0.400.268.7%1.52%10.18%1--
$29.00Oct 16$0.350.2210.6%1.33%11.89%2--
$30.00Oct 16$0.200.1714.4%0.76%15.14%2--
$26.50Oct 9$0.600.481.0%2.29%3.32%118
$27.00Oct 9$0.400.382.9%1.52%4.46%4133
$27.50Oct 9$0.250.284.8%0.95%5.79%14193

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 569
Total Puts 769
Put/Call Ratio 1.35
Net Difference -200

Prior's Put/Call Breakdown

Total Calls 1,390
Total Puts 503
Put/Call Ratio 0.36
Net Difference 887

Prior 7-Day Put/Call Summary

Total Calls 34,665
Total Puts 6,900
Average Put/Call Ratio 0.54
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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