Tour v531
WRBY
WARBY PARKER INC A
$25.31 -3.51%
$25.35 (+0.16%)🌙
as of 10/07 06:54 PM
◀ 10/7 18:54

Option Volume

Detail
ℹ
Current (10/07) 611
Calls: 279 (46%)
Puts: 332 (54%)
Prior (10/06) 1,338
Calls: 569 (43%)
Puts: 769 (57%)
Current vs Prior -54.33%
Calls: -50.97% (Calls)
Puts: -56.83% (Puts)
Prior 7-Day Total 39,457
Calls: 32,058 (81%)
Puts: 7,399 (19%)
Prior 7-Day Average 6,576
Calls: 4,579 (81%)
Puts: 1,057 (19%)
Current vs Prior 7-Day Avg -90.71%
Calls: -93.91%
Puts: -68.59%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07) $126.2K
Calls: $85.8K (68%)
Puts: $40.4K (32%)
Prior (10/06) $248.2K
Calls: $191.7K (77%)
Puts: $56.5K (23%)
Current vs Prior -49.16%
Calls: -55.25%
Puts: -28.49%
Prior 7-Day Total $12.22M
Calls: $10.97M (90%)
Puts: $1.24M (10%)
Prior 7-Day Average $2.04M
Calls: $1.57M (90%)
Puts: $177.3K (10%)
Current vs Prior 7-Day Avg -93.80%
Calls: -94.53%
Puts: -77.20%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/07) 1.19
Prior (10/06) 1.35
Current vs Prior -11.95%
Prior 7-Day Average 0.72
Current vs Prior 7-Day Avg +64.29%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/07) 23,022
Calls: 18,429 (80%)
Puts: 4,593 (20%)
Prior (10/06) 59,869
Calls: 57,063 (95%)
Puts: 2,806 (5%)
Current vs Prior -61.55%
Prior 7-Day Total 393,086
Calls: 352,674 (90%)
Puts: 40,412 (10%)
Prior 7-Day Average 56,155
Calls: 50,382 (90%)
Puts: 5,773 (10%)
Current vs Prior 7-Day Avg -59.00%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 5.93% | 10.08%10.08% | 22.92%
Prior 6.79% | 10.67%10.67% | 23.18%
Current vs Prior -12.67% | -5.62%-5.62% | -1.14%
Prior 7-Day Avg 7.05% | 10.66%12.47% | 24.10%
Current vs 7-Day Avg -15.95% | -5.44%-19.19% | -4.93%
Prior 7-Day Eod 6.79% | 10.67%10.67% | 23.18%
Current vs 7-Day Eod -12.67% | -5.62%-5.62% | -1.14%
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 45.58% | 44.23%
Calls: 41.97% | 66.08%
Puts: 49.18% | 22.39%
Current vs 7-Day Avg -7.91% | -3.38%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($85.8K). Below-average activity with volume down 54% vs prior. Slightly bearish P/C ratio of 1.19. Call-heavy open interest (18,429 calls vs 4,593 puts) suggests bullish 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 NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 6.9%, best 6.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Oct 94.204.50$4.356.9%10.89--
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. 11 found (avg delta 0.73, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Oct 94.204.50$4.356.9%10.89--
$23.00Oct 91.803.40$2.6061.5%10.8730
$23.50Oct 91.552.90$2.2360.5%50.858
$25.00Oct 161.101.65$1.3839.9%360.58567
$25.50Oct 160.851.35$1.1045.5%40.51--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Oct 93.004.00$3.5028.6%10.93--
$30.00Oct 93.505.00$4.2535.3%10.93--
$30.00Nov 135.306.40$5.8518.8%30.69--
$26.50Oct 161.652.10$1.8823.9%20.64--
$26.00Oct 161.351.65$1.5020.0%20.567

Most actively traded options today. High liquidity = easy entry/exit. 45 active (total vol 396, top 80)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Oct 161.101.65$1.3839.9%360.58567
$26.00Oct 160.751.15$0.9542.1%250.45--
$26.00Oct 90.250.45$0.3557.1%100.3426
$27.00Oct 90.000.20$0.10200.0%100.14135
$30.00Nov 200.951.45$1.2041.7%90.32105
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Oct 160.400.70$0.5554.5%800.29130
$23.00Oct 300.500.90$0.7057.1%750.25--
$24.00Oct 90.000.60$0.30200.0%160.2465
$24.50Oct 90.050.45$0.25160.0%160.2738
$21.00Oct 300.200.50$0.3585.7%130.1411

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 27.4%, max 55.8%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.50Oct 9Oct 16106.9%83.7%27.8%2188
$26.00Oct 9Oct 1685.3%76.6%11.3%3526
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Oct 9Oct 23110.9%71.2%55.8%26237
$25.50Oct 9Oct 2390.0%72.5%24.2%823
$23.00Oct 16Oct 3078.5%66.6%17.8%7770

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 2.33, avg 3.01)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.50$26.00Oct 16$0.15$0.35$0.1551%2.33$25.65
$27.50$28.50Oct 16$0.17$0.83$0.1730%4.88$27.67
$25.00$25.50Oct 16$0.28$0.22$0.2858%0.79$25.28
$28.50$29.00Oct 16$0.10$0.40$0.1022%4.00$28.60
$25.50$26.00Oct 9$0.22$0.28$0.2247%1.27$25.72
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$24.00Oct 16$0.28$0.72$0.2842%2.57$24.72
$22.00$21.00Oct 30$0.10$0.90$0.1018%9.00$21.90
$23.00$21.00Oct 23$0.25$1.75$0.2523%7.00$22.75
$24.00$23.50Oct 16$0.12$0.38$0.1229%3.17$23.88
$25.00$24.50Oct 9$0.18$0.32$0.1840%1.78$24.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 1.50, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$26.00$26.50Oct 16$0.30$0.30$0.2055%1.50$26.30
$29.00$30.00Oct 16$0.17$0.17$0.8382%0.20$29.17
$26.00$27.00Oct 9$0.25$0.25$0.7566%0.33$26.25
$25.50$26.00Oct 9$0.22$0.22$0.2853%0.79$25.72
$28.50$29.00Oct 16$0.10$0.10$0.4078%0.25$28.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.00$23.00Oct 23$0.35$0.35$0.6567%0.54$23.65
$24.00$23.50Oct 9$0.15$0.15$0.3576%0.43$23.85
$23.00$22.50Oct 16$0.13$0.13$0.3781%0.35$22.87
$23.00$22.00Oct 30$0.25$0.25$0.7575%0.33$22.75
$25.00$24.50Oct 9$0.18$0.18$0.3260%0.56$24.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.58, cheapest $0.53)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.50Oct 9Oct 16$0.5390.0%72.5%
$26.00Oct 9Oct 16$0.6085.3%76.6%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.50Oct 9Oct 23$0.8090.0%72.5%
$25.00Oct 9Oct 16$0.4078.4%64.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 5.22% of stock, avg 8.61%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.50Oct 9$0.57$0.75$1.32$24.18$26.825.22%
$25.00Oct 16$1.38$0.83$2.21$22.79$27.218.73%
$23.50Oct 9$2.23$0.15$2.38$21.12$25.889.40%
$26.00Oct 16$0.95$1.50$2.45$23.55$28.459.68%
$26.50Oct 16$0.65$1.88$2.53$23.97$29.0310.00%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 58 found (cheapest 0.99% of stock, avg 3.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$27.00$23.50Oct 9$0.10$0.15$0.25$23.25$27.25
$28.00$23.50Oct 9$0.10$0.15$0.25$23.25$28.25
$27.50$23.50Oct 9$0.15$0.15$0.30$23.20$27.80
$28.00$21.00Oct 9$0.10$0.25$0.35$20.65$28.35
$27.00$21.00Oct 9$0.10$0.25$0.35$20.65$27.35
$27.00$24.50Oct 9$0.10$0.25$0.35$24.15$27.35
$27.50$21.00Oct 9$0.15$0.25$0.40$20.60$27.90
$28.00$24.50Oct 9$0.10$0.25$0.35$24.15$28.35
$27.00$24.00Oct 9$0.10$0.30$0.40$23.60$27.40
$27.50$24.50Oct 9$0.15$0.25$0.40$24.10$27.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 7 found (best R:R 0.85, avg credit $0.29)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
22/2328/29Oct 16$0.23$0.2759%0.85$22.77$28.73
24/2428/29Oct 16$0.22$0.2849%0.79$23.78$28.72
22/2329/30Oct 16$0.30$0.7063%0.43$22.70$29.30
24/2429/30Oct 16$0.29$0.7153%0.41$23.71$29.29
24/2426/27Oct 9$0.40$0.6042%0.67$23.60$26.40
22/2328/28Oct 16$0.30$0.7051%0.43$22.70$27.80
24/2428/28Oct 16$0.29$0.7142%0.41$23.71$27.79

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 2.57, cheapest $0.13)

CALLS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$25.00$25.50$26.00Oct 16$0.13$0.3714%2.85
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$24.50$25.00$25.50Oct 9$0.14$0.3626%2.57
$21.00$22.00$23.00Oct 30$0.15$0.8512%5.67
$24.00$24.50$25.00Oct 9$0.23$0.2716%1.17
$24.00$25.00$26.00Oct 16$0.39$0.6127%1.56

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 $-0.85, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.00$23.001:2Oct 9-$0.85$1.15
$25.50$26.001:2Oct 9-$0.13$0.37
$28.00$29.001:2Oct 9$0.00$1.00
$27.50$28.001:2Oct 9-$0.05$0.45
$27.50$28.501:2Oct 16-$0.23$0.77
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.50$24.001:2Oct 23-$0.21$1.29
$26.00$25.001:2Oct 16-$0.16$0.84
$23.00$21.001:2Oct 23-$0.03$1.97
$25.50$25.001:2Oct 9-$0.11$0.39
$25.00$24.501:2Oct 9-$0.07$0.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 3.75%, avg 2.02%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Nov 20$0.950.3218.5%3.75%22.28%9105
$29.00Nov 13$1.150.3514.6%4.54%19.12%2--
$28.00Oct 30$0.600.3210.6%2.37%13.00%1--
$26.00Oct 16$0.750.452.7%2.96%5.69%25--
$30.00Oct 23$0.200.1818.5%0.79%19.32%1101
$27.50Oct 16$0.350.298.7%1.38%10.04%1--
$25.50Oct 16$0.850.510.8%3.36%4.11%4--
$28.50Oct 16$0.200.2212.6%0.79%13.39%543
$26.50Oct 16$0.400.374.7%1.58%6.28%4--
$29.00Oct 16$0.100.1814.6%0.40%14.97%1144

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 279
Total Puts 332
Put/Call Ratio 1.19
Net Difference -53

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 32,058
Total Puts 7,399
Average Put/Call Ratio 0.72
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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