Tour v531
WRBY
WARBY PARKER INC A
$24.95 -1.42%
◀ 10/8 18:51 ▶

Option Volume

Detail
ℹ
Current (10/08) 2,080
Calls: 908 (44%)
Puts: 1,172 (56%)
Prior (10/07) 611
Calls: 279 (46%)
Puts: 332 (54%)
Current vs Prior +240.43%
Calls: +225.45% (Calls)
Puts: +253.01% (Puts)
Prior 7-Day Total 40,068
Calls: 32,337 (81%)
Puts: 7,731 (19%)
Prior 7-Day Average 5,724
Calls: 4,619 (81%)
Puts: 1,104 (19%)
Current vs Prior 7-Day Avg -63.66%
Calls: -80.34%
Puts: +6.12%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/08) $292.7K
Calls: $176.7K (60%)
Puts: $116.0K (40%)
Prior (10/07) $126.2K
Calls: $85.8K (68%)
Puts: $40.4K (32%)
Current vs Prior +131.96%
Calls: +106.03%
Puts: +186.99%
Prior 7-Day Total $12.34M
Calls: $11.06M (90%)
Puts: $1.28M (10%)
Prior 7-Day Average $1.76M
Calls: $1.58M (90%)
Puts: $183.1K (10%)
Current vs Prior 7-Day Avg -83.40%
Calls: -88.82%
Puts: -36.63%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/08) 1.29
Prior (10/07) 1.19
Current vs Prior +8.47%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg +71.75%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/08) 27,607
Calls: 20,318 (74%)
Puts: 7,289 (26%)
Prior (10/07) 23,022
Calls: 18,429 (80%)
Puts: 4,593 (20%)
Current vs Prior +19.92%
Prior 7-Day Total 392,209
Calls: 352,475 (90%)
Puts: 39,734 (10%)
Prior 7-Day Average 56,029
Calls: 50,353 (90%)
Puts: 5,676 (10%)
Current vs Prior 7-Day Avg -50.73%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 4.73% | 9.18%9.18% | 22.16%
Prior 5.93% | 10.08%10.08% | 22.92%
Current vs Prior -20.20% | -8.90%-8.90% | -3.28%
Prior 7-Day Avg 6.80% | 10.52%11.91% | 23.99%
Current vs 7-Day Avg -30.42% | -12.79%-22.92% | -7.61%
Prior 7-Day Eod 5.93% | 10.08%10.08% | 22.92%
Current vs 7-Day Eod -20.20% | -8.90%-8.90% | -3.28%
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 41.97% | 42.74%
Calls: 39.82% | 68.00%
Puts: 44.12% | 17.48%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 60% call dollar volume ($176.7K). Massive premium surge with dollar volume up 132% vs prior. Unusually high activity with volume up 240% vs prior - elevated interest. Bearish P/C ratio of 1.29 indicates protective 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 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. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 16 found (avg delta 0.65, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Nov 205.206.20$5.7017.5%50.82--
$22.50Nov 203.904.50$4.2014.3%10.70--
$24.00Oct 161.501.95$1.7326.0%20.68--
$24.00Nov 62.653.20$2.9318.8%20.61--
$24.50Oct 161.101.45$1.2727.6%20.60--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Oct 92.252.75$2.5020.0%250.93--
$26.00Oct 90.901.50$1.2050.0%60.7931
$27.00Oct 162.052.70$2.3827.3%10.75--
$27.00Oct 232.502.90$2.7014.8%10.6810
$25.50Oct 90.601.10$0.8558.8%20.6622

Most actively traded options today. High liquidity = easy entry/exit. 58 active (total vol 1.6K, top 530)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Oct 90.000.10$0.05200.0%1750.07188
$27.50Nov 201.802.00$1.9010.5%1480.43--
$26.00Oct 160.550.80$0.6836.8%330.3848
$26.00Oct 90.050.25$0.15133.3%320.2133
$25.50Oct 90.200.40$0.3066.7%240.339
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Oct 160.951.10$1.0214.7%5300.481.2K
$24.50Oct 160.700.95$0.8330.1%3010.4020
$23.00Oct 300.651.10$0.8851.1%1500.29--
$27.50Oct 92.252.75$2.5020.0%250.93--
$24.00Oct 160.450.70$0.5743.9%130.3376

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 29.8%, max 112.5%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.00Oct 9Oct 16156.0%73.4%112.5%660
$26.00Oct 9Nov 6106.4%87.8%21.3%3334
$25.00Oct 9Nov 694.1%84.3%11.6%1252
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.50Oct 9Oct 16112.4%72.1%55.9%3107
$25.00Oct 9Nov 2094.1%79.1%18.9%82.2K
$24.00Oct 9Nov 692.8%81.2%14.4%779
$24.50Oct 9Oct 1675.6%73.4%2.9%30671
$27.00Oct 16Oct 2373.4%72.9%0.7%210

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 30 found (best R:R 1.17, avg 2.66)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$22.50$27.50Nov 20$2.30$2.70$2.3070%1.17$24.80
$20.00$22.50Nov 20$1.50$1.00$1.5082%0.67$21.50
$25.00$26.00Nov 6$0.39$0.61$0.3955%1.56$25.39
$24.50$25.00Oct 16$0.19$0.31$0.1960%1.63$24.69
$25.00$25.50Oct 9$0.10$0.40$0.1046%4.00$25.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$24.50Oct 16$0.19$0.31$0.1948%1.63$24.81
$27.00$25.50Oct 16$1.00$0.50$1.0075%0.50$26.00
$25.50$25.00Oct 9$0.30$0.20$0.3066%0.67$25.20
$22.00$21.00Oct 23$0.13$0.87$0.1317%6.69$21.87
$22.50$21.00Oct 16$0.14$1.36$0.1415%9.71$22.36

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 19 found (best R:R 0.49, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.50$26.00Oct 9$0.15$0.15$0.3567%0.43$25.65
$26.00$26.50Oct 16$0.18$0.18$0.3262%0.56$26.18
$27.00$27.50Oct 16$0.10$0.10$0.4074%0.25$27.10
$25.00$25.50Oct 16$0.23$0.23$0.2747%0.85$25.23
$25.50$26.00Oct 16$0.17$0.17$0.3355%0.52$25.67
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$22.00$21.00Nov 6$0.33$0.33$0.6774%0.49$21.67
$23.50$22.50Oct 16$0.28$0.28$0.7273%0.39$23.22
$24.00$22.00Nov 6$0.70$0.70$1.3061%0.54$23.30
$24.50$24.00Oct 16$0.26$0.26$0.2460%1.08$24.24
$23.00$22.00Oct 23$0.25$0.25$0.7574%0.33$22.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.67, cheapest $0.53)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.50Oct 9Oct 16$0.55112.4%72.1%
$25.00Oct 9Oct 16$0.6894.1%70.6%
$24.00Oct 16Nov 6$1.2069.9%81.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.50Oct 9Oct 16$0.53112.4%72.1%
$25.00Oct 9Oct 16$0.4794.1%70.6%
$24.50Oct 9Oct 16$0.6075.6%73.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 3.81% of stock, avg 11.05%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.00Oct 9$0.40$0.55$0.95$24.05$25.953.81%
$25.50Oct 9$0.30$0.85$1.15$24.35$26.654.61%
$26.00Oct 9$0.15$1.20$1.35$24.65$27.355.41%
$24.50Oct 16$1.27$0.83$2.10$22.40$26.608.42%
$25.00Oct 16$1.08$1.02$2.10$22.90$27.108.42%
$25.50Oct 16$0.85$1.38$2.23$23.27$27.738.94%
$24.00Oct 16$1.73$0.57$2.30$21.70$26.309.22%
$27.00Oct 16$0.40$2.38$2.78$24.22$29.7811.14%
$24.00Nov 6$2.93$1.78$4.71$19.29$28.7118.88%
$25.00Nov 6$2.42$2.38$4.80$20.20$29.8019.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 63 found (cheapest 0.52% of stock, avg 4.65%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$26.50$23.50Oct 9$0.08$0.05$0.13$23.37$26.63
$27.00$23.50Oct 9$0.15$0.05$0.20$23.30$27.20
$26.00$23.50Oct 9$0.15$0.05$0.20$23.30$26.20
$26.50$21.00Oct 9$0.08$0.15$0.23$20.77$26.73
$26.50$24.00Oct 9$0.08$0.15$0.23$23.77$26.73
$26.00$24.00Oct 9$0.15$0.15$0.30$23.70$26.30
$27.00$21.00Oct 9$0.15$0.15$0.30$20.70$27.30
$27.00$24.00Oct 9$0.15$0.15$0.30$23.70$27.30
$26.00$21.00Oct 9$0.15$0.15$0.30$20.70$26.30
$26.50$24.50Oct 9$0.08$0.23$0.31$24.19$26.81

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 0.61, avg credit $0.32)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
22/2427/28Oct 16$0.38$0.6247%0.61$23.12$27.38
21/2228/29Oct 16$0.26$1.2464%0.21$22.24$27.76
22/2428/29Oct 16$0.40$1.1052%0.36$23.10$27.90
21/2227/28Oct 16$0.24$1.2659%0.19$22.26$27.24

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$25.50$26.00$26.50Oct 9$0.08$0.4222%5.25
$25.00$25.50$26.00Oct 16$0.06$0.4414%7.33
$26.00$26.50$27.00Oct 16$0.08$0.4212%5.25
$24.00$25.00$26.00Nov 6$0.12$0.8813%7.33
$27.00$27.50$28.00Oct 9$0.10$0.409%4.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$25.00$25.50$26.00Oct 9$0.05$0.4525%9.00
$21.00$22.00$23.00Oct 23$0.12$0.8815%7.33
$24.50$25.00$25.50Oct 16$0.17$0.3315%1.94
$24.00$24.50$25.00Oct 9$0.24$0.2632%1.08
$23.50$24.00$24.50Oct 16$0.19$0.3113%1.63

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 $-0.38, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$26.50$28.001:2Oct 23-$0.18$1.32
$27.50$29.001:2Oct 16-$0.06$1.44
$25.00$25.501:2Oct 9-$0.20$0.30
$27.50$28.001:2Oct 9-$0.05$0.45
$27.00$27.501:2Oct 16-$0.20$0.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.00$25.501:2Oct 16-$0.38$1.12
$25.00$22.501:2Nov 20-$0.62$1.88
$24.00$22.001:2Nov 6-$0.38$1.62
$23.00$22.001:2Oct 23-$0.10$0.90
$25.50$25.001:2Oct 9-$0.25$0.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 7.21%, avg 3.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$27.50Nov 20$1.800.4310.2%7.21%17.43%148--
$26.00Nov 6$1.750.484.2%7.01%11.22%11
$29.00Nov 13$0.850.3316.2%3.41%19.64%1--
$25.00Nov 6$2.150.550.2%8.62%8.82%1--
$25.00Oct 30$1.550.530.2%6.21%6.41%1--
$25.50Oct 23$1.100.472.2%4.41%6.61%1--
$26.50Oct 23$0.750.376.2%3.01%9.22%1--
$25.00Oct 23$1.250.530.2%5.01%5.21%15
$28.00Oct 23$0.400.2512.2%1.60%13.83%125
$25.50Oct 16$0.750.452.2%3.01%5.21%1--

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 908
Total Puts 1,172
Put/Call Ratio 1.29
Net Difference -264

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 32,337
Total Puts 7,731
Average Put/Call Ratio 0.75
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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