Tour v531
WRBY
WARBY PARKER INC A
$23.34 -5.08%
◀ 10/16 03:37

Option Volume

Detail
ℹ
Current (10/17) 3,502
Calls: 776 (22%)
Puts: 2,726 (78%)
Prior (10/14) 1,379
Calls: 830 (60%)
Puts: 549 (40%)
Current vs Prior +153.95%
Calls: -6.51% (Calls)
Puts: +396.54% (Puts)
Prior 7-Day Total 10,293
Calls: 5,895 (57%)
Puts: 4,398 (43%)
Prior 7-Day Average 1,470
Calls: 842 (57%)
Puts: 628 (43%)
Current vs Prior 7-Day Avg +138.16%
Calls: -7.85%
Puts: +333.88%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/17) $985.0K
Calls: $231.2K (23%)
Puts: $753.8K (77%)
Prior (10/14) $315.3K
Calls: $237.0K (75%)
Puts: $78.2K (25%)
Current vs Prior +212.42%
Calls: -2.49%
Puts: +863.58%
Prior 7-Day Total $2.24M
Calls: $1.81M (81%)
Puts: $429.1K (19%)
Prior 7-Day Average $319.9K
Calls: $258.6K (81%)
Puts: $61.3K (19%)
Current vs Prior 7-Day Avg +207.92%
Calls: -10.61%
Puts: +1129.76%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/17) 3.51
Prior (10/14) 0.66
Current vs Prior +431.09%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg +311.57%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/17) 48,305
Calls: 43,715 (90%)
Puts: 4,590 (10%)
Prior (10/14) 66,873
Calls: 59,085 (88%)
Puts: 7,788 (12%)
Current vs Prior -27.77%
Prior 7-Day Total 375,195
Calls: 324,927 (87%)
Puts: 50,268 (13%)
Prior 7-Day Average 53,599
Calls: 46,418 (87%)
Puts: 7,181 (13%)
Current vs Prior 7-Day Avg -9.88%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 9.34% | 12.98%21.98% | 26.26%
Prior 6.62% | 10.71%6.62% | 22.27%
Current vs Prior +41.07% | +21.17%+231.95% | +17.93%
Prior 7-Day Avg 6.65% | 10.44%8.92% | 22.71%
Current vs 7-Day Avg +40.37% | +24.36%+146.40% | +15.67%
Prior 7-Day Eod 6.62% | 10.71%6.62% | 22.27%
Current vs 7-Day Eod +41.07% | +21.17%+231.95% | +17.93%
Sentiment BEARISHBEARISH

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

Strong bearish conviction with 77% of dollar volume in puts ($753.8K) vs calls ($231.2K). Massive premium surge with dollar volume up 212% vs prior. Dollar volume significantly above 7-day average (208% higher). Unusually high activity with volume up 154% vs prior - elevated interest.

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 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 -- 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. 27 found (avg delta 518.31, highest 999.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Oct 164.305.50$4.9024.5%2999.00--
$20.00Oct 163.204.40$3.8031.6%1999.00--
$21.00Oct 161.403.10$2.2575.6%2999.004
$22.50Oct 160.701.65$1.1781.2%3999.0020
$23.00Oct 160.001.70$0.85200.0%3999.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Oct 160.000.25$0.13192.3%22999.00--
$24.00Oct 160.400.85$0.6371.4%28999.0091
$24.50Oct 160.901.20$1.0528.6%2999.00325
$25.00Oct 160.551.75$1.15104.3%1.1K999.00--
$27.00Oct 233.003.90$3.4526.1%100.88--

Most actively traded options today. High liquidity = easy entry/exit. 60 active (total vol 2.6K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Oct 160.000.15$0.08187.5%86999.00554
$25.00Nov 201.802.15$1.9817.7%300.4723
$24.50Oct 230.450.65$0.5536.4%190.351
$24.00Oct 230.500.85$0.6851.5%160.42--
$25.00Oct 230.300.50$0.4050.0%130.287
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Oct 160.551.75$1.15104.3%1.1K999.00--
$25.00Nov 203.203.60$3.4011.8%1.0K0.54--
$25.00Oct 231.702.05$1.8818.6%1030.73--
$24.00Oct 160.400.85$0.6371.4%28999.0091
$23.50Oct 160.000.25$0.13192.3%22999.00--

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 30 found (best R:R 0.54, avg 1.96)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$23.00$24.00Oct 16$0.65$0.35$0.65100%0.54$23.65
$24.50$25.00Oct 16$0.20$0.30$0.20100%1.50$24.70
$25.00$27.50Nov 20$0.73$1.77$0.7347%2.42$25.73
$22.50$23.00Oct 16$0.32$0.18$0.32100%0.56$22.82
$26.00$28.00Nov 6$0.40$1.60$0.4036%4.00$26.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$24.50Oct 30$0.22$0.28$0.2264%1.27$24.78
$23.00$22.00Oct 30$0.27$0.73$0.2742%2.70$22.73
$25.00$24.50Oct 23$0.30$0.20$0.3073%0.67$24.70
$23.50$23.00Oct 23$0.22$0.28$0.2250%1.27$23.28
$24.00$23.50Oct 30$0.25$0.25$0.2553%1.00$23.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 0.69, avg 0.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$26.00Oct 23$0.25$0.25$0.7572%0.33$25.25
$26.50$27.00Oct 30$0.13$0.13$0.3776%0.35$26.63
$23.50$24.00Oct 30$0.27$0.27$0.2346%1.17$23.77
$24.50$25.00Oct 23$0.15$0.15$0.3564%0.43$24.65
$24.00$25.50Oct 30$0.53$0.53$0.9752%0.55$24.53
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$23.00$21.00Nov 6$0.82$0.82$1.1857%0.69$22.18
$22.00$21.00Oct 30$0.38$0.38$0.6269%0.61$21.62
$21.00$20.00Nov 13$0.37$0.37$0.6371%0.59$20.63
$20.00$19.00Nov 27$0.27$0.27$0.7376%0.37$19.73
$22.00$21.00Oct 23$0.20$0.20$0.8074%0.25$21.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $0.37, cheapest $0.37)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Oct 23Oct 30$0.3774.7%75.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 3.56% of stock, avg 9.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$24.00Oct 16$0.20$0.63$0.83$23.17$24.833.56%
$25.00Oct 16$0.08$1.15$1.23$23.77$26.235.27%
$24.50Oct 16$0.28$1.05$1.33$23.17$25.835.70%
$24.00Oct 23$0.68$1.23$1.91$22.09$25.918.18%
$23.00Oct 23$1.23$0.73$1.96$21.04$24.968.40%
$24.50Oct 23$0.55$1.58$2.13$22.37$26.639.13%
$25.00Oct 23$0.40$1.88$2.28$22.72$27.289.77%
$23.00Oct 30$1.63$1.10$2.73$20.27$25.7311.70%
$24.00Oct 30$1.18$1.65$2.83$21.17$26.8312.13%
$23.50Oct 30$1.45$1.40$2.85$20.65$26.3512.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 53 found (cheapest 0.86% of stock, avg 5.79%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$28.00$20.00Oct 23$0.05$0.15$0.20$19.80$28.20
$28.00$21.00Oct 23$0.05$0.20$0.25$20.75$28.25
$26.00$20.00Oct 23$0.15$0.15$0.30$19.70$26.30
$26.00$21.00Oct 23$0.15$0.20$0.35$20.65$26.35
$28.00$22.00Oct 23$0.05$0.40$0.45$21.55$28.45
$26.00$22.00Oct 23$0.15$0.40$0.55$21.45$26.55
$27.00$20.00Oct 30$0.35$0.28$0.63$19.37$27.63
$25.00$20.00Oct 23$0.40$0.15$0.55$19.45$25.55
$25.00$21.00Oct 23$0.40$0.20$0.60$20.40$25.60
$27.00$21.00Oct 30$0.35$0.45$0.80$20.20$27.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 1.04, avg credit $0.43)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
21/2226/27Oct 30$0.51$0.4944%1.04$21.49$27.01
21/2226/26Oct 30$0.55$0.4537%1.22$21.45$26.05
21/2225/26Oct 23$0.45$0.5546%0.82$21.55$25.45
20/2126/27Oct 30$0.30$0.7055%0.43$20.70$26.80
20/2126/26Oct 30$0.34$0.6647%0.52$20.66$25.84

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 6.69, cheapest $0.06)

CALLS (0)
No calls found
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$21.00$22.00$23.00Oct 23$0.13$0.8726%6.69
$23.00$23.50$24.00Oct 23$0.06$0.4417%7.33
$23.50$24.00$24.50Oct 23$0.07$0.4316%6.14
$19.00$20.00$21.00Oct 30$0.09$0.9111%10.11
$20.00$21.00$22.00Oct 23$0.15$0.8516%5.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 32 found (best net $-0.30, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$26.00$28.001:2Oct 16-$0.30$1.70
$21.00$22.501:2Oct 16-$0.09$1.41
$25.00$26.001:2Oct 16-$0.32$0.68
$25.00$27.501:2Nov 20-$0.52$1.98
$24.00$25.501:2Oct 30-$0.12$1.38
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.00$25.001:2Oct 30-$0.70$1.30
$23.00$21.001:2Nov 6-$0.31$1.69
$24.50$24.001:2Oct 16-$0.21$0.29
$23.00$22.001:2Oct 23-$0.07$0.93
$22.00$21.001:2Oct 23$0.00$1.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 7.71%, avg 3.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$25.00Nov 20$1.800.477.1%7.71%14.82%3023
$27.50Nov 20$1.100.3417.8%4.71%22.54%32.4K
$25.00Nov 13$1.450.457.1%6.21%13.32%1--
$26.00Nov 6$0.800.3611.4%3.43%14.82%1739
$28.00Nov 6$0.500.2520.0%2.14%22.11%1--
$24.00Oct 30$1.050.482.8%4.50%7.33%31
$23.50Oct 30$1.250.540.7%5.36%6.04%4--
$25.50Oct 30$0.550.329.2%2.36%11.61%13
$26.50Oct 30$0.350.2413.5%1.50%15.04%1--
$27.00Oct 30$0.250.2015.7%1.07%16.75%2--

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 776
Total Puts 2,726
Put/Call Ratio 3.51
Net Difference -1,950

Prior's Put/Call Breakdown

Total Calls 830
Total Puts 549
Put/Call Ratio 0.66
Net Difference 281

Prior 7-Day Put/Call Summary

Total Calls 5,895
Total Puts 4,398
Average Put/Call Ratio 0.85
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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