Tour v528
WRBY
WARBY PARKER INC A
$27.24 +10.46%
◀ 9/29 14:01 ▶

Option Volume

Detail
ℹ
Current (09/29 2:00pm) 6,359
Calls: 1,775 (28%)
Puts: 4,584 (72%)
Prior --
Calls: 567 (57%)
Puts: 430 (43%)
Current vs Prior +0.00%
Calls: +213.05% (Calls)
Puts: +966.05% (Puts)
Prior 7-Day Total 62,781
Calls: 34,170 (54%)
Puts: 28,611 (46%)
Prior 7-Day Average 8,968
Calls: 4,881 (54%)
Puts: 4,087 (46%)
Current vs Prior 7-Day Avg -29.10%
Calls: -63.64%
Puts: +12.15%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/29 2:00pm) $1.54M
Calls: $557.5K (36%)
Puts: $977.9K (64%)
Prior --
Calls: $72.5K (79%)
Puts: $19.2K (21%)
Current vs Prior +0.00%
Calls: +668.95%
Puts: +4986.64%
Prior 7-Day Total $10.53M
Calls: $7.26M (69%)
Puts: $3.28M (31%)
Prior 7-Day Average $1.50M
Calls: $1.04M (69%)
Puts: $467.9K (31%)
Current vs Prior 7-Day Avg +2.04%
Calls: -46.23%
Puts: +108.99%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/29 2:00pm) 2.58
Prior 1.00
Current vs Prior +158.25%
Prior 7-Day Average 1.13
Current vs Prior 7-Day Avg +128.44%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/29 2:00pm) 85,894
Calls: 73,420 (85%)
Puts: 12,474 (15%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 659,248
Calls: 373,147 (62%)
Puts: 226,714 (38%)
Prior 7-Day Average 94,178
Calls: 53,306 (62%)
Puts: 32,387 (38%)
Current vs Prior 7-Day Avg -8.80%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 7.27% | 11.23%14.06% | 24.23%
Prior 6.70% | 10.18%13.16% | 19.27%
Current vs Prior +8.57% | +10.37%+6.86% | +25.72%
Prior 7-Day Avg 11.66% | 13.45%15.14% | 22.41%
Current vs 7-Day Avg -37.65% | -16.45%-7.16% | +8.12%
Prior 7-Day Eod 6.70% | 10.18%13.99% | 23.72%
Current vs 7-Day Eod +8.57% | +10.37%+0.50% | +2.14%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 22.76% | 16.36%
Calls: 25.51% | 16.89%
Puts: 20.00% | 15.82%
Prior 67.22% | 21.06%
Calls: 54.88% | 18.12%
Puts: 79.55% | 24.00%
Current vs Prior -66.14% | -22.32%
Prior 7-Day Avg 50.43% | 22.88%
Calls: 49.00% | 22.07%
Puts: 51.85% | 23.68%
Current vs 7-Day Avg -54.86% | -28.50%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 64% put dollar volume ($977.9K). Extreme bearish P/C ratio of 2.58 - heavy put buying. P/C ratio rising 158% - increased hedging/bearish positioning. Call-heavy open interest (73,420 calls vs 12,474 puts) suggests bullish positioning.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
16:00BULLISHBULLISHBULLISH
14:00BEARISHBEARISHBEARISH

📈 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 8.1%, best 8.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Oct 162.953.20$3.088.1%2640.72621
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.80, cheapest $0.55)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Oct 160.800.95$0.8817.0%310.31854
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Oct 160.500.60$0.5518.2%60.202
$25.50Oct 160.901.05$0.9815.3%310.3226

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 34 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Oct 24.005.00$4.5022.2%51.008
$23.50Oct 23.304.60$3.9532.9%10.9431
$22.00Oct 24.905.70$5.3015.1%70.9420
$24.00Oct 23.003.90$3.4526.1%20.9351
$22.00Oct 94.706.10$5.4025.9%--0.9222
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Oct 21.952.25$2.1014.3%140.76--
$30.00Oct 93.103.80$3.4520.3%--0.7510
$28.50Oct 21.601.80$1.7011.8%--0.6910
$31.00Nov 64.705.70$5.2019.2%40.64--
$28.00Oct 21.251.45$1.3514.8%40.621

Most actively traded options today. High liquidity = easy entry/exit. 75 active (total vol 2.3K, top 505)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Oct 162.953.20$3.088.1%2640.72621
$30.00Oct 20.100.20$0.1566.7%1670.1343
$29.00Oct 20.250.35$0.3033.3%1330.2349
$27.50Oct 20.650.85$0.7526.7%960.4648
$32.00Nov 60.901.60$1.2556.0%880.31--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Oct 300.450.70$0.5743.9%5050.15503
$27.00Oct 91.151.35$1.2516.0%2000.4556
$26.50Oct 161.301.60$1.4520.7%1400.415
$28.00Nov 62.903.70$3.3024.2%910.49--
$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. 13 strikes (avg 13.3%, max 24.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$28.50Oct 2Oct 1692.6%77.9%19.0%2265
$29.00Oct 2Oct 1692.0%79.7%15.4%15892
$26.00Oct 2Oct 1685.2%74.0%15.2%25110
$27.50Oct 2Oct 1690.4%79.2%14.1%96110
$26.50Oct 2Oct 1685.4%75.0%13.9%141.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.50Oct 2Oct 1690.9%72.9%24.7%3237
$28.50Oct 2Oct 1690.9%77.9%16.8%110
$27.50Oct 2Oct 1688.1%79.2%11.2%1021
$27.00Oct 2Nov 685.8%79.9%7.5%1513
$26.50Oct 9Oct 1678.4%75.0%4.5%14248

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 52 found (best R:R 2.26, avg 2.04)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$28.00$31.00Nov 6$0.92$2.08$0.9251%2.26$28.92
$23.00$27.00Oct 23$2.67$1.33$2.6783%0.50$25.67
$28.00$30.00Oct 23$0.62$1.38$0.6247%2.23$28.62
$25.00$27.00Oct 9$1.22$0.78$1.2276%0.64$26.22
$30.00$32.00Oct 9$0.20$1.80$0.2025%9.00$30.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$31.00$30.00Nov 6$0.55$0.45$0.5564%0.82$30.45
$27.00$26.50Oct 9$0.17$0.33$0.1745%1.94$26.83
$25.50$24.50Oct 9$0.18$0.82$0.1828%4.56$25.32
$27.50$27.00Oct 16$0.22$0.28$0.2250%1.27$27.28
$25.50$25.00Oct 16$0.13$0.37$0.1332%2.85$25.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 34 found (best R:R 0.65, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$27.50$28.00Oct 9$0.25$0.25$0.2551%1.00$27.75
$28.00$28.50Oct 16$0.23$0.23$0.2754%0.85$28.23
$28.50$29.00Oct 2$0.13$0.13$0.3770%0.35$28.63
$31.00$32.00Nov 6$0.33$0.33$0.6764%0.49$31.33
$29.00$30.00Oct 2$0.15$0.15$0.8577%0.18$29.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$27.00$24.00Oct 23$1.18$1.18$1.8255%0.65$25.82
$24.50$23.50Oct 9$0.27$0.27$0.7380%0.37$24.23
$27.00$26.00Nov 6$0.53$0.53$0.4756%1.13$26.47
$26.50$25.50Oct 16$0.47$0.47$0.5359%0.89$26.03
$26.00$25.50Oct 9$0.25$0.25$0.2566%1.00$25.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $0.74, cheapest $0.82)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.50Oct 2Oct 16$0.8292.6%77.9%
$28.00Oct 2Oct 9$0.4892.2%77.4%
$27.00Oct 2Oct 9$0.5086.1%74.9%
$27.50Oct 2Oct 9$0.5590.4%79.8%
$26.50Oct 2Oct 16$0.8685.4%75.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.50Oct 2Oct 16$0.8090.9%77.9%
$27.00Oct 2Oct 9$0.5085.8%74.9%
$28.00Oct 2Nov 6$1.9590.2%81.8%
$27.50Oct 2Oct 9$0.5888.1%79.8%
$26.50Oct 9Oct 16$0.3778.4%75.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 6.35% of stock, avg 11.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.00Oct 2$0.98$0.75$1.73$25.27$28.736.35%
$27.50Oct 2$0.75$1.00$1.75$25.75$29.256.42%
$28.00Oct 2$0.57$1.35$1.92$26.08$29.927.05%
$26.00Oct 2$1.63$0.38$2.01$23.99$28.017.38%
$28.50Oct 2$0.43$1.70$2.13$26.37$30.637.82%
$25.50Oct 2$1.95$0.28$2.23$23.27$27.738.19%
$29.00Oct 2$0.30$2.10$2.40$26.60$31.408.81%
$25.00Oct 2$2.30$0.15$2.45$22.55$27.458.99%
$27.00Oct 9$1.48$1.25$2.73$24.27$29.7310.02%
$27.50Oct 9$1.30$1.58$2.88$24.62$30.3810.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 92 found (cheapest 0.92% of stock, avg 6.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.00$24.50Oct 2$0.15$0.10$0.25$24.25$30.25
$30.00$25.00Oct 2$0.15$0.15$0.30$24.70$30.30
$30.00$25.50Oct 2$0.15$0.28$0.43$25.07$30.43
$29.00$24.50Oct 2$0.30$0.10$0.40$24.10$29.40
$29.00$25.00Oct 2$0.30$0.15$0.45$24.55$29.45
$29.00$25.50Oct 2$0.30$0.28$0.58$24.92$29.58
$30.00$26.00Oct 2$0.15$0.38$0.53$25.47$30.53
$28.50$24.50Oct 2$0.43$0.10$0.53$23.97$29.03
$28.50$25.00Oct 2$0.43$0.15$0.58$24.42$29.08
$29.00$26.00Oct 2$0.30$0.38$0.68$25.32$29.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 1.08, avg credit $0.40)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
25/2628/29Oct 2$0.26$0.2449%1.08$25.24$28.76
24/2429/30Oct 9$0.50$0.5046%1.00$24.00$29.50
24/2430/31Oct 16$0.37$0.6349%0.59$23.63$30.37
25/2629/30Oct 2$0.28$0.7256%0.39$25.22$29.28
24/2430/31Oct 16$0.38$0.6245%0.61$24.12$30.38
24/2530/31Oct 16$0.42$0.5841%0.72$24.58$30.42
26/2629/30Oct 9$0.48$0.5233%0.92$25.52$29.48
24/2629/30Oct 9$0.41$0.5939%0.69$25.09$29.41
25/2630/31Oct 16$0.38$0.6237%0.61$25.12$30.38
24/2430/32Oct 9$0.47$1.5355%0.31$24.03$30.47

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 10.11, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$28.00$29.00$30.00Oct 9$0.09$0.9119%10.11
$29.00$30.00$31.00Oct 2$0.08$0.9216%11.50
$26.50$27.00$27.50Oct 2$0.06$0.4418%7.33
$26.00$26.50$27.00Oct 2$0.07$0.4318%6.14
$28.00$28.50$29.00Oct 16$0.11$0.398%3.55
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$28.00$28.50$29.00Oct 2$0.05$0.4515%9.00
$26.00$27.00$28.00Nov 6$0.07$0.9311%13.29
$22.00$23.00$24.00Oct 23$0.07$0.9310%13.29
$23.50$24.00$24.50Oct 2$0.05$0.455%9.00
$24.50$25.00$25.50Oct 2$0.08$0.4211%5.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 33 found (best net $-0.26, 29 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$27.001:2Oct 9-$0.26$1.74
$23.00$25.001:2Oct 9-$0.80$1.20
$28.00$31.001:2Nov 6-$0.66$2.34
$28.00$30.001:2Oct 23-$0.43$1.57
$30.00$32.001:2Oct 9-$0.10$1.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$24.501:2Oct 2-$0.05$0.45
$24.00$23.501:2Oct 2-$0.05$0.45
$23.00$22.001:2Oct 2-$0.07$0.93
$25.50$24.501:2Oct 9-$0.27$0.73
$26.00$25.501:2Oct 2-$0.18$0.32

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 4.59%, avg 3.20%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$31.00Nov 6$1.250.3613.8%4.59%18.39%20--
$28.00Nov 6$2.150.512.8%7.89%10.68%24
$32.00Nov 6$0.900.3117.5%3.30%20.78%88--
$30.00Oct 30$1.100.3610.1%4.04%14.17%--33
$28.00Oct 23$1.450.472.8%5.32%8.11%324
$30.00Oct 23$0.850.3310.1%3.12%13.25%--101
$29.00Oct 16$1.050.386.5%3.85%10.32%2543
$28.00Oct 16$1.350.462.8%4.96%7.75%33
$27.50Oct 16$1.550.500.9%5.69%6.64%--62
$28.50Oct 16$1.150.414.6%4.22%8.85%15

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 1,775
Total Puts 4,584
Put/Call Ratio 2.58
Net Difference -2,809

Prior's Put/Call Breakdown

Total Calls 567
Total Puts 430
Put/Call Ratio 1.00
Net Difference 137

Prior 7-Day Put/Call Summary

Total Calls 34,170
Total Puts 28,611
Average Put/Call Ratio 1.13
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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