Tour v528
WRBY
WARBY PARKER INC A
$27.32 +10.79%
◀ 9/29 15:01 ▶

Option Volume

Detail
ℹ
Current (09/29 3:00pm) 6,786
Calls: 1,956 (29%)
Puts: 4,830 (71%)
Prior --
Calls: 4,362 (32%)
Puts: 9,143 (68%)
Current vs Prior +0.00%
Calls: -55.16% (Calls)
Puts: -47.17% (Puts)
Prior 7-Day Total 74,984
Calls: 45,418 (61%)
Puts: 29,566 (39%)
Prior 7-Day Average 10,712
Calls: 6,488 (61%)
Puts: 4,223 (39%)
Current vs Prior 7-Day Avg -36.65%
Calls: -69.85%
Puts: +14.35%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/29 3:00pm) $1.64M
Calls: $614.3K (37%)
Puts: $1.03M (63%)
Prior --
Calls: $441.3K (34%)
Puts: $861.0K (66%)
Current vs Prior +0.00%
Calls: +39.20%
Puts: +19.31%
Prior 7-Day Total $13.69M
Calls: $10.10M (74%)
Puts: $3.59M (26%)
Prior 7-Day Average $1.96M
Calls: $1.44M (74%)
Puts: $512.6K (26%)
Current vs Prior 7-Day Avg -16.06%
Calls: -57.43%
Puts: +100.40%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/29 3:00pm) 2.47
Prior 1.00
Current vs Prior +146.93%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg +137.74%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/29 3:00pm) 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: 423,848 (64%)
Puts: 235,400 (36%)
Prior 7-Day Average 94,178
Calls: 60,549 (64%)
Puts: 33,628 (36%)
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 7.32% | 11.35%14.02% | 24.96%
Prior 4.11% | 9.33%14.69% | 24.17%
Current vs Prior +78.07% | +21.67%-4.59% | +3.27%
Prior 7-Day Avg 10.31% | 12.57%15.14% | 22.41%
Current vs 7-Day Avg -29.00% | -9.76%-7.43% | +11.40%
Prior 7-Day Eod 4.11% | 9.33%13.99% | 23.72%
Current vs 7-Day Eod +78.07% | +21.67%+0.21% | +5.23%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 20.05% | 16.04%
Calls: 19.05% | 18.75%
Puts: 21.05% | 13.33%
Prior 67.22% | 53.20%
Calls: 54.88% | 54.55%
Puts: 79.55% | 51.85%
Current vs Prior -70.17% | -69.85%
Prior 7-Day Avg 52.82% | 27.21%
Calls: 49.84% | 26.71%
Puts: 55.81% | 27.70%
Current vs 7-Day Avg -62.04% | -41.05%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 63% put dollar volume ($1.03M). Extreme bearish P/C ratio of 2.47 - heavy put buying. P/C ratio rising 147% - 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 BEARISH
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
15:00BEARISHBEARISHBEARISH
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 5 of results (avg 8.8%, best 7.6%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Oct 21.651.80$1.738.7%250.7592
$27.50Oct 161.651.80$1.738.7%--0.5262
$25.00Oct 163.003.30$3.159.5%2940.73621
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Oct 21.902.05$1.987.6%140.74--
$30.00Oct 93.003.30$3.159.5%--0.7410

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.86, cheapest $0.83)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Oct 20.750.90$0.8318.1%980.5048
$30.00Oct 160.851.00$0.9316.1%310.33854
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Oct 90.750.90$0.8318.1%20.3315

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 36 found (avg delta 0.71, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Oct 24.905.70$5.3015.1%90.9820
$23.00Oct 23.804.80$4.3023.3%70.988
$24.00Oct 23.003.80$3.4023.5%50.9551
$23.50Oct 23.304.60$3.9532.9%10.9331
$22.00Oct 94.706.10$5.4025.9%--0.9322
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Oct 164.104.60$4.3511.5%70.74--
$29.00Oct 21.902.05$1.987.6%140.74--
$30.00Oct 93.003.30$3.159.5%--0.7410
$28.50Oct 21.501.70$1.6012.5%--0.6810
$31.00Nov 64.805.60$5.2015.4%40.63--

Most actively traded options today. High liquidity = easy entry/exit. 78 active (total vol 2.4K, top 505)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Oct 163.003.30$3.159.5%2940.73621
$30.00Oct 20.100.20$0.1566.7%1670.1443
$29.00Oct 20.300.40$0.3528.6%1340.2649
$27.50Oct 20.750.90$0.8318.1%980.5048
$32.00Nov 60.951.65$1.3053.8%880.32--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Oct 300.450.70$0.5743.9%5050.15503
$27.00Oct 91.151.35$1.2516.0%2500.4456
$26.50Oct 161.301.55$1.4317.5%1410.405
$28.00Nov 62.903.60$3.2521.5%910.49--
$29.00Nov 63.504.20$3.8518.2%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. 12 strikes (avg 12.9%, max 23.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.00Oct 2Oct 1691.9%74.2%23.8%15992
$26.00Oct 2Oct 1690.0%77.3%16.3%25110
$27.00Oct 2Nov 691.5%80.5%13.6%4575
$27.50Oct 2Oct 1687.8%77.3%13.6%98110
$28.50Oct 2Oct 1688.1%77.6%13.5%2265
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.00Oct 2Nov 691.5%80.5%13.6%1513
$27.50Oct 2Oct 1687.8%77.3%13.6%1021
$28.50Oct 2Oct 1688.1%77.6%13.5%110
$25.50Oct 2Oct 1689.1%79.6%12.0%3537
$26.50Oct 9Oct 1679.4%77.6%2.3%14348

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 58 found (best R:R 0.54, avg 1.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$23.00$27.00Oct 23$2.60$1.40$2.6083%0.54$25.60
$28.00$30.00Nov 6$0.67$1.33$0.6751%1.99$28.67
$23.50$25.00Oct 16$1.00$0.50$1.0083%0.50$24.50
$29.00$30.00Oct 16$0.15$0.85$0.1538%5.67$29.15
$25.00$27.00Oct 9$1.23$0.77$1.2377%0.63$26.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$27.50$27.00Oct 2$0.22$0.28$0.2251%1.27$27.28
$27.00$26.50Oct 9$0.20$0.30$0.2044%1.50$26.80
$27.50$27.00Oct 16$0.23$0.27$0.2348%1.17$27.27
$24.50$24.00Oct 16$0.11$0.39$0.1123%3.55$24.39
$27.00$26.50Oct 16$0.22$0.28$0.2244%1.27$26.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 36 found (best R:R 0.46, avg 0.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$28.50$29.00Oct 16$0.25$0.25$0.2557%1.00$28.75
$29.00$30.00Oct 2$0.20$0.20$0.8074%0.25$29.20
$30.00$31.00Oct 16$0.28$0.28$0.7268%0.39$30.28
$28.00$28.50Oct 2$0.18$0.18$0.3259%0.56$28.18
$27.50$28.00Oct 16$0.23$0.23$0.2748%0.85$27.73
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$22.00Nov 6$0.95$0.95$2.0568%0.46$24.05
$27.00$24.00Oct 23$1.12$1.12$1.8856%0.60$25.88
$27.00$26.00Nov 6$0.53$0.53$0.4757%1.13$26.47
$25.50$24.50Oct 9$0.30$0.30$0.7073%0.43$25.20
$26.00$25.00Nov 6$0.44$0.44$0.5662%0.79$25.56

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $0.76, cheapest $0.52)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Oct 2Oct 9$0.5591.5%77.6%
$28.50Oct 2Oct 16$0.8888.1%77.6%
$28.00Oct 2Oct 9$0.5088.8%79.3%
$27.50Oct 2Oct 9$0.5087.8%78.6%
$26.50Oct 2Oct 16$0.8486.2%77.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Oct 2Oct 9$0.5291.5%77.6%
$28.50Oct 2Oct 16$0.8888.1%77.6%
$27.50Oct 2Oct 9$0.5587.8%78.6%
$28.00Oct 2Nov 6$2.0088.8%82.5%
$26.50Oct 9Oct 16$0.3879.4%77.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 6.52% of stock, avg 12.21%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.00Oct 2$1.05$0.73$1.78$25.22$28.786.52%
$27.50Oct 2$0.83$0.95$1.78$25.72$29.286.52%
$28.00Oct 2$0.63$1.25$1.88$26.12$29.886.88%
$28.50Oct 2$0.45$1.60$2.05$26.45$30.557.50%
$26.00Oct 2$1.73$0.38$2.11$23.89$28.117.72%
$25.50Oct 2$2.00$0.22$2.22$23.28$27.728.13%
$29.00Oct 2$0.35$1.98$2.33$26.67$31.338.53%
$25.00Oct 2$2.40$0.15$2.55$22.45$27.559.33%
$27.50Oct 9$1.33$1.50$2.83$24.67$30.3310.36%
$27.00Oct 9$1.60$1.25$2.85$24.15$29.8510.43%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 94 found (cheapest 0.92% of stock, avg 7.47%)

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$0.22$0.37$25.13$30.37
$29.00$24.50Oct 2$0.35$0.10$0.45$24.05$29.45
$29.00$25.00Oct 2$0.35$0.15$0.50$24.50$29.50
$30.00$26.00Oct 2$0.15$0.38$0.53$25.47$30.53
$29.00$25.50Oct 2$0.35$0.22$0.57$24.93$29.57
$28.50$24.50Oct 2$0.45$0.10$0.55$23.95$29.05
$29.00$26.00Oct 2$0.35$0.38$0.73$25.27$29.73
$28.50$25.00Oct 2$0.45$0.15$0.60$24.40$29.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 1.08, avg credit $0.43)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
26/2628/29Oct 2$0.26$0.2442%1.08$25.74$28.76
24/2629/30Oct 9$0.53$0.4738%1.13$24.97$29.53
24/2430/31Oct 16$0.42$0.5847%0.72$23.58$30.42
24/2429/30Oct 9$0.38$0.6248%0.61$24.12$29.38
25/2630/31Oct 16$0.50$0.5036%1.00$25.00$30.50
26/2629/30Oct 2$0.36$0.6449%0.56$25.64$29.36
24/2430/31Oct 16$0.39$0.6145%0.64$24.11$30.39
24/2530/31Oct 16$0.43$0.5740%0.75$24.57$30.43
26/2629/30Oct 9$0.43$0.5732%0.75$25.57$29.43
24/2430/32Oct 9$0.42$1.5856%0.27$24.08$30.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$28.00$29.00$30.00Oct 9$0.12$0.8819%7.33
$29.00$30.00$31.00Oct 2$0.13$0.8719%6.69
$26.50$27.00$27.50Oct 16$0.05$0.459%9.00
$27.50$28.00$28.50Oct 16$0.06$0.448%7.33
$28.00$28.50$29.00Oct 2$0.08$0.4215%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$27.00$28.00$29.00Nov 6$0.05$0.9510%19.00
$22.00$23.00$24.00Oct 23$0.08$0.9210%11.50
$27.00$27.50$28.00Oct 2$0.08$0.4218%5.25
$25.00$26.00$27.00Nov 6$0.09$0.9111%10.11
$23.00$23.50$24.00Oct 16$0.06$0.446%7.33

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 $-0.61, 28 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$27.001:2Oct 9-$0.37$1.63
$23.00$25.001:2Oct 9-$1.06$0.94
$28.00$30.001:2Oct 23-$0.37$1.63
$30.00$32.001:2Oct 9-$0.01$1.99
$29.00$30.001:2Oct 9-$0.32$0.68
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$31.00$28.501:2Oct 16-$0.61$1.89
$26.00$25.501:2Oct 2-$0.06$0.44
$23.00$22.001:2Oct 9-$0.05$0.95
$25.00$24.501:2Oct 2-$0.05$0.45
$25.50$25.001:2Oct 2-$0.08$0.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 5.49%, avg 3.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Nov 6$1.500.419.8%5.49%15.30%41
$31.00Nov 6$1.250.3613.5%4.58%18.05%20--
$28.00Nov 6$2.150.512.5%7.87%10.36%24
$32.00Nov 6$0.950.3217.1%3.48%20.61%88--
$30.00Oct 30$1.200.379.8%4.39%14.20%--33
$28.00Oct 23$1.550.482.5%5.67%8.16%324
$30.00Oct 23$0.900.349.8%3.29%13.10%--101
$28.50Oct 16$1.250.434.3%4.58%8.89%15
$27.50Oct 16$1.650.520.7%6.04%6.70%--62
$30.00Oct 16$0.850.339.8%3.11%12.92%31854

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 1,956
Total Puts 4,830
Put/Call Ratio 2.47
Net Difference -2,874

Prior's Put/Call Breakdown

Total Calls 4,362
Total Puts 9,143
Put/Call Ratio 1.00
Net Difference -4,781

Prior 7-Day Put/Call Summary

Total Calls 45,418
Total Puts 29,566
Average Put/Call Ratio 1.04
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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