Tour v528
WRBY
WARBY PARKER INC A
$27.47 +11.39%
◀ 9/29 16:01 ▶

Option Volume

Detail
ℹ
Current (09/29 4:00pm) 7,418
Calls: 2,548 (34%)
Puts: 4,870 (66%)
Prior (09/24) 13,200
Calls: 11,815 (90%)
Puts: 1,385 (10%)
Current vs Prior -43.80%
Calls: -78.43% (Calls)
Puts: +251.62% (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 -30.75%
Calls: -60.73%
Puts: +15.30%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/29 4:00pm) $1.77M
Calls: $749.1K (42%)
Puts: $1.02M (58%)
Prior (09/24) $3.25M
Calls: $2.92M (90%)
Puts: $332.1K (10%)
Current vs Prior -45.52%
Calls: -74.32%
Puts: +207.43%
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 -9.50%
Calls: -48.10%
Puts: +99.17%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/29 4:00pm) 1.91
Prior (09/24) 0.12
Current vs Prior +1530.47%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg +84.01%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/29 4:00pm) 85,894
Calls: 73,420 (85%)
Puts: 12,474 (15%)
Prior (09/24) 89,749
Calls: 70,551 (79%)
Puts: 19,198 (21%)
Current vs Prior -4.30%
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 7.83% | 10.59%13.87% | 25.30%
Prior 4.11% | 9.33%14.69% | 24.17%
Current vs Prior +90.38% | +13.59%-5.61% | +4.67%
Prior 7-Day Avg 10.31% | 12.57%15.14% | 22.41%
Current vs 7-Day Avg -24.10% | -15.75%-8.42% | +12.90%
Prior 7-Day Eod 4.11% | 9.33%13.99% | 23.72%
Current vs 7-Day Eod +90.38% | +13.59%-0.86% | +6.65%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 41.97% | 42.74%
Calls: 39.82% | 68.00%
Puts: 44.12% | 17.48%
Prior 67.22% | 53.20%
Calls: 54.88% | 54.55%
Puts: 79.55% | 51.85%
Current vs Prior -37.56% | -19.66%
Prior 7-Day Avg 52.82% | 27.21%
Calls: 49.84% | 26.71%
Puts: 55.81% | 27.70%
Current vs 7-Day Avg -20.55% | +57.07%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Below-average activity with volume down 44% vs prior. Extreme bearish P/C ratio of 1.91 - heavy put buying. P/C ratio rising 1530% - 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 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
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
16:00BEARISHBEARISHBEARISH
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 -- 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. 1 found (avg $0.93, cheapest $0.93)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Oct 160.851.00$0.9316.1%310.33854
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 39 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Oct 24.905.70$5.3015.1%91.0020
$23.00Oct 23.804.80$4.3023.3%91.008
$24.00Oct 23.003.90$3.4526.1%50.9351
$22.00Oct 94.706.70$5.7035.1%--0.9322
$24.50Oct 22.153.80$2.9755.6%20.9172
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Oct 21.652.75$2.2050.0%140.79--
$30.00Oct 92.903.90$3.4029.4%--0.7310
$31.00Oct 163.904.60$4.2516.5%70.72--
$28.50Oct 21.402.25$1.8346.4%--0.6410
$31.00Nov 64.805.60$5.2015.4%40.63--

Most actively traded options today. High liquidity = easy entry/exit. 82 active (total vol 2.5K, top 506)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Oct 162.953.40$3.1814.2%2940.73621
$30.00Oct 20.100.30$0.20100.0%1670.1643
$29.00Oct 20.050.40$0.23152.2%1340.2149
$27.50Oct 20.650.95$0.8037.5%980.4848
$32.00Nov 60.851.65$1.2564.0%880.31--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Oct 300.450.80$0.6355.6%5060.16503
$27.00Oct 91.051.30$1.1821.2%2500.4256
$26.50Oct 161.251.60$1.4324.5%1410.395
$28.00Nov 62.903.60$3.2521.5%910.48--
$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. 11 strikes (avg 25.6%, max 42.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$26.00Oct 2Oct 16104.7%73.3%42.9%25110
$28.50Oct 2Oct 16112.4%79.0%42.2%2365
$30.00Oct 2Nov 6100.7%80.1%25.8%17144
$27.50Oct 2Oct 1691.3%77.3%18.2%98110
$26.50Oct 2Oct 1690.5%79.4%14.0%141.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$28.50Oct 2Oct 16112.4%79.0%42.2%110
$25.50Oct 2Oct 16100.6%74.0%36.1%3837
$25.00Oct 2Nov 6105.8%78.8%34.3%2441
$27.50Oct 2Oct 1691.3%77.3%18.2%1521
$26.50Oct 9Oct 1679.5%79.4%0.2%14348

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 49 found (best R:R 0.59, avg 1.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$23.00$27.00Oct 23$2.52$1.48$2.5283%0.59$25.52
$23.50$25.00Oct 16$0.97$0.53$0.9784%0.55$24.47
$24.50$25.00Oct 2$0.29$0.21$0.2991%0.72$24.79
$28.00$30.00Oct 23$0.65$1.35$0.6549%2.08$28.65
$27.00$28.00Nov 6$0.40$0.60$0.4057%1.50$27.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$28.00$27.50Oct 2$0.21$0.29$0.2162%1.38$27.79
$27.50$27.00Oct 16$0.20$0.30$0.2047%1.50$27.30
$27.00$26.50Oct 16$0.20$0.30$0.2043%1.50$26.80
$27.00$26.50Oct 9$0.20$0.30$0.2042%1.50$26.80
$27.50$27.00Oct 9$0.25$0.25$0.2548%1.00$27.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 29 found (best R:R 0.42, avg 0.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$28.00$29.00Oct 9$0.50$0.50$0.5053%1.00$28.50
$27.50$28.00Oct 2$0.30$0.30$0.2052%1.50$27.80
$27.50$28.00Oct 9$0.30$0.30$0.2047%1.50$27.80
$27.50$28.00Oct 16$0.23$0.23$0.2748%0.85$27.73
$31.00$32.00Nov 6$0.30$0.30$0.7064%0.43$31.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$22.00Nov 6$0.88$0.88$2.1269%0.42$24.12
$26.50$25.50Oct 16$0.53$0.53$0.4761%1.13$25.97
$27.00$24.00Oct 23$1.08$1.08$1.9257%0.56$25.92
$23.50$23.00Oct 2$0.20$0.20$0.3088%0.67$23.30
$24.00$23.50Oct 16$0.25$0.25$0.2579%1.00$23.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $0.73, cheapest $0.62)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.50Oct 2Oct 16$0.77112.4%79.0%
$27.50Oct 2Oct 9$0.6591.3%78.4%
$26.50Oct 2Oct 16$0.8390.5%79.4%
$28.00Oct 2Oct 9$0.6581.1%75.8%
$27.00Oct 2Oct 9$0.3573.8%78.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.50Oct 2Oct 16$0.62112.4%79.0%
$27.50Oct 2Oct 9$0.4191.3%78.4%
$26.50Oct 9Oct 16$0.4579.5%79.4%
$28.00Oct 2Nov 6$2.0281.1%81.4%
$27.00Oct 2Oct 9$0.5873.8%78.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 21 found (cheapest 6.30% of stock, avg 12.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.00Oct 2$1.13$0.60$1.73$25.27$28.736.30%
$28.00Oct 2$0.50$1.23$1.73$26.27$29.736.30%
$27.50Oct 2$0.80$1.02$1.82$25.68$29.326.63%
$29.00Oct 2$0.23$2.20$2.43$26.57$31.438.85%
$26.00Oct 2$1.95$0.50$2.45$23.55$28.458.92%
$28.50Oct 2$0.63$1.83$2.46$26.04$30.968.96%
$25.50Oct 2$2.23$0.33$2.56$22.94$28.069.32%
$27.00Oct 9$1.48$1.18$2.66$24.34$29.669.68%
$26.00Oct 9$2.05$0.70$2.75$23.25$28.7510.01%
$27.50Oct 9$1.45$1.43$2.88$24.62$30.3810.48%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 94 found (cheapest 1.38% of stock, avg 7.40%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.00$24.50Oct 2$0.20$0.18$0.38$24.12$30.38
$29.00$24.50Oct 2$0.23$0.18$0.41$24.09$29.41
$30.00$25.00Oct 2$0.20$0.25$0.45$24.55$30.45
$29.00$25.00Oct 2$0.23$0.25$0.48$24.52$29.48
$30.00$25.50Oct 2$0.20$0.33$0.53$24.97$30.53
$29.00$25.50Oct 2$0.23$0.33$0.56$24.94$29.56
$29.00$26.00Oct 2$0.23$0.50$0.73$25.27$29.73
$30.00$26.00Oct 2$0.20$0.50$0.70$25.30$30.70
$28.00$24.50Oct 2$0.50$0.18$0.68$23.82$28.68
$28.00$25.00Oct 2$0.50$0.25$0.75$24.25$28.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 0.75, avg credit $0.42)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2430/31Oct 16$0.43$0.5746%0.75$23.57$30.43
22/2230/31Oct 16$0.28$0.7256%0.39$22.22$30.28
24/2430/32Oct 9$0.45$1.5555%0.29$24.05$30.45
24/2630/32Oct 9$0.50$1.5046%0.33$25.00$30.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$27.50$28.00$28.50Oct 16$0.08$0.428%5.25
$29.00$30.00$31.00Oct 16$0.14$0.8613%6.14
$25.00$25.50$26.00Oct 2$0.17$0.3314%1.94
$24.00$24.50$25.00Oct 2$0.19$0.317%1.63
$25.00$26.00$27.00Oct 9$0.31$0.6918%2.23
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$23.50$24.50$25.50Oct 9$0.05$0.9516%19.00
$26.50$27.00$27.50Oct 9$0.05$0.4511%9.00
$25.00$25.50$26.00Oct 2$0.09$0.4112%4.56
$23.50$24.00$24.50Oct 2$0.11$0.391%3.55
$23.00$23.50$24.00Oct 16$0.20$0.307%1.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 39 found (best net $-0.65, 33 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$28.00$30.001:2Oct 23-$0.48$1.52
$30.00$32.001:2Oct 9-$0.05$1.95
$28.00$29.001:2Oct 9-$0.15$0.85
$27.50$28.001:2Oct 2-$0.20$0.30
$29.00$30.001:2Oct 2-$0.17$0.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$31.00$28.501:2Oct 16-$0.65$1.85
$24.50$23.501:2Oct 9$0.00$1.00
$27.50$27.001:2Oct 2-$0.18$0.32
$25.50$24.501:2Oct 9-$0.15$0.85
$23.00$22.001:2Oct 23-$0.11$0.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 4.37%, avg 3.35%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$31.00Nov 6$1.200.3612.8%4.37%17.22%20--
$30.00Nov 6$1.350.419.2%4.91%14.12%41
$28.00Nov 6$2.100.521.9%7.64%9.57%64
$32.00Nov 6$0.850.3116.5%3.09%19.59%88--
$30.00Oct 30$0.900.379.2%3.28%12.49%--33
$29.00Oct 16$1.100.405.6%4.00%9.57%2543
$30.00Oct 16$0.850.339.2%3.09%12.30%31854
$28.00Oct 23$1.400.491.9%5.10%7.03%324
$28.00Oct 16$1.400.481.9%5.10%7.03%63
$28.50Oct 16$1.200.443.8%4.37%8.12%25

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 2,548
Total Puts 4,870
Put/Call Ratio 1.91
Net Difference -2,322

Prior's Put/Call Breakdown

Total Calls 11,815
Total Puts 1,385
Put/Call Ratio 0.12
Net Difference 10,430

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
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All