Tour v346
WRBY
WARBY PARKER INC A
$26.41 -4.28%
$26.52 (+0.42%)🌙
as of 07/17 07:30 PM
7/17 19:30

Option Volume

Detail
Current (07/17) 1,742
Calls: 928 (53%)
Puts: 814 (47%)
Prior (07/16) 3,504
Calls: 926 (26%)
Puts: 2,578 (74%)
Current vs Prior -50.29%
Calls: +0.22% (Calls)
Puts: -68.43% (Puts)
Prior 7-Day Total 33,110
Calls: 10,740 (32%)
Puts: 22,370 (68%)
Prior 7-Day Average 4,730
Calls: 1,534 (32%)
Puts: 3,195 (68%)
Current vs Prior 7-Day Avg -63.17%
Calls: -39.52%
Puts: -74.53%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $336.2K
Calls: $170.3K (51%)
Puts: $165.9K (49%)
Prior (07/16) $371.8K
Calls: $140.7K (38%)
Puts: $231.1K (62%)
Current vs Prior -9.59%
Calls: +21.00%
Puts: -28.21%
Prior 7-Day Total $5.63M
Calls: $2.34M (42%)
Puts: $3.30M (58%)
Prior 7-Day Average $804.9K
Calls: $334.1K (42%)
Puts: $470.9K (58%)
Current vs Prior 7-Day Avg -58.24%
Calls: -49.04%
Puts: -64.76%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.88
Prior (07/16) 2.78
Current vs Prior -68.49%
Prior 7-Day Average 1.76
Current vs Prior 7-Day Avg -50.02%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/17) 42,810
Calls: 39,346 (92%)
Puts: 3,464 (8%)
Prior (07/16) 24,466
Calls: 21,841 (89%)
Puts: 2,625 (11%)
Current vs Prior +74.98%
Prior 7-Day Total 170,937
Calls: 152,018 (89%)
Puts: 18,919 (11%)
Prior 7-Day Average 24,419
Calls: 21,716 (89%)
Puts: 2,702 (11%)
Current vs Prior 7-Day Avg +75.31%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 4.92% | 10.98%4.92% | 23.67%
Prior 5.18% | 11.53%5.18% | 25.92%
Current vs Prior +111.86% | +25.16%-5.03% | -8.68%
Prior 7-Day Avg 7.39% | 11.89%8.60% | 24.91%
Current vs 7-Day Avg +48.58% | +21.31%-42.78% | -5.01%
Prior 7-Day Eod 5.18% | 11.53%5.18% | 25.92%
Current vs 7-Day Eod +111.86% | +25.16%-5.03% | -8.68%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 97.36% | 28.15%
Calls: 89.66% | 26.67%
Puts: 105.07% | 29.63%
Prior 97.36% | 28.15%
Calls: 89.66% | 26.67%
Puts: 105.07% | 29.63%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 97.36% | 28.15%
Calls: 89.66% | 26.67%
Puts: 105.07% | 29.63%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Below-average activity with volume down 50% vs prior. P/C ratio dropping 68% - sentiment shifting bullish. Call-heavy open interest (39,346 calls vs 3,464 puts) suggests bullish positioning. Rising open interest (up 75%) indicates new positions being established.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 2 of results (avg 9.3%, best 9.2%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Jul 241.551.70$1.639.2%240.54334
$30.00Aug 215.105.60$5.359.3%120.6125

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.88, cheapest $0.88)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Jul 240.800.95$0.8817.0%20.36--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 13 found (avg delta 0.63, highest 0.82)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Jul 171.201.70$1.4534.5%210.81997
$25.00Aug 213.704.20$3.9512.7%380.6448
$26.00Jul 311.852.20$2.0317.2%20.58--
$26.00Jul 241.451.65$1.5512.9%20.57--
$27.00Aug 142.452.90$2.6816.8%10.53--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Jul 171.253.40$2.3392.3%150.82--
$28.00Jul 171.002.10$1.5571.0%40.7731
$27.00Jul 170.301.00$0.65107.7%130.74181
$30.00Aug 215.105.60$5.359.3%120.6125
$27.50Jul 241.852.05$1.9510.3%840.60431

Most actively traded options today. High liquidity = easy entry/exit. 50 active (total vol 950, top 118)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Jul 240.801.00$0.9022.2%1090.40--
$28.50Jul 240.500.70$0.6033.3%850.30--
$30.00Jul 240.300.45$0.3839.5%430.2053
$30.00Aug 211.652.10$1.8823.9%390.40431
$25.00Aug 213.704.20$3.9512.7%380.6448
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Jul 240.350.50$0.4334.9%1180.2122
$26.50Jul 241.251.45$1.3514.8%910.4934
$27.50Jul 241.852.05$1.9510.3%840.60431
$23.00Jul 240.200.45$0.3375.8%450.1559
$22.00Jul 240.050.20$0.13115.4%430.0785

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 990.6%, max 1989.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$31.00Jul 17Jul 311896.0%90.7%1989.6%12--
$30.00Jul 17Aug 211624.6%95.5%1601.9%401.7K
$29.00Jul 17Jul 311326.8%86.2%1439.0%3--
$25.00Jul 17Aug 21999.8%95.2%950.3%591.0K
$27.50Jul 17Jul 24653.7%93.2%601.5%113--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.50Jul 17Jul 311731.7%90.7%1810.0%3--
$22.50Jul 17Aug 211557.8%97.0%1506.6%161.0K
$23.00Jul 17Jul 311396.9%94.5%1378.6%330
$27.00Jul 17Jul 24471.2%92.2%410.9%37515
$26.00Jul 17Aug 7299.6%103.4%189.8%2919

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 26 found (best R:R 5.67, avg 2.09)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$29.00$30.00Jul 24$0.15$0.85$0.155.67$29.15
$29.00$31.00Jul 31$0.35$1.65$0.354.71$29.35
$28.00$29.00Jul 31$0.27$0.73$0.272.70$28.27
$27.00$30.00Aug 7$0.97$2.03$0.972.09$27.97
$26.50$27.50Jul 24$0.37$0.63$0.371.70$26.87
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.00$22.00Jul 31$0.17$0.83$0.174.88$22.83
$23.00$22.00Jul 24$0.20$0.80$0.204.00$22.80
$24.50$24.00Jul 24$0.12$0.38$0.123.17$24.38
$24.00$23.50Jul 24$0.13$0.37$0.132.85$23.87
$25.00$24.50Jul 24$0.15$0.35$0.152.33$24.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 27 found (best R:R 3.55, avg 0.81)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$26.00$26.50Jul 24$0.28$0.28$0.221.27$26.28
$25.00$27.50Jul 17$1.25$1.25$1.251.00$26.25
$26.00$27.00Jul 31$0.45$0.45$0.550.82$26.45
$27.00$28.00Jul 31$0.43$0.43$0.570.75$27.43
$25.00$30.00Aug 21$2.07$2.07$2.930.71$27.07
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$29.00$28.00Jul 17$0.78$0.78$0.223.55$28.22
$27.50$27.00Jul 24$0.32$0.32$0.181.78$27.18
$30.00$25.00Aug 21$3.05$3.05$1.951.56$26.95
$27.00$26.00Jul 17$0.60$0.60$0.401.50$26.40
$27.00$26.50Jul 24$0.28$0.28$0.221.27$26.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $0.79, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$30.00Jul 17Jul 24$0.081624.6%100.5%
$29.00Jul 17Jul 24$0.231326.8%96.9%
$28.00Jul 24Jul 31$0.4590.4%84.7%
$26.00Jul 24Jul 31$0.4889.9%87.8%
$27.50Jul 17Jul 24$0.70653.7%93.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Jul 17Jul 24$0.231396.9%105.3%
$22.00Jul 24Jul 31$0.2796.7%97.8%
$24.00Jul 24Jul 31$0.3793.0%90.7%
$25.00Jul 24Jul 31$0.4390.9%88.8%
$27.00Jul 17Jul 24$0.98471.2%92.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 9.92% of stock, avg 16.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$26.50Jul 24$1.27$1.35$2.62$23.88$29.129.92%
$29.00Jul 17$0.30$2.33$2.63$26.37$31.639.96%
$27.50Jul 24$0.90$1.95$2.85$24.65$30.3510.79%
$25.00Aug 21$3.95$2.30$6.25$18.75$31.2523.67%
$30.00Aug 21$1.88$5.35$7.23$22.77$37.2327.38%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 64 found (cheapest 0.95% of stock, avg 5.20%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$27.50$26.00Jul 17$0.20$0.05$0.25$25.75$27.75
$27.50$23.00Jul 17$0.20$0.10$0.30$22.70$27.80
$27.50$22.50Jul 17$0.20$0.10$0.30$22.20$27.80
$29.00$26.00Jul 17$0.30$0.05$0.35$25.65$29.35
$30.00$26.00Jul 17$0.30$0.05$0.35$25.65$30.35
$31.00$26.00Jul 17$0.30$0.05$0.35$25.65$31.35
$29.00$23.00Jul 17$0.30$0.10$0.40$22.60$29.40
$29.00$22.50Jul 17$0.30$0.10$0.40$22.10$29.40
$30.00$23.00Jul 17$0.30$0.10$0.40$22.60$30.40
$30.00$22.50Jul 17$0.30$0.10$0.40$22.10$30.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 33 found (best R:R 3.55, avg credit $0.52)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
24/2526/27Jul 31$0.78$0.223.55$24.22$26.78
25/2628/28Jul 24$0.38$0.123.17$25.12$27.88
24/2527/28Jul 31$0.76$0.243.17$24.24$27.76
24/2528/28Jul 24$0.35$0.152.33$24.65$27.85
26/2628/28Jul 24$0.67$0.332.03$25.83$28.17
24/2428/28Jul 24$0.33$0.171.94$23.67$27.83
24/2428/28Jul 24$0.32$0.181.78$24.18$27.82
26/2629/30Jul 24$0.62$0.381.63$25.88$29.62
22/2326/27Jul 31$0.62$0.381.63$22.38$26.62
22/2327/28Jul 31$0.60$0.401.50$22.40$27.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 7.33, cheapest $0.07)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$29.00$30.00$31.00Jul 24$0.12$0.887.33
$27.00$28.00$29.00Jul 31$0.16$0.845.25
$27.50$28.00$28.50Jul 24$0.10$0.404.00
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$23.00$23.50$24.00Jul 31$0.07$0.436.14
$26.00$27.00$28.00Jul 17$0.30$0.702.33
$23.00$23.50$24.00Jul 24$0.16$0.342.12
$22.50$23.00$23.50Jul 17$0.20$0.301.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 31 found (best net $-0.48, 24 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.00$30.001:2Aug 7-$0.48$2.52
$29.00$31.001:2Jul 31-$0.18$1.82
$27.50$29.001:2Jul 17-$0.40$1.10
$29.00$30.001:2Jul 24-$0.23$0.77
$29.00$30.001:2Jul 17-$0.30$0.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$22.501:2Aug 21-$0.36$2.14
$26.00$23.501:2Jul 17-$0.55$1.95
$23.00$22.001:2Jul 31-$0.23$0.77
$26.50$25.501:2Jul 24-$0.41$0.59
$25.00$24.001:2Jul 31-$0.47$0.53

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 9.28%, avg 3.81%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$27.00Aug 14$2.450.532.2%9.28%11.51%1--
$27.00Aug 7$2.250.522.2%8.52%10.75%107
$30.00Aug 21$1.650.4013.6%6.25%19.84%39431
$27.00Jul 31$1.400.492.2%5.30%7.54%2--
$30.00Aug 7$1.250.3613.6%4.73%18.33%1--
$26.50Jul 24$1.150.510.3%4.35%4.70%5--
$28.00Jul 31$1.000.406.0%3.79%9.81%71
$27.50Jul 24$0.800.404.1%3.03%7.16%109--
$29.00Jul 31$0.750.339.8%2.84%12.65%2--
$28.00Jul 24$0.550.346.0%2.08%8.10%4--

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 928
Total Puts 814
Put/Call Ratio 0.88
Net Difference 114

Prior's Put/Call Breakdown

Total Calls 926
Total Puts 2,578
Put/Call Ratio 2.78
Net Difference -1,652

Prior 7-Day Put/Call Summary

Total Calls 10,740
Total Puts 22,370
Average Put/Call Ratio 1.76
Ratio Trend Falling

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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