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Warby Parker Inc WRBY 23.32 0.82 3.64%

WRBY Delta Exposure (DEX)

WRBY (Warby Parker Inc): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.636
Put Call Ratio (OI)
0.253
Put Call Ratio (Vol)
0.23
IV Rank
12
IV Percentile
22.2
Max Pain
24.5

Delta exposure (2026-09-21)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-21.4
21.4
View values by strike
WRBY · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
2.50 791 0
5.00 689 0
7.50 97.6 -33.1
10.00 0 -145
12.50 199 -558
15.00 29 K -2.31 K
16.00 0 -76.7
17.00 0 -208
17.50 29 K -6.27 K
18.00 0 -277
19.00 287 -1.39 K
20.00 264 K -30.4 K
21.00 0 -3.04 K
22.00 3.1 K -45.9 K
22.50 202 K -146 K
23.00 3.43 K -73.2 K
23.50 1.02 K -41.1 K
24.00 4.53 K -103 K
24.50 84.1 K -27.3 K
25.00 883 K -122 K
25.50 317 -87.1
26.00 590 -1.46 K
27.00 4.56 K -740
28.00 1.73 K 0
28.50 64.2 0
29.00 1.24 K 0
30.00 296 K -15.3 K
31.00 1.55 K 0
32.00 326 0
33.00 715 0
34.00 6.7 K 0
35.00 195 K -1.24 K
36.00 20 0
37.00 9.66 0
38.00 128 0
40.00 113 K -970
45.00 80.2 K -7.75 K