After hours
⌘K
Sign in Sign up
You're reading the free version. Trader adds the live tape and alerts. Start tracking

Warby Parker Inc WRBY 29.9 -0.31 -1.03%

Previous-day view · Tue Nov 10 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.768
Put Call Ratio (OI)
0.306
Put Call Ratio (Vol)
0.438
IV Rank
50.5
IV Percentile
53.4
Max pain
27

Gamma exposure (2026-11-10)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
3.0
801.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-27.3
27.3
View values by strike
WRBY · Gamma exposure · 2026-11-10. USD of exposure per 1% underlying move.
StrikeCallsPuts
5.00 5.5 0
7.50 1.28 -21.3
10.00 22.1 -97
12.50 899 -565
13.00 10.4 0
14.00 12.2 0
15.00 2.06 K -3.11 K
16.00 29.4 -215
17.00 93.5 -108
17.50 3.12 K -5.81 K
18.00 110 -155
19.00 491 -387
20.00 28.3 K -14.9 K
21.00 246 -5.41 K
22.00 756 -5.76 K
22.50 129 K -119 K
23.00 917 -7.42 K
23.50 181 -1.32 K
24.00 5.11 K -3.45 K
24.50 1.11 K -6.6 K
25.00 957 K -214 K
25.50 35 K -7.65 K
26.00 3.12 K -291 K
26.50 1.86 K -2.96 K
27.00 102 K -9.81 K
27.50 283 K -194 K
28.00 55.5 K -9.18 K
28.50 752 -28.6 K
29.00 21.7 K -49.2 K
30.00 571 K -59.4 K
31.00 24.9 K -6.77 K
32.00 76.1 K -656
32.50 157 K -1.95 K
33.00 12.7 K -371
34.00 21.2 K 0
35.00 803 K -1.29 K
36.00 519 0
37.00 34.5 0
37.50 0 -468
38.00 1.04 K 0
40.00 170 K -353
45.00 184 K -1.91 K