W
$38.58
Wayfair
($2.68)
(6.50%)

Option Analysis for Wayfair

13.4%
Options
14.5%
Average
-
Liquidity
Strategies:
Long Calls
Covered Calls
Long Puts
Short Strangle
Options expiring on Friday, February 24, 2017
Calls
Puts
Priced Move
Price
Volume
Open Interest
Strike
Open Interest
Volume
Price
Priced Move
10.2%
$7.00
100.0
100.0
$35.50
47.0
9.0
$0.58
9.5%
8.2%
$5.74
1.0
17.0
$36.00
29.0
82.0
$0.60
8.2%
8.3%
$4.80
20.0
20.0
$37.00
45.0
82.0
$0.94
6.5%
9.2%
$4.13
3.0
32.0
$38.00
353.0
91.0
$1.23
4.7%
9.9%
$3.90
1.0
21.0
$38.50
22.0
11.0
$1.35
3.7%
9.9%
$3.39
1.0
55.0
$39.00
15.0
3.0
$1.58
3.0%
10.2%
$3.00
9.0
42.0
$39.50
5.0
6.0
$1.78
2.2%
11.6%
$3.05
18.0
373.0
$40.00
105.0
78.0
$1.99
1.5%
13.4%
$2.75
249.0
425.0
$41.00
758.0
45.0
$2.50
0.2%
13.6%
$2.32
15.0
91.0
$41.50
1.0
15.0
$2.67
-0.6%
15.3%
$2.00
146.0
822.0
$42.50
9.0
1.0
$4.02
0.3%
16.8%
$1.55
30.0
48.0
$43.50
20.0
20.0
$3.20
-4.5%
17.7%
$1.40
111.0
160.0
$44.00
10.0
10.0
$4.90
-1.3%
18.6%
$1.25
76.0
70.0
$44.50
80.0
80.0
$5.52
-1.0%
19.2%
$1.00
840.0
83.0
$45.00
9.0
1.0
$5.00
-3.7%
27.8%
$0.30
397.0
20.0
$49.00
80.0
80.0
$9.32
-2.9%
Option Activity Ahead of Earnings