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Warby Parker Inc WRBY 21.29 -0.65 -2.96%

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ATM IV
0.823
Put Call Ratio (OI)
0.178
Put Call Ratio (Vol)
0.51
IV Rank
24.8
IV Percentile
69.1
Max pain
25

Delta exposure (2026-11-04)

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}
2.0
807.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-23.2
23.2
View values by strike
WRBY · Delta exposure · 2026-11-04. Delta-weighted share equivalents.
StrikeCallsPuts
2.50 796 0
5.00 687 0
7.50 0 -37.5
10.00 967 -166
12.50 3.76 K -823
14.00 95.8 0
15.00 27.9 K -4.62 K
16.00 94.9 -18.3
17.00 552 -419
17.50 28 K -13.6 K
18.00 995 -333
19.00 0 -1.99 K
20.00 152 K -38.4 K
21.00 0 -13.8 K
22.00 1.55 K -11 K
22.50 367 K -261 K
23.00 1.58 K -24.3 K
23.50 505 -1.6 K
24.00 2.94 K -3.18 K
24.50 1.61 K -9.7 K
25.00 1.05 M -402 K
25.50 10.9 K -768
26.00 15.9 K -4.08 K
26.50 658 -152
27.00 25.8 K -2.82 K
27.50 146 K -26.5 K
28.00 7.25 K -8.2 K
28.50 36.5 -87.1
29.00 2.98 K -3.02 K
30.00 196 K -35.8 K
31.00 1.25 K -1.84 K
32.00 505 -793
32.50 31.3 K -178
33.00 866 -1.91 K
34.00 34.5 -365
35.00 169 K -2.53 K
36.00 7.91 -93.2
37.00 9.36 -197
38.00 9.63 -98.4
40.00 39.9 K -1.17 K
45.00 60.5 K -7.95 K