Wayfair (W) options flow
Price delayed 15 minutes
Options flow session · Last trade
The optional price chart loads separately. Recorded options trades are available below.
Session chart data
| Strike (USD) | Net GEX per 1% move (USD) |
|---|---|
| $65 | -$295,939 |
| $75 | -$241,185 |
| $85 | -$274,529 |
| $90 | -$600,620 |
| $100 | -$605,472 |
| $108 | -$426,729 |
| $115 | $1,055,467 |
| $120 | $365,473 |
| $125 | $1,141,379 |
| $130 | $310,569 |
| $135 | $291,801 |
| $140 | $272,138 |
W session snapshot
Bullflow recorded 5 W options trades on Monday, October 26, 2026, totaling $1,246,539 in premium. Calls made up $1.03M (82.7%) across 2 trades and puts $215.23K (17.3%) across 3 trades, a put/call premium ratio of 0.21.
3 trades were sweeps and 2 were blocks. 4 filled at or above the ask, 1 at or below the bid and 0 at the mid. The largest was a $890,279 block of 503 Jan 15, 2027 $105 Call trade at 09:39:37 ET, filled at the ask.
W closed at $113.05, up 0.50% from the prior close. Net gamma exposure was $1.01M per 1% move at the Oct 26, 2026, 15:59:36 ET snapshot; the largest positive GEX strike was $125.
- Company
- Wayfair Inc.
- Exchange
- NYSE
- Sector
- Unavailable
- Close
- $113.05
W options flow statistics
- Total premium
- $1.25M
- Recorded trades
- 5
- Call premium
- $1.03M
- Put premium
- $215.23K
- Put/call premium ratio
- 0.21
- Avg premium per trade
- $249.31K
- Calls / puts (trades)
- 2 / 3
- Sweeps / blocks
- 3 / 2
- At or above ask
- 4
- At or below bid
- 1
- Largest trade
- $890.28K
- Last trade
Where the premium went
in calls
$1.25M · 5 trades
Premium
Trade type
Fill side
W largest options trades
| Time | Contract | C/P | Premium | Size | Fill | Type |
|---|---|---|---|---|---|---|
| W Jan 15, 2027 $105 | Call | $890,279 | 503 | Ask | Block | |
| W Nov 20, 2026 $114 | Call | $141,035 | 172 | Ask | Sweep | |
| W Nov 6, 2026 $110 | Put | $76,050 | 117 | Bid | Sweep | |
| W Nov 20, 2026 $112 | Put | $71,380 | 83 | Ask | Sweep | |
| W Nov 20, 2026 $109 | Put | $67,795 | 91 | Ask | Block |
Each of the 5 largest trades had a different contract.
The 5 largest trades total $1.25M of $1.25M
W gamma exposure
- Spot at snapshot
- $112.96
- Net GEX per 1% move
- $1.01M
- Largest positive strike
- $125
- Largest negative strike
- $100
Closing snapshot , 110 strikes across 16 expirations (Unavailable to Unavailable).
W options flow questions
What was the largest W options trade on October 26, 2026?
A $890,279 block of 503 W Jan 15, 2027 $105 Call trade at 09:39:37 ET, filled at the ask. It was the largest of 5 trades Bullflow recorded for W that session.
How much W options premium traded on October 26, 2026?
$1,246,539 across 5 recorded sweeps and blocks: $1,031,314 in calls (2 trades) and $215,225 in puts (3 trades).
Was W options flow bullish or bearish on October 26, 2026?
Calls were 82.7% of premium (put/call premium ratio 0.21). 1 of 5 trades filled at or below the bid and 4 at or above the ask. Premium and fill side do not show whether a trade opened or closed a position or was a hedge, so they do not establish direction on their own.
What are W's gamma exposure levels?
At the Oct 26, 2026 closing snapshot (15:59:36 ET, spot $112.96), W net GEX was $1.01M per 1% move. The largest positive GEX strike was $125. The largest negative GEX strike was $100. The snapshot covers 110 strikes and 16 expirations.
How often is W options flow data updated?
The page shows a completed session (October 26, 2026, last trade 15:46:54 ET) and updates after the next trading day becomes historical. Intraday W flow is in the Bullflow dashboard and API.
How to read this data
This summary covers recorded single-leg sweeps and blocks with positive premium, excluding cancelled trades. It describes the covered flow, not all options-market volume. Total premium is gross traded premium; it is not net buying pressure. The interactive dashboard can use different filters and may show different totals.
Calls, puts, and execution near the bid or ask provide context but do not establish whether a position was opened or closed, whether it was part of a hedge, or where the stock will move next. The session updates after the next trading day becomes historical.
Stock prices show regular-session candles delayed at least 15 minutes. The latest view refreshes during market hours; the flow-session view places recorded trades on their original date, using interpolated stock prices between candle samples. Gamma exposure shows its separately dated public closing snapshot.