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Wayfair put volume heavy and directionally bearish

Bearish flow noted in Wayfair with 12,134 puts trading, or 1.4x expected. Most active are Mar-23 30 puts and 1/27 weekly 40 calls, with total volume in those strikes near 6,500 contracts. The Put/Call Ratio is 1.95, while ATM IV is up over 6 points on the day. Earnings are expected on February 23rd.

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Published first on TheFly

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