Wayfair Inc.(W)

Stock quote, options chain, IV rank, technicals, AI analysis, and institutional ownership.

W iron condor setups W expected move W IV rank history

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Snapshot
$73.17
52-Week Range
$42.63 – $119.98
YTD
-31.33%
IV Rank (30D)
11.87
Straddle Price
$10.62
P/C Vol Ratio
0.24
Market Cap
$9.2B
Fair Value
-18.6% vs price
Confidence: 71% Alpha Score: 0.16

A blended fair-value estimate combining up to six valuation methods. Each method is weighted by how well it fits the company — DCF down-weights for unprofitable names; DDM only fires for steady dividend payers; comparables down-weight when peer multiples disagree.

  • DCF (quality-aware) — projects free cash flow with a horizon that scales to business quality. True compounders (quality 6/6) get 10 years explicit + 10 years fade before terminal; cyclical/struggling names (quality 0-1) get a 5-year terminal cliff. Quality is scored from ROE, gross margin, growth, FCF margin, debt load, and FCF consistency — the same factors that drive market premium for compounders.
  • Market-Implied Growth (in Model Inputs) — reverse-DCF that answers "what growth rate is the market pricing in?". Lets you sanity-check the deviation: if implied growth is plausible for the business, the model's bearish flag may be wrong; if implausible, the market may be over-extrapolating.
  • DDM (Gordon Growth Dividend Model) — values the stream of future dividends. Only used when trailing yield ≥ 0.5% and dividend payments are stable.
  • P/E, EV/EBITDA, P/B, P/S — applies the peer-group median multiple to this company's per-share metric. Peers come from the same set as the "Related symbols" card. Earnings/sales metrics are forward-tilted by the company's recent revenue growth (capped at 25%) so they're comparable to peers' growth-embedded multiples — mimics how analysts use NTM rather than TTM. Per-multiple weights are biased by company quality (e.g. P/B down-weighted for asset-light tech).
  • Market Anchor (SMA50) — the 50-day moving average, weighted by recent trading-range stability (tighter Bollinger bands → higher weight). Captures information fundamentals miss (forward consensus, sentiment, supply/demand) — but only when recent trading is steady enough that the market has converged on a view. During wild breakouts or breakdowns the anchor's weight collapses.
  • Options Expected (B-L 30d) — the risk-neutral expected stock price at 30-day options expiration, derived from the full implied-volatility surface via Breeden-Litzenberger (second derivative of call price wrt strike → implied PDF, then E[S_T]). Forward-looking, captures all options-implied information (smile, skew, term structure) in one number. Weighted by chain liquidity. SP500-only at present (pre-computed daily). Backtest evidence: adds modest alpha across most bucket × holding combos.
  • Blended value — weighted average. Confidence reflects how many methods fired and how tight peer dispersion is.
  • Deviation pill — green when blended FV ≥ 10% above current price (undervalued); red when ≥ 10% below; grey otherwise.
10-yr Treasury (rf)4.47%
Beta vs SPY1.00
Cost of Equity (CAPM)9.43% (VRP-adj)
WACC8.27%
Volatility Risk Premium+2.2pp (IV − HV30), ERP adj -4bps
Effective Tax Rate21.0%
Rev. Growth (YoY, DCF input)-10.0%
DCF Horizon5 years explicit + fade
Free Cash Flow (TTM)$0.5B
Return on Equity (TTM)10.7%
Book / Price-31.6%
Gross Margin (TTM)30.1%
FCF Margin (TTM)3.9%
Quality Score0/6 — cyclical/struggling (5y DCF)
Market-Implied Growth+7.8% (reverse-DCF on current price)
SMA 50$70.68 (Market Anchor value)
SMA 20 / Bollinger Mid$65.98
Bollinger Width / SMA2048.3% (drives anchor stability)
Net Debt$1.9B
Market Cap$9B
Peers used for multiples: BKE, CHWY, CPNG, CVNA, GCT, RVLV
Blended Fair Value
$59.50
Current Price
$73.13
Deviation
-18.6%
Forward-Return Rank SHORT gates ✓
?
Horizon Expected α z Pred Blended z Rank % Active?
21d -0.2% -0.62 -0.69 45.6% —
42d +0.1% ⚠ -0.23 -0.69 45.6% —
63d -0.8% -0.18 -0.69 45.6% —
Expected α = forward-return point estimate vs SPY (e.g., +7.5% means the predictor expects this stock to outperform SPY by 7.5% over that horizon). For SHORT direction the model uses a different ranking metric (conviction-weighted deviation, not the LGBM prediction); Expected α is shown for reference. ⚠ flags rows where Expected α disagrees with the FV direction — two independent signals are in conflict; conviction is low even if rank looks extreme.
Forward-Return Rank. A proprietary ensemble of a machine-learning forward-return model and a conviction-weighted fundamental score, ranked cross-sectionally each day across the S&P 500 (and broader universes on the screener). Each stock is scored at three horizons (21/42/63 trading days). "Active" = top/bottom 5% AND all risk filters pass. Backtested mean alpha vs SPY on active picks: 21d LONG +13.4%, 63d +34.9% (S&P 500, walk-forward). Past performance is not indicative of future results.
Value vs momentum conflict ⚠. The "FV direction" (long/short) comes from the fundamentals-based engine — price vs intrinsic value. The "Expected α" comes from a separate machine-learning predictor trained on ~12 features (sector, options-implied move, beta, institutional flow, etc.). Sometimes the two disagree: a stock is overvalued by fundamentals but the predictor expects it to keep outperforming (sector or momentum tailwinds). When all 3 horizons disagree, treat the direction signal as low-conviction — neither model is strongly recommending a position.
MethodImplied PriceWeightDetail
DCF $22.88 24%
DDM (Gordon) n/a 0%
Peer P/E n/a 0% median 21.3× · 5 peers
Peer EV/EBITDA $41.59 12% median 16.6× · 6 peers
Peer P/B n/a 0% median 6.5× · 6 peers
Peer P/S $97.26 12% median 1.0× · 6 peers
Market Anchor (SMA50) $70.68 29% stability 61% (BB-width)
Options Expected (B-L 30d) $72.62 24% 46 strikes · skew +0.04
As of 2026-06-04 · updated 2026-06-04 17:50:06.473000
Info
Industry (SIC)
RETAIL-CATALOG & MAIL-ORDER HOUSES (5961)
Exchange
XNYS
Market Cap
$9.2B

Wayfair engages in e-commerce in the United States (88% of 2025 sales), Canada, the United Kingdom, and Ireland. It's also embarked on expansion into the brick-and-mortar landscape, with 13 stores (excluding outlets) between the AllModern, Birch Lane, Joss & Main, and Wayfair banners. At the end of 2025, the firm offered more than 40 million products from more than 20,000 suppliers under the brands Wayfair, Joss & Main, AllModern, Birch Lane, and Perigold. Its offerings include furniture, everyday and seasonal decor, decorative accents, housewares, as well as advertising and logistics services…

Price History
Seasonality
MonthAvg ReturnYears of Data
Jan +12.25% 12
Feb -4.71% 12
Mar +0.20% 12
Apr +6.28% 12
May +14.72% 12
Jun +11.43% 12
Jul +6.67% 11
Aug -1.33% 11
Sep -0.87% 11
Oct -10.11% 12
Nov +3.23% 12
Dec -3.63% 12
Technical Indicators

Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.

Trend Indicators
  • SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
  • EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
  • MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
  • ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
  • +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
  • RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
  • Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
  • Williams %R — inverted scale: <−80 oversold, >−20 overbought.

Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.

Volume & Volatility
  • Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
  • OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
  • Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
  • ATR / True Range — average daily $ move; sizing and stop-loss reference.
  • HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.

Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →

Trend Indicators
SMA 20: $66.34
SMA 50: $70.64
SMA 200: $86.64
Current: $73.13
EMA 12: $69.91
EMA 26: $69.14
MACD: 0.7662 | Signal: 1.2034
BEARISH
ADX (14): 20.41
WEAK TREND
+DI: 30.59
−DI: 21.26
Momentum Oscillators
RSI (14): 57.41
NEUTRAL
Stoch %K: 75.88
Stoch %D: 76.84
Williams %R: -16.92
Volume & Volatility
BB Upper: $77.31
BB Lower: $55.38
NEUTRAL
OBV: 92,512,692
Vol SMA 20: 4,330,851
Vol ROC: -78.75%
ATR: $4.14
True Range: $4.48
HV 20: 69.6%
HV 30: 74.4%
HV 60: 66.4%
Data Summary
Data Points: 500
Last Updated: 2026-06-04T17:50:14.844000
Date Range: 2024-06-05T00:00:00 – 2026-06-03T00:00:00
AI Analysis

Choose Frenzy-Fast™ for quick analysis or Frenzy-Pro™ for comprehensive analysis.

Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.

News
Options Activity
IV Rank (30D)
11.87
IV Rank (7D)
51.84
Avg IV
73.6%
Straddle (30D)
$10.62
Straddle (7D)
$6.36
P/C Volume
0.24
Spread Scanner GPU
Full Algorithm Docs ↗

Each spread is ranked by a composite score built in three stages. Full documentation →

Stage 1 — Base Score (GPU scanner)

score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.

Stage 2 — Skew Adjustment (±25% cap)

RR25 and BF25 from the live options chain. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.

Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
  • RSI <40 bullish / >60 bearish
  • MACD crossover + histogram trend
  • Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
  • Stochastic %K <20 / >80
  • Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
  • Blended ATR + straddle expected-move penalty
  • Bollinger Band signal (+ counter-trend penalty)
  • BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
  • IV rank ≥ 75 → strong boost for credit spreads
  • IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
  • Min open interest across all legs
  • OI < 100 → −0.10 · OI < 500 → −0.05

score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →

Enter a ticker to scan for optimal spread opportunities.

Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.

Volatility Surface

Enter a ticker to render the implied volatility surface.

IV Rank (7 DTE)
IV Rank (30 DTE)
Straddle Price (30 DTE)
Beta Analysis
Beta (1Y vs SPY)
2.50
Correlation (SPY)
47.4%
R²
0.22
Ann. Volatility
62.6%
SPY Volatility
11.9%

High volatility - stock moves more than market

Beta & Alpha Over Time
Institutional Ownership (13F)
Latest filings — 2026-03-31
Diluted shares outstanding: 129,500,000 (as of 2026-03-31)

Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.

  • Shares — long equity positions in this name, aggregated across share classes.
  • Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
  • % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
  • Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.

Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.

469 filers1,011,608,814 shares$20.10B value781.17% of float
# Filer Shares Value % of Total % of Float Period
1 FMR LLC Custodian 34,268,718 $2.45B 12.19% 26.46% 2026-03-31
2 Capital World Investors 27,583,566 $2.07B 10.32% 21.30% 2026-03-31
3 VANGUARD GROUP INC Custodian 19,269,514 $1.93B 9.63% 14.88% 2025-12-31
4 BlackRock, Inc. Custodian 24,857,356 $884.97M 4.40% 19.19% 2026-03-31
5 RENAISSANCE TECHNOLOGIES LLC 9,944,850 $747.95M 3.72% 7.68% 2026-03-31
6 JANUS HENDERSON GROUP PLC 7,733,416 $581.63M 2.89% 5.97% 2026-03-31
7 BAILLIE GIFFORD & CO 5,724,418 $430.53M 2.14% 4.42% 2026-03-31
8 JPMORGAN CHASE & CO Custodian 20,870,092 $420.26M 2.09% 16.12% 2026-03-31
9 GREAT HILL PARTNERS, L.P. 5,577,824 $419.51M 2.09% 4.31% 2026-03-31
10 SPRUCE HOUSE INVESTMENT MANAGEMENT LLC 5,200,000 $391.09M 1.95% 4.02% 2026-03-31
11 TWO SIGMA INVESTMENTS, LP 5,007,990 $376.65M 1.87% 3.87% 2026-03-31
12 WELLINGTON MANAGEMENT GROUP LLP Custodian 4,913,396 $369.54M 1.84% 3.79% 2026-03-31
13 Prescott General Partners LLC 4,644,802 $349.34M 1.74% 3.59% 2026-03-31
14 GEODE CAPITAL MANAGEMENT, LLC Custodian 4,427,794 $334.34M 1.66% 3.42% 2026-03-31
15 BALYASNY ASSET MANAGEMENT L.P. 46,115,740 $309.91M 1.54% 35.61% 2026-03-31
16 UBS Group AG Custodian 11,246,838 $309.40M 1.54% 8.68% 2026-03-31
17 D. E. Shaw & Co., Inc. Custodian 94,513,456 $301.95M 1.50% 72.98% 2026-03-31
18 ARROWSTREET CAPITAL, LIMITED PARTNERSHIP 3,939,962 $296.32M 1.47% 3.04% 2026-03-31
19 STATE STREET CORP 19,770,650 $288.50M 1.44% 15.27% 2026-03-31
20 AQR CAPITAL MANAGEMENT LLC Custodian 3,706,314 $270.75M 1.35% 2.86% 2026-03-31
21 Atreides Management, LP 2,861,994 $215.25M 1.07% 2.21% 2026-03-31
22 BNP PARIBAS FINANCIAL MARKETS Custodian 39,126,758 $198.06M 0.99% 30.21% 2026-03-31
23 MORGAN STANLEY Custodian 2,184,850 $188.77M 0.94% 1.69% 2025-12-31
24 MILLENNIUM MANAGEMENT LLC Custodian 60,182,840 $173.99M 0.87% 46.47% 2026-03-31
25 CHARLES SCHWAB INVESTMENT MANAGEMENT INC 2,312,066 $173.89M 0.86% 1.79% 2026-03-31
39 filers$2.14B notional
# Filer Notional Value % of Total Period
1 JANE STREET GROUP, LLC Custodian $612.42M 28.66% 2026-03-31
2 SUSQUEHANNA INTERNATIONAL GROUP, LLP Custodian $260.80M 12.20% 2026-03-31
3 BARCLAYS PLC Custodian $222.62M 10.42% 2026-03-31
4 CITIGROUP INC Custodian $187.66M 8.78% 2026-03-31
5 MASTERS CAPITAL MANAGEMENT LLC $165.46M 7.74% 2026-03-31
6 Caption Management, LLC $103.79M 4.86% 2026-03-31
7 CITADEL ADVISORS LLC Custodian $88.88M 4.16% 2026-03-31
8 WOLVERINE TRADING, LLC Custodian $88.85M 4.16% 2025-09-30
9 GOLDMAN SACHS GROUP INC Custodian $63.28M 2.96% 2026-03-31
10 IMC-Chicago, LLC Custodian $53.87M 2.52% 2026-03-31
11 Parallax Volatility Advisers, L.P. $40.95M 1.92% 2026-03-31
12 Walleye Trading LLC $39.18M 1.83% 2026-03-31
13 HAP TRADING, LLC $32.26M 1.51% 2025-09-30
14 Squarepoint Ops LLC $25.84M 1.21% 2026-03-31
15 SUMMIT PARTNERS PUBLIC ASSET MANAGEMENT, LLC $22.56M 1.06% 2026-03-31
16 JPMORGAN CHASE & CO Custodian $16.86M 0.79% 2026-03-31
17 Cubist Systematic Strategies, LLC $16.83M 0.79% 2025-09-30
18 SCOPUS ASSET MANAGEMENT, L.P. $11.28M 0.53% 2026-03-31
19 BNP PARIBAS FINANCIAL MARKETS Custodian $10.53M 0.49% 2026-03-31
20 BALYASNY ASSET MANAGEMENT L.P. $10.12M 0.47% 2026-03-31
21 GROUP ONE TRADING LLC Custodian $9.69M 0.45% 2026-03-31
22 D. E. Shaw & Co., Inc. Custodian $8.27M 0.39% 2026-03-31
23 Optiver Holding B.V. $7.78M 0.36% 2026-03-31
24 SIMPLEX TRADING, LLC Custodian $6.83M 0.32% 2026-03-31
25 WOLVERINE ASSET MANAGEMENT LLC $5.79M 0.27% 2026-03-31
39 filers$917.05M notional
# Filer Notional Value % of Total Period
1 JANE STREET GROUP, LLC Custodian $126.26M 13.77% 2026-03-31
2 SUSQUEHANNA INTERNATIONAL GROUP, LLP Custodian $109.90M 11.98% 2026-03-31
3 CITADEL ADVISORS LLC Custodian $90.67M 9.89% 2026-03-31
4 BARCLAYS PLC Custodian $75.21M 8.20% 2026-03-31
5 WOLVERINE TRADING, LLC Custodian $61.90M 6.75% 2025-09-30
6 Walleye Trading LLC $53.99M 5.89% 2026-03-31
7 WOLVERINE ASSET MANAGEMENT LLC $45.08M 4.92% 2026-03-31
8 D. E. Shaw & Co., Inc. Custodian $40.61M 4.43% 2026-03-31
9 GOLDMAN SACHS GROUP INC Custodian $35.85M 3.91% 2026-03-31
10 IMC-Chicago, LLC Custodian $32.16M 3.51% 2026-03-31
11 PEAK6 LLC $30.11M 3.28% 2026-03-31
12 Parallax Volatility Advisers, L.P. $27.70M 3.02% 2026-03-31
13 SUMMIT PARTNERS PUBLIC ASSET MANAGEMENT, LLC $25.57M 2.79% 2026-03-31
14 BALYASNY ASSET MANAGEMENT L.P. $24.35M 2.66% 2026-03-31
15 JPMORGAN CHASE & CO Custodian $19.96M 2.18% 2026-03-31
16 MILLENNIUM MANAGEMENT LLC Custodian $17.03M 1.86% 2026-03-31
17 NOMURA HOLDINGS INC $15.04M 1.64% 2026-03-31
18 Optiver Holding B.V. $14.88M 1.62% 2026-03-31
19 Cubist Systematic Strategies, LLC $14.61M 1.59% 2025-09-30
20 SIMPLEX TRADING, LLC Custodian $11.30M 1.23% 2026-03-31
21 TUDOR INVESTMENT CORP ET AL $5.79M 0.63% 2026-03-31
22 Qube Research & Technologies Ltd $5.13M 0.56% 2026-03-31
23 GROUP ONE TRADING LLC Custodian $4.73M 0.52% 2026-03-31
24 Walleye Capital LLC $4.30M 0.47% 2026-03-31
25 Centiva Capital, LP $3.67M 0.40% 2026-03-31
ETF Holders
# ETF Provider Weight $ Exposure ETF AUM As Of
Fundamentals

Quarterly filings sourced from SEC 10-Q / 10-K reports. TTM tiles aggregate the most recent four quarters; bars show the last ~12 quarters oldest → newest.

Metrics
  • Revenue — top-line sales. Look for consistent YoY growth; seasonal businesses need same-quarter comparisons (Q4 '24 vs Q4 '23).
  • Net Income — bottom-line profit after all expenses. Can be volatile from one-time items; red bars = net loss.
  • Diluted EPS — net income per share assuming options/converts are exercised. Direct input to the P/E ratio.
  • Operating Cash Flow — cash generated from core operations, before capex and financing. Harder to manipulate than net income; growing OCF is a quality signal.
How to read the bars
  • Sequential growth — quarter-over-quarter trend. Accelerating bars are a momentum signal.
  • YoY growth — compare to the same quarter a year earlier to remove seasonality.
  • Quality — OCF should roughly track Net Income over time. Large divergence (net income ≫ OCF) flags accruals risk.
  • Margins — scan the bar ratios: Net Income / Revenue tells you margin trend without needing a separate chart.

TTM (trailing-twelve-month) smooths seasonality and is used for the P/E calculation. Filings appear 30–90 days after the period closes.

P/B Ratio-3.4
P/S Ratio0.8
EV/EBITDA26.1
TTM Revenue$12.7B
TTM Net Income$-0.3B
TTM EPS$-2.35
ROE10.7%
Debt/Equity-1.03