NEW Tour v246
REPL
REPLIMUNE GROUP INC
$11.07 -1.16%
$11.08 (+0.09%)🌙
as of 06/30 06:50 PM
6/30 18:50

Option Volume

Detail
Current (06/30) 6,001
Calls: 2,472 (41%)
Puts: 3,529 (59%)
Prior (06/29) 7,347
Calls: 4,463 (61%)
Puts: 2,884 (39%)
Current vs Prior -18.32%
Calls: -44.61% (Calls)
Puts: +22.36% (Puts)
Prior 7-Day Total 76,113
Calls: 42,971 (56%)
Puts: 33,142 (44%)
Prior 7-Day Average 10,873
Calls: 6,138 (56%)
Puts: 4,734 (44%)
Current vs Prior 7-Day Avg -44.81%
Calls: -59.73%
Puts: -25.46%
Sentiment BEARISH

Dollar Volume

Detail
Current (06/30) $687.9K
Calls: $350.1K (51%)
Puts: $337.9K (49%)
Prior (06/29) $1.07M
Calls: $809.2K (76%)
Puts: $261.5K (24%)
Current vs Prior -35.75%
Calls: -56.74%
Puts: +29.20%
Prior 7-Day Total $10.46M
Calls: $6.65M (64%)
Puts: $3.81M (36%)
Prior 7-Day Average $1.49M
Calls: $949.5K (64%)
Puts: $544.7K (36%)
Current vs Prior 7-Day Avg -53.96%
Calls: -63.13%
Puts: -37.98%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/30) 1.43
Prior (06/29) 0.65
Current vs Prior +120.92%
Prior 7-Day Average 0.84
Current vs Prior 7-Day Avg +70.51%
Sentiment BEARISH

Open Interest

Detail
Current (06/30) 66,155
Calls: 52,784 (80%)
Puts: 13,371 (20%)
Prior (06/29) 41,315
Calls: 31,862 (77%)
Puts: 9,453 (23%)
Current vs Prior +60.12%
Prior 7-Day Total 519,089
Calls: 438,718 (85%)
Puts: 80,371 (15%)
Prior 7-Day Average 74,155
Calls: 62,674 (85%)
Puts: 11,481 (15%)
Current vs Prior 7-Day Avg -10.79%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 19.87% | 23.76%19.87% | 23.76%23.76% | 51.31%
Prior 12.14% | 16.34%-- | ---- | --
Current vs Prior -19.66% | +21.63%-- | ---- | --
Prior 7-Day Avg 14.72% | 21.49%-- | ---- | --
Current vs 7-Day Avg -33.73% | -7.52%-- | ---- | --
Prior 7-Day Eod 12.14% | 16.34%-- | ---- | --
Current vs 7-Day Eod -19.66% | +21.63%-- | ---- | --
Sentiment BULLISH----

Relative Spread

Detail
Expiry | Next
Current 228.12% | 300.44%
Calls: 81.25% | 60.87%
Puts: 375.00% | 540.00%
Prior 228.12% | 300.44%
Calls: 81.25% | 60.87%
Puts: 375.00% | 540.00%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 133.75% | 134.72%
Calls: 74.86% | 79.79%
Puts: 192.65% | 189.64%
Current vs 7-Day Avg +70.56% | +123.01%
Liquidity Expensive
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🤖 AI Insights

Bearish P/C ratio of 1.43 indicates protective positioning. P/C ratio rising 121% - increased hedging/bearish positioning. Call-heavy open interest (52,784 calls vs 13,371 puts) suggests bullish positioning. Rising open interest (up 60%) indicates new positions being established.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 9 found (avg delta 0.65, highest 0.84)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.50Jul 101.602.75$2.1753.0%10.84--
$10.00Jul 20.901.65$1.2759.1%100.83--
$10.50Jul 20.553.40$1.98143.9%10.71--
$10.00Jul 171.502.30$1.9042.1%660.692.1K
$11.00Jul 20.300.55$0.4358.1%880.5671
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Jul 20.301.00$0.65107.7%20.59--
$12.00Jul 171.552.00$1.7825.3%20.57--

Most actively traded options today. High liquidity = easy entry/exit. 29 active (total vol 513, top 100)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Jul 20.300.55$0.4358.1%880.5671
$12.00Jul 20.050.20$0.13115.4%780.22167
$10.00Jul 171.502.30$1.9042.1%660.692.1K
$13.00Jul 170.400.95$0.6880.9%200.35--
$11.00Jul 171.051.35$1.2025.0%190.56270
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Jul 20.000.50$0.25200.0%1000.29--
$10.00Jul 170.500.90$0.7057.1%250.31534
$9.50Jul 100.100.40$0.25120.0%210.18--
$10.00Jul 100.200.55$0.3892.1%100.25--
$10.00Jul 20.000.25$0.13192.3%40.1736

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 11.7%, max 26.7%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.00Jul 2Jul 17160.9%127.0%26.7%762.1K
$12.50Jul 2Jul 17155.8%143.4%8.7%97
$13.00Jul 2Aug 7188.6%173.5%8.7%12--
$12.00Jul 2Jul 17130.4%126.8%2.8%93363
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 11 found (best R:R 3.17, avg 1.47)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$12.50$13.00Jul 17$0.15$0.35$0.152.33$12.65
$11.00$12.00Jul 17$0.37$0.63$0.371.70$11.37
$11.50$12.00Jul 2$0.27$0.23$0.270.85$11.77
$9.50$12.00Jul 10$1.49$1.01$1.490.68$10.99
$12.00$12.50Jul 10$0.33$0.17$0.330.52$12.33
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$10.50$10.00Jul 2$0.12$0.38$0.123.17$10.38
$10.00$9.50Jul 10$0.13$0.37$0.132.85$9.87
$11.00$10.00Jul 10$0.37$0.63$0.371.70$10.63
$11.00$10.00Jul 17$0.45$0.55$0.451.22$10.55
$12.00$11.00Jul 17$0.63$0.37$0.630.59$11.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 2.33, avg 1.12)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$10.00$11.00Jul 17$0.70$0.70$0.302.33$10.70
$12.00$12.50Jul 10$0.33$0.33$0.171.94$12.33
$9.50$12.00Jul 10$1.49$1.49$1.011.48$10.99
$11.50$12.00Jul 2$0.27$0.27$0.231.17$11.77
$11.00$12.00Jul 17$0.37$0.37$0.630.59$11.37
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$11.50$11.00Jul 2$0.32$0.32$0.181.78$11.18
$12.00$11.00Jul 17$0.63$0.63$0.371.70$11.37
$11.00$10.00Jul 17$0.45$0.45$0.550.82$10.55
$11.00$10.00Jul 10$0.37$0.37$0.630.59$10.63
$10.00$9.50Jul 10$0.13$0.13$0.370.35$9.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.49, cheapest $0.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.50Jul 2Jul 10$0.25155.8%104.7%
$12.00Jul 2Jul 10$0.55130.4%129.6%
$13.00Jul 2Jul 17$0.58188.6%141.6%
$10.00Jul 2Jul 17$0.63160.9%127.0%
$11.00Jul 2Jul 17$0.77116.3%123.6%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Jul 2Jul 10$0.25160.9%124.8%
$11.00Jul 2Jul 10$0.42116.3%120.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 6.87% of stock, avg 17.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$11.00Jul 2$0.43$0.33$0.76$10.24$11.766.87%
$11.50Jul 2$0.40$0.65$1.05$10.45$12.559.49%
$10.00Jul 2$1.27$0.13$1.40$8.60$11.4012.65%
$10.50Jul 2$1.98$0.25$2.23$8.27$12.7320.14%
$11.00Jul 17$1.20$1.15$2.35$8.65$13.3521.23%
$9.50Jul 10$2.17$0.25$2.42$7.08$11.9221.86%
$10.00Jul 17$1.90$0.70$2.60$7.40$12.6023.49%
$12.00Jul 17$0.83$1.78$2.61$9.39$14.6123.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 26 found (cheapest 2.08% of stock, avg 7.85%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.50$10.00Jul 2$0.10$0.13$0.23$9.77$12.73
$13.00$10.00Jul 2$0.10$0.13$0.23$9.77$13.23
$12.00$10.00Jul 2$0.13$0.13$0.26$9.74$12.26
$12.50$10.50Jul 2$0.10$0.25$0.35$10.15$12.85
$13.00$10.50Jul 2$0.10$0.25$0.35$10.15$13.35
$12.00$10.50Jul 2$0.13$0.25$0.38$10.12$12.38
$12.50$11.00Jul 2$0.10$0.33$0.43$10.57$12.93
$13.00$11.00Jul 2$0.10$0.33$0.43$10.57$13.43
$12.00$11.00Jul 2$0.13$0.33$0.46$10.54$12.46
$11.50$10.00Jul 2$0.40$0.13$0.53$9.47$12.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 3.55, avg credit $0.62)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
10/1012/12Jul 2$0.39$0.113.55$10.11$11.89
11/1212/13Jul 17$0.78$0.223.55$11.22$13.28
10/1112/12Jul 10$0.70$0.302.33$10.30$12.70
10/1112/13Jul 17$0.60$0.401.50$10.40$13.10

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 4.56, cheapest $0.11)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$10.00$11.00$12.00Jul 17$0.33$0.672.03
$11.50$12.00$12.50Jul 2$0.24$0.261.08
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$10.00$11.00$12.00Jul 17$0.18$0.824.56
$9.00$9.50$10.00Jul 10$0.11$0.393.55
$10.50$11.00$11.50Jul 2$0.24$0.261.08

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 12 found (best net $-0.25, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.00$12.001:2Jul 17-$0.46$0.54
$10.00$11.001:2Jul 17-$0.50$0.50
$12.00$12.501:2Jul 2-$0.07$0.43
$12.50$13.001:2Jul 2-$0.10$0.40
$11.00$11.501:2Jul 2-$0.37$0.13
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.00$10.001:2Jul 17-$0.25$0.75
$12.00$11.001:2Jul 17-$0.52$0.48
$10.00$9.501:2Jul 10-$0.12$0.38
$11.00$10.501:2Jul 2-$0.17$0.33
$9.50$9.001:2Jul 10-$0.21$0.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 9.49%, avg 4.57%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$13.00Aug 7$1.050.5417.4%9.49%26.92%1--
$13.00Jul 24$0.700.4717.4%6.32%23.76%1--
$12.00Jul 17$0.650.438.4%5.87%14.27%15196
$12.50Jul 17$0.550.4012.9%4.97%17.89%37
$13.00Jul 17$0.400.3517.4%3.61%21.05%20--
$12.00Jul 10$0.350.448.4%3.16%11.56%1--
$12.50Jul 10$0.200.3112.9%1.81%14.72%23
$11.50Jul 2$0.150.423.9%1.36%5.24%1862

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 2,472
Total Puts 3,529
Put/Call Ratio 1.43
Net Difference -1,057

Prior's Put/Call Breakdown

Total Calls 4,463
Total Puts 2,884
Put/Call Ratio 0.65
Net Difference 1,579

Prior 7-Day Put/Call Summary

Total Calls 42,971
Total Puts 33,142
Average Put/Call Ratio 0.84
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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