NEW Tour v251
REPL
REPLIMUNE GROUP INC
$11.22 +1.36%
$11.21 (-0.09%)🌙
as of 07/01 06:00 PM
7/1 18:00

Option Volume

Detail
Current (07/01) 5,472
Calls: 757 (14%)
Puts: 4,715 (86%)
Prior (06/30) 6,001
Calls: 2,472 (41%)
Puts: 3,529 (59%)
Current vs Prior -8.82%
Calls: -69.38% (Calls)
Puts: +33.61% (Puts)
Prior 7-Day Total 71,948
Calls: 40,714 (57%)
Puts: 31,234 (43%)
Prior 7-Day Average 10,278
Calls: 5,816 (57%)
Puts: 4,462 (43%)
Current vs Prior 7-Day Avg -46.76%
Calls: -86.98%
Puts: +5.67%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/01) $838.4K
Calls: $220.4K (26%)
Puts: $618.0K (74%)
Prior (06/30) $687.9K
Calls: $350.1K (51%)
Puts: $337.9K (49%)
Current vs Prior +21.88%
Calls: -37.03%
Puts: +82.92%
Prior 7-Day Total $10.37M
Calls: $6.40M (62%)
Puts: $3.97M (38%)
Prior 7-Day Average $1.48M
Calls: $914.0K (62%)
Puts: $567.4K (38%)
Current vs Prior 7-Day Avg -43.40%
Calls: -75.88%
Puts: +8.92%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/01) 6.23
Prior (06/30) 1.43
Current vs Prior +336.30%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg +610.23%
Sentiment BEARISH

Open Interest

Detail
Current (07/01) 153,053
Calls: 114,423 (75%)
Puts: 38,630 (25%)
Prior (06/30) 66,155
Calls: 52,784 (80%)
Puts: 13,371 (20%)
Current vs Prior +131.36%
Prior 7-Day Total 455,956
Calls: 384,338 (84%)
Puts: 71,618 (16%)
Prior 7-Day Average 65,136
Calls: 54,905 (84%)
Puts: 10,231 (16%)
Current vs Prior 7-Day Avg +134.97%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 14.53% | 22.73%14.53% | 22.73%22.73% | 54.01%
Prior 9.76% | 19.87%-- | ---- | --
Current vs Prior -16.87% | -26.90%-- | ---- | --
Prior 7-Day Avg 14.22% | 19.24%-- | ---- | --
Current vs 7-Day Avg -42.98% | -24.49%-- | ---- | --
Prior 7-Day Eod 9.76% | 19.87%-- | ---- | --
Current vs 7-Day Eod -16.87% | -26.90%-- | ---- | --
Sentiment BULLISH----

Relative Spread

Detail
Expiry | Next
Current 62.73% | 35.41%
Calls: 75.47% | 37.50%
Puts: 50.00% | 33.33%
Prior 228.12% | 300.44%
Calls: 81.25% | 60.87%
Puts: 375.00% | 540.00%
Current vs Prior -72.50% | -88.21%
Prior 7-Day Avg 155.68% | 159.85%
Calls: 77.39% | 75.88%
Puts: 233.98% | 243.81%
Current vs 7-Day Avg -59.71% | -77.85%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 74% put dollar volume ($618.0K). Extreme bearish P/C ratio of 6.23 - heavy put buying. P/C ratio rising 336% - increased hedging/bearish positioning. Call-heavy open interest (114,423 calls vs 38,630 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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. 24 found (avg delta 0.68, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Jul 20.951.75$1.3559.3%50.9463
$9.00Jul 102.003.10$2.5543.1%--0.8811
$9.50Jul 21.452.25$1.8543.2%30.875
$9.00Jul 171.054.70$2.88126.7%--0.8443
$10.00Jul 101.151.95$1.5551.6%10.7826
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Jul 171.902.55$2.2229.3%--0.6811
$11.50Jul 20.050.80$0.43174.4%--0.5716
$12.00Jul 171.301.85$1.5834.8%--0.5521
$13.00Jul 312.953.80$3.3825.1%80.51--

Most actively traded options today. High liquidity = easy entry/exit. 28 active (total vol 1.3K, top 827)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Jul 171.001.60$1.3046.2%1050.60256
$10.00Jul 171.552.30$1.9239.1%610.732.1K
$13.00Jul 100.050.35$0.20150.0%510.2061
$12.00Jul 20.050.35$0.20150.0%450.29198
$11.50Jul 170.901.35$1.1339.8%280.5310
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Jul 170.150.45$0.30100.0%8270.175.1K
$11.00Jul 100.500.75$0.6339.7%1070.431
$11.00Jul 170.651.30$0.9866.3%150.413.5K
$13.00Jul 312.953.80$3.3825.1%80.51--
$11.00Jul 20.050.30$0.18138.9%60.3488

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 91.1%, max 191.7%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.50Jul 2Jul 10214.9%80.6%166.5%--60
$13.00Jul 2Aug 7284.5%193.9%46.7%--201
$11.50Jul 2Jul 17182.5%128.7%41.8%3982
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.50Jul 2Jul 10344.9%118.2%191.7%--37
$10.50Jul 2Jul 17214.9%113.5%89.4%1150
$11.00Jul 2Jul 17134.0%120.9%10.8%213.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 25 found (best R:R 3.55, avg 1.46)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$11.50$12.00Jul 2$0.13$0.37$0.132.85$11.63
$12.00$13.00Jul 17$0.28$0.72$0.282.57$12.28
$11.00$11.50Jul 2$0.15$0.35$0.152.33$11.15
$12.00$13.00Jul 10$0.30$0.70$0.302.33$12.30
$11.00$11.50Jul 17$0.17$0.33$0.171.94$11.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$10.50$10.00Jul 17$0.11$0.39$0.113.55$10.39
$10.00$9.00Jul 17$0.27$0.73$0.272.70$9.73
$10.50$10.00Jul 2$0.15$0.35$0.152.33$10.35
$11.00$10.00Jul 10$0.38$0.62$0.381.63$10.62
$10.00$9.00Aug 7$0.45$0.55$0.451.22$9.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 26 found (best R:R 2.85, avg 1.05)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$10.50$11.00Jul 2$0.37$0.37$0.132.85$10.87
$9.00$11.00Jul 31$1.33$1.33$0.671.99$10.33
$9.00$12.00Jul 24$1.90$1.90$1.101.73$10.90
$10.00$11.00Jul 17$0.62$0.62$0.381.63$10.62
$11.50$12.00Jul 17$0.30$0.30$0.201.50$11.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$13.00$12.00Jul 17$0.64$0.64$0.361.78$12.36
$11.00$10.50Jul 17$0.30$0.30$0.201.50$10.70
$12.00$11.00Jul 17$0.60$0.60$0.401.50$11.40
$13.00$10.00Jul 31$1.68$1.68$1.321.27$11.32
$11.50$11.00Jul 2$0.25$0.25$0.251.00$11.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $0.34, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Jul 2Jul 10$0.05284.5%107.3%
$10.00Jul 2Jul 10$0.20161.2%103.2%
$11.50Jul 2Jul 10$0.27182.5%106.9%
$12.00Jul 2Jul 10$0.30200.8%118.2%
$11.00Jul 2Jul 10$0.32134.0%102.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$9.50Jul 2Jul 10$0.05344.9%118.2%
$9.00Jul 10Jul 17$0.15129.9%129.2%
$10.00Jul 2Jul 10$0.22161.2%103.2%
$11.00Jul 2Jul 10$0.45134.0%102.0%
$10.50Jul 2Jul 17$0.50214.9%113.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 5.88% of stock, avg 21.23%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$11.00Jul 2$0.48$0.18$0.66$10.34$11.665.88%
$11.50Jul 2$0.33$0.43$0.76$10.74$12.266.77%
$10.50Jul 2$0.85$0.18$1.03$9.47$11.539.18%
$10.00Jul 2$1.35$0.03$1.38$8.62$11.3812.30%
$11.00Jul 10$0.80$0.63$1.43$9.57$12.4312.75%
$10.00Jul 10$1.55$0.25$1.80$8.20$11.8016.04%
$9.50Jul 2$1.85$0.15$2.00$7.50$11.5017.83%
$11.00Jul 17$1.30$0.98$2.28$8.72$13.2820.32%
$12.00Jul 17$0.83$1.58$2.41$9.59$14.4121.48%
$10.00Jul 17$1.92$0.57$2.49$7.51$12.4922.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 39 found (cheapest 1.60% of stock, avg 8.27%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.50$10.00Jul 2$0.15$0.03$0.18$9.82$12.68
$13.00$10.00Jul 2$0.15$0.03$0.18$9.82$13.18
$12.00$10.00Jul 2$0.20$0.03$0.23$9.77$12.23
$12.50$9.50Jul 2$0.15$0.15$0.30$9.20$12.80
$13.00$9.50Jul 2$0.15$0.15$0.30$9.20$13.30
$12.50$11.00Jul 2$0.15$0.18$0.33$10.67$12.83
$12.50$10.50Jul 2$0.15$0.18$0.33$10.17$12.83
$13.00$11.00Jul 2$0.15$0.18$0.33$10.67$13.33
$13.00$10.50Jul 2$0.15$0.18$0.33$10.17$13.33
$12.00$9.50Jul 2$0.20$0.15$0.35$9.15$12.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 2.12, avg credit $0.45)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
10/1112/13Jul 10$0.68$0.322.12$10.32$12.68
10/1011/12Jul 2$0.30$0.201.50$10.20$11.30
10/1112/13Jul 17$0.58$0.421.38$10.42$12.58
9/1012/12Jul 17$0.57$0.431.33$9.43$12.07
10/1012/12Jul 2$0.28$0.221.27$10.22$11.78
10/1011/12Jul 17$0.28$0.221.27$10.22$11.28
9/1012/13Jul 17$0.55$0.451.22$9.45$12.55
9/1011/12Jul 17$0.44$0.560.79$9.56$11.44
10/1012/13Jul 17$0.39$0.610.64$10.11$12.39

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 5.25, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$11.50$12.00$12.50Jul 2$0.08$0.425.25
$11.00$11.50$12.00Jul 10$0.10$0.404.00
$11.00$12.00$13.00Jul 31$0.25$0.753.00
$10.00$10.50$11.00Jul 2$0.13$0.372.85
$9.00$10.00$11.00Jul 17$0.34$0.661.94
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$10.00$10.50$11.00Jul 17$0.19$0.311.63
$10.50$11.00$11.50Jul 2$0.25$0.251.00
$9.50$10.00$10.50Jul 2$0.27$0.230.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 30 found (best net $-0.02, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$12.00$13.001:2Jul 17-$0.27$0.73
$9.00$11.001:2Jul 31-$1.27$0.73
$9.00$10.001:2Jul 10-$0.55$0.45
$11.50$12.001:2Jul 2-$0.07$0.43
$12.00$12.501:2Jul 2-$0.10$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.00$10.001:2Jul 31-$0.02$2.98
$12.00$11.001:2Jul 17-$0.38$0.62
$9.50$9.001:2Jul 10-$0.10$0.40
$10.00$9.501:2Jul 10-$0.15$0.35
$11.00$10.501:2Jul 2-$0.18$0.32

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 17.83%, avg 7.42%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.00Aug 7$2.000.597.0%17.83%24.78%--10
$12.00Jul 31$1.300.567.0%11.59%18.54%--95
$12.00Jul 24$1.000.527.0%8.91%15.86%120
$13.00Jul 31$0.950.5015.9%8.47%24.33%110
$11.50Jul 17$0.900.532.5%8.02%10.52%2810
$12.00Jul 17$0.650.467.0%5.79%12.75%2206
$13.00Jul 24$0.600.4315.9%5.35%21.21%--10
$13.00Aug 7$0.500.4915.9%4.46%20.32%--15
$11.50Jul 10$0.450.462.5%4.01%6.51%121
$12.00Jul 10$0.400.387.0%3.57%10.52%2433

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 757
Total Puts 4,715
Put/Call Ratio 6.23
Net Difference -3,958

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 40,714
Total Puts 31,234
Average Put/Call Ratio 0.88
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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