Tour v290
REPL
REPLIMUNE GROUP INC
$11.58 +3.21%
$11.32 (-2.25%)🌙
as of 07/02 06:00 PM
7/2 18:00

Option Volume

Detail
Current (07/02) 1,957
Calls: 626 (32%)
Puts: 1,331 (68%)
Prior (07/01) 5,472
Calls: 757 (14%)
Puts: 4,715 (86%)
Current vs Prior -64.24%
Calls: -17.31% (Calls)
Puts: -71.77% (Puts)
Prior 7-Day Total 67,738
Calls: 38,878 (57%)
Puts: 28,860 (43%)
Prior 7-Day Average 9,676
Calls: 5,554 (57%)
Puts: 4,122 (43%)
Current vs Prior 7-Day Avg -79.78%
Calls: -88.73%
Puts: -67.72%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/02) $349.5K
Calls: $113.5K (32%)
Puts: $235.9K (68%)
Prior (07/01) $838.4K
Calls: $220.4K (26%)
Puts: $618.0K (74%)
Current vs Prior -58.32%
Calls: -48.49%
Puts: -61.82%
Prior 7-Day Total $9.02M
Calls: $6.18M (68%)
Puts: $2.84M (32%)
Prior 7-Day Average $1.29M
Calls: $883.0K (68%)
Puts: $406.0K (32%)
Current vs Prior 7-Day Avg -72.89%
Calls: -87.14%
Puts: -41.89%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/02) 2.13
Prior (07/01) 6.23
Current vs Prior -65.86%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg +77.08%
Sentiment BEARISH

Open Interest

Detail
Current (07/02) 156,600
Calls: 114,788 (73%)
Puts: 41,812 (27%)
Prior (07/01) 153,053
Calls: 114,423 (75%)
Puts: 38,630 (25%)
Current vs Prior +2.32%
Prior 7-Day Total 535,580
Calls: 498,482 (78%)
Puts: 143,018 (22%)
Prior 7-Day Average 76,511
Calls: 71,211 (78%)
Puts: 20,431 (22%)
Current vs Prior 7-Day Avg +104.68%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/02) | Next (07/10)Expiry (07/17) | Next (08/21)
Current 8.89% | 19.00%22.71% | 50.52%
Prior 8.11% | 14.53%-- | --
Current vs Prior +134.24% | +56.33%-- | --
Prior 7-Day Avg 13.43% | 18.02%-- | --
Current vs 7-Day Avg +41.49% | +26.04%-- | --
Prior 7-Day Eod 8.11% | 14.53%-- | --
Current vs 7-Day Eod +134.24% | +56.33%-- | --
Sentiment BEARISH--

Relative Spread

Detail
Expiry | Next
Current 489.28% | 37.73%
Calls: 900.00% | 47.06%
Puts: 78.57% | 28.41%
Prior 62.73% | 35.41%
Calls: 75.47% | 37.50%
Puts: 50.00% | 33.33%
Current vs Prior +679.98% | +6.55%
Prior 7-Day Avg 212.71% | 144.64%
Calls: 90.36% | 63.72%
Puts: 242.88% | 261.20%
Current vs 7-Day Avg +130.02% | -73.92%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 68% put dollar volume ($235.9K). Light premium activity with dollar volume down 58% vs prior. Below-average activity with volume down 64% vs prior. Extreme bearish P/C ratio of 2.13 - heavy put buying.

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

📈 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. 21 found (avg delta 0.66, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Jul 20.004.80$2.40200.0%20.9558
$10.50Jul 20.954.70$2.83132.5%10.9419
$11.00Jul 20.002.05$1.02201.0%730.7774
$10.00Aug 71.554.70$3.13100.6%--0.74107
$10.00Jul 101.002.50$1.7585.7%--0.7325
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Jul 170.702.90$1.80122.2%--0.6411
$12.00Jul 171.101.80$1.4548.3%60.5121

Most actively traded options today. High liquidity = easy entry/exit. 26 active (total vol 538, top 116)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Jul 170.601.45$1.0283.3%1160.49207
$11.00Jul 20.002.05$1.02201.0%730.7774
$13.00Jul 170.201.00$0.60133.3%500.36218
$12.00Jul 100.350.60$0.4852.1%420.3453
$11.50Jul 20.000.20$0.10200.0%380.6781
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Jul 170.401.85$1.13128.3%1000.442
$11.00Jul 100.250.55$0.4075.0%270.49108
$11.50Jul 20.000.90$0.45200.0%150.3716
$12.00Jul 171.101.80$1.4548.3%60.5121
$11.00Jul 20.000.25$0.13192.3%50.2488

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 993.1%, max 4688.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.50Jul 2Jul 177997.0%167.0%4688.6%574
$13.00Jul 2Aug 78463.0%185.0%4474.6%--201
$10.00Jul 2Aug 71221.0%250.0%388.4%2165
$11.00Jul 2Aug 7973.0%233.0%317.6%73136
$10.50Jul 2Jul 10885.0%253.0%249.8%160
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.50Jul 2Jul 101822.0%164.0%1011.0%--37
$11.00Jul 2Jul 17973.0%149.0%553.0%63.6K
$10.50Jul 2Jul 17885.0%150.0%490.0%5151
$10.00Jul 2Aug 71221.0%250.0%388.4%243
$11.50Jul 2Jul 17192.0%123.0%56.1%11518

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 12 found (best R:R 5.67, avg 1.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$10.00$11.00Aug 7$0.15$0.85$0.155.67$10.15
$11.50$12.00Jul 17$0.16$0.34$0.162.13$11.66
$11.50$12.00Jul 10$0.17$0.33$0.171.94$11.67
$13.00$13.50Jul 10$0.24$0.26$0.241.08$13.24
$10.00$10.50Jul 10$0.27$0.23$0.270.85$10.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$11.00$10.50Jul 2$0.10$0.40$0.104.00$10.90
$13.00$12.00Jul 17$0.35$0.65$0.351.86$12.65
$10.50$10.00Jul 17$0.18$0.32$0.181.78$10.32
$11.00$10.50Jul 17$0.22$0.28$0.221.27$10.78
$11.50$11.00Jul 2$0.32$0.18$0.320.56$11.18

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 2.33, avg 1.08)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$10.50$11.00Jul 10$0.35$0.35$0.152.33$10.85
$12.00$13.00Aug 7$0.70$0.70$0.302.33$12.70
$10.00$11.00Jul 17$0.61$0.61$0.391.56$10.61
$10.00$10.50Jul 10$0.27$0.27$0.231.17$10.27
$13.00$13.50Jul 10$0.24$0.24$0.260.92$13.24
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$11.50$11.00Jul 2$0.32$0.32$0.181.78$11.18
$12.00$11.50Jul 17$0.32$0.32$0.181.78$11.68
$11.00$10.50Jul 17$0.22$0.22$0.280.79$10.78
$10.50$10.00Jul 17$0.18$0.18$0.320.56$10.32
$13.00$12.00Jul 17$0.35$0.35$0.650.54$12.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $0.48, cheapest $0.11)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.00Jul 2Jul 10$0.11973.0%233.0%
$13.50Jul 10Jul 17$0.20215.0%126.0%
$12.00Jul 2Jul 10$0.43559.0%182.0%
$11.50Jul 2Jul 10$0.55192.0%183.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.00Jul 2Jul 10$0.27973.0%233.0%
$10.00Jul 2Jul 10$0.421221.0%246.0%
$11.50Jul 2Jul 17$0.68192.0%123.0%
$9.50Jul 2Jul 10$0.851822.0%164.0%
$10.50Jul 2Jul 17$0.85885.0%150.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 4.75% of stock, avg 20.50%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$11.50Jul 2$0.10$0.45$0.55$10.95$12.054.75%
$11.00Jul 2$1.02$0.13$1.15$9.85$12.159.93%
$11.00Jul 10$1.13$0.40$1.53$9.47$12.5313.21%
$10.00Jul 10$1.75$0.45$2.20$7.80$12.2019.00%
$11.50Jul 17$1.18$1.13$2.31$9.19$13.8119.95%
$11.00Jul 17$1.27$1.10$2.37$8.63$13.3720.47%
$13.00Jul 17$0.60$1.80$2.40$10.60$15.4020.73%
$10.00Jul 2$2.40$0.03$2.43$7.57$12.4320.98%
$12.00Jul 17$1.02$1.45$2.47$9.53$14.4721.33%
$10.00Jul 17$1.88$0.70$2.58$7.42$12.5822.28%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 34 found (cheapest 0.69% of stock, avg 11.81%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.00$10.50Jul 2$0.05$0.03$0.08$10.42$12.08
$12.00$10.00Jul 2$0.05$0.03$0.08$9.92$12.08
$12.00$9.50Jul 2$0.05$0.05$0.10$9.40$12.10
$12.00$11.00Jul 2$0.05$0.13$0.18$10.82$12.18
$12.00$11.50Jul 2$0.05$0.45$0.50$11.00$12.50
$13.50$11.00Jul 10$0.33$0.40$0.73$10.27$14.23
$13.50$10.00Jul 10$0.33$0.45$0.78$9.22$14.28
$12.00$11.00Jul 10$0.48$0.40$0.88$10.12$12.88
$12.00$10.00Jul 10$0.48$0.45$0.93$9.07$12.93
$13.00$11.00Jul 10$0.57$0.40$0.97$10.03$13.97

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 3.17, avg credit $0.36)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
10/1112/12Jul 17$0.38$0.123.17$10.62$11.88
10/1012/12Jul 17$0.34$0.162.12$10.16$11.84

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 7.33, cheapest $0.10)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$10.00$11.00$12.00Aug 7$0.12$0.887.33
$11.00$11.50$12.00Jul 10$0.31$0.190.61
$11.50$12.00$12.50Jul 17$0.32$0.180.56
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$10.00$10.50$11.00Jul 2$0.10$0.404.00
$10.50$11.00$11.50Jul 2$0.22$0.281.27
$11.00$11.50$12.00Jul 17$0.29$0.210.72

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 $-0.14, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$12.00$13.001:2Jul 31-$0.14$0.86
$12.00$13.001:2Jul 24-$0.42$0.58
$13.00$13.501:2Jul 10-$0.09$0.41
$12.00$13.001:2Jul 10-$0.66$0.34
$10.00$11.001:2Jul 17-$0.66$0.34
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$11.00$10.001:2Jul 10-$0.50$0.50
$10.00$9.501:2Jul 2-$0.07$0.43
$11.00$10.501:2Jul 2$0.07$0.43
$11.50$11.001:2Jul 2$0.19$0.31

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 6.04%, avg 3.02%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$13.00Aug 7$0.700.5612.3%6.04%18.31%--15
$12.00Jul 17$0.600.493.6%5.18%8.81%116207
$12.00Jul 10$0.350.343.6%3.02%6.65%4253
$13.50Jul 17$0.250.3116.6%2.16%18.74%--3.0K
$12.50Jul 17$0.200.477.9%1.73%9.67%37
$13.00Jul 17$0.200.3612.3%1.73%13.99%50218
$13.00Jul 10$0.150.2912.3%1.30%13.56%1112

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 626
Total Puts 1,331
Put/Call Ratio 2.13
Net Difference -705

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 38,878
Total Puts 28,860
Average Put/Call Ratio 1.20
Ratio Trend Falling

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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