Tour v294
REPL
REPLIMUNE GROUP INC
$11.47 -0.95%
$11.56 (+0.78%)🌙
as of 07/06 06:54 PM
7/6 18:54

Option Volume

Detail
Current (07/06) 3,360
Calls: 1,794 (53%)
Puts: 1,566 (47%)
Prior (07/02) 1,957
Calls: 626 (32%)
Puts: 1,331 (68%)
Current vs Prior +71.69%
Calls: +186.58% (Calls)
Puts: +17.66% (Puts)
Prior 7-Day Total 65,192
Calls: 36,184 (56%)
Puts: 29,008 (44%)
Prior 7-Day Average 10,865
Calls: 5,169 (56%)
Puts: 4,144 (44%)
Current vs Prior 7-Day Avg -69.08%
Calls: -65.29%
Puts: -62.21%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/06) $397.5K
Calls: $181.7K (46%)
Puts: $215.8K (54%)
Prior (07/02) $349.5K
Calls: $113.5K (32%)
Puts: $235.9K (68%)
Current vs Prior +13.74%
Calls: +60.05%
Puts: -8.55%
Prior 7-Day Total $8.55M
Calls: $5.66M (66%)
Puts: $2.90M (34%)
Prior 7-Day Average $1.43M
Calls: $808.2K (66%)
Puts: $413.6K (34%)
Current vs Prior 7-Day Avg -72.11%
Calls: -77.51%
Puts: -47.83%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/06) 0.87
Prior (07/02) 2.13
Current vs Prior -58.95%
Prior 7-Day Average 1.64
Current vs Prior 7-Day Avg -46.77%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/06) 36,683
Calls: 24,810 (68%)
Puts: 11,873 (32%)
Prior (07/02) 156,600
Calls: 114,788 (73%)
Puts: 41,812 (27%)
Current vs Prior -76.58%
Prior 7-Day Total 515,426
Calls: 397,734 (77%)
Puts: 117,692 (23%)
Prior 7-Day Average 85,904
Calls: 66,289 (77%)
Puts: 19,615 (23%)
Current vs Prior 7-Day Avg -57.30%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 11.33% | 19.01%19.01% | 51.26%
Prior 19.00% | 22.71%-- | --
Current vs Prior -40.34% | -16.32%-- | --
Prior 7-Day Avg 15.00% | 19.43%-- | --
Current vs 7-Day Avg -24.44% | -2.19%-- | --
Prior 7-Day Eod 19.00% | 22.71%-- | --
Current vs 7-Day Eod -40.34% | -16.32%-- | --
Sentiment BULLISH--

Relative Spread

Detail
Expiry | Next
Current 489.28% | 37.73%
Calls: 900.00% | 47.06%
Puts: 78.57% | 28.41%
Prior 489.28% | 37.73%
Calls: 900.00% | 47.06%
Puts: 78.57% | 28.41%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 227.33% | 153.07%
Calls: 222.30% | 60.20%
Puts: 232.36% | 245.93%
Current vs 7-Day Avg +115.23% | -75.35%
Liquidity Expensive
+
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🤖 AI Insights

Above-average activity with volume up 72% vs prior. P/C ratio dropping 59% - sentiment shifting bullish. Call-heavy open interest (24,810 calls vs 11,873 puts) suggests bullish positioning. Declining open interest (down 77%) indicates positions being closed.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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. 6 found (avg delta 0.57, highest 0.67)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Jul 100.501.10$0.8075.0%10.67--
$11.00Jul 171.151.35$1.2516.0%10.62--
$12.00Jul 311.652.55$2.1042.9%70.56--
$11.50Jul 170.701.05$0.8839.8%30.5338
$12.00Jul 240.851.90$1.3876.1%10.52--
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 21 active (total vol 1.4K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Jul 100.150.40$0.2889.3%1.1K0.3583
$13.00Jul 100.000.30$0.15200.0%810.19112
$12.50Jul 100.000.30$0.15200.0%650.234
$13.50Jul 100.000.30$0.15200.0%280.177
$11.50Jul 100.300.65$0.4872.9%220.5121
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Jul 170.300.65$0.4872.9%260.3026
$10.00Jul 170.200.50$0.3585.7%240.23560
$10.00Aug 71.352.60$1.9863.1%100.32--
$10.50Jul 100.000.35$0.18194.4%50.21--
$10.00Jul 311.152.05$1.6056.2%40.3013

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 7.6%, max 19.6%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.50Jul 10Jul 17151.3%126.4%19.6%403.0K
$13.00Jul 10Jul 17128.1%125.2%2.3%82112
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.50Jul 10Jul 17115.4%114.5%0.8%3126

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 10 found (best R:R 4.00, avg 2.51)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$12.50$13.00Jul 17$0.10$0.40$0.104.00$12.60
$13.00$13.50Jul 17$0.10$0.40$0.104.00$13.10
$12.00$12.50Jul 10$0.13$0.37$0.132.85$12.13
$12.00$12.50Jul 17$0.15$0.35$0.152.33$12.15
$11.50$12.00Jul 17$0.18$0.32$0.181.78$11.68
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$11.00$10.50Jul 10$0.10$0.40$0.104.00$10.90
$10.50$10.00Jul 17$0.13$0.37$0.132.85$10.37
$11.50$11.00Jul 10$0.22$0.28$0.221.27$11.28

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 2.85, avg 0.78)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$11.00$11.50Jul 17$0.37$0.37$0.132.85$11.37
$11.00$11.50Jul 10$0.32$0.32$0.181.78$11.32
$11.50$12.00Jul 10$0.20$0.20$0.300.67$11.70
$11.50$12.00Jul 17$0.18$0.18$0.320.56$11.68
$12.00$12.50Jul 17$0.15$0.15$0.350.43$12.15
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$11.50$11.00Jul 10$0.22$0.22$0.280.79$11.28
$10.50$10.00Jul 17$0.13$0.13$0.370.35$10.37
$11.00$10.50Jul 10$0.10$0.10$0.400.25$10.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.47, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.50Jul 10Jul 17$0.20151.3%126.4%
$13.00Jul 10Jul 17$0.30128.1%125.2%
$11.50Jul 10Jul 17$0.40103.2%114.6%
$12.50Jul 10Jul 17$0.40102.4%120.4%
$12.00Jul 10Jul 17$0.42102.2%118.3%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.50Jul 10Jul 17$0.30115.4%114.5%
$10.00Jul 17Jul 31$1.25120.8%203.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 2 found (cheapest 8.54% of stock, avg 8.98%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$11.50Jul 10$0.48$0.50$0.98$10.52$12.488.54%
$11.00Jul 10$0.80$0.28$1.08$9.92$12.089.42%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 2.88% of stock, avg 5.86%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.50$10.50Jul 10$0.15$0.18$0.33$10.17$12.83
$13.00$10.50Jul 10$0.15$0.18$0.33$10.17$13.33
$13.50$10.50Jul 10$0.15$0.18$0.33$10.17$13.83
$12.50$11.00Jul 10$0.15$0.28$0.43$10.57$12.93
$13.00$11.00Jul 10$0.15$0.28$0.43$10.57$13.43
$13.50$11.00Jul 10$0.15$0.28$0.43$10.57$13.93
$12.00$10.50Jul 10$0.28$0.18$0.46$10.04$12.46
$12.00$11.00Jul 10$0.28$0.28$0.56$10.44$12.56
$12.50$11.50Jul 10$0.15$0.50$0.65$10.85$13.15
$13.00$11.50Jul 10$0.15$0.50$0.65$10.85$13.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 7 found (best R:R 2.33, avg credit $0.28)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
11/1212/12Jul 10$0.35$0.152.33$11.15$12.35
10/1012/12Jul 17$0.31$0.191.63$10.19$11.81
10/1112/12Jul 10$0.30$0.201.50$10.70$11.80
10/1012/12Jul 17$0.28$0.221.27$10.22$12.28
10/1112/12Jul 10$0.23$0.270.85$10.77$12.23
10/1012/13Jul 17$0.23$0.270.85$10.27$12.73
10/1013/14Jul 17$0.23$0.270.85$10.27$13.23

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 6.14, cheapest $0.07)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$11.50$12.00$12.50Jul 10$0.07$0.436.14
$11.00$11.50$12.00Jul 10$0.12$0.383.17
$12.00$12.50$13.00Jul 10$0.13$0.372.85
$11.00$11.50$12.00Jul 17$0.19$0.311.63
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$10.50$11.00$11.50Jul 10$0.12$0.383.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 10 found (best net $-0.06, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.50$12.001:2Jul 10-$0.08$0.42
$12.50$13.001:2Jul 10-$0.15$0.35
$13.00$13.501:2Jul 10-$0.15$0.35
$11.00$11.501:2Jul 10-$0.16$0.34
$13.00$13.501:2Jul 17-$0.25$0.25
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$11.50$11.001:2Jul 10-$0.06$0.44
$11.00$10.501:2Jul 10-$0.08$0.42
$10.50$10.001:2Jul 17-$0.22$0.28

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 14.39%, avg 4.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.00Jul 31$1.650.564.6%14.39%19.01%7--
$12.00Jul 24$0.850.524.6%7.41%12.03%1--
$11.50Jul 17$0.700.530.3%6.10%6.36%338
$12.00Jul 17$0.550.454.6%4.80%9.42%2150
$12.50Jul 17$0.400.379.0%3.49%12.47%22--
$11.50Jul 10$0.300.510.3%2.62%2.88%2221
$13.00Jul 17$0.300.3113.3%2.62%15.95%1--
$13.50Jul 17$0.200.2617.7%1.74%19.44%123.0K
$12.00Jul 10$0.150.354.6%1.31%5.93%1.1K83

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 1,794
Total Puts 1,566
Put/Call Ratio 0.87
Net Difference 228

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 36,184
Total Puts 29,008
Average Put/Call Ratio 1.64
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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