Tour v297
REPL
REPLIMUNE GROUP INC
$11.51 +0.35%
7/7 18:57

Option Volume

Detail
Current (07/07) 7,856
Calls: 1,376 (18%)
Puts: 6,480 (82%)
Prior (07/06) 3,360
Calls: 1,794 (53%)
Puts: 1,566 (47%)
Current vs Prior +133.81%
Calls: -23.30% (Calls)
Puts: +313.79% (Puts)
Prior 7-Day Total 68,552
Calls: 37,978 (55%)
Puts: 30,574 (45%)
Prior 7-Day Average 9,793
Calls: 5,425 (55%)
Puts: 4,367 (45%)
Current vs Prior 7-Day Avg -19.78%
Calls: -74.64%
Puts: +48.36%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/07) $1.44M
Calls: $323.5K (22%)
Puts: $1.11M (78%)
Prior (07/06) $397.5K
Calls: $181.7K (46%)
Puts: $215.8K (54%)
Current vs Prior +261.89%
Calls: +78.04%
Puts: +416.72%
Prior 7-Day Total $8.95M
Calls: $5.84M (65%)
Puts: $3.11M (35%)
Prior 7-Day Average $1.28M
Calls: $834.1K (65%)
Puts: $444.4K (35%)
Current vs Prior 7-Day Avg +12.51%
Calls: -61.21%
Puts: +150.87%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/07) 4.71
Prior (07/06) 0.87
Current vs Prior +439.49%
Prior 7-Day Average 1.53
Current vs Prior 7-Day Avg +207.76%
Sentiment BEARISH

Open Interest

Detail
Current (07/07) 99,796
Calls: 74,087 (74%)
Puts: 25,709 (26%)
Prior (07/06) 36,683
Calls: 24,810 (68%)
Puts: 11,873 (32%)
Current vs Prior +172.05%
Prior 7-Day Total 552,109
Calls: 422,544 (77%)
Puts: 129,565 (23%)
Prior 7-Day Average 78,872
Calls: 60,363 (77%)
Puts: 18,509 (23%)
Current vs Prior 7-Day Avg +26.53%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 11.12% | 17.81%17.81% | 55.43%
Prior 11.33% | 19.01%19.01% | 51.26%
Current vs Prior -1.88% | -6.29%-6.29% | +8.13%
Prior 7-Day Avg 14.48% | 19.37%19.01% | 51.26%
Current vs 7-Day Avg -23.18% | -8.05%-6.29% | +8.13%
Prior 7-Day Eod 11.33% | 19.01%-- | --
Current vs 7-Day Eod -1.88% | -6.29%-- | --
Sentiment BULLISHBULLISH

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 264.75% | 136.59%
Calls: 319.11% | 58.32%
Puts: 210.39% | 214.86%
Current vs 7-Day Avg +84.81% | -72.38%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 78% of dollar volume in puts ($1.11M) vs calls ($323.5K). Massive premium surge with dollar volume up 262% vs prior. Unusually high activity with volume up 134% vs prior - elevated interest. Extreme bearish P/C ratio of 4.71 - 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 NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 1 of results (avg 4.1%, best 4.1%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Aug 72.402.50$2.454.1%1450.2911

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. 13 found (avg delta 0.63, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.50Jul 101.752.60$2.1739.2%10.961
$11.00Jul 100.401.10$0.7593.3%50.69--
$10.00Aug 73.205.30$4.2549.4%20.68--
$11.50Aug 141.804.30$3.0582.0%20.65--
$11.00Aug 72.703.50$3.1025.8%10.6462
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Jul 241.752.85$2.3047.8%10.60--
$12.50Jul 241.602.50$2.0543.9%30.57--

Most actively traded options today. High liquidity = easy entry/exit. 33 active (total vol 1.6K, top 604)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Jul 241.101.40$1.2524.0%6040.53--
$12.00Jul 100.000.35$0.18194.4%590.321.2K
$12.00Jul 311.602.90$2.2557.8%500.5996
$13.00Aug 212.203.00$2.6030.8%270.5766
$11.50Jul 100.400.60$0.5040.0%200.5335
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Jul 100.050.25$0.15133.3%2310.195
$10.00Aug 72.402.50$2.454.1%1450.2911
$12.00Aug 213.203.60$3.4011.8%1410.38--
$11.50Jul 241.101.90$1.5053.3%770.46--
$10.00Aug 142.002.55$2.2824.1%630.28--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 8.4%, max 11.7%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.50Jul 10Jul 17130.4%116.7%11.7%1658
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.50Jul 10Jul 17128.7%122.4%5.2%25157

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 14 found (best R:R 4.00, avg 1.54)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$12.00$13.00Aug 21$0.38$0.62$0.381.63$12.38
$12.00$12.50Jul 17$0.20$0.30$0.201.50$12.20
$11.00$12.00Jul 17$0.47$0.53$0.471.13$11.47
$11.00$11.50Jul 10$0.25$0.25$0.251.00$11.25
$11.50$12.00Jul 10$0.32$0.18$0.320.56$11.82
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$11.00$10.50Jul 10$0.10$0.40$0.104.00$10.90
$10.50$10.00Jul 10$0.12$0.38$0.123.17$10.38
$11.50$9.50Jul 24$0.70$1.30$0.701.86$10.80
$11.00$10.00Aug 21$0.37$0.63$0.371.70$10.63
$11.00$10.50Jul 17$0.20$0.30$0.201.50$10.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 1.86, avg 0.87)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$11.50$12.00Jul 10$0.32$0.32$0.181.78$11.82
$11.00$11.50Jul 10$0.25$0.25$0.251.00$11.25
$11.00$12.00Jul 17$0.47$0.47$0.530.89$11.47
$12.00$12.50Jul 17$0.20$0.20$0.300.67$12.20
$12.00$13.00Aug 21$0.38$0.38$0.620.61$12.38
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$13.00$12.00Aug 21$0.65$0.65$0.351.86$12.35
$12.50$11.50Jul 24$0.55$0.55$0.451.22$11.95
$13.00$12.50Jul 24$0.25$0.25$0.251.00$12.75
$12.00$11.00Aug 21$0.45$0.45$0.550.82$11.55
$11.00$10.50Jul 17$0.20$0.20$0.300.67$10.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $0.85, cheapest $0.30)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.50Jul 10Jul 17$0.30130.4%116.7%
$11.00Jul 10Jul 17$0.42115.8%121.7%
$12.00Jul 10Jul 17$0.5287.2%121.1%
$11.50Jul 10Jul 24$0.75118.3%140.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.50Jul 10Jul 17$0.33128.7%122.4%
$11.00Jul 10Jul 17$0.43115.8%121.7%
$9.50Jul 10Jul 24$0.77130.6%171.0%
$13.00Jul 24Aug 21$1.75152.0%195.6%
$10.00Jul 10Aug 7$2.42101.7%250.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 8.69% of stock, avg 34.17%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$11.00Jul 10$0.75$0.25$1.00$10.00$12.008.69%
$11.00Jul 17$1.17$0.68$1.85$9.15$12.8516.07%
$9.50Jul 10$2.17$0.03$2.20$7.30$11.7019.11%
$11.50Jul 24$1.25$1.50$2.75$8.75$14.2523.89%
$12.00Aug 21$2.98$3.40$6.38$5.62$18.3855.43%
$13.00Aug 21$2.60$4.05$6.65$6.35$19.6557.78%
$10.00Aug 7$4.25$2.45$6.70$3.30$16.7058.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 12 found (cheapest 1.82% of stock, avg 8.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.00$10.00Jul 10$0.18$0.03$0.21$9.79$12.21
$12.50$10.00Jul 10$0.20$0.03$0.23$9.77$12.73
$12.00$10.50Jul 10$0.18$0.15$0.33$10.17$12.33
$12.50$10.50Jul 10$0.20$0.15$0.35$10.15$12.85
$12.00$11.00Jul 10$0.18$0.25$0.43$10.57$12.43
$12.50$11.00Jul 10$0.20$0.25$0.45$10.55$12.95
$12.50$10.50Jul 17$0.50$0.48$0.98$9.52$13.48
$12.00$10.50Jul 17$0.70$0.48$1.18$9.32$13.18
$12.50$11.00Jul 17$0.50$0.68$1.18$9.82$13.68
$12.00$11.00Jul 17$0.70$0.68$1.38$9.62$13.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 3.00, avg credit $0.56)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
10/1112/13Aug 21$0.75$0.253.00$10.25$12.75
10/1011/12Jul 10$0.37$0.132.85$10.13$11.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 11.50, cheapest $0.08)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$11.50$12.00$12.50Jul 10$0.34$0.160.47
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$10.00$11.00$12.00Aug 21$0.08$0.9211.50
$11.00$12.00$13.00Aug 21$0.20$0.804.00
$9.50$10.00$10.50Jul 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 $-0.10, 7 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.00$12.001:2Jul 17-$0.23$0.77
$12.00$12.501:2Jul 10-$0.22$0.28
$11.00$11.501:2Jul 10-$0.25$0.25
$12.00$12.501:2Jul 17-$0.30$0.20
$9.50$11.001:2Jul 10$0.67$0.83
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$11.50$9.501:2Jul 24-$0.10$1.90
$11.00$10.501:2Jul 17-$0.28$0.22
$12.50$11.501:2Jul 24-$0.95$0.05
$10.50$10.001:2Jul 10$0.09$0.41

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 19.11%, avg 8.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$13.00Aug 21$2.200.5712.9%19.11%32.06%2766
$12.00Jul 31$1.600.594.3%13.90%18.16%5096
$12.00Jul 24$0.850.494.3%7.38%11.64%620
$12.00Jul 17$0.550.454.3%4.78%9.04%1--
$12.50Jul 17$0.350.378.6%3.04%11.64%5--
$12.50Jul 10$0.150.268.6%1.30%9.90%1158

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 1,376
Total Puts 6,480
Put/Call Ratio 4.71
Net Difference -5,104

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 37,978
Total Puts 30,574
Average Put/Call Ratio 1.53
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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