Tour v303
REPL
REPLIMUNE GROUP INC
$11.12 -3.39%
$11.11 (-0.10%)🌙
as of 07/08 06:58 PM
7/8 18:58

Option Volume

Detail
Current (07/08) 6,420
Calls: 2,542 (40%)
Puts: 3,878 (60%)
Prior (07/07) 7,856
Calls: 1,376 (18%)
Puts: 6,480 (82%)
Current vs Prior -18.28%
Calls: +84.74% (Calls)
Puts: -40.15% (Puts)
Prior 7-Day Total 75,132
Calls: 38,100 (51%)
Puts: 37,032 (49%)
Prior 7-Day Average 10,733
Calls: 5,442 (51%)
Puts: 5,290 (49%)
Current vs Prior 7-Day Avg -40.19%
Calls: -53.30%
Puts: -26.70%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/08) $870.3K
Calls: $325.7K (37%)
Puts: $544.6K (63%)
Prior (07/07) $1.44M
Calls: $323.5K (22%)
Puts: $1.11M (78%)
Current vs Prior -39.50%
Calls: +0.67%
Puts: -51.16%
Prior 7-Day Total $10.13M
Calls: $5.91M (58%)
Puts: $4.22M (42%)
Prior 7-Day Average $1.45M
Calls: $844.0K (58%)
Puts: $603.4K (42%)
Current vs Prior 7-Day Avg -39.87%
Calls: -61.41%
Puts: -9.76%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/08) 1.53
Prior (07/07) 4.71
Current vs Prior -67.61%
Prior 7-Day Average 2.20
Current vs Prior 7-Day Avg -30.67%
Sentiment BEARISH

Open Interest

Detail
Current (07/08) 53,245
Calls: 29,556 (56%)
Puts: 23,689 (44%)
Prior (07/07) 99,796
Calls: 74,087 (74%)
Puts: 25,709 (26%)
Current vs Prior -46.65%
Prior 7-Day Total 611,209
Calls: 459,431 (75%)
Puts: 151,778 (25%)
Prior 7-Day Average 87,315
Calls: 65,633 (75%)
Puts: 21,682 (25%)
Current vs Prior 7-Day Avg -39.02%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 15.11% | 16.28%16.28% | 62.05%
Prior 11.12% | 17.81%17.81% | 55.43%
Current vs Prior +35.85% | -8.61%-8.61% | +11.94%
Prior 7-Day Avg 14.14% | 18.58%18.41% | 53.35%
Current vs 7-Day Avg +6.85% | -12.39%-11.58% | +16.31%
Prior 7-Day Eod 11.12% | 17.81%-- | --
Current vs 7-Day Eod +35.85% | -8.61%-- | --
Sentiment BEARISHBULLISH

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 298.93% | 117.22%
Calls: 428.64% | 55.52%
Puts: 169.24% | 178.92%
Current vs 7-Day Avg +63.68% | -67.81%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 63% put dollar volume ($544.6K). Extreme bearish P/C ratio of 1.53 - heavy put buying. P/C ratio dropping 68% - sentiment shifting bullish. Declining open interest (down 47%) indicates positions being closed.

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 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. 13 found (avg delta 0.62, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Jul 101.702.45$2.0836.1%10.92--
$10.00Jul 171.201.65$1.4231.7%10.73--
$10.00Aug 213.504.20$3.8518.2%1130.68884
$11.00Aug 213.003.90$3.4526.1%250.64700
$11.00Aug 72.553.30$2.9325.6%30.6163
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Jul 313.204.20$3.7027.0%110.528

Most actively traded options today. High liquidity = easy entry/exit. 37 active (total vol 1.2K, top 240)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Jul 100.300.80$0.5590.9%2100.5636
$10.00Aug 213.504.20$3.8518.2%1130.68884
$13.00Jul 170.000.35$0.18194.4%610.19219
$12.00Aug 72.402.95$2.6820.5%600.5720
$12.50Jul 240.450.95$0.7071.4%480.38--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Aug 72.002.40$2.2018.2%2400.262
$9.00Aug 212.152.40$2.2811.0%940.253.0K
$10.50Jul 100.000.20$0.10200.0%360.21196
$10.00Aug 212.403.20$2.8028.6%350.30472
$11.00Aug 213.203.70$3.4514.5%190.34--

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 30.8%, max 43.1%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.50Jul 10Jul 24188.2%131.5%43.1%5167
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.50Jul 10Jul 17137.7%116.4%18.4%10--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 18 found (best R:R 3.17, avg 1.70)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$11.50$12.00Jul 17$0.12$0.38$0.123.17$11.62
$11.00$12.00Aug 7$0.25$0.75$0.253.00$11.25
$12.00$12.50Jul 17$0.13$0.37$0.132.85$12.13
$12.50$13.00Jul 24$0.13$0.37$0.132.85$12.63
$11.00$12.00Jul 31$0.32$0.68$0.322.13$11.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$12.00$11.00Aug 21$0.30$0.70$0.302.33$11.70
$11.50$9.00Jul 24$0.85$1.65$0.851.94$10.65
$10.00$9.00Aug 21$0.52$0.48$0.520.92$9.48
$11.00$10.00Aug 21$0.65$0.35$0.650.54$10.35
$11.00$10.50Jul 10$0.33$0.17$0.330.52$10.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 3.26, avg 1.02)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$9.00$11.00Jul 10$1.53$1.53$0.473.26$10.53
$11.00$11.50Jul 10$0.35$0.35$0.152.33$11.35
$11.00$12.00Aug 21$0.60$0.60$0.401.50$11.60
$11.00$11.50Jul 17$0.28$0.28$0.221.27$11.28
$10.00$11.00Jul 17$0.54$0.54$0.461.17$10.54
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$11.00$10.50Jul 10$0.33$0.33$0.171.94$10.67
$11.00$10.00Aug 21$0.65$0.65$0.351.86$10.35
$10.00$9.00Aug 21$0.52$0.52$0.481.08$9.48
$11.50$9.00Jul 24$0.85$0.85$1.650.52$10.65
$12.00$11.00Aug 21$0.30$0.30$0.700.43$11.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $1.03, cheapest $0.17)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.50Jul 10Jul 17$0.17188.2%118.9%
$12.00Jul 10Jul 17$0.28157.6%117.5%
$11.00Jul 10Jul 17$0.33151.3%117.1%
$13.00Jul 17Jul 24$0.39104.3%132.1%
$11.50Jul 10Jul 17$0.40109.3%110.4%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$9.50Jul 10Jul 17$0.17137.7%116.4%
$9.00Jul 17Jul 24$0.37135.0%161.8%
$10.00Jul 10Aug 21$2.77101.3%230.7%
$11.00Jul 10Aug 21$3.02151.3%231.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 8.81% of stock, avg 43.16%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$11.00Jul 10$0.55$0.43$0.98$10.02$11.988.81%
$11.50Jul 24$1.02$1.40$2.42$9.08$13.9221.76%
$13.00Jul 31$1.55$3.70$5.25$7.75$18.2547.21%
$12.00Aug 21$2.85$3.75$6.60$5.40$18.6059.35%
$10.00Aug 21$3.85$2.80$6.65$3.35$16.6559.80%
$11.00Aug 21$3.45$3.45$6.90$4.10$17.9062.05%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.89% of stock, avg 6.06%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.50$10.00Jul 10$0.18$0.03$0.21$9.79$12.71
$12.50$9.50Jul 10$0.18$0.03$0.21$9.29$12.71
$11.50$10.00Jul 10$0.20$0.03$0.23$9.77$11.73
$11.50$9.50Jul 10$0.20$0.03$0.23$9.27$11.73
$12.00$10.00Jul 10$0.20$0.03$0.23$9.77$12.23
$12.00$9.50Jul 10$0.20$0.03$0.23$9.27$12.23
$12.50$10.50Jul 10$0.18$0.10$0.28$10.22$12.78
$11.50$10.50Jul 10$0.20$0.10$0.30$10.20$11.80
$12.00$10.50Jul 10$0.20$0.10$0.30$10.20$12.30
$13.00$9.00Jul 17$0.18$0.18$0.36$8.64$13.36

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.64, avg credit $0.98)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
9/1212/13Jul 24$0.98$1.520.64$10.52$13.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 6.69, cheapest $0.07)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$11.00$11.50$12.00Jul 17$0.16$0.342.13
$11.00$11.50$12.00Jul 10$0.35$0.150.43
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$9.00$10.00$11.00Aug 21$0.13$0.876.69
$9.50$10.00$10.50Jul 10$0.07$0.436.14
$10.00$10.50$11.00Jul 10$0.26$0.240.92

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 13 found (best net $-0.34, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$10.00$11.001:2Jul 17-$0.34$0.66
$11.50$12.501:2Jul 24-$0.38$0.62
$12.00$12.501:2Jul 10-$0.16$0.34
$11.50$12.001:2Jul 10-$0.20$0.30
$12.00$12.501:2Jul 17-$0.22$0.28
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$9.50$9.001:2Jul 17-$0.16$0.34
$11.50$9.001:2Jul 24$0.30$2.20
$11.00$10.501:2Jul 10$0.23$0.27

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 23.38%, avg 9.13%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.00Aug 21$2.600.597.9%23.38%31.29%30884
$12.00Aug 7$2.400.577.9%21.58%29.50%6020
$12.00Jul 31$1.500.537.9%13.49%21.40%196
$13.00Jul 31$1.000.4616.9%8.99%25.90%20--
$11.50Jul 24$0.800.503.4%7.19%10.61%45521
$11.50Jul 17$0.450.463.4%4.05%7.46%5--
$12.50Jul 24$0.450.3812.4%4.05%16.46%48--
$12.00Jul 17$0.350.377.9%3.15%11.06%6151
$13.00Jul 24$0.350.3316.9%3.15%20.05%3310
$12.50Jul 17$0.250.2912.4%2.25%14.66%6--

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 2,542
Total Puts 3,878
Put/Call Ratio 1.53
Net Difference -1,336

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 38,100
Total Puts 37,032
Average Put/Call Ratio 2.20
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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