Tour v309
REPL
REPLIMUNE GROUP INC
$10.99 -1.08%
$11.04 (+0.46%)🌙
as of 07/10 06:59 PM
7/10 18:59

Option Volume

Detail
Current (07/10) 6,378
Calls: 1,953 (31%)
Puts: 4,425 (69%)
Prior (07/09) 24,779
Calls: 14,237 (57%)
Puts: 10,542 (43%)
Current vs Prior -74.26%
Calls: -86.28% (Calls)
Puts: -58.03% (Puts)
Prior 7-Day Total 55,845
Calls: 23,804 (43%)
Puts: 32,041 (57%)
Prior 7-Day Average 7,977
Calls: 3,400 (43%)
Puts: 4,577 (57%)
Current vs Prior 7-Day Avg -20.05%
Calls: -42.57%
Puts: -3.33%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/10) $1.35M
Calls: $870.7K (64%)
Puts: $481.0K (36%)
Prior (07/09) $5.57M
Calls: $3.76M (67%)
Puts: $1.82M (33%)
Current vs Prior -75.75%
Calls: -76.83%
Puts: -73.51%
Prior 7-Day Total $10.16M
Calls: $5.27M (52%)
Puts: $4.88M (48%)
Prior 7-Day Average $1.45M
Calls: $753.3K (52%)
Puts: $697.5K (48%)
Current vs Prior 7-Day Avg -6.84%
Calls: +15.58%
Puts: -31.04%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/10) 2.27
Prior (07/09) 0.74
Current vs Prior +205.99%
Prior 7-Day Average 2.34
Current vs Prior 7-Day Avg -3.31%
Sentiment BEARISH

Open Interest

Detail
Current (07/10) 95,834
Calls: 56,640 (59%)
Puts: 39,194 (41%)
Prior (07/09) 89,988
Calls: 57,757 (64%)
Puts: 32,231 (36%)
Current vs Prior +6.50%
Prior 7-Day Total 655,520
Calls: 468,205 (71%)
Puts: 187,315 (29%)
Prior 7-Day Average 93,645
Calls: 66,886 (71%)
Puts: 26,759 (29%)
Current vs Prior 7-Day Avg +2.34%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 4.64% | 16.56%16.56% | 76.89%
Prior 7.65% | 16.47%16.47% | 72.01%
Current vs Prior +116.46% | +23.19%+0.54% | +6.78%
Prior 7-Day Avg 11.73% | 18.10%17.39% | 60.19%
Current vs 7-Day Avg +41.24% | +12.13%-4.78% | +27.75%
Prior 7-Day Eod 7.65% | 16.47%-- | --
Current vs 7-Day Eod +116.46% | +23.19%-- | --
Sentiment BEARISHBEARISH

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 391.04% | 74.93%
Calls: 665.25% | 47.67%
Puts: 116.84% | 102.20%
Current vs 7-Day Avg +25.12% | -49.65%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($870.7K). Light premium activity with dollar volume down 76% vs prior. Below-average activity with volume down 74% vs prior. Extreme bearish P/C ratio of 2.27 - heavy put buying.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
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 8.8%, best 8.8%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Jul 170.550.60$0.578.8%400.474.6K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.57, cheapest $0.57)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Jul 170.550.60$0.578.8%400.474.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 18 found (avg delta 0.67, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Jul 100.651.30$0.9866.3%80.9625
$10.50Jul 100.050.80$0.43174.4%20.77--
$10.00Jul 171.001.60$1.3046.2%50.772.0K
$9.00Jul 101.652.40$2.0336.9%10.73--
$9.50Jul 101.102.25$1.6868.5%20.70--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Jul 240.801.70$1.2572.0%300.5483

Most actively traded options today. High liquidity = easy entry/exit. 38 active (total vol 1.2K, top 233)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Aug 213.004.30$3.6535.6%2330.61898
$12.00Jul 170.000.40$0.20200.0%1190.26394
$11.50Jul 100.000.05$0.03166.7%600.1278
$11.00Jul 100.000.80$0.40200.0%590.50415
$12.00Jul 100.000.35$0.18194.4%570.241.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Aug 212.402.90$2.6518.9%1870.263.1K
$10.00Aug 212.554.80$3.6861.1%610.28510
$12.00Aug 213.806.50$5.1552.4%510.33411
$11.00Jul 170.550.60$0.578.8%400.474.6K
$11.00Aug 213.605.50$4.5541.8%380.311.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 789.2%, max 4271.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.00Jul 10Aug 2111293.1%258.4%4271.1%2--
$13.00Jul 10Aug 213003.3%323.4%828.7%26275
$10.50Jul 10Jul 24827.0%127.2%550.4%7--
$12.00Jul 10Aug 211583.1%304.7%419.6%2902.1K
$11.00Jul 10Aug 71279.8%361.7%253.9%69584
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.00Jul 10Aug 211279.8%302.8%322.7%471.6K
$10.00Jul 10Aug 21860.4%290.1%196.6%66698

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 6 found (best R:R 3.00, avg 1.61)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$10.00$12.00Aug 21$0.50$1.50$0.503.00$10.50
$11.00$12.00Jul 17$0.40$0.60$0.401.50$11.40
$10.50$11.50Jul 24$0.50$0.50$0.501.00$11.00
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$11.50$10.00Jul 24$0.52$0.98$0.521.88$10.98
$10.00$9.00Jul 24$0.38$0.62$0.381.63$9.62
$12.00$11.00Aug 21$0.60$0.40$0.600.67$11.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 6.69, avg 2.22)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$9.00$10.00Aug 21$0.85$0.85$0.155.67$9.85
$11.00$11.50Jul 10$0.37$0.37$0.132.85$11.37
$9.00$9.50Jul 10$0.35$0.35$0.152.33$9.35
$10.50$11.50Jul 24$0.50$0.50$0.501.00$11.00
$11.00$12.00Jul 17$0.40$0.40$0.600.67$11.40
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$11.00$10.00Aug 21$0.87$0.87$0.136.69$10.13
$12.00$11.00Aug 21$0.60$0.60$0.401.50$11.40
$10.00$9.00Jul 24$0.38$0.38$0.620.61$9.62
$11.50$10.00Jul 24$0.52$0.52$0.980.53$10.98

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $1.07, cheapest $0.17)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.00Jul 10Jul 17$0.201279.8%96.5%
$10.00Jul 10Jul 17$0.32860.4%109.8%
$11.50Jul 10Jul 24$0.70536.0%104.6%
$10.50Jul 10Jul 17$0.82827.0%184.9%
$9.00Jul 10Aug 21$2.9711293.1%258.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$9.00Jul 17Jul 24$0.17149.3%140.2%
$11.00Jul 10Jul 17$0.491279.8%96.5%
$10.00Jul 10Jul 24$0.70860.4%145.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 4.37% of stock, avg 35.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$11.00Jul 10$0.40$0.08$0.48$10.52$11.484.37%
$10.00Jul 10$0.98$0.03$1.01$8.99$11.019.19%
$11.00Jul 17$0.60$0.57$1.17$9.83$12.1710.65%
$11.50Jul 24$0.73$1.25$1.98$9.52$13.4818.02%
$10.50Jul 17$1.25$0.85$2.10$8.40$12.6019.11%
$9.00Aug 21$5.00$2.65$7.65$1.35$16.6569.61%
$10.00Aug 21$4.15$3.68$7.83$2.17$17.8371.25%
$12.00Aug 21$3.65$5.15$8.80$3.20$20.8080.07%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 18 found (cheapest 0.55% of stock, avg 6.68%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$11.50$10.00Jul 10$0.03$0.03$0.06$9.94$11.56
$11.50$11.00Jul 10$0.03$0.08$0.11$10.89$11.61
$12.00$10.00Jul 10$0.18$0.03$0.21$9.79$12.21
$12.00$11.00Jul 10$0.18$0.08$0.26$10.74$12.26
$12.50$9.00Jul 17$0.15$0.18$0.33$8.67$12.83
$13.00$10.00Jul 10$0.35$0.03$0.38$9.62$13.38
$12.00$9.00Jul 17$0.20$0.18$0.38$8.62$12.38
$13.00$11.00Jul 10$0.35$0.08$0.43$10.57$13.43
$12.50$11.00Jul 17$0.15$0.57$0.72$10.28$13.22
$12.00$11.00Jul 17$0.20$0.57$0.77$10.23$12.77

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 7.33, avg credit $0.88)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
9/1010/12Jul 24$0.88$0.127.33$9.12$11.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 1 found (best R:R 2.33, cheapest $0.15)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$9.50$10.00$10.50Jul 10$0.15$0.352.33
PUTS (0)
No puts found

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 11 found (best net $-0.21, 7 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$10.50$11.501:2Jul 24-$0.23$0.77
$12.00$13.001:2Jul 10-$0.52$0.48
$12.00$12.501:2Jul 17-$0.10$0.40
$9.50$10.001:2Jul 10-$0.28$0.22
$11.50$12.001:2Jul 10-$0.33$0.17
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$11.50$10.001:2Jul 24-$0.21$1.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 4.09%, avg 3.33%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$11.00Jul 17$0.450.530.1%4.09%4.19%45301
$12.00Jul 24$0.350.439.2%3.18%12.37%20--
$11.50Jul 24$0.300.474.6%2.73%7.37%45566

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 1,953
Total Puts 4,425
Put/Call Ratio 2.27
Net Difference -2,472

Prior's Put/Call Breakdown

Total Calls 14,237
Total Puts 10,542
Put/Call Ratio 0.74
Net Difference 3,695

Prior 7-Day Put/Call Summary

Total Calls 23,804
Total Puts 32,041
Average Put/Call Ratio 2.34
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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