Tour v325
REPL
REPLIMUNE GROUP INC
$9.94 -9.60%
7/13 18:57

Option Volume

Detail
Current (07/13) 28,756
Calls: 4,779 (17%)
Puts: 23,977 (83%)
Prior (07/10) 6,378
Calls: 1,953 (31%)
Puts: 4,425 (69%)
Current vs Prior +350.86%
Calls: +144.70% (Calls)
Puts: +441.85% (Puts)
Prior 7-Day Total 56,222
Calls: 23,285 (41%)
Puts: 32,937 (59%)
Prior 7-Day Average 8,031
Calls: 3,326 (41%)
Puts: 4,705 (59%)
Current vs Prior 7-Day Avg +258.03%
Calls: +43.67%
Puts: +409.58%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/13) $3.32M
Calls: $1.05M (32%)
Puts: $2.27M (68%)
Prior (07/10) $1.35M
Calls: $870.7K (64%)
Puts: $481.0K (36%)
Current vs Prior +145.67%
Calls: +20.18%
Puts: +372.84%
Prior 7-Day Total $10.82M
Calls: $5.79M (54%)
Puts: $5.03M (46%)
Prior 7-Day Average $1.55M
Calls: $827.7K (54%)
Puts: $718.0K (46%)
Current vs Prior 7-Day Avg +114.84%
Calls: +26.42%
Puts: +216.77%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/13) 5.02
Prior (07/10) 2.27
Current vs Prior +121.44%
Prior 7-Day Average 2.46
Current vs Prior 7-Day Avg +103.71%
Sentiment BEARISH

Open Interest

Detail
Current (07/13) 106,868
Calls: 63,457 (59%)
Puts: 43,411 (41%)
Prior (07/10) 95,834
Calls: 56,640 (59%)
Puts: 39,194 (41%)
Current vs Prior +11.51%
Prior 7-Day Total 685,199
Calls: 472,061 (69%)
Puts: 213,138 (31%)
Prior 7-Day Average 97,885
Calls: 67,437 (69%)
Puts: 30,448 (31%)
Current vs Prior 7-Day Avg +9.18%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 13.88% | 16.90%13.88% | 68.71%
Prior 16.56% | 20.29%16.56% | 76.89%
Current vs Prior -16.17% | -16.71%-16.17% | -10.63%
Prior 7-Day Avg 12.70% | 18.16%17.23% | 63.53%
Current vs 7-Day Avg +9.34% | -6.91%-19.40% | +8.16%
Prior 7-Day Eod 16.56% | 20.29%16.56% | 76.89%
Current vs 7-Day Eod -16.17% | -16.71%-16.17% | -10.63%
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 428.34% | 37.40%
Calls: 782.21% | 45.69%
Puts: 74.49% | 29.11%
Current vs 7-Day Avg +14.23% | +0.89%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bearish flow with 68% put dollar volume ($2.27M). Massive premium surge with dollar volume up 146% vs prior. Dollar volume significantly above 7-day average (115% higher). Unusually high activity with volume up 351% vs prior - elevated interest.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
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. 14 found (avg delta 0.75, highest 1.01)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.00Jul 171.802.20$2.0020.0%11.01--
$9.00Jul 312.405.50$3.9578.5%100.81--
$10.00Aug 72.455.50$3.9876.6%10.78--
$10.00Aug 141.955.90$3.93100.5%10.76--
$9.50Jul 312.155.50$3.8387.5%60.75--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Jul 170.851.75$1.3069.2%21.00--
$11.00Jul 240.752.45$1.60106.2%60.68--
$10.50Jul 170.451.15$0.8087.5%130.5760

Most actively traded options today. High liquidity = easy entry/exit. 32 active (total vol 2.3K, top 866)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Jul 170.000.15$0.08187.5%540.1839
$11.00Aug 212.503.20$2.8524.6%520.641.6K
$10.00Jul 170.451.50$0.98107.1%450.722.0K
$9.00Aug 213.105.40$4.2554.1%370.74302
$10.00Aug 212.754.40$3.5846.1%330.70806
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.00Aug 72.002.40$2.2018.2%8660.232.8K
$10.00Jul 170.150.65$0.40125.0%3630.43578
$8.00Aug 212.103.30$2.7044.4%3360.222.8K
$9.00Aug 212.152.90$2.5329.6%1380.293.2K
$9.00Jul 170.100.15$0.1338.5%1100.165.2K

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 55.8%, max 79.7%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.00Jul 31Aug 21461.7%256.9%79.7%47302
$10.50Jul 17Jul 24172.7%131.0%31.9%211
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 7 found (best R:R 3.17, avg 2.32)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$11.00$11.50Jul 17$0.12$0.38$0.123.17$11.12
$9.00$9.50Jul 31$0.12$0.38$0.123.17$9.12
$10.50$11.50Jul 24$0.35$0.65$0.351.86$10.85
$8.00$10.00Jul 17$1.02$0.98$1.020.96$9.02
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$9.50$9.00Jul 17$0.12$0.38$0.123.17$9.38
$10.00$9.50Jul 17$0.15$0.35$0.152.33$9.85
$10.00$8.00Aug 7$0.77$1.23$0.771.60$9.23

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 2.70, avg 1.09)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$10.00$11.00Aug 21$0.73$0.73$0.272.70$10.73
$9.00$10.00Aug 21$0.67$0.67$0.332.03$9.67
$8.00$10.00Jul 17$1.02$1.02$0.981.04$9.02
$10.50$11.50Jul 24$0.35$0.35$0.650.54$10.85
$11.00$11.50Jul 17$0.12$0.12$0.380.32$11.12
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$10.00$9.00Aug 21$0.72$0.72$0.282.57$9.28
$10.00$8.00Aug 7$0.77$0.77$1.230.63$9.23
$10.00$9.50Jul 17$0.15$0.15$0.350.43$9.85
$9.50$9.00Jul 17$0.12$0.12$0.380.32$9.38

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $1.48, cheapest $0.30)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.50Jul 17Jul 24$0.3080.5%124.2%
$9.00Jul 31Aug 21$0.30461.7%256.9%
$10.50Jul 17Jul 24$0.45172.7%131.0%
$11.00Jul 17Aug 7$2.5584.5%309.8%
$10.00Jul 17Aug 7$3.00138.7%321.9%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.00Jul 17Jul 24$0.3084.5%103.7%
$8.00Jul 17Jul 31$1.70178.4%361.5%
$10.00Jul 17Jul 31$1.83138.7%281.2%
$9.00Jul 17Jul 31$2.92149.6%461.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 10.87% of stock, avg 45.35%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$10.50Jul 17$0.28$0.80$1.08$9.42$11.5810.87%
$10.00Jul 17$0.98$0.40$1.38$8.62$11.3813.88%
$11.00Jul 17$0.20$1.30$1.50$9.50$12.5015.09%
$8.00Jul 17$2.00$0.05$2.05$5.95$10.0520.62%
$9.00Aug 21$4.25$2.53$6.78$2.22$15.7868.21%
$10.00Aug 21$3.58$3.25$6.83$3.17$16.8368.71%
$10.00Aug 7$3.98$2.97$6.95$3.05$16.9569.92%
$9.00Jul 31$3.95$3.05$7.00$2.00$16.0070.42%
$11.00Aug 21$2.85$4.15$7.00$4.00$18.0070.42%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 10 found (cheapest 1.31% of stock, avg 3.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$11.50$8.50Jul 17$0.08$0.05$0.13$8.37$11.63
$11.50$8.00Jul 17$0.08$0.05$0.13$7.87$11.63
$11.50$9.00Jul 17$0.08$0.13$0.21$8.79$11.71
$11.00$8.50Jul 17$0.20$0.05$0.25$8.25$11.25
$11.00$8.00Jul 17$0.20$0.05$0.25$7.75$11.25
$11.00$9.00Jul 17$0.20$0.13$0.33$8.67$11.33
$11.50$9.50Jul 17$0.08$0.25$0.33$9.17$11.83
$11.00$9.50Jul 17$0.20$0.25$0.45$9.05$11.45
$11.50$10.00Jul 17$0.08$0.40$0.48$9.52$11.98
$11.00$10.00Jul 17$0.20$0.40$0.60$9.40$11.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.17, avg credit $0.26)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
10/1011/12Jul 17$0.27$0.231.17$9.73$11.27
9/1011/12Jul 17$0.24$0.260.92$9.26$11.24

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 5.25, cheapest $0.08)

CALLS (0)
No calls found
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$8.00$8.50$9.00Jul 17$0.08$0.425.25
$9.00$10.00$11.00Aug 21$0.18$0.824.56
$10.00$10.50$11.00Jul 17$0.10$0.404.00
$9.50$10.00$10.50Jul 17$0.25$0.251.00
$8.00$9.00$10.00Aug 21$0.89$0.110.12

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 8 found (best net $-1.43, 6 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$10.50$11.001:2Jul 17-$0.12$0.38
$8.00$10.001:2Jul 17$0.04$1.96
$10.00$10.501:2Jul 17$0.42$0.08
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$10.00$8.001:2Aug 7-$1.43$0.57
$9.00$8.001:2Jul 31-$0.45$0.55
$8.50$8.001:2Jul 17-$0.05$0.45
$10.00$9.501:2Jul 17-$0.10$0.40
$11.00$10.501:2Jul 17-$0.30$0.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 6.04%, avg 2.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$10.50Jul 24$0.600.485.6%6.04%11.67%5--
$10.50Jul 17$0.150.595.6%1.51%7.14%161
$11.50Jul 24$0.150.3115.7%1.51%17.20%3566
$11.00Jul 17$0.100.3610.7%1.01%11.67%24317

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 4,779
Total Puts 23,977
Put/Call Ratio 5.02
Net Difference -19,198

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 23,285
Total Puts 32,937
Average Put/Call Ratio 2.46
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All