Tour v334
REPL
REPLIMUNE GROUP INC
$9.87 -0.65%
$9.88 (+0.06%)🌙
as of 07/14 07:22 PM
7/14 19:22

Option Volume

Detail
Current (07/14) 20,186
Calls: 10,093 (50%)
Puts: 10,093 (50%)
Prior (07/13) 28,756
Calls: 4,779 (17%)
Puts: 23,977 (83%)
Current vs Prior -29.80%
Calls: +111.19% (Calls)
Puts: -57.91% (Puts)
Prior 7-Day Total 79,506
Calls: 27,307 (34%)
Puts: 52,199 (66%)
Prior 7-Day Average 11,358
Calls: 3,901 (34%)
Puts: 7,457 (66%)
Current vs Prior 7-Day Avg +77.72%
Calls: +158.73%
Puts: +35.35%
Sentiment NEUTRAL

Dollar Volume

Detail
Current (07/14) $5.81M
Calls: $3.24M (56%)
Puts: $2.58M (44%)
Prior (07/13) $3.32M
Calls: $1.05M (32%)
Puts: $2.27M (68%)
Current vs Prior +75.12%
Calls: +209.59%
Puts: +13.25%
Prior 7-Day Total $13.30M
Calls: $6.62M (50%)
Puts: $6.68M (50%)
Prior 7-Day Average $1.90M
Calls: $945.7K (50%)
Puts: $954.6K (50%)
Current vs Prior 7-Day Avg +206.01%
Calls: +242.56%
Puts: +169.81%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14) 1.00
Prior (07/13) 5.02
Current vs Prior -80.07%
Prior 7-Day Average 2.46
Current vs Prior 7-Day Avg -59.40%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/14) 106,036
Calls: 50,142 (47%)
Puts: 55,894 (53%)
Prior (07/13) 106,868
Calls: 63,457 (59%)
Puts: 43,411 (41%)
Current vs Prior -0.78%
Prior 7-Day Total 639,014
Calls: 421,095 (66%)
Puts: 217,919 (34%)
Prior 7-Day Average 91,287
Calls: 60,156 (66%)
Puts: 31,131 (34%)
Current vs Prior 7-Day Avg +16.16%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 10.13% | 18.54%10.13% | 73.96%
Prior 13.88% | 16.90%13.88% | 68.71%
Current vs Prior -27.02% | +9.70%-27.02% | +7.64%
Prior 7-Day Avg 13.52% | 18.50%16.67% | 64.39%
Current vs 7-Day Avg -25.07% | +0.25%-39.22% | +14.86%
Prior 7-Day Eod 13.88% | 16.90%13.88% | 68.71%
Current vs 7-Day Eod -27.02% | +9.70%-27.02% | +7.64%
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 489.28% | 37.73%
Calls: 900.00% | 47.06%
Puts: 78.57% | 28.41%
Current vs 7-Day Avg -0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Elevated premium activity with dollar volume up 75% vs prior. Dollar volume significantly above 7-day average (206% higher). Volume explosion - 78% above 7-day average (20,186 vs avg 11,358). P/C ratio dropping 80% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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. 19 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.00Jul 171.452.00$1.7331.8%161.00--
$8.00Aug 73.507.00$5.2566.7%290.7668
$9.50Aug 282.854.50$3.6844.8%20.74--
$10.00Aug 282.906.00$4.4569.7%20.73--
$10.00Aug 72.705.50$4.1068.3%520.71109
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Jul 170.705.00$2.85150.9%180.7770
$11.00Jul 241.452.25$1.8543.2%20.66--
$10.00Jul 170.251.25$0.75133.3%1200.63892
$10.50Jul 240.651.80$1.2393.5%2.0K0.58--

Most actively traded options today. High liquidity = easy entry/exit. 42 active (total vol 3.4K, top 2.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Jul 311.305.00$3.15117.5%1700.6013
$10.00Aug 142.454.80$3.6364.7%1220.651
$10.00Jul 170.050.45$0.25160.0%1020.382.0K
$9.00Aug 142.856.30$4.5875.3%920.68--
$10.00Aug 72.705.50$4.1068.3%520.71109
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Jul 240.651.80$1.2393.5%2.0K0.58--
$8.00Jul 311.252.10$1.6850.6%2680.276.7K
$8.00Aug 72.002.70$2.3529.8%1580.243.7K
$10.00Jul 170.251.25$0.75133.3%1200.63892
$9.00Aug 212.803.30$3.0516.4%340.283.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 14.0%, max 14.0%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.00Jul 31Aug 14436.9%383.2%14.0%1041.5K
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 15 found (best R:R 4.00, avg 1.88)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$10.00$10.50Jul 17$0.12$0.38$0.123.17$10.12
$10.00$11.50Jul 24$0.45$1.05$0.452.33$10.45
$10.00$11.00Aug 7$0.40$0.60$0.401.50$10.40
$9.00$9.50Aug 14$0.25$0.25$0.251.00$9.25
$8.00$10.00Aug 7$1.15$0.85$1.150.74$9.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$9.00$8.50Jul 17$0.10$0.40$0.104.00$8.90
$9.00$8.50Jul 31$0.10$0.40$0.104.00$8.90
$9.50$9.00Jul 17$0.12$0.38$0.123.17$9.38
$10.50$8.00Jul 24$0.78$1.72$0.782.21$9.72
$10.00$9.00Aug 7$0.33$0.67$0.332.03$9.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 9.00, avg 1.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$9.00$10.00Jul 31$0.90$0.90$0.109.00$9.90
$8.00$9.50Jul 17$1.08$1.08$0.422.57$9.08
$10.00$11.00Aug 28$0.62$0.62$0.381.63$10.62
$8.00$10.00Aug 7$1.15$1.15$0.851.35$9.15
$9.00$9.50Aug 14$0.25$0.25$0.251.00$9.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$10.00$9.00Aug 14$0.65$0.65$0.351.86$9.35
$10.00$9.00Aug 21$0.65$0.65$0.351.86$9.35
$9.00$8.00Aug 21$0.57$0.57$0.431.33$8.43
$11.00$9.00Jul 31$0.75$0.75$1.250.60$10.25
$10.00$9.00Aug 7$0.33$0.33$0.670.49$9.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $2.40, cheapest $0.53)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Jul 17Jul 24$0.53123.9%139.7%
$9.00Jul 31Aug 14$0.75436.9%383.2%
$11.00Jul 17Jul 31$2.92203.0%469.8%
$8.00Jul 17Aug 7$3.52123.6%367.7%
$9.50Jul 17Aug 14$3.68178.0%435.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$8.00Jul 24Jul 31$1.23190.5%309.6%
$11.00Jul 24Jul 31$2.08136.6%469.8%
$8.50Jul 17Jul 31$2.95144.3%471.0%
$9.00Jul 17Jul 31$2.95130.0%436.9%
$10.00Jul 17Aug 7$3.43123.9%429.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 10.13% of stock, avg 57.76%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$9.50Jul 17$0.65$0.35$1.00$8.50$10.5010.13%
$10.00Jul 17$0.25$0.75$1.00$9.00$11.0010.13%
$10.50Jul 17$0.13$2.85$2.98$7.52$13.4830.19%
$9.00Jul 31$3.83$3.18$7.01$1.99$16.0171.02%
$11.00Jul 31$3.15$3.93$7.08$3.92$18.0871.73%
$8.00Aug 7$5.25$2.35$7.60$0.40$15.6077.00%
$10.00Aug 14$3.63$4.40$8.03$1.97$18.0381.36%
$10.00Aug 7$4.10$4.18$8.28$1.72$18.2883.89%
$9.00Aug 14$4.58$3.75$8.33$0.67$17.3384.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 11 found (cheapest 2.63% of stock, avg 5.50%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$10.50$8.50Jul 17$0.13$0.13$0.26$8.24$10.76
$11.00$8.50Jul 17$0.23$0.13$0.36$8.14$11.36
$10.50$9.00Jul 17$0.13$0.23$0.36$8.64$10.86
$10.00$8.50Jul 17$0.25$0.13$0.38$8.12$10.38
$11.00$9.00Jul 17$0.23$0.23$0.46$8.54$11.46
$10.00$9.00Jul 17$0.25$0.23$0.48$8.52$10.48
$10.50$9.50Jul 17$0.13$0.35$0.48$9.02$10.98
$11.00$9.50Jul 17$0.23$0.35$0.58$8.92$11.58
$10.00$9.50Jul 17$0.25$0.35$0.60$8.90$10.60
$11.50$8.00Jul 24$0.33$0.45$0.78$7.22$12.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.92, avg credit $0.23)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
9/1010/10Jul 17$0.24$0.260.92$9.26$10.24
8/910/10Jul 17$0.22$0.280.79$8.78$10.22

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 (2)
LowMidHighExpiryDebitMax GainR:R
$10.00$10.50$11.00Jul 17$0.22$0.281.27
$9.50$10.00$10.50Jul 17$0.28$0.220.79
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$8.00$9.00$10.00Aug 21$0.08$0.9211.50
$9.00$9.50$10.00Jul 17$0.28$0.220.79

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 9 found (best net $-0.11, 4 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$10.50$11.001:2Jul 17-$0.33$0.17
$10.00$11.501:2Jul 24$0.12$1.38
$8.00$9.501:2Jul 17$0.43$1.07
$9.50$10.001:2Jul 17$0.15$0.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$9.50$9.001:2Jul 17-$0.11$0.39
$8.50$8.001:2Jul 31-$0.28$0.22
$9.00$8.001:2Aug 7-$0.85$0.15
$10.50$8.001:2Jul 24$0.33$2.17
$10.00$9.501:2Jul 17$0.05$0.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 6.59%, avg 4.31%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$10.00Jul 24$0.650.501.3%6.59%7.90%21--
$11.50Jul 24$0.200.2716.5%2.03%18.54%3568

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 10,093
Total Puts 10,093
Put/Call Ratio 1.00
Net Difference --

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 27,307
Total Puts 52,199
Average Put/Call Ratio 2.46
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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