Tour v340
REPL
REPLIMUNE GROUP INC
$9.68 -1.93%
7/15 19:03

Option Volume

Detail
Current (07/15) 3,558
Calls: 1,583 (44%)
Puts: 1,975 (56%)
Prior (07/14) 20,186
Calls: 10,093 (50%)
Puts: 10,093 (50%)
Current vs Prior -82.37%
Calls: -84.32% (Calls)
Puts: -80.43% (Puts)
Prior 7-Day Total 97,735
Calls: 36,774 (38%)
Puts: 60,961 (62%)
Prior 7-Day Average 13,962
Calls: 5,253 (38%)
Puts: 8,708 (62%)
Current vs Prior 7-Day Avg -74.52%
Calls: -69.87%
Puts: -77.32%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/15) $704.8K
Calls: $266.6K (38%)
Puts: $438.2K (62%)
Prior (07/14) $5.81M
Calls: $3.24M (56%)
Puts: $2.58M (44%)
Current vs Prior -87.88%
Calls: -91.77%
Puts: -82.99%
Prior 7-Day Total $18.77M
Calls: $9.75M (52%)
Puts: $9.02M (48%)
Prior 7-Day Average $2.68M
Calls: $1.39M (52%)
Puts: $1.29M (48%)
Current vs Prior 7-Day Avg -73.71%
Calls: -80.85%
Puts: -66.00%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/15) 1.25
Prior (07/14) 1.00
Current vs Prior +24.76%
Prior 7-Day Average 2.30
Current vs Prior 7-Day Avg -45.80%
Sentiment BEARISH

Open Interest

Detail
Current (07/15) 64,671
Calls: 10,575 (16%)
Puts: 54,096 (84%)
Prior (07/14) 106,036
Calls: 50,142 (47%)
Puts: 55,894 (53%)
Current vs Prior -39.01%
Prior 7-Day Total 588,450
Calls: 356,449 (61%)
Puts: 232,001 (39%)
Prior 7-Day Average 84,064
Calls: 50,921 (61%)
Puts: 33,143 (39%)
Current vs Prior 7-Day Avg -23.07%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 7.23% | 14.57%7.23% | 72.83%
Prior 10.13% | 18.54%10.13% | 73.96%
Current vs Prior -28.63% | -21.44%-28.63% | -1.53%
Prior 7-Day Avg 12.26% | 17.90%15.73% | 65.76%
Current vs 7-Day Avg -40.99% | -18.62%-54.04% | +10.75%
Prior 7-Day Eod 10.13% | 18.54%10.13% | 73.96%
Current vs 7-Day Eod -28.63% | -21.44%-28.63% | -1.53%
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
+
Add Card

🤖 AI Insights

Moderately bearish flow with 62% put dollar volume ($438.2K). Light premium activity with dollar volume down 88% vs prior. Below-average activity with volume down 82% vs prior. Bearish P/C ratio of 1.25 indicates protective positioning.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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. 17 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.00Jul 171.402.10$1.7540.0%21.00--
$9.50Aug 282.905.50$4.2061.9%30.76--
$9.00Aug 142.856.00$4.4371.1%20.7591
$9.00Jul 170.451.20$0.8390.4%20.7443
$10.00Aug 282.805.50$4.1565.1%340.741
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Jul 171.251.70$1.4830.4%150.83--

Most actively traded options today. High liquidity = easy entry/exit. 32 active (total vol 1.9K, top 432)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Jul 170.200.25$0.2321.7%4320.362.1K
$10.00Aug 72.355.40$3.8878.6%1350.68150
$9.00Aug 213.104.60$3.8539.0%520.67--
$11.50Jul 240.150.40$0.2889.3%400.27571
$11.00Jul 311.804.10$2.9578.0%400.60100
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Aug 212.753.30$3.0318.2%3810.303.1K
$9.00Aug 282.754.30$3.5343.9%3540.26--
$8.00Aug 212.102.70$2.4025.0%1850.262.8K
$8.00Aug 72.002.40$2.2018.2%730.263.6K
$8.00Jul 311.202.40$1.8066.7%360.276.7K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 28.3%, max 48.4%)

CALLS (0)
No calls found
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.00Aug 7Aug 21441.5%297.6%48.4%10706
$8.00Jul 31Aug 21347.8%284.2%22.4%2219.4K
$9.50Jul 17Jul 24125.7%110.1%14.2%257

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 7 found (best R:R 6.69, avg 2.10)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$10.00$11.00Jul 17$0.13$0.87$0.136.69$10.13
$10.00$11.00Aug 7$0.25$0.75$0.253.00$10.25
$9.50$10.00Jul 17$0.17$0.33$0.171.94$9.67
$10.50$11.50Aug 14$0.48$0.52$0.481.08$10.98
$9.50$10.00Aug 14$0.27$0.23$0.270.85$9.77
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$9.00$8.00Aug 21$0.63$0.37$0.630.59$8.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 4.56, avg 1.84)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$9.00$9.50Aug 14$0.38$0.38$0.123.17$9.38
$10.00$11.00Jul 31$0.68$0.68$0.322.12$10.68
$9.00$10.00Aug 21$0.65$0.65$0.351.86$9.65
$9.50$10.00Aug 14$0.27$0.27$0.231.17$9.77
$10.50$11.50Aug 14$0.48$0.48$0.520.92$10.98
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$10.00$9.00Aug 21$0.82$0.82$0.184.56$9.18
$11.00$9.50Jul 17$1.18$1.18$0.323.69$9.82
$9.00$8.00Aug 21$0.63$0.63$0.371.70$8.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $2.12, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.50Jul 17Jul 24$0.08271.3%125.0%
$11.00Jul 17Jul 31$2.85178.7%445.3%
$10.00Jul 17Jul 31$3.40138.5%501.9%
$9.00Jul 17Aug 14$3.60162.0%402.7%
$9.50Jul 17Aug 14$3.65125.7%370.3%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$9.50Jul 17Jul 24$0.18125.7%110.1%
$8.00Jul 31Aug 7$0.40347.8%344.7%
$9.00Jul 17Aug 21$2.83162.0%283.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 7.23% of stock, avg 49.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$9.50Jul 17$0.40$0.30$0.70$8.80$10.207.23%
$9.00Jul 17$0.83$0.20$1.03$7.97$10.0310.64%
$11.00Jul 17$0.10$1.48$1.58$9.42$12.5816.32%
$9.00Aug 21$3.85$3.03$6.88$2.12$15.8871.07%
$10.00Aug 21$3.20$3.85$7.05$2.95$17.0572.83%
$10.00Aug 14$3.78$4.30$8.08$1.92$18.0883.47%
$10.00Aug 7$3.88$4.25$8.13$1.87$18.1383.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 7 found (cheapest 3.10% of stock, avg 4.90%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$11.00$9.00Jul 17$0.10$0.20$0.30$8.70$11.30
$11.50$9.00Jul 17$0.20$0.20$0.40$8.60$11.90
$11.00$9.50Jul 17$0.10$0.30$0.40$9.10$11.40
$10.00$9.00Jul 17$0.23$0.20$0.43$8.57$10.43
$11.50$9.50Jul 17$0.20$0.30$0.50$9.00$12.00
$10.00$9.50Jul 17$0.23$0.30$0.53$8.97$10.53
$11.50$9.50Jul 24$0.28$0.48$0.76$8.74$12.26

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

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 4.26, cheapest $0.11)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$9.00$9.50$10.00Aug 14$0.11$0.393.55
$9.00$9.50$10.00Jul 17$0.26$0.240.92
$9.50$10.00$10.50Aug 14$0.42$0.080.19
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$8.00$9.00$10.00Aug 21$0.19$0.814.26

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 6 found (best net $-0.15, 4 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$9.50$10.001:2Jul 17-$0.06$0.44
$11.00$11.501:2Jul 17-$0.30$0.20
$8.00$9.001:2Jul 17$0.09$0.91
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$10.00$8.001:2Aug 7-$0.15$1.85
$9.50$9.001:2Jul 17-$0.10$0.40
$11.00$9.501:2Jul 17$0.88$0.62

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 2.07%, avg 1.81%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$10.00Jul 17$0.200.363.3%2.07%5.37%4322.1K
$11.50Jul 24$0.150.2718.8%1.55%20.35%40571

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 1,583
Total Puts 1,975
Put/Call Ratio 1.25
Net Difference -392

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 36,774
Total Puts 60,961
Average Put/Call Ratio 2.30
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