Tour v344
REPL
REPLIMUNE GROUP INC
$9.52 -1.65%
$8.88 (-6.72%)🌙
as of 07/16 06:56 PM
7/16 18:56

Option Volume

Detail
Current (07/16) 7,902
Calls: 2,840 (36%)
Puts: 5,062 (64%)
Prior (07/15) 3,558
Calls: 1,583 (44%)
Puts: 1,975 (56%)
Current vs Prior +122.09%
Calls: +79.41% (Calls)
Puts: +156.30% (Puts)
Prior 7-Day Total 97,933
Calls: 36,563 (37%)
Puts: 61,370 (63%)
Prior 7-Day Average 13,990
Calls: 5,223 (37%)
Puts: 8,767 (63%)
Current vs Prior 7-Day Avg -43.52%
Calls: -45.63%
Puts: -42.26%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/16) $2.14M
Calls: $629.4K (29%)
Puts: $1.51M (71%)
Prior (07/15) $704.8K
Calls: $266.6K (38%)
Puts: $438.2K (62%)
Current vs Prior +203.18%
Calls: +136.08%
Puts: +244.00%
Prior 7-Day Total $19.07M
Calls: $9.83M (52%)
Puts: $9.24M (48%)
Prior 7-Day Average $2.72M
Calls: $1.40M (52%)
Puts: $1.32M (48%)
Current vs Prior 7-Day Avg -21.59%
Calls: -55.18%
Puts: +14.14%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/16) 1.78
Prior (07/15) 1.25
Current vs Prior +42.86%
Prior 7-Day Average 2.36
Current vs Prior 7-Day Avg -24.33%
Sentiment BEARISH

Open Interest

Detail
Current (07/16) 90,070
Calls: 21,285 (24%)
Puts: 68,785 (76%)
Prior (07/15) 64,671
Calls: 10,575 (16%)
Puts: 54,096 (84%)
Current vs Prior +39.27%
Prior 7-Day Total 616,438
Calls: 342,214 (56%)
Puts: 274,224 (44%)
Prior 7-Day Average 88,062
Calls: 48,887 (56%)
Puts: 39,174 (44%)
Current vs Prior 7-Day Avg +2.28%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 6.93% | 36.24%6.93% | 74.37%
Prior 7.23% | 14.57%7.23% | 72.83%
Current vs Prior -4.13% | +148.79%-4.13% | +2.11%
Prior 7-Day Avg 11.67% | 17.27%14.05% | 68.84%
Current vs 7-Day Avg -40.59% | +109.89%-50.66% | +8.03%
Prior 7-Day Eod 7.23% | 14.57%7.23% | 72.83%
Current vs 7-Day Eod -4.13% | +148.79%-4.13% | +2.11%
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

Moderately bearish flow with 71% put dollar volume ($1.51M). Massive premium surge with dollar volume up 203% vs prior. Unusually high activity with volume up 122% vs prior - elevated interest. Extreme bearish P/C ratio of 1.78 - heavy put buying.

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 BEARISH
Prior BEARISH
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 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Jul 170.354.50$2.42171.5%101.0043
$9.00Jul 240.501.65$1.08106.5%10.98--
$9.50Jul 240.454.90$2.68166.0%110.91--
$10.00Jul 240.250.70$0.4893.7%10.84--
$10.50Jul 240.000.40$0.20200.0%130.79--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Jul 171.252.25$1.7557.1%400.834.6K
$10.00Jul 170.351.00$0.6895.6%100.73--
$9.50Jul 170.100.85$0.48156.2%110.64--

Most actively traded options today. High liquidity = easy entry/exit. 35 active (total vol 1.6K, top 638)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Aug 212.503.30$2.9027.6%730.591.7K
$8.00Aug 73.305.50$4.4050.0%340.6669
$10.00Aug 212.753.40$3.0821.1%150.62810
$10.50Jul 240.000.40$0.20200.0%130.79--
$11.00Jul 240.000.75$0.38197.4%120.74--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.00Aug 142.002.75$2.3831.5%6380.271.7K
$8.00Aug 72.002.65$2.3327.9%2730.283.6K
$8.00Jul 311.152.00$1.5853.8%2300.306.7K
$9.00Jul 170.000.25$0.13192.3%580.335.3K
$11.00Jul 171.252.25$1.7557.1%400.834.6K

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 3.0%, max 3.0%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$8.00Aug 7Aug 14324.0%314.5%3.0%3569
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 5 found (best R:R 4.56, avg 1.99)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$10.00$11.00Aug 21$0.18$0.82$0.184.56$10.18
$10.00$10.50Jul 24$0.28$0.22$0.280.79$10.28
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$9.50$8.50Jul 24$0.34$0.66$0.341.94$9.16
$10.00$9.50Jul 17$0.20$0.30$0.201.50$9.80
$10.00$9.50Jul 31$0.23$0.27$0.231.17$9.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 4.00, avg 1.41)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$8.00$10.00Aug 7$1.60$1.60$0.404.00$9.60
$10.00$10.50Jul 24$0.28$0.28$0.221.27$10.28
$10.00$11.00Aug 21$0.18$0.18$0.820.22$10.18
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$9.50$9.00Jul 17$0.35$0.35$0.152.33$9.15
$10.00$9.50Jul 31$0.23$0.23$0.270.85$9.77
$10.00$9.50Jul 17$0.20$0.20$0.300.67$9.80
$9.50$8.50Jul 24$0.34$0.34$0.660.52$9.16

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $1.46, cheapest $0.29)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Jul 17Jul 24$0.33222.5%273.5%
$8.00Aug 7Aug 14$0.60324.0%314.5%
$9.50Jul 17Jul 24$2.50142.4%229.3%
$11.00Jul 24Aug 7$3.10296.1%509.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$9.50Jul 17Jul 24$0.29142.4%229.3%
$8.50Jul 17Jul 24$0.35172.5%234.6%
$8.00Jul 17Jul 24$0.40188.4%271.7%
$9.00Jul 17Jul 31$2.65115.1%409.2%
$10.00Jul 17Jul 31$2.95222.5%467.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 6.93% of stock, avg 42.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$9.50Jul 17$0.18$0.48$0.66$8.84$10.166.93%
$10.00Jul 17$0.15$0.68$0.83$9.17$10.838.72%
$9.00Jul 17$2.42$0.13$2.55$6.45$11.5526.79%
$9.50Jul 24$2.68$0.77$3.45$6.05$12.9536.24%
$10.00Jul 31$2.95$3.63$6.58$3.42$16.5869.12%
$8.00Aug 7$4.40$2.33$6.73$1.27$14.7370.69%
$8.00Aug 14$5.00$2.38$7.38$0.62$15.3877.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 1.89% of stock, avg 2.57%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$10.00$8.00Jul 17$0.15$0.03$0.18$7.82$10.18
$9.50$8.00Jul 17$0.18$0.03$0.21$7.79$9.71
$10.00$8.50Jul 17$0.15$0.08$0.23$8.27$10.23
$9.50$8.50Jul 17$0.18$0.08$0.26$8.24$9.76
$10.00$9.00Jul 17$0.15$0.13$0.28$8.72$10.28
$9.50$9.00Jul 17$0.18$0.13$0.31$8.69$9.81

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 1.63, avg credit $0.62)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
8/1010/10Jul 24$0.62$0.381.63$8.88$10.62

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 2 found (best R:R 0.67, cheapest $0.30)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$10.00$10.50$11.00Jul 24$0.46$0.040.09
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$8.50$9.00$9.50Jul 17$0.30$0.200.67

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 $-0.09, 6 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$8.00$10.001:2Aug 7-$1.20$0.80
$9.50$10.001:2Jul 17-$0.12$0.38
$10.00$10.501:2Jul 24$0.08$0.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$9.50$8.501:2Jul 24-$0.09$0.91
$10.00$9.501:2Jul 17-$0.28$0.22
$9.00$8.001:2Aug 7-$0.81$0.19
$8.50$8.001:2Jul 24-$0.43$0.07
$11.00$10.001:2Jul 17$0.39$0.61

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 26.26%, avg 25.21%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$11.00Aug 21$2.500.5915.6%26.26%41.81%731.7K
$10.00Aug 7$2.300.595.0%24.16%29.20%3--

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 2,840
Total Puts 5,062
Put/Call Ratio 1.78
Net Difference -2,222

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 36,563
Total Puts 61,370
Average Put/Call Ratio 2.36
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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