Tour v346
REPL
REPLIMUNE GROUP INC
$10.23 +7.46%
$10.25 (+0.20%)🌙
as of 07/17 07:13 PM
7/17 19:13

Option Volume

Detail
Current (07/17) 11,049
Calls: 3,597 (33%)
Puts: 7,452 (67%)
Prior (07/16) 7,902
Calls: 2,840 (36%)
Puts: 5,062 (64%)
Current vs Prior +39.83%
Calls: +26.65% (Calls)
Puts: +47.21% (Puts)
Prior 7-Day Total 97,979
Calls: 38,027 (39%)
Puts: 59,952 (61%)
Prior 7-Day Average 13,997
Calls: 5,432 (39%)
Puts: 8,564 (61%)
Current vs Prior 7-Day Avg -21.06%
Calls: -33.79%
Puts: -12.99%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/17) $3.55M
Calls: $868.8K (24%)
Puts: $2.68M (76%)
Prior (07/16) $2.14M
Calls: $629.4K (29%)
Puts: $1.51M (71%)
Current vs Prior +66.18%
Calls: +38.04%
Puts: +77.94%
Prior 7-Day Total $19.77M
Calls: $10.14M (51%)
Puts: $9.64M (49%)
Prior 7-Day Average $2.82M
Calls: $1.45M (51%)
Puts: $1.38M (49%)
Current vs Prior 7-Day Avg +25.71%
Calls: -40.00%
Puts: +94.83%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/17) 2.07
Prior (07/16) 1.78
Current vs Prior +16.23%
Prior 7-Day Average 1.94
Current vs Prior 7-Day Avg +6.93%
Sentiment BEARISH

Open Interest

Detail
Current (07/17) 128,978
Calls: 83,187 (64%)
Puts: 45,791 (36%)
Prior (07/16) 90,070
Calls: 21,285 (24%)
Puts: 68,785 (76%)
Current vs Prior +43.20%
Prior 7-Day Total 606,712
Calls: 289,412 (48%)
Puts: 317,300 (52%)
Prior 7-Day Average 86,673
Calls: 41,344 (48%)
Puts: 45,328 (52%)
Current vs Prior 7-Day Avg +48.81%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 16.81% | 25.22%16.81% | 68.23%
Prior 6.93% | 36.24%6.93% | 74.37%
Current vs Prior +263.78% | +52.67%+142.52% | -8.25%
Prior 7-Day Avg 11.07% | 19.90%12.50% | 71.55%
Current vs 7-Day Avg +127.80% | +178.05%+34.52% | -4.63%
Prior 7-Day Eod 6.93% | 36.24%6.93% | 74.37%
Current vs 7-Day Eod +263.78% | +52.67%+142.52% | -8.25%
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 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

Strong bearish conviction with 76% of dollar volume in puts ($2.68M) vs calls ($868.8K). Elevated premium activity with dollar volume up 66% vs prior. Extreme bearish P/C ratio of 2.07 - heavy put buying. Call-heavy open interest (83,187 calls vs 45,791 puts) suggests bullish positioning.

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 BULLISH
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. 22 found (avg delta 0.71, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Jul 170.801.75$1.2774.8%230.93--
$9.50Jul 170.300.90$0.60100.0%150.9114
$8.50Jul 171.102.25$1.6868.5%20.90--
$10.00Jul 170.050.95$0.50180.0%2090.832.1K
$9.00Jul 312.654.40$3.5349.6%20.761.5K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Jul 170.501.30$0.9088.9%80.903.3K
$10.50Jul 240.752.00$1.3890.6%10.59--

Most actively traded options today. High liquidity = easy entry/exit. 41 active (total vol 915, top 209)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Jul 170.050.95$0.50180.0%2090.832.1K
$10.00Jul 240.501.90$1.20116.7%1410.5020
$11.00Aug 212.753.60$3.1826.7%1360.621.7K
$12.00Jul 311.204.40$2.80114.3%680.61261
$10.00Jul 311.853.20$2.5353.4%260.6618
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Aug 212.803.80$3.3030.3%540.262.9K
$9.00Aug 71.653.80$2.7279.0%470.28247
$10.50Jul 311.255.00$3.13119.8%350.33--
$10.00Jul 170.000.05$0.03166.7%220.18797
$10.50Jul 170.052.40$1.22192.6%120.4970

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 335.5%, max 1456.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.50Jul 17Jul 243405.5%218.8%1456.2%4--
$9.00Jul 17Aug 71133.7%369.7%206.6%26--
$11.00Jul 17Aug 21735.7%287.7%155.7%1421.7K
$11.50Jul 24Aug 14540.9%330.7%63.5%25614
$9.50Jul 17Jul 31743.0%507.4%46.4%1614
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.50Jul 17Jul 313405.5%451.5%654.2%4770
$9.00Jul 31Aug 21525.9%339.8%54.7%573.0K
$9.50Jul 17Jul 31743.0%507.4%46.4%6--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 7 found (best R:R 2.57, avg 1.80)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$10.50$11.00Jul 24$0.14$0.36$0.142.57$10.64
$10.00$11.00Aug 7$0.30$0.70$0.302.33$10.30
$9.00$10.00Aug 7$0.35$0.65$0.351.86$9.35
$10.00$11.00Aug 21$0.37$0.63$0.371.70$10.37
$11.00$12.00Jul 31$0.50$0.50$0.501.00$11.50
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$12.00$10.00Aug 7$0.75$1.25$0.751.67$11.25
$9.50$9.00Jul 31$0.20$0.30$0.201.50$9.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 1.00, avg 0.60)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$11.00$12.00Jul 31$0.50$0.50$0.501.00$11.50
$10.00$11.00Aug 21$0.37$0.37$0.630.59$10.37
$9.00$10.00Aug 7$0.35$0.35$0.650.54$9.35
$10.00$11.00Aug 7$0.30$0.30$0.700.43$10.30
$10.50$11.00Jul 24$0.14$0.14$0.360.39$10.64
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossR:RBE
$9.50$9.00Jul 31$0.20$0.20$0.300.67$9.30
$12.00$10.00Aug 7$0.75$0.75$1.250.60$11.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $1.43, cheapest $0.11)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$9.00Jul 17Jul 24$0.111133.7%239.0%
$11.00Jul 17Jul 24$0.40735.7%216.1%
$10.00Jul 17Jul 24$0.70320.7%315.6%
$11.50Jul 24Aug 14$1.05540.9%330.7%
$9.50Jul 17Jul 24$2.10743.0%595.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.50Jul 17Jul 24$0.163405.5%218.8%
$10.00Jul 17Jul 24$2.62320.7%315.6%
$9.50Jul 17Jul 31$3.27743.0%507.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 5.18% of stock, avg 36.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$10.00Jul 17$0.50$0.03$0.53$9.47$10.535.18%
$9.50Jul 17$0.60$0.03$0.63$8.87$10.136.16%
$11.00Jul 17$0.03$0.90$0.93$10.07$11.939.09%
$8.50Jul 17$1.68$0.08$1.76$6.74$10.2617.20%
$10.50Jul 24$0.57$1.38$1.95$8.55$12.4519.06%
$10.50Jul 17$0.93$1.22$2.15$8.35$12.6521.02%
$10.00Jul 24$1.20$2.65$3.85$6.15$13.8537.63%
$10.00Jul 31$2.53$2.05$4.58$5.42$14.5844.77%
$9.00Jul 31$3.53$3.10$6.63$2.37$15.6364.81%
$9.50Jul 31$3.60$3.30$6.90$2.60$16.4067.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 8 found (cheapest 0.59% of stock, avg 18.68%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$11.00$10.00Jul 17$0.03$0.03$0.06$9.94$11.06
$11.00$9.50Jul 17$0.03$0.03$0.06$9.44$11.06
$11.00$8.50Jul 17$0.03$0.08$0.11$8.39$11.11
$11.00$10.50Jul 17$0.03$1.22$1.25$9.25$12.25
$12.00$10.00Jul 24$0.38$2.65$3.03$6.97$15.03
$11.00$10.00Jul 24$0.43$2.65$3.08$6.92$14.08
$10.50$10.00Jul 24$0.57$2.65$3.22$6.78$13.72
$11.50$10.00Jul 24$1.83$2.65$4.48$5.52$15.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 2.33, avg credit $0.70)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
9/1011/12Jul 31$0.70$0.302.33$8.80$11.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 19.00, cheapest $0.05)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$9.00$10.00$11.00Aug 7$0.05$0.9519.00
$10.00$11.00$12.00Aug 21$0.89$0.110.12
$10.00$10.50$11.00Jul 24$0.49$0.010.02
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. 6 found (best net $-0.13, 3 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$10.50$11.001:2Jul 24-$0.29$0.21
$9.50$10.001:2Jul 17-$0.40$0.10
$10.00$10.501:2Jul 24$0.06$0.44
$9.00$9.501:2Jul 17$0.07$0.43
$9.50$10.001:2Jul 24$0.30$0.20
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$9.50$8.501:2Jul 17-$0.13$0.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 7.33%, avg 4.24%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$11.50Aug 14$0.750.5812.4%7.33%19.75%43
$10.50Jul 24$0.400.382.6%3.91%6.55%1--
$11.00Jul 24$0.150.307.5%1.47%8.99%1122

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 3,597
Total Puts 7,452
Put/Call Ratio 2.07
Net Difference -3,855

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 38,027
Total Puts 59,952
Average Put/Call Ratio 1.94
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