Tour v366
REPL
REPLIMUNE GROUP INC
$10.51 +2.74%
$10.45 (-0.57%)🌙
as of 07/20 07:00 PM
7/20 19:00

Option Volume

Detail
Current (07/20) 27,662
Calls: 10,821 (39%)
Puts: 16,841 (61%)
Prior (07/17) 11,049
Calls: 3,597 (33%)
Puts: 7,452 (67%)
Current vs Prior +150.36%
Calls: +200.83% (Calls)
Puts: +125.99% (Puts)
Prior 7-Day Total 102,608
Calls: 39,082 (38%)
Puts: 63,526 (62%)
Prior 7-Day Average 14,658
Calls: 5,583 (38%)
Puts: 9,075 (62%)
Current vs Prior 7-Day Avg +88.71%
Calls: +93.82%
Puts: +85.57%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/20) $9.27M
Calls: $3.65M (39%)
Puts: $5.62M (61%)
Prior (07/17) $3.55M
Calls: $868.8K (24%)
Puts: $2.68M (76%)
Current vs Prior +161.03%
Calls: +320.46%
Puts: +109.38%
Prior 7-Day Total $22.45M
Calls: $10.68M (48%)
Puts: $11.77M (52%)
Prior 7-Day Average $3.21M
Calls: $1.53M (48%)
Puts: $1.68M (52%)
Current vs Prior 7-Day Avg +188.96%
Calls: +139.44%
Puts: +233.88%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/20) 1.56
Prior (07/17) 2.07
Current vs Prior -24.88%
Prior 7-Day Average 2.02
Current vs Prior 7-Day Avg -22.78%
Sentiment BEARISH

Open Interest

Detail
Current (07/20) 129,097
Calls: 61,763 (48%)
Puts: 67,334 (52%)
Prior (07/17) 128,978
Calls: 83,187 (64%)
Puts: 45,791 (36%)
Current vs Prior +0.09%
Prior 7-Day Total 682,445
Calls: 343,043 (50%)
Puts: 339,402 (50%)
Prior 7-Day Average 97,492
Calls: 49,006 (50%)
Puts: 48,486 (50%)
Current vs Prior 7-Day Avg +32.42%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 12.65% | 75.26%95.15% | 86.87%
Prior 25.22% | 55.33%16.81% | 68.23%
Current vs Prior -49.82% | +36.03%+465.91% | +27.32%
Prior 7-Day Avg 12.52% | 25.48%12.57% | 72.43%
Current vs 7-Day Avg +1.11% | +195.41%+656.65% | +19.94%
Prior 7-Day Eod 25.22% | 55.33%16.81% | 68.23%
Current vs 7-Day Eod -49.82% | +36.03%+465.91% | +27.32%
Sentiment BULLISHBEARISH

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 61% put dollar volume ($5.62M). Massive premium surge with dollar volume up 161% vs prior. Dollar volume significantly above 7-day average (189% higher). Unusually high activity with volume up 150% 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 BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 1 of results (avg 5.4%, best 5.4%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Aug 213.603.80$3.705.4%4620.681.9K
PUTS (0)
No puts meet the criteria

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. 27 found (avg delta 0.66, highest 0.77)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Aug 283.004.60$3.8042.1%30.77--
$8.50Aug 143.907.50$5.7063.2%620.764
$10.00Aug 213.804.40$4.1014.6%130.74815
$9.50Aug 143.407.00$5.2069.2%20.738
$9.00Aug 73.707.00$5.3561.7%20.722
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 52 active (total vol 3.5K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Jul 240.050.75$0.40175.0%1.0K0.5312
$11.00Aug 213.603.80$3.705.4%4620.681.9K
$9.00Jul 313.206.50$4.8568.0%2620.721.5K
$11.00Jul 312.253.10$2.6831.7%1750.59130
$11.00Jul 240.350.45$0.4025.0%1500.4129
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Jul 240.050.70$0.38171.1%5660.472.0K
$8.50Jul 240.000.65$0.33197.0%800.185
$11.00Aug 283.406.50$4.9562.6%510.27--
$9.00Aug 212.855.00$3.9354.7%350.212.9K
$10.00Aug 72.903.80$3.3526.9%300.31--

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 53.5%, max 67.2%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.00Jul 31Aug 7616.7%440.9%39.9%2641.5K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.50Jul 31Aug 21497.1%297.3%67.2%16--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 11 found (best R:R 4.00, avg 1.57)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$11.00$11.50Jul 24$0.10$0.40$0.104.00$11.10
$11.50$12.00Jul 24$0.15$0.35$0.152.33$11.65
$10.00$11.00Aug 21$0.40$0.60$0.401.50$10.40
$8.50$9.50Aug 14$0.50$0.50$0.501.00$9.00
$11.00$11.50Aug 7$0.26$0.24$0.260.92$11.26
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$10.00$9.50Jul 24$0.15$0.35$0.152.33$9.85
$10.00$9.00Aug 7$0.40$0.60$0.401.50$9.60
$11.50$10.50Jul 31$0.47$0.53$0.471.13$11.03
$12.50$11.50Jul 31$0.50$0.50$0.501.00$12.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 9.00, avg 1.81)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$9.50$10.50Aug 14$0.75$0.75$0.253.00$10.25
$9.00$10.50Aug 7$0.85$0.85$0.651.31$9.85
$11.00$11.50Aug 21$0.27$0.27$0.231.17$11.27
$11.00$11.50Aug 7$0.26$0.26$0.241.08$11.26
$8.50$9.50Aug 14$0.50$0.50$0.501.00$9.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$12.50$10.00Aug 7$2.25$2.25$0.259.00$10.25
$10.00$9.50Jul 31$0.37$0.37$0.132.85$9.63
$10.50$10.00Aug 28$0.37$0.37$0.132.85$10.13
$10.00$9.50Aug 21$0.35$0.35$0.152.33$9.65
$12.50$11.50Jul 31$0.50$0.50$0.501.00$12.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $2.14, cheapest $0.50)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$9.00Jul 31Aug 7$0.50616.7%440.9%
$10.00Jul 24Jul 31$2.16135.3%422.5%
$12.50Jul 24Jul 31$2.17170.1%435.4%
$12.00Jul 24Jul 31$2.18136.3%412.3%
$11.00Jul 24Jul 31$2.28137.3%418.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.50Jul 31Aug 7$0.60435.4%508.2%
$11.50Jul 31Aug 21$0.70497.1%297.3%
$9.50Jul 24Jul 31$2.18138.3%411.9%
$10.00Jul 24Jul 31$2.40135.3%422.5%
$9.00Jul 24Aug 7$2.80160.2%440.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 7.42% of stock, avg 63.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$10.50Jul 24$0.40$0.38$0.78$9.72$11.287.42%
$10.00Jul 24$1.02$0.35$1.37$8.63$11.3713.04%
$10.00Jul 31$3.18$2.75$5.93$4.07$15.9356.42%
$12.50Jul 31$2.35$5.00$7.35$5.15$19.8569.93%
$11.50Jul 31$3.05$4.50$7.55$3.95$19.0571.84%
$10.00Aug 21$4.10$3.70$7.80$2.20$17.8074.22%
$10.50Jul 31$3.83$4.03$7.86$2.64$18.3674.79%
$9.00Aug 7$5.35$2.95$8.30$0.70$17.3078.97%
$11.50Aug 21$3.43$5.20$8.63$2.87$20.1382.11%
$11.00Aug 28$3.80$4.95$8.75$2.25$19.7583.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 2.85% of stock, avg 5.13%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.00$9.00Jul 24$0.15$0.15$0.30$8.70$12.30
$12.50$9.00Jul 24$0.18$0.15$0.33$8.67$12.83
$12.00$9.50Jul 24$0.15$0.20$0.35$9.15$12.35
$12.50$9.50Jul 24$0.18$0.20$0.38$9.12$12.88
$11.50$9.00Jul 24$0.30$0.15$0.45$8.55$11.95
$12.00$8.50Jul 24$0.15$0.33$0.48$8.02$12.48
$11.50$9.50Jul 24$0.30$0.20$0.50$9.00$12.00
$12.00$10.00Jul 24$0.15$0.35$0.50$9.50$12.50
$12.50$8.50Jul 24$0.18$0.33$0.51$7.99$13.01
$12.00$10.50Jul 24$0.15$0.38$0.53$9.97$12.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 1.94, avg credit $0.40)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
9/1011/12Aug 7$0.66$0.341.94$9.34$11.66
10/1012/12Jul 24$0.30$0.201.50$9.70$11.80
10/1011/12Jul 24$0.25$0.251.00$9.75$11.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 4.00, cheapest $0.10)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$11.50$12.00$12.50Jul 24$0.18$0.321.78
$11.00$11.50$12.00Aug 21$0.34$0.160.47
$11.50$12.00$12.50Aug 21$0.43$0.070.16
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$9.00$9.50$10.00Jul 24$0.10$0.404.00
$8.50$9.00$9.50Jul 24$0.23$0.271.17
$10.00$10.50$11.00Aug 28$0.38$0.120.32

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 $-1.10, 7 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$11.00$11.501:2Jul 24-$0.20$0.30
$12.00$12.501:2Jul 24-$0.21$0.29
$10.50$11.001:2Jul 24-$0.40$0.10
$10.00$10.501:2Jul 24$0.22$0.28
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$12.50$10.001:2Aug 7-$1.10$1.40
$10.00$9.501:2Jul 24-$0.05$0.45
$9.50$9.001:2Jul 24-$0.10$0.40
$10.50$10.001:2Jul 24-$0.32$0.18

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 21.41%, avg 12.08%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$11.00Jul 31$2.250.594.7%21.41%26.07%175130
$12.00Jul 31$1.850.5514.2%17.60%31.78%51261
$12.50Jul 31$1.700.5418.9%16.18%35.11%3--
$11.00Jul 24$0.350.414.7%3.33%7.99%15029
$11.50Jul 24$0.200.319.4%1.90%11.32%26591

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 10,821
Total Puts 16,841
Put/Call Ratio 1.56
Net Difference -6,020

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 39,082
Total Puts 63,526
Average Put/Call Ratio 2.02
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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