Tour v381
REPL
REPLIMUNE GROUP INC
$11.00 +4.66%
$10.64 (-3.27%)🌙
as of 07/21 06:59 PM
7/21 18:59

Option Volume

Detail
Current (07/21) 20,440
Calls: 10,645 (52%)
Puts: 9,795 (48%)
Prior (07/20) 27,662
Calls: 10,821 (39%)
Puts: 16,841 (61%)
Current vs Prior -26.11%
Calls: -1.63% (Calls)
Puts: -41.84% (Puts)
Prior 7-Day Total 105,491
Calls: 35,666 (34%)
Puts: 69,825 (66%)
Prior 7-Day Average 15,070
Calls: 5,095 (34%)
Puts: 9,975 (66%)
Current vs Prior 7-Day Avg +35.63%
Calls: +108.92%
Puts: -1.80%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $5.45M
Calls: $2.97M (55%)
Puts: $2.48M (45%)
Prior (07/20) $9.27M
Calls: $3.65M (39%)
Puts: $5.62M (61%)
Current vs Prior -41.24%
Calls: -18.72%
Puts: -55.89%
Prior 7-Day Total $26.15M
Calls: $10.57M (40%)
Puts: $15.57M (60%)
Prior 7-Day Average $3.74M
Calls: $1.51M (40%)
Puts: $2.22M (60%)
Current vs Prior 7-Day Avg +45.80%
Calls: +96.55%
Puts: +11.34%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.92
Prior (07/20) 1.56
Current vs Prior -40.88%
Prior 7-Day Average 2.13
Current vs Prior 7-Day Avg -56.84%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/21) 137,155
Calls: 63,316 (46%)
Puts: 73,839 (54%)
Prior (07/20) 129,097
Calls: 61,763 (48%)
Puts: 67,334 (52%)
Current vs Prior +6.24%
Prior 7-Day Total 721,554
Calls: 347,049 (48%)
Puts: 374,505 (52%)
Prior 7-Day Average 103,079
Calls: 49,578 (48%)
Puts: 53,500 (52%)
Current vs Prior 7-Day Avg +33.06%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 8.73% | 62.73%81.82% | 75.45%
Prior 12.65% | 75.26%95.15% | 86.87%
Current vs Prior -31.03% | -16.65%-14.01% | -13.14%
Prior 7-Day Avg 13.23% | 33.88%23.81% | 74.55%
Current vs 7-Day Avg -34.04% | +85.17%+243.57% | +1.21%
Prior 7-Day Eod 12.65% | 75.26%95.15% | 86.87%
Current vs 7-Day Eod -31.03% | -16.65%-14.01% | -13.14%
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

P/C ratio dropping 41% - 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 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 2 of results (avg 8.2%, best 6.7%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Aug 214.304.60$4.456.7%220.66828
$11.00Aug 213.904.30$4.109.8%1680.652.1K
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. 24 found (avg delta 0.63, highest 0.79)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Jul 240.652.00$1.33101.5%200.79--
$9.00Jul 313.906.50$5.2050.0%30.72--
$9.50Jul 313.206.50$4.8568.0%3960.707
$10.50Jul 240.301.65$0.98137.8%740.69994
$10.00Aug 214.304.60$4.456.7%220.66828
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 43 active (total vol 2.2K, top 646)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Jul 240.350.60$0.4852.1%6460.52141
$9.50Jul 313.206.50$4.8568.0%3960.707
$11.00Aug 213.904.30$4.109.8%1680.652.1K
$13.00Aug 213.103.90$3.5022.9%820.59198
$10.50Jul 240.301.65$0.98137.8%740.69994
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.50Jul 240.000.95$0.48197.9%880.242
$10.50Jul 240.000.50$0.25200.0%610.312.5K
$11.00Aug 142.306.50$4.4095.5%600.31--
$11.00Aug 73.206.50$4.8568.0%590.30--
$9.50Jul 312.204.90$3.5576.1%560.2615

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 25.7%, max 25.7%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.00Jul 31Aug 21459.0%365.2%25.7%65261
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 11 found (best R:R 6.69, avg 1.96)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$11.50$12.50Jul 24$0.13$0.87$0.136.69$11.63
$10.00$11.00Aug 21$0.35$0.65$0.351.86$10.35
$11.50$12.00Jul 31$0.18$0.32$0.181.78$11.68
$11.00$11.50Jul 24$0.20$0.30$0.201.50$11.20
$11.00$12.00Aug 21$0.40$0.60$0.401.50$11.40
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$10.00$9.00Aug 21$0.22$0.78$0.223.55$9.78
$11.00$10.50Jul 24$0.23$0.27$0.231.17$10.77
$13.00$11.00Jul 31$1.30$0.70$1.300.54$11.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 7.70, avg 1.61)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$11.00$11.50Jul 31$0.37$0.37$0.132.85$11.37
$10.00$10.50Jul 24$0.35$0.35$0.152.33$10.35
$9.00$9.50Jul 31$0.35$0.35$0.152.33$9.35
$11.00$11.50Aug 7$0.30$0.30$0.201.50$11.30
$11.50$12.00Aug 7$0.25$0.25$0.251.00$11.75
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$11.00$9.00Aug 7$1.77$1.77$0.237.70$9.23
$13.00$11.00Jul 31$1.30$1.30$0.701.86$11.70
$11.00$10.50Jul 24$0.23$0.23$0.270.85$10.77
$10.00$9.00Aug 21$0.22$0.22$0.780.28$9.78

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $2.56, cheapest $0.80)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.00Jul 31Aug 7$0.80459.0%461.9%
$10.00Jul 24Jul 31$2.22142.0%428.9%
$12.50Jul 24Jul 31$2.23153.0%446.8%
$11.50Jul 24Jul 31$2.50121.1%462.4%
$10.50Jul 24Jul 31$2.67119.0%548.8%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Jul 24Jul 31$2.45142.0%428.9%
$9.00Jul 24Aug 7$3.03158.8%456.4%
$9.50Jul 24Jul 31$3.07291.2%637.0%
$11.00Jul 24Jul 31$3.27121.5%495.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 8.73% of stock, avg 53.98%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$11.00Jul 24$0.48$0.48$0.96$10.04$11.968.73%
$10.50Jul 24$0.98$0.25$1.23$9.27$11.7311.18%
$10.00Jul 24$1.33$0.18$1.51$8.49$11.5113.73%
$10.00Jul 31$3.55$2.63$6.18$3.82$16.1856.18%
$11.00Jul 31$3.15$3.75$6.90$4.10$17.9062.73%
$10.00Aug 21$4.45$3.55$8.00$2.00$18.0072.73%
$9.50Jul 31$4.85$3.55$8.40$1.10$17.9076.36%
$11.00Aug 14$4.00$4.40$8.40$2.60$19.4076.36%
$11.00Aug 7$3.95$4.85$8.80$2.20$19.8080.00%
$11.00Aug 21$4.10$4.90$9.00$2.00$20.0081.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 15 found (cheapest 1.82% of stock, avg 4.68%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.50$9.00Jul 24$0.15$0.05$0.20$8.80$12.70
$13.00$9.00Jul 24$0.25$0.05$0.30$8.70$13.30
$11.50$9.00Jul 24$0.28$0.05$0.33$8.67$11.83
$12.50$10.00Jul 24$0.15$0.18$0.33$9.67$12.83
$12.50$10.50Jul 24$0.15$0.25$0.40$10.10$12.90
$13.00$10.00Jul 24$0.25$0.18$0.43$9.57$13.43
$11.50$10.00Jul 24$0.28$0.18$0.46$9.54$11.96
$13.00$10.50Jul 24$0.25$0.25$0.50$10.00$13.50
$11.50$10.50Jul 24$0.28$0.25$0.53$9.97$12.03
$12.50$11.00Jul 24$0.15$0.48$0.63$10.37$13.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 9.00, avg credit $0.61)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
9/1012/13Aug 21$0.90$0.109.00$9.10$13.40
9/1011/12Aug 21$0.62$0.381.63$9.38$11.62
9/1012/12Jul 24$0.56$0.441.27$8.94$12.06
10/1112/12Jul 24$0.36$0.640.56$10.64$11.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 2.85, cheapest $0.13)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$10.50$11.00$11.50Jul 31$0.13$0.372.85
$11.00$11.50$12.00Jul 31$0.19$0.311.63
$10.50$11.00$11.50Jul 24$0.30$0.200.67
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$10.00$10.50$11.00Jul 24$0.16$0.342.13
$9.50$10.00$10.50Jul 24$0.37$0.130.35

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 5 found (best net $-1.31, 4 credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$11.00$11.501:2Jul 24-$0.08$0.42
$12.50$13.001:2Jul 24-$0.35$0.15
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$11.00$9.001:2Aug 7-$1.31$0.69
$10.50$10.001:2Jul 24-$0.11$0.39
$9.50$9.001:2Jul 24$0.38$0.12

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 28.18%, avg 16.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$13.00Aug 21$3.100.5918.2%28.18%46.36%82198
$12.00Aug 7$2.900.609.1%26.36%35.45%1587
$12.00Jul 31$2.400.569.1%21.82%30.91%55261
$11.50Jul 31$2.050.584.5%18.64%23.18%248
$12.50Jul 31$1.750.5313.6%15.91%29.55%33
$11.00Jul 24$0.350.520.0%3.18%3.18%646141
$11.50Jul 24$0.200.364.5%1.82%6.36%5613

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 10,645
Total Puts 9,795
Put/Call Ratio 0.92
Net Difference 850

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 35,666
Total Puts 69,825
Average Put/Call Ratio 2.13
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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