Tour v390
REPL
REPLIMUNE GROUP INC
$10.75 -2.27%
$10.66 (-0.84%)🌙
as of 07/22 08:40 PM
7/22 20:40

Option Volume

Detail
Current (07/22) 8,874
Calls: 2,471 (28%)
Puts: 6,403 (72%)
Prior (07/21) 20,440
Calls: 10,645 (52%)
Puts: 9,795 (48%)
Current vs Prior -56.59%
Calls: -76.79% (Calls)
Puts: -34.63% (Puts)
Prior 7-Day Total 119,553
Calls: 44,358 (37%)
Puts: 75,195 (63%)
Prior 7-Day Average 17,079
Calls: 6,336 (37%)
Puts: 10,742 (63%)
Current vs Prior 7-Day Avg -48.04%
Calls: -61.01%
Puts: -40.39%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/22) $1.58M
Calls: $803.0K (51%)
Puts: $779.7K (49%)
Prior (07/21) $5.45M
Calls: $2.97M (55%)
Puts: $2.48M (45%)
Current vs Prior -70.94%
Calls: -72.96%
Puts: -68.52%
Prior 7-Day Total $30.24M
Calls: $12.67M (42%)
Puts: $17.57M (58%)
Prior 7-Day Average $4.32M
Calls: $1.81M (42%)
Puts: $2.51M (58%)
Current vs Prior 7-Day Avg -63.37%
Calls: -55.65%
Puts: -68.94%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 2.59
Prior (07/21) 0.92
Current vs Prior +181.61%
Prior 7-Day Average 1.94
Current vs Prior 7-Day Avg +33.59%
Sentiment BEARISH

Open Interest

Detail
Current (07/22) 112,803
Calls: 57,570 (51%)
Puts: 55,233 (49%)
Prior (07/21) 137,155
Calls: 63,316 (46%)
Puts: 73,839 (54%)
Current vs Prior -17.76%
Prior 7-Day Total 762,875
Calls: 353,725 (46%)
Puts: 409,150 (54%)
Prior 7-Day Average 108,982
Calls: 50,532 (46%)
Puts: 58,450 (54%)
Current vs Prior 7-Day Avg +3.51%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 15.16% | 61.86%76.56% | 77.67%
Prior 8.73% | 62.73%81.82% | 75.45%
Current vs Prior +73.74% | -1.38%-6.43% | +2.94%
Prior 7-Day Avg 12.11% | 39.94%33.14% | 74.35%
Current vs 7-Day Avg +25.19% | +54.89%+131.04% | +4.48%
Prior 7-Day Eod 8.73% | 62.73%81.82% | 75.45%
Current vs 7-Day Eod +73.74% | -1.38%-6.43% | +2.94%
Sentiment BEARISHBULLISH

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

Light premium activity with dollar volume down 71% vs prior. Below-average activity with volume down 57% vs prior. Extreme bearish P/C ratio of 2.59 - heavy put buying. P/C ratio rising 182% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 -- 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. 15 found (avg delta 0.72, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Jul 241.252.30$1.7859.0%10.98--
$9.50Jul 240.802.35$1.5898.1%10.91--
$9.00Jul 313.306.00$4.6558.1%280.821.6K
$9.50Jul 312.905.90$4.4068.2%5270.82205
$9.00Aug 74.007.00$5.5054.5%230.792
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Jul 240.350.60$0.4852.1%260.5334

Most actively traded options today. High liquidity = easy entry/exit. 28 active (total vol 1.2K, top 527)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.50Jul 312.905.90$4.4068.2%5270.82205
$10.50Jul 240.152.15$1.15173.9%1810.701.0K
$12.00Aug 213.004.10$3.5531.0%740.67917
$11.00Jul 240.050.85$0.45177.8%460.52723
$9.00Jul 313.306.00$4.6558.1%280.821.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Aug 73.104.90$4.0045.0%1000.3261
$11.00Aug 213.504.20$3.8518.2%1000.321.5K
$11.00Jul 240.350.60$0.4852.1%260.5334
$9.00Aug 212.853.80$3.3328.5%140.232.9K
$10.00Jul 312.353.30$2.8333.6%120.3060

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 17.8%, max 30.8%)

CALLS (0)
No calls found
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.00Jul 31Aug 21527.2%402.9%30.8%152.9K
$10.00Jul 31Aug 14544.8%519.6%4.8%15124

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 8 found (best R:R 4.88, avg 1.76)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$9.00$9.50Jul 24$0.20$0.30$0.201.50$9.20
$9.50$10.50Jul 24$0.43$0.57$0.431.33$9.93
$9.00$9.50Jul 31$0.25$0.25$0.251.00$9.25
$11.00$12.00Aug 21$0.55$0.45$0.550.82$11.55
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$10.50$9.50Jul 24$0.17$0.83$0.174.88$10.33
$11.00$9.00Aug 21$0.52$1.48$0.522.85$10.48
$11.00$10.50Jul 24$0.23$0.27$0.231.17$10.77
$12.00$11.00Aug 21$0.65$0.35$0.650.54$11.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 6.81, avg 1.58)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$9.50$12.00Jul 31$2.18$2.18$0.326.81$11.68
$11.00$12.00Aug 21$0.55$0.55$0.451.22$11.55
$9.00$9.50Jul 31$0.25$0.25$0.251.00$9.25
$9.50$10.50Jul 24$0.43$0.43$0.570.75$9.93
$9.00$9.50Jul 24$0.20$0.20$0.300.67$9.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$10.00$9.00Jul 31$0.68$0.68$0.322.13$9.32
$12.00$11.00Aug 21$0.65$0.65$0.351.86$11.35
$11.00$10.50Jul 24$0.23$0.23$0.270.85$10.77
$11.00$9.00Aug 21$0.52$0.52$1.480.35$10.48
$10.50$9.50Jul 24$0.17$0.17$0.830.20$10.33

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $2.35, cheapest $1.18)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.00Jul 24Jul 31$1.72278.8%333.5%
$9.50Jul 24Jul 31$2.82169.7%683.1%
$9.00Jul 24Jul 31$2.87166.2%527.2%
$11.00Jul 24Aug 7$3.08145.9%460.2%
$11.50Jul 24Aug 7$3.25193.7%421.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$9.00Jul 31Aug 21$1.18527.2%402.9%
$10.00Jul 31Aug 14$1.67544.8%519.6%
$11.00Jul 24Jul 31$2.22145.9%428.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 8.65% of stock, avg 45.61%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$11.00Jul 24$0.45$0.48$0.93$10.07$11.938.65%
$10.50Jul 24$1.15$0.25$1.40$9.10$11.9013.02%
$9.50Jul 24$1.58$0.08$1.66$7.84$11.1615.44%
$9.00Jul 31$4.65$2.15$6.80$2.20$15.8063.26%
$11.00Aug 7$3.53$4.00$7.53$3.47$18.5370.05%
$11.00Aug 21$4.10$3.85$7.95$3.05$18.9573.95%
$12.00Aug 21$3.55$4.50$8.05$3.95$20.0574.88%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 4 found (cheapest 4.47% of stock, avg 5.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$11.50$9.50Jul 24$0.40$0.08$0.48$9.02$11.98
$12.00$9.50Jul 24$0.50$0.08$0.58$8.92$12.58
$11.50$10.50Jul 24$0.40$0.25$0.65$9.85$12.15
$12.00$10.50Jul 24$0.50$0.25$0.75$9.75$12.75

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. 1 found (best R:R 2.33, cheapest $0.15)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$11.00$11.50$12.00Jul 24$0.15$0.352.33
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 $-0.04, 4 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$9.50$12.001:2Jul 31-$0.04$2.46
$9.00$11.001:2Aug 7-$1.56$0.44
$9.50$10.501:2Jul 24-$0.72$0.28
$11.00$11.501:2Jul 24-$0.35$0.15
$10.50$11.001:2Jul 24$0.25$0.25
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$10.50$9.501:2Jul 24$0.09$0.91

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

No covered call setups found

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 2,471
Total Puts 6,403
Put/Call Ratio 2.59
Net Difference -3,932

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 44,358
Total Puts 75,195
Average Put/Call Ratio 1.94
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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