Tour v394
REPL
REPLIMUNE GROUP INC
$10.46 -2.70%
$10.51 (+0.48%)🌙
as of 07/23 07:02 PM
7/23 19:02

Option Volume

Detail
Current (07/23) 8,190
Calls: 3,995 (49%)
Puts: 4,195 (51%)
Prior (07/22) 8,874
Calls: 2,471 (28%)
Puts: 6,403 (72%)
Current vs Prior -7.71%
Calls: +61.68% (Calls)
Puts: -34.48% (Puts)
Prior 7-Day Total 99,671
Calls: 42,050 (42%)
Puts: 57,621 (58%)
Prior 7-Day Average 14,238
Calls: 6,007 (42%)
Puts: 8,231 (58%)
Current vs Prior 7-Day Avg -42.48%
Calls: -33.50%
Puts: -49.04%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/23) $1.10M
Calls: $732.6K (67%)
Puts: $367.9K (33%)
Prior (07/22) $1.58M
Calls: $803.0K (51%)
Puts: $779.7K (49%)
Current vs Prior -30.47%
Calls: -8.77%
Puts: -52.81%
Prior 7-Day Total $28.50M
Calls: $12.43M (44%)
Puts: $16.08M (56%)
Prior 7-Day Average $4.07M
Calls: $1.78M (44%)
Puts: $2.30M (56%)
Current vs Prior 7-Day Avg -72.97%
Calls: -58.74%
Puts: -83.98%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/23) 1.05
Prior (07/22) 2.59
Current vs Prior -59.48%
Prior 7-Day Average 1.60
Current vs Prior 7-Day Avg -34.19%
Sentiment BEARISH

Open Interest

Detail
Current (07/23) 114,717
Calls: 51,173 (45%)
Puts: 63,544 (55%)
Prior (07/22) 112,803
Calls: 57,570 (51%)
Puts: 55,233 (49%)
Current vs Prior +1.70%
Prior 7-Day Total 768,810
Calls: 347,838 (45%)
Puts: 420,972 (55%)
Prior 7-Day Average 109,830
Calls: 49,691 (45%)
Puts: 60,138 (55%)
Current vs Prior 7-Day Avg +4.45%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 28.68% | 60.33%71.70% | 70.27%
Prior 15.16% | 61.86%76.56% | 77.67%
Current vs Prior +89.15% | -2.48%-6.34% | -9.54%
Prior 7-Day Avg 12.29% | 46.36%42.09% | 75.63%
Current vs 7-Day Avg +133.28% | +30.12%+70.35% | -7.09%
Prior 7-Day Eod 15.16% | 61.86%76.56% | 77.67%
Current vs 7-Day Eod +89.15% | -2.48%-6.34% | -9.54%
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

Moderately bullish flow with 67% call dollar volume ($732.6K). Slightly bearish P/C ratio of 1.05. P/C ratio dropping 59% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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. 11 found (avg delta 0.65, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Jul 240.004.80$2.40200.0%110.97--
$8.50Jul 312.056.50$4.28104.0%40.80144
$10.50Jul 311.355.50$3.43121.0%210.6972
$10.50Aug 211.005.60$3.30139.4%120.62--
$11.50Aug 72.054.70$3.3878.4%10.62--
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 23 active (total vol 180, top 42)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Jul 311.355.50$3.43121.0%210.6972
$10.50Jul 240.001.00$0.50200.0%190.59--
$12.00Jul 310.902.80$1.85102.7%130.55294
$10.50Aug 211.005.60$3.30139.4%120.62--
$9.00Jul 240.004.80$2.40200.0%110.97--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.50Jul 310.105.00$2.55192.2%420.232
$9.50Jul 240.001.15$0.57201.8%110.2991
$9.00Aug 71.505.50$3.50114.3%60.24253
$9.00Jul 310.305.00$2.65177.4%50.2620
$10.50Jul 312.253.90$3.0853.6%50.3440

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 34.8%, max 45.2%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.00Jul 24Aug 21375.4%263.9%42.3%5--
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$8.50Jul 31Aug 7664.2%457.4%45.2%442
$9.50Jul 24Aug 14527.7%380.4%38.7%1391
$9.00Jul 31Aug 7623.8%552.8%12.8%11273

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 5 found (best R:R 4.00, avg 1.91)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$8.50$10.50Jul 31$0.85$1.15$0.851.35$9.35
$10.50$11.00Jul 24$0.32$0.18$0.320.56$10.82
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$9.00$8.50Jul 31$0.10$0.40$0.104.00$8.90
$10.50$9.00Jul 31$0.43$1.07$0.432.49$10.07
$9.50$9.00Aug 7$0.23$0.27$0.231.17$9.27

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 6 found (best R:R 2.49, avg 1.08)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$10.50$12.00Aug 21$1.07$1.07$0.432.49$11.57
$10.50$11.00Jul 24$0.32$0.32$0.181.78$10.82
$8.50$10.50Jul 31$0.85$0.85$1.150.74$9.35
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$9.50$9.00Aug 7$0.23$0.23$0.270.85$9.27
$10.50$9.00Jul 31$0.43$0.43$1.070.40$10.07
$9.00$8.50Jul 31$0.10$0.10$0.400.25$8.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $2.04, cheapest $0.85)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.50Jul 31Aug 7$0.93428.8%476.8%
$12.00Jul 24Jul 31$1.50375.4%359.9%
$11.00Jul 24Aug 7$2.87141.4%415.4%
$10.50Jul 24Jul 31$2.93321.9%530.9%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$9.00Jul 31Aug 7$0.85623.8%552.8%
$9.50Jul 24Aug 7$3.16527.7%535.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 62.24% of stock, avg 63.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$10.50Jul 31$3.43$3.08$6.51$3.99$17.0162.24%
$11.50Jul 31$2.45$4.15$6.60$4.90$18.1063.10%
$8.50Jul 31$4.28$2.55$6.83$1.67$15.3365.30%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 2 found (cheapest 7.17% of stock, avg 7.99%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$11.00$9.50Jul 24$0.18$0.57$0.75$8.75$11.75
$12.00$9.50Jul 24$0.35$0.57$0.92$8.58$12.92

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 2.19, avg credit $1.03)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
9/1012/12Jul 31$1.03$0.472.19$9.47$12.53

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

No setups found for this strategy

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 4 found (best net $-0.52, 2 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$11.00$12.001:2Jul 24-$0.52$0.48
$10.50$12.001:2Aug 21-$1.16$0.34
$10.50$11.001:2Jul 24$0.14$0.36
$9.00$10.501:2Jul 24$1.40$0.10
PUTS (0)
No puts found

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 8.60%, avg 5.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.00Jul 31$0.900.5514.7%8.60%23.33%13294
$12.00Aug 21$0.850.5214.7%8.13%22.85%1--
$11.00Jul 24$0.100.365.2%0.96%6.12%7703

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 3,995
Total Puts 4,195
Put/Call Ratio 1.05
Net Difference -200

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 42,050
Total Puts 57,621
Average Put/Call Ratio 1.60
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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