Tour v423
REPL
REPLIMUNE GROUP INC
$8.63 -11.03%
$8.41 (-2.55%)🌙
as of 07/27 07:01 PM
7/27 19:01

Option Volume

Detail
Current (07/27) 34,969
Calls: 17,875 (51%)
Puts: 17,094 (49%)
Prior (07/24) --
Calls: 3,995 (49%)
Puts: 4,195 (51%)
Current vs Prior +0.00%
Calls: +347.43% (Calls)
Puts: +307.49% (Puts)
Prior 7-Day Total 84,117
Calls: 34,369 (41%)
Puts: 49,748 (59%)
Prior 7-Day Average 14,019
Calls: 4,909 (41%)
Puts: 7,106 (59%)
Current vs Prior 7-Day Avg +149.43%
Calls: +264.06%
Puts: +140.53%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $14.59M
Calls: $4.29M (29%)
Puts: $10.30M (71%)
Prior (07/24) --
Calls: $732.6K (67%)
Puts: $367.9K (33%)
Current vs Prior +0.00%
Calls: +484.95%
Puts: +2700.10%
Prior 7-Day Total $23.09M
Calls: $9.66M (42%)
Puts: $13.43M (58%)
Prior 7-Day Average $3.85M
Calls: $1.38M (42%)
Puts: $1.92M (58%)
Current vs Prior 7-Day Avg +279.13%
Calls: +210.66%
Puts: +436.97%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/27) 0.96
Prior (07/24) 1.00
Current vs Prior -4.37%
Prior 7-Day Average 1.57
Current vs Prior 7-Day Avg -38.99%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/27) 158,088
Calls: 72,042 (46%)
Puts: 86,046 (54%)
Prior (07/24) 118,511
Calls: 40,049 (34%)
Puts: 78,462 (66%)
Current vs Prior +33.40%
Prior 7-Day Total 831,331
Calls: 378,343 (46%)
Puts: 452,988 (54%)
Prior 7-Day Average 118,761
Calls: 54,049 (46%)
Puts: 64,712 (54%)
Current vs Prior 7-Day Avg +33.11%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 61.41% | 67.56%71.61% | 73.93%
Prior 63.20% | 77.11%86.60% | 80.21%
Current vs Prior -2.82% | -12.40%-17.31% | -7.83%
Prior 7-Day Avg 22.94% | 61.27%62.22% | 76.15%
Current vs 7-Day Avg +167.72% | +10.27%+15.08% | -2.92%
Prior 7-Day Eod 63.20% | 77.11%86.60% | 80.21%
Current vs 7-Day Eod -2.82% | -12.40%-17.31% | -7.83%
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

Moderately bearish flow with 71% put dollar volume ($10.30M). Dollar volume significantly above 7-day average (279% higher). Volume explosion - 149% above 7-day average (34,969 vs avg 14,019). Rising open interest (up 33%) indicates new positions being established.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 3 of results (avg 3.6%, best 1.8%)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.00Aug 72.752.80$2.781.8%5840.274.7K
$8.00Aug 212.752.85$2.803.6%5910.262.9K
$8.00Aug 142.752.90$2.835.3%5830.273.2K

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. 23 found (avg delta 0.77, highest 0.86)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.50Aug 212.355.50$3.9380.2%140.8642
$10.00Aug 212.002.85$2.4235.1%570.86844
$9.00Aug 212.553.50$3.0331.4%20.85--
$7.50Aug 71.506.00$3.75120.0%860.854
$7.00Aug 71.806.50$4.15113.3%100.8555
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 43 active (total vol 9.3K, top 3.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.50Jul 310.852.20$1.5388.2%3.1K0.62608
$8.50Aug 72.754.00$3.3837.0%1.1K0.7722
$9.00Jul 312.153.20$2.6839.2%7900.721.6K
$8.50Jul 311.304.90$3.10116.1%4050.76146
$9.00Aug 72.203.60$2.9048.3%1700.7616
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.00Aug 212.752.85$2.803.6%5910.262.9K
$8.00Aug 72.752.80$2.781.8%5840.274.7K
$8.00Aug 142.752.90$2.835.3%5830.273.2K
$8.00Jul 311.653.20$2.4264.0%3690.296.9K
$10.00Aug 213.905.00$4.4524.7%3220.31608

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 76.2%, max 140.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$8.50Jul 31Aug 28721.0%299.3%140.9%428146
$9.00Jul 31Aug 28668.6%323.2%106.8%7941.6K
$8.00Jul 31Aug 14884.1%471.3%87.6%633
$7.00Jul 31Aug 14669.7%440.8%51.9%25107
$9.50Jul 31Aug 28406.7%287.0%41.7%3.1K608
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$8.00Jul 31Aug 28884.1%373.0%137.0%4437.1K
$9.00Jul 31Aug 21668.6%364.6%83.4%823.0K
$9.50Jul 31Aug 14406.7%232.2%75.1%4100
$10.00Jul 31Aug 21645.9%456.2%41.6%361608
$7.00Jul 31Aug 28669.7%513.1%30.5%131732

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 9 found (best R:R 5.67, avg 2.17)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$7.00$8.00Aug 14$0.15$0.85$0.155.67$7.15
$9.00$10.00Aug 21$0.61$0.39$0.610.64$9.61
$9.00$10.00Aug 7$0.65$0.35$0.650.54$9.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$9.00$8.00Aug 21$0.20$0.80$0.204.00$8.80
$9.00$8.50Jul 31$0.13$0.37$0.132.85$8.87
$7.50$7.00Jul 31$0.15$0.35$0.152.33$7.35
$9.00$8.00Aug 7$0.37$0.63$0.371.70$8.63
$9.50$8.00Aug 14$0.67$0.83$0.671.24$8.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 2.33, avg 1.01)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$8.00$8.50Aug 14$0.35$0.35$0.152.33$8.35
$9.00$10.00Aug 7$0.65$0.65$0.351.86$9.65
$9.00$10.00Aug 21$0.61$0.61$0.391.56$9.61
$7.00$8.00Aug 14$0.15$0.15$0.850.18$7.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$9.50$9.00Jul 31$0.32$0.32$0.181.78$9.18
$9.50$8.00Aug 14$0.67$0.67$0.830.81$8.83
$9.00$8.00Aug 7$0.37$0.37$0.630.59$8.63
$7.50$7.00Jul 31$0.15$0.15$0.350.43$7.35
$9.00$8.50Jul 31$0.13$0.13$0.370.35$8.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $0.70, cheapest $0.22)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$9.00Jul 31Aug 7$0.22668.6%546.6%
$8.50Jul 31Aug 7$0.28721.0%477.7%
$8.00Jul 31Aug 7$0.92884.1%599.3%
$9.50Jul 31Aug 28$1.12406.7%287.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7.00Jul 31Aug 7$0.32669.7%469.5%
$8.00Jul 31Aug 7$0.36884.1%599.3%
$10.00Jul 31Aug 7$0.60645.9%385.2%
$9.00Jul 31Aug 7$0.82668.6%546.6%
$9.50Jul 31Aug 14$0.85406.7%232.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 48.44% of stock, avg 68.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$9.50Jul 31$1.53$2.65$4.18$5.32$13.6848.44%
$9.00Jul 31$2.68$2.33$5.01$3.99$14.0158.05%
$7.50Jul 31$3.70$1.38$5.08$2.42$12.5858.86%
$8.50Jul 31$3.10$2.20$5.30$3.20$13.8061.41%
$7.00Jul 31$4.30$1.23$5.53$1.47$12.5364.08%
$8.00Jul 31$3.13$2.42$5.55$2.45$13.5564.31%
$7.00Aug 7$4.15$1.55$5.70$1.30$12.7066.05%
$9.00Aug 21$3.03$3.00$6.03$2.97$15.0369.87%
$9.00Aug 7$2.90$3.15$6.05$2.95$15.0570.10%
$10.00Jul 31$2.25$4.10$6.35$3.65$16.3573.58%

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

No strangle setups found

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. 3 found (best R:R 1.63, cheapest $0.19)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$8.00$8.50$9.00Aug 7$0.19$0.311.63
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$8.50$9.00$9.50Jul 31$0.19$0.311.63
$8.00$8.50$9.00Jul 31$0.35$0.150.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 3 found (best net $-0.25, 3 credits)

CALLS (1)
Buy KSell KRatioExpiryNetMax Gain
$9.00$9.501:2Jul 31-$0.38$0.12
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$7.50$7.001:2Aug 7-$0.25$0.25
$8.00$7.501:2Jul 31-$0.34$0.16

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 17,875
Total Puts 17,094
Put/Call Ratio 0.96
Net Difference 781

Prior's Put/Call Breakdown

Total Calls 3,995
Total Puts 4,195
Put/Call Ratio 1.00
Net Difference -200

Prior 7-Day Put/Call Summary

Total Calls 34,369
Total Puts 49,748
Average Put/Call Ratio 1.57
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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