Tour v477
REPL
REPLIMUNE GROUP INC
$11.20 +107.02%
$11.08 (-1.07%)🌙
as of 07/31 07:04 PM
7/31 19:04

Option Volume

Detail
Current (07/31) 114,615
Calls: 38,120 (33%)
Puts: 76,495 (67%)
Prior (07/30) --
Calls: 8,100 (36%)
Puts: 14,522 (64%)
Current vs Prior +0.00%
Calls: +370.62% (Calls)
Puts: +426.75% (Puts)
Prior 7-Day Total 135,244
Calls: 70,762 (52%)
Puts: 64,482 (48%)
Prior 7-Day Average 27,048
Calls: 10,108 (52%)
Puts: 9,211 (48%)
Current vs Prior 7-Day Avg +323.73%
Calls: +277.10%
Puts: +730.41%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/31) $11.01M
Calls: $8.04M (73%)
Puts: $2.97M (27%)
Prior (07/30) --
Calls: $1.34M (54%)
Puts: $1.13M (46%)
Current vs Prior +0.00%
Calls: +501.21%
Puts: +163.50%
Prior 7-Day Total $28.78M
Calls: $11.86M (41%)
Puts: $16.91M (59%)
Prior 7-Day Average $5.76M
Calls: $1.69M (41%)
Puts: $2.42M (59%)
Current vs Prior 7-Day Avg +91.22%
Calls: +374.15%
Puts: +22.89%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 2.01
Prior (07/30) 1.00
Current vs Prior +100.67%
Prior 7-Day Average 1.28
Current vs Prior 7-Day Avg +56.57%
Sentiment BEARISH

Open Interest

Detail
Current (07/31) 248,540
Calls: 148,251 (60%)
Puts: 100,289 (40%)
Prior (07/30) --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 925,658
Calls: 451,050 (49%)
Puts: 474,608 (51%)
Prior 7-Day Average 154,276
Calls: 75,175 (49%)
Puts: 79,101 (51%)
Current vs Prior 7-Day Avg +61.10%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 10.80% | 50.89%54.91% | 50.00%
Prior 104.07% | 100.37%98.89% | 107.21%
Current vs Prior -51.10% | -51.52%-44.47% | -53.36%
Prior 7-Day Avg 67.82% | 81.36%82.72% | 91.09%
Current vs 7-Day Avg -24.96% | -40.19%-33.62% | -45.11%
Prior 7-Day Eod 104.07% | 100.37%98.89% | 107.21%
Current vs 7-Day Eod -51.10% | -51.52%-44.47% | -53.36%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 177.78% | 17.25%
Calls: 222.22% | 16.83%
Puts: 133.33% | 17.68%
Prior 84.38% | 90.90%
Calls: 123.76% | 157.14%
Puts: 45.00% | 24.66%
Current vs Prior +110.69% | -81.02%
Prior 7-Day Avg 315.75% | 60.52%
Calls: 567.33% | 94.24%
Puts: 64.18% | 26.80%
Current vs 7-Day Avg -43.70% | -71.50%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($8.04M). Dollar volume significantly above 7-day average (91% higher). Volume explosion - 324% above 7-day average (114,615 vs avg 27,048). Extreme bearish P/C ratio of 2.01 - heavy put buying.

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 BULLISH
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 1 of results (avg 9.5%, best 9.5%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Aug 72.002.20$2.109.5%5290.37162

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. 36 found (avg delta 0.71, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.50Jul 311.402.40$1.9052.6%3.1K0.955.0K
$9.00Jul 311.854.90$3.3890.2%380.941.8K
$10.00Jul 311.203.90$2.55105.9%18.9K0.9118.4K
$10.50Jul 310.053.20$1.63193.3%1760.83175
$9.00Aug 72.156.00$4.0894.4%490.81591
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Jul 310.304.60$2.45175.5%10.94--
$12.00Jul 310.004.80$2.40200.0%60.8633
$12.50Jul 310.054.90$2.48195.6%100.66--
$13.00Aug 71.505.50$3.50114.3%100.5722
$11.50Jul 310.001.85$0.93198.9%10.51--

Most actively traded options today. High liquidity = easy entry/exit. 67 active (total vol 40.9K, top 18.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Jul 311.203.90$2.55105.9%18.9K0.9118.4K
$9.50Jul 311.402.40$1.9052.6%3.1K0.955.0K
$13.00Aug 71.201.45$1.3318.8%2.4K0.49118
$11.00Jul 310.150.40$0.2889.3%1.2K0.67363
$13.00Jul 310.000.05$0.03166.7%6990.06354
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Jul 310.000.10$0.05200.0%3.1K0.1082
$9.00Jul 310.000.05$0.03166.7%3.0K0.0430
$9.50Jul 310.000.05$0.03166.7%1.3K0.0581
$10.00Aug 71.601.80$1.7011.8%8610.30163
$9.00Aug 71.102.05$1.5860.1%7940.24311

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 390.8%, max 916.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.50Jul 31Aug 72895.3%366.0%691.0%4666
$9.00Jul 31Sep 111709.3%239.0%615.2%401.8K
$11.50Jul 31Aug 72721.4%471.4%477.3%15364
$9.50Jul 31Aug 281352.2%313.3%331.6%3.1K5.0K
$12.00Jul 31Aug 21851.0%223.8%280.3%5061.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.50Jul 31Aug 212721.4%267.8%916.4%2--
$12.50Jul 31Aug 212895.3%290.8%895.5%13--
$9.50Jul 31Sep 111352.2%234.1%477.6%1.3K81
$9.00Jul 31Aug 281709.3%359.6%375.3%3.1K30
$13.00Jul 31Aug 71237.4%279.8%342.2%1122

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 7 found (best R:R 3.17, avg 1.63)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$9.00$9.50Aug 28$0.12$0.38$0.123.17$9.12
$10.50$11.00Aug 28$0.18$0.32$0.181.78$10.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$10.00$9.00Aug 28$0.33$0.67$0.332.03$9.67
$12.50$11.50Aug 21$0.40$0.60$0.401.50$12.10
$10.00$9.00Aug 14$0.42$0.58$0.421.38$9.58
$10.50$10.00Aug 14$0.25$0.25$0.251.00$10.25
$13.00$12.50Aug 7$0.32$0.18$0.320.56$12.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 1.78, avg 0.79)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossR:RBE
$10.50$11.00Aug 28$0.18$0.18$0.320.56$10.68
$9.00$9.50Aug 28$0.12$0.12$0.380.32$9.12
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$13.00$12.50Aug 7$0.32$0.32$0.181.78$12.68
$10.50$10.00Aug 14$0.25$0.25$0.251.00$10.25
$10.00$9.00Aug 14$0.42$0.42$0.580.72$9.58
$12.50$11.50Aug 21$0.40$0.40$0.600.67$12.10
$10.00$9.00Aug 28$0.33$0.33$0.670.49$9.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $1.42, cheapest $0.13)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$9.00Jul 31Aug 7$0.701709.3%490.2%
$11.50Jul 31Aug 7$0.752721.4%471.4%
$10.50Jul 31Aug 7$1.02915.4%660.6%
$10.00Jul 31Aug 7$1.031195.1%419.5%
$9.50Jul 31Aug 7$1.151352.2%456.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.00Jul 31Aug 7$0.13851.0%270.2%
$12.50Jul 31Aug 7$0.702895.3%366.0%
$13.00Jul 31Aug 7$1.051237.4%279.8%
$9.00Jul 31Aug 7$1.551709.3%490.2%
$9.50Jul 31Aug 7$1.621352.2%456.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 26 found (cheapest 3.39% of stock, avg 37.98%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$11.00Jul 31$0.28$0.10$0.38$10.62$11.383.39%
$10.50Jul 31$1.63$0.08$1.71$8.79$12.2115.27%
$11.50Jul 31$0.78$0.93$1.71$9.79$13.2115.27%
$9.50Jul 31$1.90$0.03$1.93$7.57$11.4317.23%
$12.00Jul 31$0.05$2.40$2.45$9.55$14.4521.88%
$13.00Jul 31$0.03$2.45$2.48$10.52$15.4822.14%
$10.00Jul 31$2.55$0.05$2.60$7.40$12.6023.21%
$12.50Jul 31$0.50$2.48$2.98$9.52$15.4826.61%
$9.00Jul 31$3.38$0.03$3.41$5.59$12.4130.45%
$12.00Aug 7$1.63$2.53$4.16$7.84$16.1637.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 17 found (cheapest 0.71% of stock, avg 12.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$13.00$10.00Jul 31$0.03$0.05$0.08$9.92$13.08
$12.00$10.00Jul 31$0.05$0.05$0.10$9.90$12.10
$13.00$10.50Jul 31$0.03$0.08$0.11$10.39$13.11
$12.00$10.50Jul 31$0.05$0.08$0.13$10.37$12.13
$13.00$11.00Jul 31$0.03$0.10$0.13$10.87$13.13
$12.00$11.00Jul 31$0.05$0.10$0.15$10.85$12.15
$12.50$10.00Jul 31$0.50$0.05$0.55$9.45$13.05
$12.50$10.50Jul 31$0.50$0.08$0.58$9.92$13.08
$12.50$11.00Jul 31$0.50$0.10$0.60$10.40$13.10
$11.50$10.00Jul 31$0.78$0.05$0.83$9.17$12.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 1.04, avg credit $0.51)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
9/1010/11Aug 28$0.51$0.491.04$9.49$11.01

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 1 found (best R:R 0.56, cheapest $0.32)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$11.50$12.00$12.50Aug 7$0.32$0.180.56
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. 8 found (best net $-0.06, 6 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$11.00$11.501:2Aug 7-$0.21$0.29
$9.00$9.501:2Jul 31-$0.42$0.08
$10.00$10.501:2Aug 21-$0.45$0.05
$12.50$13.001:2Jul 31$0.44$0.06
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$11.00$10.501:2Jul 31-$0.06$0.44
$10.50$10.001:2Aug 7-$0.10$0.40
$9.50$9.001:2Aug 21-$0.46$0.04
$11.50$10.001:2Aug 21$0.40$1.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 15.62%, avg 11.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.00Aug 21$1.750.597.1%15.62%22.77%691.0K
$12.00Aug 7$1.200.587.1%10.71%17.86%4931.3K
$13.00Aug 7$1.200.4916.1%10.71%26.79%2.4K118
$12.50Aug 7$1.000.5811.6%8.93%20.54%531

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 38,120
Total Puts 76,495
Put/Call Ratio 2.01
Net Difference -38,375

Prior's Put/Call Breakdown

Total Calls 8,100
Total Puts 14,522
Put/Call Ratio 1.00
Net Difference -6,422

Prior 7-Day Put/Call Summary

Total Calls 70,762
Total Puts 64,482
Average Put/Call Ratio 1.28
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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