Tour v487
REPL
REPLIMUNE GROUP INC
$11.91 +6.34%
$11.87 (-0.34%)🌙
as of 08/03 06:50 PM
8/3 18:50

Option Volume

Detail
Current (08/03) 24,820
Calls: 11,535 (46%)
Puts: 13,285 (54%)
Prior (07/31) 114,615
Calls: 38,120 (33%)
Puts: 76,495 (67%)
Current vs Prior -78.34%
Calls: -69.74% (Calls)
Puts: -82.63% (Puts)
Prior 7-Day Total 240,985
Calls: 106,411 (44%)
Puts: 134,574 (56%)
Prior 7-Day Average 48,197
Calls: 15,201 (44%)
Puts: 19,224 (56%)
Current vs Prior 7-Day Avg -48.50%
Calls: -24.12%
Puts: -30.90%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/03) $3.28M
Calls: $2.51M (77%)
Puts: $765.2K (23%)
Prior (07/31) $11.01M
Calls: $8.04M (73%)
Puts: $2.97M (27%)
Current vs Prior -70.21%
Calls: -68.72%
Puts: -74.23%
Prior 7-Day Total $38.20M
Calls: $19.10M (50%)
Puts: $19.10M (50%)
Prior 7-Day Average $7.64M
Calls: $2.73M (50%)
Puts: $2.73M (50%)
Current vs Prior 7-Day Avg -57.08%
Calls: -7.85%
Puts: -71.96%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03) 1.15
Prior (07/31) 2.01
Current vs Prior -42.61%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg -3.88%
Sentiment BEARISH

Open Interest

Detail
Current (08/03) 185,795
Calls: 92,069 (50%)
Puts: 93,726 (50%)
Prior (07/31) 248,540
Calls: 148,251 (60%)
Puts: 100,289 (40%)
Current vs Prior -25.25%
Prior 7-Day Total 1,061,395
Calls: 541,731 (51%)
Puts: 519,664 (49%)
Prior 7-Day Average 176,899
Calls: 90,288 (51%)
Puts: 86,610 (49%)
Current vs Prior 7-Day Avg +5.03%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 39.29% | 44.75%44.50% | 58.35%
Prior 50.89% | 48.66%54.91% | 50.00%
Current vs Prior -22.79% | -8.03%-18.96% | +16.71%
Prior 7-Day Avg 72.92% | 79.48%79.62% | 87.13%
Current vs 7-Day Avg -46.11% | -43.69%-44.11% | -33.03%
Prior 7-Day Eod 50.89% | 48.66%54.91% | 50.00%
Current vs 7-Day Eod -22.79% | -8.03%-18.96% | +16.71%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 177.78% | 17.25%
Calls: 222.22% | 16.83%
Puts: 133.33% | 17.68%
Prior 177.78% | 17.25%
Calls: 222.22% | 16.83%
Puts: 133.33% | 17.68%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 271.25% | 57.59%
Calls: 470.50% | 89.92%
Puts: 72.01% | 25.27%
Current vs 7-Day Avg -34.46% | -70.05%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 77% of dollar volume in calls ($2.51M) vs puts ($765.2K). Light premium activity with dollar volume down 70% vs prior. Below-average activity with volume down 78% vs prior. Slightly bearish P/C ratio of 1.15.

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 NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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. 22 found (avg delta 0.61, highest 0.71)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Aug 212.354.10$3.2254.3%1580.713.2K
$10.00Aug 142.305.00$3.6574.0%410.70143
$10.00Aug 72.804.00$3.4035.3%1210.70574
$10.50Aug 211.804.90$3.3592.5%70.6847
$11.00Aug 281.854.60$3.2285.4%60.6655
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Aug 71.954.90$3.4386.0%80.61--
$13.50Aug 71.453.70$2.5887.2%10.571
$13.00Aug 71.004.90$2.95132.2%20.53--

Most actively traded options today. High liquidity = easy entry/exit. 46 active (total vol 8.3K, top 1.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Aug 71.502.50$2.0050.0%1.9K0.551.5K
$11.50Aug 71.552.65$2.1052.4%1.2K0.5877
$11.00Aug 71.803.00$2.4050.0%1.0K0.62735
$13.00Aug 70.751.65$1.2075.0%5260.442.4K
$10.00Aug 212.354.10$3.2254.3%1580.713.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Aug 71.451.65$1.5512.9%1.6K0.37384
$10.00Aug 71.251.40$1.3311.3%4540.29762
$10.50Aug 71.251.65$1.4527.6%1970.3321
$10.00Aug 211.201.95$1.5847.5%1690.281.4K
$12.00Aug 70.754.40$2.58141.5%1150.436

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 65.9%, max 116.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.50Aug 7Aug 21446.0%219.6%103.1%1.2K78
$12.00Aug 7Aug 21467.3%241.2%93.7%2.0K2.5K
$12.50Aug 7Aug 21373.9%193.6%93.1%8232
$10.00Aug 7Aug 21445.9%248.7%79.3%2793.8K
$13.00Aug 7Aug 21371.6%222.3%67.1%5762.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.00Aug 7Aug 28467.3%215.4%116.9%1186
$12.50Aug 7Sep 4373.9%198.9%88.0%715
$13.00Aug 7Aug 21371.6%222.3%67.1%4300
$10.50Aug 7Aug 21417.2%261.8%59.4%20721
$10.00Aug 7Aug 28445.9%306.2%45.6%459762

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 16 found (best R:R 12.33, avg 2.82)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$13.00$14.00Aug 21$0.15$0.85$0.155.67$13.15
$11.50$12.00Aug 7$0.10$0.40$0.104.00$11.60
$13.00$13.50Aug 7$0.12$0.38$0.123.17$13.12
$10.50$11.00Aug 7$0.15$0.35$0.152.33$10.65
$12.50$13.00Aug 7$0.18$0.32$0.181.78$12.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$12.00$10.00Aug 28$0.15$1.85$0.1512.33$11.85
$11.00$10.50Aug 7$0.10$0.40$0.104.00$10.90
$10.50$10.00Aug 7$0.12$0.38$0.123.17$10.38
$11.50$11.00Aug 7$0.18$0.32$0.181.78$11.32
$10.50$10.00Aug 14$0.20$0.30$0.201.50$10.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 2.85, avg 0.94)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$10.50$11.00Aug 21$0.37$0.37$0.132.85$10.87
$11.00$11.50Aug 7$0.30$0.30$0.201.50$11.30
$11.50$12.00Aug 21$0.30$0.30$0.201.50$11.80
$13.50$14.00Aug 14$0.28$0.28$0.221.27$13.78
$11.00$11.50Aug 21$0.28$0.28$0.221.27$11.28
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$10.50$10.00Aug 21$0.37$0.37$0.132.85$10.13
$12.50$11.00Aug 21$0.88$0.88$0.621.42$11.62
$10.50$10.00Aug 14$0.20$0.20$0.300.67$10.30
$11.50$11.00Aug 7$0.18$0.18$0.320.56$11.32
$10.50$10.00Aug 7$0.12$0.12$0.380.32$10.38

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $0.62, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Aug 7Aug 14$0.25445.9%303.0%
$11.00Aug 7Aug 14$0.25380.7%269.8%
$12.50Aug 7Aug 21$0.35373.9%193.6%
$11.50Aug 7Aug 14$0.50446.0%317.6%
$10.50Aug 7Aug 21$0.80417.2%261.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.00Aug 7Aug 28$0.12467.3%215.4%
$10.00Aug 7Aug 14$0.17445.9%303.0%
$11.00Aug 7Aug 14$0.23380.7%269.8%
$10.50Aug 7Aug 14$0.25417.2%295.6%
$11.50Aug 7Aug 14$0.69446.0%317.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 27.12% of stock, avg 37.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$12.50Aug 7$1.38$1.85$3.23$9.27$15.7327.12%
$13.50Aug 7$1.08$2.58$3.66$9.84$17.1630.73%
$11.50Aug 7$2.10$1.73$3.83$7.67$15.3332.16%
$11.00Aug 7$2.40$1.55$3.95$7.05$14.9533.17%
$10.50Aug 7$2.55$1.45$4.00$6.50$14.5033.59%
$13.00Aug 7$1.20$2.95$4.15$8.85$17.1534.84%
$14.00Aug 7$0.90$3.43$4.33$9.67$18.3336.36%
$11.00Aug 14$2.65$1.78$4.43$6.57$15.4337.20%
$12.00Aug 7$2.00$2.58$4.58$7.42$16.5838.46%
$13.00Aug 21$1.85$2.73$4.58$8.42$17.5838.46%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 28 found (cheapest 19.73% of stock, avg 27.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$14.00$10.50Aug 7$0.90$1.45$2.35$8.15$16.35
$14.00$11.00Aug 7$0.90$1.55$2.45$8.55$16.45
$13.50$10.50Aug 7$1.08$1.45$2.53$7.97$16.03
$13.50$11.00Aug 7$1.08$1.55$2.63$8.37$16.13
$14.00$11.50Aug 7$0.90$1.73$2.63$8.87$16.63
$13.00$10.50Aug 7$1.20$1.45$2.65$7.85$15.65
$13.00$11.00Aug 7$1.20$1.55$2.75$8.25$15.75
$14.00$12.50Aug 7$0.90$1.85$2.75$9.75$16.75
$13.50$11.50Aug 7$1.08$1.73$2.81$8.69$16.31
$12.50$10.50Aug 7$1.38$1.45$2.83$7.67$15.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 14 found (best R:R 3.00, avg credit $0.38)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
10/1113/14Aug 21$0.75$0.253.00$10.25$13.75
11/1212/13Aug 7$0.36$0.142.57$11.14$12.86
11/1214/14Aug 7$0.36$0.142.57$11.14$13.86
11/1213/14Aug 21$1.03$0.472.19$11.47$14.03
10/1012/13Aug 7$0.30$0.201.50$10.20$12.80
10/1014/14Aug 7$0.30$0.201.50$10.20$13.80
11/1213/14Aug 7$0.30$0.201.50$11.20$13.30
10/1112/13Aug 7$0.28$0.221.27$10.72$12.78
10/1114/14Aug 7$0.28$0.221.27$10.72$13.78
10/1013/14Aug 21$0.52$0.481.08$9.98$13.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 7.33, cheapest $0.06)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$12.50$13.00$13.50Aug 7$0.06$0.447.33
$10.50$11.00$11.50Aug 21$0.09$0.414.56
$11.00$11.50$12.00Aug 7$0.20$0.301.50
$12.00$12.50$13.00Aug 7$0.44$0.060.14
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$10.50$11.00$11.50Aug 7$0.08$0.425.25
$10.00$10.50$11.00Aug 21$0.23$0.271.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1 found (best net $-0.10, 1 credits)

CALLS (1)
Buy KSell KRatioExpiryNetMax Gain
$11.50$12.001:2Aug 14-$0.10$0.40
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. 10 found (best yield 15.11%, avg 8.27%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.00Aug 21$1.800.590.8%15.11%15.87%521.0K
$12.00Aug 7$1.500.550.8%12.59%13.35%1.9K1.5K
$13.00Aug 21$1.400.519.2%11.75%20.91%50266
$13.00Aug 14$1.000.589.2%8.40%17.55%5--
$12.50Aug 21$0.950.535.0%7.98%12.93%1--
$12.50Aug 7$0.750.485.0%6.30%11.25%8132
$13.00Aug 7$0.750.449.2%6.30%15.45%5262.4K
$13.50Aug 7$0.750.4013.3%6.30%19.65%26223
$13.50Aug 14$0.550.5013.3%4.62%17.97%1--
$14.00Aug 7$0.400.3617.6%3.36%20.91%8569

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 11,535
Total Puts 13,285
Put/Call Ratio 1.15
Net Difference -1,750

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 106,411
Total Puts 134,574
Average Put/Call Ratio 1.20
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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