Tour v490
REPL
REPLIMUNE GROUP INC
$11.92 +0.08%
$11.86 (-0.53%)🌙
as of 08/04 07:07 PM
8/4 19:07

Option Volume

Detail
Current (08/04) 11,968
Calls: 3,628 (30%)
Puts: 8,340 (70%)
Prior (08/03) 24,820
Calls: 11,535 (46%)
Puts: 13,285 (54%)
Current vs Prior -51.78%
Calls: -68.55% (Calls)
Puts: -37.22% (Puts)
Prior 7-Day Total 257,615
Calls: 113,951 (44%)
Puts: 143,664 (56%)
Prior 7-Day Average 51,523
Calls: 16,278 (44%)
Puts: 20,523 (56%)
Current vs Prior 7-Day Avg -76.77%
Calls: -77.71%
Puts: -59.36%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/04) $2.27M
Calls: $1.44M (64%)
Puts: $825.7K (36%)
Prior (08/03) $3.28M
Calls: $2.51M (77%)
Puts: $765.2K (23%)
Current vs Prior -30.84%
Calls: -42.63%
Puts: +7.91%
Prior 7-Day Total $40.38M
Calls: $20.88M (52%)
Puts: $19.50M (48%)
Prior 7-Day Average $8.08M
Calls: $2.98M (52%)
Puts: $2.79M (48%)
Current vs Prior 7-Day Avg -71.92%
Calls: -51.64%
Puts: -70.36%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/04) 2.30
Prior (08/03) 1.15
Current vs Prior +99.60%
Prior 7-Day Average 1.21
Current vs Prior 7-Day Avg +89.57%
Sentiment BEARISH

Open Interest

Detail
Current (08/04) 169,817
Calls: 79,201 (47%)
Puts: 90,616 (53%)
Prior (08/03) 185,795
Calls: 92,069 (50%)
Puts: 93,726 (50%)
Current vs Prior -8.60%
Prior 7-Day Total 1,132,473
Calls: 582,627 (51%)
Puts: 549,846 (49%)
Prior 7-Day Average 188,745
Calls: 97,104 (51%)
Puts: 91,641 (49%)
Current vs Prior 7-Day Avg -10.03%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 40.52% | 36.74%32.97% | 42.37%
Prior 39.29% | 44.75%44.50% | 58.35%
Current vs Prior +3.12% | -17.89%-25.91% | -27.40%
Prior 7-Day Avg 74.44% | 77.25%75.74% | 85.43%
Current vs 7-Day Avg -45.56% | -52.43%-56.47% | -50.41%
Prior 7-Day Eod 39.29% | 44.75%44.50% | 58.35%
Current vs 7-Day Eod +3.12% | -17.89%-25.91% | -27.40%
Sentiment BEARISHBULLISH

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 226.75% | 54.67%
Calls: 373.67% | 85.60%
Puts: 79.83% | 23.74%
Current vs 7-Day Avg -21.60% | -68.44%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($1.44M). Below-average activity with volume down 52% vs prior. Extreme bearish P/C ratio of 2.30 - heavy put buying. P/C ratio rising 100% - 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 BULLISH
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 3 of results (avg 5.3%, best 2.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Aug 71.551.70$1.639.2%3720.532.1K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Aug 141.751.80$1.782.8%1330.33116
$11.00Aug 71.301.35$1.333.8%7860.371.8K

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. 19 found (avg delta 0.63, highest 0.76)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Aug 140.755.50$3.13151.8%100.76--
$10.00Aug 211.004.10$2.55121.6%100.753.2K
$10.50Aug 211.504.00$2.7590.9%100.7346
$10.00Aug 72.003.70$2.8559.6%110.72503
$10.50Aug 71.753.70$2.7371.4%530.67160
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Aug 141.204.90$3.05121.3%20.565
$13.00Aug 70.204.90$2.55184.3%30.5534

Most actively traded options today. High liquidity = easy entry/exit. 47 active (total vol 4.0K, top 786)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Aug 71.753.50$2.6366.5%6810.62996
$12.50Aug 71.101.45$1.2727.6%4330.4772
$13.00Aug 71.001.20$1.1018.2%3770.432.4K
$12.00Aug 71.551.70$1.639.2%3720.532.1K
$13.00Aug 141.002.00$1.5066.7%1050.525
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Aug 71.301.35$1.333.8%7860.371.8K
$10.00Aug 70.851.20$1.0234.3%1400.28897
$12.00Aug 71.502.90$2.2063.6%1380.45121
$11.00Aug 141.751.80$1.782.8%1330.33116
$10.50Aug 70.851.35$1.1045.5%1270.33175

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 100.1%, max 201.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.00Aug 7Sep 18448.9%154.7%190.2%3992.2K
$11.50Aug 7Aug 14649.1%292.5%121.9%7--
$14.00Aug 7Sep 18330.2%167.7%96.9%29218
$13.00Aug 7Sep 11405.6%212.0%91.3%3782.4K
$10.00Aug 7Aug 21432.2%268.5%61.0%213.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.00Aug 7Sep 18383.7%127.4%201.1%7871.8K
$12.00Aug 7Sep 4448.9%192.2%133.5%139121
$13.00Aug 7Sep 18405.6%176.0%130.4%569
$11.50Aug 7Aug 14649.1%292.5%121.9%10583
$10.00Aug 7Aug 21432.2%268.5%61.0%2122.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 4.00, avg 1.88)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$10.50$11.00Aug 7$0.10$0.40$0.104.00$10.60
$12.00$14.00Sep 18$0.42$1.58$0.423.76$12.42
$10.00$10.50Aug 7$0.12$0.38$0.123.17$10.12
$12.50$13.00Aug 7$0.17$0.33$0.171.94$12.67
$13.50$14.00Aug 7$0.22$0.28$0.221.27$13.72
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$11.00$10.00Aug 14$0.28$0.72$0.282.57$10.72
$11.50$11.00Aug 14$0.14$0.36$0.142.57$11.36
$13.00$12.00Aug 28$0.30$0.70$0.302.33$12.70
$12.00$11.00Sep 4$0.30$0.70$0.302.33$11.70
$12.00$11.50Aug 14$0.16$0.34$0.162.12$11.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 5.00, avg 1.03)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$10.50$12.00Aug 21$1.25$1.25$0.255.00$11.75
$12.00$12.50Aug 7$0.36$0.36$0.142.57$12.36
$13.00$13.50Aug 7$0.33$0.33$0.171.94$13.33
$10.00$11.50Aug 14$0.83$0.83$0.671.24$10.83
$13.50$14.00Aug 7$0.22$0.22$0.280.79$13.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$13.50$12.00Aug 14$0.97$0.97$0.531.83$12.53
$11.50$11.00Aug 7$0.25$0.25$0.251.00$11.25
$13.00$12.50Sep 4$0.25$0.25$0.251.00$12.75
$11.00$10.50Aug 7$0.23$0.23$0.270.85$10.77
$13.00$11.00Sep 18$0.90$0.90$1.100.82$12.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $0.61, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Aug 7Aug 14$0.28432.2%340.5%
$13.00Aug 7Aug 14$0.40405.6%226.6%
$12.00Aug 7Aug 14$0.67448.9%275.2%
$14.00Aug 7Aug 14$1.00330.2%273.8%
$12.50Aug 7Aug 14$1.73408.5%393.5%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Aug 7Aug 28$0.15405.6%277.0%
$11.50Aug 7Aug 14$0.34649.1%292.5%
$11.00Aug 7Aug 14$0.45383.7%308.5%
$10.00Aug 7Aug 14$0.48432.2%340.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 28.78% of stock, avg 35.42%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$12.00Aug 21$1.50$1.93$3.43$8.57$15.4328.78%
$13.00Aug 7$1.10$2.55$3.65$9.35$16.6530.62%
$10.50Aug 7$2.73$1.10$3.83$6.67$14.3332.13%
$12.00Aug 7$1.63$2.20$3.83$8.17$15.8332.13%
$10.00Aug 7$2.85$1.02$3.87$6.13$13.8732.47%
$11.00Aug 7$2.63$1.33$3.96$7.04$14.9633.22%
$10.00Aug 21$2.55$1.58$4.13$5.87$14.1334.65%
$11.50Aug 7$2.63$1.58$4.21$7.29$15.7135.32%
$11.50Aug 14$2.30$1.92$4.22$7.28$15.7235.40%
$12.00Aug 14$2.30$2.08$4.38$7.62$16.3836.74%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 30 found (cheapest 13.17% of stock, avg 22.82%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$14.00$10.00Aug 7$0.55$1.02$1.57$8.43$15.57
$14.00$10.50Aug 7$0.55$1.10$1.65$8.85$15.65
$13.50$10.00Aug 7$0.77$1.02$1.79$8.21$15.29
$13.50$10.50Aug 7$0.77$1.10$1.87$8.63$15.37
$14.00$11.00Aug 7$0.55$1.33$1.88$9.12$15.88
$13.50$11.00Aug 7$0.77$1.33$2.10$8.90$15.60
$13.00$10.00Aug 7$1.10$1.02$2.12$7.88$15.12
$14.00$11.50Aug 7$0.55$1.58$2.13$9.37$16.13
$13.00$10.50Aug 7$1.10$1.10$2.20$8.30$15.20
$12.50$10.00Aug 7$1.27$1.02$2.29$7.71$14.79

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 4.00, avg credit $0.48)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
10/1112/13Aug 7$0.40$0.104.00$10.60$12.90
12/1314/14Aug 7$0.57$0.431.33$12.43$14.07

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 4.00, cheapest $0.10)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$10.50$11.00$11.50Aug 7$0.10$0.404.00
$13.00$13.50$14.00Aug 7$0.11$0.393.55
$12.00$12.50$13.00Aug 7$0.19$0.311.63
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$10.00$10.50$11.00Aug 7$0.15$0.352.33
$10.00$11.00$12.00Aug 21$0.45$0.551.22
$12.00$12.50$13.00Sep 4$0.25$0.251.00
$11.00$11.50$12.00Aug 7$0.37$0.130.35

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 $-0.25, 7 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$10.50$12.001:2Aug 21-$0.25$1.25
$12.00$14.001:2Sep 18-$1.46$0.54
$13.50$14.001:2Aug 7-$0.33$0.17
$13.00$13.501:2Aug 7-$0.44$0.06
$10.00$11.501:2Aug 14-$1.47$0.03
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$13.00$11.001:2Sep 18-$0.85$1.15
$13.50$12.001:2Aug 14-$1.11$0.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 13.00%, avg 6.20%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.00Aug 7$1.550.530.7%13.00%13.67%3722.1K
$12.50Aug 7$1.100.474.9%9.23%14.09%43372
$13.00Aug 7$1.000.439.1%8.39%17.45%3772.4K
$13.00Aug 14$1.000.529.1%8.39%17.45%1055
$14.00Sep 18$0.900.4717.4%7.55%25.00%493
$13.00Aug 21$0.550.499.1%4.61%13.67%83266
$13.50Aug 7$0.350.3613.3%2.94%16.19%11230
$14.00Aug 7$0.100.2917.4%0.84%18.29%25125
$12.00Sep 18$0.100.570.7%0.84%1.51%27108

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 3,628
Total Puts 8,340
Put/Call Ratio 2.30
Net Difference -4,712

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 113,951
Total Puts 143,664
Average Put/Call Ratio 1.21
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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