Tour v492
REPL
REPLIMUNE GROUP INC
$11.83 -0.76%
$11.70 (-1.10%)🌙
as of 08/05 06:12 PM
8/5 18:12

Option Volume

Detail
Current (08/05) 12,840
Calls: 2,762 (22%)
Puts: 10,078 (78%)
Prior (08/04) 11,968
Calls: 3,628 (30%)
Puts: 8,340 (70%)
Current vs Prior +7.29%
Calls: -23.87% (Calls)
Puts: +20.84% (Puts)
Prior 7-Day Total 269,583
Calls: 117,579 (44%)
Puts: 152,004 (56%)
Prior 7-Day Average 44,930
Calls: 16,797 (44%)
Puts: 21,714 (56%)
Current vs Prior 7-Day Avg -71.42%
Calls: -83.56%
Puts: -53.59%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/05) $1.20M
Calls: $445.7K (37%)
Puts: $752.6K (63%)
Prior (08/04) $2.27M
Calls: $1.44M (64%)
Puts: $825.7K (36%)
Current vs Prior -47.16%
Calls: -69.10%
Puts: -8.85%
Prior 7-Day Total $42.65M
Calls: $22.32M (52%)
Puts: $20.33M (48%)
Prior 7-Day Average $7.11M
Calls: $3.19M (52%)
Puts: $2.90M (48%)
Current vs Prior 7-Day Avg -83.14%
Calls: -86.02%
Puts: -74.08%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/05) 3.65
Prior (08/04) 2.30
Current vs Prior +58.73%
Prior 7-Day Average 1.40
Current vs Prior 7-Day Avg +160.96%
Sentiment BEARISH

Open Interest

Detail
Current (08/05) 164,896
Calls: 75,255 (46%)
Puts: 89,641 (54%)
Prior (08/04) 169,817
Calls: 79,201 (47%)
Puts: 90,616 (53%)
Current vs Prior -2.90%
Prior 7-Day Total 1,183,779
Calls: 621,779 (53%)
Puts: 562,000 (47%)
Prior 7-Day Average 197,296
Calls: 103,629 (53%)
Puts: 93,666 (47%)
Current vs Prior 7-Day Avg -16.42%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 29.25% | 42.69%42.94% | 46.75%
Prior 40.52% | 36.74%32.97% | 42.37%
Current vs Prior -27.82% | +16.17%+30.25% | +10.34%
Prior 7-Day Avg 71.20% | 71.48%68.08% | 80.03%
Current vs 7-Day Avg -58.92% | -40.28%-36.92% | -41.59%
Prior 7-Day Eod 40.52% | 36.74%32.97% | 42.37%
Current vs 7-Day Eod -27.82% | +16.17%+30.25% | +10.34%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 71.66% | 31.96%
Calls: 60.00% | 49.30%
Puts: 83.33% | 14.63%
Prior 177.78% | 17.25%
Calls: 222.22% | 16.83%
Puts: 133.33% | 17.68%
Current vs Prior -59.69% | +85.28%
Prior 7-Day Avg 182.25% | 51.74%
Calls: 276.85% | 81.28%
Puts: 87.65% | 22.20%
Current vs 7-Day Avg -60.68% | -38.23%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bearish flow with 63% put dollar volume ($752.6K). Extreme bearish P/C ratio of 3.65 - heavy put buying. P/C ratio rising 59% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 2 of results (avg 7.0%, best 5.4%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Aug 70.900.95$0.935.4%1.0K0.382.3K
$11.00Aug 141.651.80$1.738.7%1.1K0.34228

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.93, cheapest $0.93)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Aug 70.900.95$0.935.4%1.0K0.382.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 29 found (avg delta 0.64, highest 0.83)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Aug 211.003.30$2.15107.0%510.833.2K
$10.50Aug 210.504.90$2.70163.0%50.8046
$11.00Aug 210.753.50$2.13129.1%10.77--
$11.50Aug 210.054.90$2.48195.6%10.75--
$10.00Aug 141.305.50$3.40123.5%30.75--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Aug 211.404.90$3.15111.1%10.6647

Most actively traded options today. High liquidity = easy entry/exit. 61 active (total vol 5.0K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Aug 71.001.50$1.2540.0%1.1K0.502.1K
$13.50Sep 40.004.80$2.40200.0%1300.53--
$10.00Aug 71.003.50$2.25111.1%610.75497
$11.50Aug 71.002.15$1.5872.8%540.561.1K
$10.00Aug 211.003.30$2.15107.0%510.833.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Aug 141.651.80$1.738.7%1.1K0.34228
$11.00Aug 70.900.95$0.935.4%1.0K0.382.3K
$11.00Aug 211.702.20$1.9525.6%3760.321.5K
$10.00Aug 140.801.80$1.3076.9%1870.2790
$12.00Aug 142.003.10$2.5543.1%1170.40105

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 94.2%, max 243.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.50Aug 7Aug 21898.0%261.5%243.4%13171
$12.00Aug 7Sep 18449.4%172.4%160.7%1.1K2.3K
$11.50Aug 7Sep 4485.5%213.1%127.8%581.1K
$12.50Aug 7Sep 4428.7%233.1%83.9%15--
$13.50Aug 7Sep 4409.1%237.3%72.4%144--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.00Aug 7Sep 18413.0%148.4%178.3%109860
$10.50Aug 7Aug 14898.0%335.4%167.8%80239
$12.00Aug 7Sep 4449.4%178.8%151.3%20190
$9.50Aug 7Aug 14816.3%350.1%133.1%1525
$13.50Aug 14Sep 4389.1%237.3%64.0%198

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 17 found (best R:R 9.00, avg 2.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$11.50$12.50Sep 4$0.10$0.90$0.109.00$11.60
$11.00$11.50Aug 14$0.10$0.40$0.104.00$11.10
$13.50$14.00Aug 7$0.15$0.35$0.152.33$13.65
$11.00$11.50Aug 7$0.17$0.33$0.171.94$11.17
$13.00$13.50Sep 4$0.20$0.30$0.201.50$13.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$13.00$12.00Aug 21$0.15$0.85$0.155.67$12.85
$11.00$10.50Aug 14$0.10$0.40$0.104.00$10.90
$14.00$13.00Aug 21$0.40$0.60$0.401.50$13.60
$12.50$10.00Aug 28$1.00$1.50$1.001.50$11.50
$14.00$13.50Sep 4$0.20$0.30$0.201.50$13.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 7.57, avg 1.58)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$10.00$11.00Aug 14$0.80$0.80$0.204.00$10.80
$12.00$13.00Aug 21$0.75$0.75$0.253.00$12.75
$11.50$12.00Aug 7$0.33$0.33$0.171.94$11.83
$13.00$13.50Aug 14$0.30$0.30$0.201.50$13.30
$12.00$12.50Aug 7$0.25$0.25$0.251.00$12.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$13.00$10.00Sep 18$2.65$2.65$0.357.57$10.35
$13.50$12.50Sep 4$0.80$0.80$0.204.00$12.70
$11.50$11.00Aug 7$0.34$0.34$0.162.12$11.16
$10.50$10.00Aug 14$0.33$0.33$0.171.94$10.17
$11.50$11.00Aug 14$0.27$0.27$0.231.17$11.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $1.12, cheapest $0.45)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.50Aug 7Aug 21$0.45898.0%261.5%
$11.00Aug 7Aug 14$0.85341.3%312.2%
$11.50Aug 7Aug 14$0.92485.5%312.9%
$10.00Aug 7Aug 14$1.15413.0%321.7%
$12.00Aug 7Aug 14$1.40449.4%349.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.00Aug 21Sep 4$0.55157.3%255.5%
$10.00Aug 7Aug 14$0.60413.0%321.7%
$12.00Aug 7Aug 14$0.67449.4%349.2%
$11.50Aug 7Aug 14$0.73485.5%312.9%
$11.00Aug 7Aug 14$0.80341.3%312.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 21 found (cheapest 22.65% of stock, avg 40.50%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$11.00Aug 7$1.75$0.93$2.68$8.32$13.6822.65%
$11.50Aug 7$1.58$1.27$2.85$8.65$14.3524.09%
$10.00Aug 7$2.25$0.70$2.95$7.05$12.9524.94%
$12.00Aug 7$1.25$1.88$3.13$8.87$15.1326.46%
$10.00Aug 21$2.15$1.45$3.60$6.40$13.6030.43%
$11.00Aug 21$2.13$1.95$4.08$6.92$15.0834.49%
$11.00Aug 14$2.60$1.73$4.33$6.67$15.3336.60%
$11.50Aug 14$2.50$2.00$4.50$7.00$16.0038.04%
$10.50Aug 7$2.25$2.38$4.63$5.87$15.1339.14%
$10.00Aug 14$3.40$1.30$4.70$5.30$14.7039.73%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 10.14% of stock, avg 18.23%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$14.00$10.00Aug 7$0.50$0.70$1.20$8.80$15.20
$13.50$10.00Aug 7$0.65$0.70$1.35$8.65$14.85
$14.00$11.00Aug 7$0.50$0.93$1.43$9.57$15.43
$13.00$10.00Aug 7$0.75$0.70$1.45$8.55$14.45
$13.50$11.00Aug 7$0.65$0.93$1.58$9.42$15.08
$13.00$11.00Aug 7$0.75$0.93$1.68$9.32$14.68
$12.50$10.00Aug 7$1.00$0.70$1.70$8.30$14.20
$14.00$11.50Aug 7$0.50$1.27$1.77$9.73$15.77
$13.50$11.50Aug 7$0.65$1.27$1.92$9.58$15.42
$12.50$11.00Aug 7$1.00$0.93$1.93$9.07$14.43

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. 11 found (best R:R 5.25, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$11.50$12.00$12.50Aug 7$0.08$0.425.25
$12.50$13.00$13.50Aug 7$0.15$0.352.33
$11.00$11.50$12.00Aug 14$0.25$0.251.00
$13.00$13.50$14.00Aug 14$0.30$0.200.67
$13.00$13.50$14.00Sep 4$0.30$0.200.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$12.00$13.00$14.00Aug 21$0.25$0.753.00
$10.50$11.00$11.50Aug 14$0.17$0.331.94
$11.00$11.50$12.00Aug 7$0.27$0.230.85
$9.50$10.00$10.50Aug 14$0.28$0.220.79
$11.00$11.50$12.00Aug 14$0.28$0.220.79

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 $-0.50, 3 credits)

CALLS (1)
Buy KSell KRatioExpiryNetMax Gain
$13.50$14.001:2Aug 7-$0.35$0.15
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$12.50$10.001:2Aug 28-$0.50$2.00
$11.00$10.001:2Aug 21-$0.95$0.05
$13.00$10.001:2Sep 18$1.17$1.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 8.45%, avg 3.24%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.00Aug 7$1.000.501.4%8.45%9.89%1.1K2.1K
$12.50Aug 7$0.500.445.7%4.23%9.89%14--
$13.00Aug 7$0.500.379.9%4.23%14.12%482.5K
$13.00Aug 14$0.500.599.9%4.23%14.12%3110
$12.50Sep 4$0.400.575.7%3.38%9.04%1--
$13.50Aug 7$0.300.3314.1%2.54%16.65%14--
$14.00Aug 7$0.300.2818.3%2.54%20.88%16144
$13.00Sep 4$0.300.559.9%2.54%12.43%1--
$12.00Sep 18$0.300.591.4%2.54%3.97%9129
$12.00Sep 11$0.200.591.4%1.69%3.13%1--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 2,762
Total Puts 10,078
Put/Call Ratio 3.65
Net Difference -7,316

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 117,579
Total Puts 152,004
Average Put/Call Ratio 1.40
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All