Tour v494
REPL
REPLIMUNE GROUP INC
$12.02 -6.57%
8/7 15:20

Option Volume

Detail
Current (08/07) 42,037
Calls: 28,303 (67%)
Puts: 13,734 (33%)
Prior (08/06) 19,325
Calls: 2,821 (15%)
Puts: 16,504 (85%)
Current vs Prior +117.53%
Calls: +903.30% (Calls)
Puts: -16.78% (Puts)
Prior 7-Day Total 206,190
Calls: 66,966 (32%)
Puts: 139,224 (68%)
Prior 7-Day Average 34,365
Calls: 9,566 (32%)
Puts: 19,889 (68%)
Current vs Prior 7-Day Avg +22.33%
Calls: +195.85%
Puts: -30.95%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/07) $16.94M
Calls: $16.27M (96%)
Puts: $663.1K (4%)
Prior (08/06) $1.57M
Calls: $838.9K (53%)
Puts: $729.8K (47%)
Current vs Prior +979.60%
Calls: +1839.76%
Puts: -9.14%
Prior 7-Day Total $21.78M
Calls: $14.61M (67%)
Puts: $7.17M (33%)
Prior 7-Day Average $3.63M
Calls: $2.09M (67%)
Puts: $1.02M (33%)
Current vs Prior 7-Day Avg +366.46%
Calls: +679.44%
Puts: -35.26%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/07) 0.49
Prior (08/06) 5.85
Current vs Prior -91.71%
Prior 7-Day Average 2.41
Current vs Prior 7-Day Avg -79.90%
Sentiment BULLISH

Open Interest

Detail
Current (08/07) 310,430
Calls: 154,129 (50%)
Puts: 156,301 (50%)
Prior (08/06) 303,155
Calls: 153,862 (51%)
Puts: 149,293 (49%)
Current vs Prior +2.40%
Prior 7-Day Total 1,278,932
Calls: 662,936 (52%)
Puts: 615,996 (48%)
Prior 7-Day Average 213,155
Calls: 110,489 (52%)
Puts: 102,666 (48%)
Current vs Prior 7-Day Avg +45.64%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 6.24% | 15.06%17.72% | 25.87%
Prior 27.61% | 40.12%45.49% | 46.50%
Current vs Prior -77.40% | -62.47%-61.05% | -44.36%
Prior 7-Day Avg 56.53% | 58.18%59.80% | 65.48%
Current vs 7-Day Avg -88.96% | -74.12%-70.37% | -60.49%
Prior 7-Day Eod 27.60% | 40.12%45.49% | 46.50%
Current vs 7-Day Eod -77.40% | -62.47%-61.05% | -44.36%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 200.00% | 33.62%
Calls: -- | --
Puts: 200.00% | 37.12%
Prior 64.17% | 64.78%
Calls: 37.63% | 48.78%
Puts: 90.70% | 80.79%
Current vs Prior +211.67% | -48.10%
Prior 7-Day Avg 119.70% | 47.18%
Calls: 144.54% | 66.12%
Puts: 94.86% | 28.25%
Current vs 7-Day Avg +67.08% | -28.75%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 96% of dollar volume in calls ($16.27M) vs puts ($663.1K). Massive premium surge with dollar volume up 980% vs prior. Dollar volume significantly above 7-day average (366% higher). Unusually high activity with volume up 118% vs prior - elevated interest.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 1 of results (avg 6.4%, best 6.4%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Aug 280.750.80$0.786.4%220.3128

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.60, cheapest $0.43)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Aug 140.400.45$0.4311.6%5.0K0.271.7K
$11.00Aug 280.750.80$0.786.4%220.3128

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 39 found (avg delta 0.69, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Aug 71.702.60$2.1541.9%1260.95446
$10.50Aug 71.251.85$1.5538.7%380.95120
$11.00Aug 70.201.90$1.05161.9%780.94818
$10.00Aug 142.002.65$2.3327.9%410.90159
$10.00Aug 211.802.90$2.3546.8%760.853.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Aug 70.004.80$2.40200.0%660.9238
$14.00Aug 70.002.90$1.45200.0%--0.7810
$14.00Aug 210.504.80$2.65162.3%10.7647
$14.00Sep 40.504.90$2.70163.0%--0.6919
$13.00Aug 140.551.85$1.20108.3%40.681

Most actively traded options today. High liquidity = easy entry/exit. 57 active (total vol 13.5K, top 5.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Aug 70.000.05$0.03166.7%2.1K0.082.4K
$13.00Sep 110.951.25$1.1027.3%1.0K0.485
$12.00Aug 70.000.20$0.10200.0%3740.491.7K
$12.50Aug 70.001.50$0.75200.0%2740.46493
$12.00Aug 140.700.95$0.8330.1%1460.58145
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Aug 140.400.45$0.4311.6%5.0K0.271.7K
$11.00Aug 210.450.60$0.5328.3%1.1K0.292.0K
$12.00Aug 70.100.25$0.1883.3%7360.51191
$10.50Aug 140.150.30$0.2268.2%3360.18297
$12.00Aug 140.550.70$0.6323.8%2490.44458

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 796.0%, max 1663.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.00Aug 7Sep 181775.4%102.2%1637.6%46222
$12.50Aug 7Sep 41993.2%123.9%1508.9%275496
$13.50Aug 7Sep 41527.2%107.6%1319.9%10336
$10.00Aug 7Sep 181086.4%88.6%1125.7%128543
$10.50Aug 7Aug 28843.8%107.4%685.3%38160
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.50Aug 7Aug 281993.2%113.0%1663.3%323
$14.00Aug 7Sep 181775.4%102.2%1637.6%--143
$10.00Aug 7Sep 181086.4%88.6%1125.7%125862
$10.50Aug 7Aug 28843.8%107.4%685.3%15224
$11.00Aug 7Sep 18601.9%103.9%479.2%2281.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 30 found (best R:R 5.67, avg 1.64)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$12.00$13.00Sep 18$0.18$0.82$0.184.56$12.18
$12.50$13.50Aug 28$0.32$0.68$0.322.13$12.82
$12.00$12.50Aug 21$0.18$0.32$0.181.78$12.18
$12.50$13.00Aug 14$0.19$0.31$0.191.63$12.69
$10.00$12.50Sep 4$0.95$1.55$0.951.63$10.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$13.50$12.50Aug 28$0.15$0.85$0.155.67$13.35
$13.50$10.00Sep 4$0.78$2.72$0.783.49$12.72
$10.50$10.00Aug 21$0.13$0.37$0.132.85$10.37
$11.50$11.00Aug 14$0.14$0.36$0.142.57$11.36
$12.00$11.00Sep 18$0.35$0.65$0.351.86$11.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 33 found (best R:R 3.55, avg 1.00)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$10.00$11.00Aug 14$0.78$0.78$0.223.55$10.78
$11.00$12.50Aug 28$1.05$1.05$0.452.33$12.05
$13.50$14.00Aug 14$0.30$0.30$0.201.50$13.80
$13.50$14.00Sep 4$0.30$0.30$0.201.50$13.80
$12.50$13.50Sep 4$0.55$0.55$0.451.22$13.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$12.50$12.00Aug 14$0.35$0.35$0.152.33$12.15
$11.00$10.00Sep 18$0.60$0.60$0.401.50$10.40
$11.00$10.50Aug 28$0.28$0.28$0.221.27$10.72
$14.00$13.00Sep 18$0.55$0.55$0.451.22$13.45
$12.00$11.50Aug 21$0.27$0.27$0.231.17$11.73

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $0.43, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Aug 7Aug 14$0.181086.4%126.4%
$13.50Aug 7Aug 14$0.231527.2%140.3%
$13.00Aug 7Aug 14$0.35564.6%101.5%
$11.00Aug 7Aug 14$0.50601.9%140.0%
$12.00Aug 7Aug 14$0.73216.4%106.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Aug 7Aug 14$0.101086.4%126.4%
$10.50Aug 7Aug 14$0.19843.8%128.1%
$12.50Aug 7Aug 14$0.331993.2%105.2%
$11.00Aug 7Aug 14$0.40601.9%140.0%
$12.00Aug 7Aug 14$0.45216.4%106.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 36 found (cheapest 2.33% of stock, avg 19.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$12.00Aug 7$0.10$0.18$0.28$11.72$12.282.33%
$11.50Aug 7$0.78$0.08$0.86$10.64$12.367.15%
$11.00Aug 7$1.05$0.03$1.08$9.92$12.088.99%
$11.50Aug 14$0.78$0.57$1.35$10.15$12.8511.23%
$12.50Aug 7$0.75$0.65$1.40$11.10$13.9011.65%
$12.00Aug 14$0.83$0.63$1.46$10.54$13.4612.15%
$12.50Aug 14$0.57$0.98$1.55$10.95$14.0512.90%
$10.50Aug 7$1.55$0.03$1.58$8.92$12.0813.14%
$13.00Aug 14$0.38$1.20$1.58$11.42$14.5813.14%
$10.50Aug 21$1.25$0.35$1.60$8.90$12.1013.31%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 67 found (cheapest 0.50% of stock, avg 7.97%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$13.00$11.00Aug 7$0.03$0.03$0.06$10.94$13.06
$13.00$10.50Aug 7$0.03$0.03$0.06$10.44$13.06
$13.00$11.50Aug 7$0.03$0.08$0.11$11.39$13.11
$12.00$11.00Aug 7$0.10$0.03$0.13$10.87$12.13
$12.00$10.50Aug 7$0.10$0.03$0.13$10.37$12.13
$12.00$11.50Aug 7$0.10$0.08$0.18$11.32$12.18
$13.50$11.00Aug 7$0.25$0.03$0.28$10.72$13.78
$13.50$10.50Aug 7$0.25$0.03$0.28$10.22$13.78
$14.00$11.00Aug 7$0.25$0.03$0.28$10.72$14.28
$14.00$10.50Aug 7$0.25$0.03$0.28$10.22$14.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 4.00, avg credit $0.46)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
10/1112/13Aug 14$0.40$0.104.00$10.60$12.90
11/1212/12Aug 14$0.40$0.104.00$11.10$12.40
10/1014/14Aug 21$0.40$0.104.00$10.10$13.90
11/1213/14Sep 18$0.80$0.204.00$11.20$13.80
10/1112/13Sep 18$0.78$0.223.55$10.22$12.78
10/1012/13Aug 21$0.38$0.123.17$10.12$12.88
10/1112/12Aug 21$0.38$0.123.17$10.62$11.88
10/1112/12Aug 21$0.36$0.142.57$10.64$12.36
11/1212/13Aug 14$0.33$0.171.94$11.17$12.83
10/1012/12Aug 21$0.33$0.171.94$10.17$11.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$12.00$12.50$13.00Aug 14$0.07$0.436.14
$10.00$10.50$11.00Aug 7$0.10$0.404.00
$10.50$11.00$11.50Aug 7$0.23$0.271.17
$12.50$13.00$13.50Aug 21$0.27$0.230.85
$12.50$13.00$13.50Aug 14$0.29$0.210.72
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$10.50$11.00$11.50Aug 7$0.05$0.459.00
$10.00$10.50$11.00Aug 21$0.05$0.459.00
$10.00$10.50$11.00Aug 14$0.12$0.383.17
$11.00$11.50$12.00Aug 21$0.17$0.331.94
$11.00$12.00$13.00Sep 18$0.57$0.430.75

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 28 found (best net $-0.32, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$10.00$12.501:2Sep 4-$0.85$1.65
$11.00$12.501:2Aug 28-$0.15$1.35
$11.00$12.001:2Sep 18-$0.41$0.59
$13.00$14.001:2Sep 18-$0.55$0.45
$12.50$13.501:2Aug 28-$0.56$0.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.50$10.001:2Sep 4-$0.32$3.18
$12.50$11.001:2Aug 28-$0.11$1.39
$13.00$12.001:2Sep 18-$0.56$0.44
$10.50$10.001:2Aug 21-$0.09$0.41
$11.00$10.501:2Aug 21-$0.17$0.33

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 7.90%, avg 3.01%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$13.00Sep 11$0.950.488.2%7.90%16.06%1.0K5
$13.00Sep 18$0.950.508.2%7.90%16.06%34160
$12.50Aug 21$0.450.474.0%3.74%7.74%2270
$12.50Aug 28$0.400.534.0%3.33%7.32%335
$13.00Aug 21$0.350.388.2%2.91%11.06%4539
$14.00Sep 4$0.300.4616.5%2.50%18.97%1616
$12.50Aug 14$0.250.474.0%2.08%6.07%1326
$13.00Aug 14$0.200.358.2%1.66%9.82%68145
$13.50Aug 14$0.200.3412.3%1.66%13.98%--63
$14.00Aug 21$0.200.2416.5%1.66%18.14%--2.1K

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 28,303
Total Puts 13,734
Put/Call Ratio 0.49
Net Difference 14,569

Prior's Put/Call Breakdown

Total Calls 2,821
Total Puts 16,504
Put/Call Ratio 5.85
Net Difference -13,683

Prior 7-Day Put/Call Summary

Total Calls 66,966
Total Puts 139,224
Average Put/Call Ratio 2.41
Ratio Trend Falling

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