Tour v494
REPL
REPLIMUNE GROUP INC
$12.06 -6.22%
$11.95 (-0.91%)🌙
as of 08/07 07:04 PM
8/7 19:04

Option Volume

Detail
Current (08/07) 42,686
Calls: 28,624 (67%)
Puts: 14,062 (33%)
Prior (08/06) 19,325
Calls: 2,821 (15%)
Puts: 16,504 (85%)
Current vs Prior +120.88%
Calls: +914.68% (Calls)
Puts: -14.80% (Puts)
Prior 7-Day Total 225,605
Calls: 87,169 (39%)
Puts: 138,436 (61%)
Prior 7-Day Average 37,600
Calls: 12,452 (39%)
Puts: 19,776 (61%)
Current vs Prior 7-Day Avg +13.52%
Calls: +129.86%
Puts: -28.90%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/07) $17.21M
Calls: $16.54M (96%)
Puts: $669.8K (4%)
Prior (08/06) $1.57M
Calls: $838.9K (53%)
Puts: $729.8K (47%)
Current vs Prior +996.90%
Calls: +1871.31%
Puts: -8.21%
Prior 7-Day Total $36.26M
Calls: $29.55M (82%)
Puts: $6.71M (18%)
Prior 7-Day Average $6.04M
Calls: $4.22M (82%)
Puts: $958.0K (18%)
Current vs Prior 7-Day Avg +184.76%
Calls: +291.75%
Puts: -30.08%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/07) 0.49
Prior (08/06) 5.85
Current vs Prior -91.60%
Prior 7-Day Average 2.23
Current vs Prior 7-Day Avg -77.94%
Sentiment BULLISH

Open Interest

Detail
Current (08/07) 189,662
Calls: 114,002 (60%)
Puts: 75,660 (40%)
Prior (08/06) 303,155
Calls: 153,862 (51%)
Puts: 149,293 (49%)
Current vs Prior -37.44%
Prior 7-Day Total 1,382,633
Calls: 702,767 (51%)
Puts: 679,866 (49%)
Prior 7-Day Average 230,438
Calls: 117,127 (51%)
Puts: 113,311 (49%)
Current vs Prior 7-Day Avg -17.70%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 15.75% | 13.10%13.27% | 31.34%
Prior 27.61% | 40.12%45.49% | 46.50%
Current vs Prior -52.54% | -66.94%-70.84% | -32.60%
Prior 7-Day Avg 48.60% | 52.22%53.28% | 58.53%
Current vs 7-Day Avg -73.05% | -74.60%-75.10% | -46.45%
Prior 7-Day Eod 6.24% | 15.06%45.49% | 46.50%
Current vs 7-Day Eod +109.97% | -11.90%-70.84% | -32.60%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 64.17% | 64.78%
Calls: 37.63% | 48.78%
Puts: 90.70% | 80.79%
Prior 64.17% | 64.78%
Calls: 37.63% | 48.78%
Puts: 90.70% | 80.79%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 136.22% | 39.00%
Calls: 148.01% | 50.95%
Puts: 103.17% | 28.85%
Current vs 7-Day Avg -52.89% | +66.10%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 96% of dollar volume in calls ($16.54M) vs puts ($669.8K). Massive premium surge with dollar volume up 997% vs prior. Dollar volume significantly above 7-day average (185% higher). Unusually high activity with volume up 121% 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 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 -- 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. 2 found (avg $0.47, cheapest $0.38)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Aug 140.350.40$0.3813.2%5.1K0.261.7K
$11.50Aug 140.500.60$0.5518.2%1670.35245

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 27 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Aug 70.101.50$0.80175.0%1031.00818
$11.50Aug 70.004.80$2.40200.0%721.001.1K
$10.50Aug 70.002.00$1.00200.0%380.98120
$10.00Aug 142.002.60$2.3026.1%410.90--
$10.00Aug 210.553.80$2.17149.8%760.833.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Aug 70.004.80$2.40200.0%660.9138
$12.50Aug 70.003.50$1.75200.0%80.8819
$14.00Aug 210.304.90$2.60176.9%10.76--
$13.00Aug 210.003.10$1.55200.0%30.67300
$13.00Aug 140.604.80$2.70155.6%40.611

Most actively traded options today. High liquidity = easy entry/exit. 59 active (total vol 13.9K, top 5.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Aug 70.000.05$0.03166.7%2.1K0.082.4K
$13.00Sep 110.951.25$1.1027.3%1.0K0.425
$12.00Aug 70.100.20$0.1566.7%4080.511.7K
$12.50Aug 70.000.05$0.03166.7%2760.12493
$12.00Aug 140.001.05$0.53198.1%1510.57145
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Aug 140.350.40$0.3813.2%5.1K0.261.7K
$11.00Aug 210.500.70$0.6033.3%1.1K0.312.0K
$12.00Aug 70.150.25$0.2050.0%7710.54191
$10.50Aug 140.150.30$0.2268.2%3510.18297
$12.00Aug 140.500.85$0.6851.5%2990.44458

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 884.4%, max 2813.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.00Aug 7Sep 43261.9%112.0%2813.1%62145
$10.00Aug 7Sep 183087.8%125.9%2351.7%139446
$10.50Aug 7Aug 211312.7%101.2%1196.6%42120
$13.00Aug 7Sep 18778.9%95.4%716.3%2.2K2.6K
$11.00Aug 7Aug 21785.6%111.1%607.2%125818
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.00Aug 7Sep 43087.8%189.3%1531.5%127850
$10.50Aug 7Aug 281312.7%104.2%1159.2%15224
$13.00Aug 7Aug 21778.9%83.0%838.4%69338
$11.00Aug 7Sep 18785.6%112.0%601.5%2381.5K
$11.50Aug 7Aug 14446.2%129.5%244.4%224407

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 18 found (best R:R 3.17, avg 1.91)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$12.00$12.50Aug 7$0.12$0.38$0.123.17$12.12
$10.00$10.50Aug 21$0.12$0.38$0.123.17$10.12
$10.00$12.00Sep 18$0.52$1.48$0.522.85$10.52
$10.50$11.00Aug 21$0.15$0.35$0.152.33$10.65
$12.50$13.00Aug 14$0.16$0.34$0.162.12$12.66
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$12.00$11.50Aug 14$0.13$0.37$0.132.85$11.87
$11.00$10.50Aug 14$0.16$0.34$0.162.12$10.84
$12.00$11.00Aug 21$0.33$0.67$0.332.03$11.67
$12.00$11.50Aug 7$0.17$0.33$0.171.94$11.83
$11.50$11.00Aug 14$0.17$0.33$0.171.94$11.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 19 found (best R:R 2.85, avg 0.77)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$10.00$12.50Aug 28$1.62$1.62$0.881.84$11.62
$11.50$12.00Aug 14$0.22$0.22$0.280.79$11.72
$13.00$14.00Aug 14$0.42$0.42$0.580.72$13.42
$10.00$10.50Aug 7$0.20$0.20$0.300.67$10.20
$10.50$11.00Aug 7$0.20$0.20$0.300.67$10.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$12.50$12.00Aug 14$0.37$0.37$0.132.85$12.13
$11.00$10.50Aug 28$0.28$0.28$0.221.27$10.72
$11.00$10.50Aug 21$0.25$0.25$0.251.00$10.75
$12.00$11.50Aug 7$0.17$0.17$0.330.52$11.83
$11.50$11.00Aug 14$0.17$0.17$0.330.52$11.33

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $0.61, cheapest $0.17)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.00Aug 7Aug 14$0.38452.6%113.6%
$13.00Aug 7Aug 14$0.54778.9%135.3%
$12.50Aug 7Aug 14$0.70490.3%130.4%
$10.50Aug 7Aug 21$1.051312.7%101.2%
$10.00Aug 7Aug 14$1.103087.8%126.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.50Aug 7Aug 14$0.171312.7%128.2%
$13.00Aug 7Aug 14$0.30778.9%135.3%
$11.00Aug 7Aug 14$0.35785.6%130.9%
$12.00Aug 7Aug 14$0.48452.6%113.6%
$11.50Aug 7Aug 14$0.52446.2%129.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 2.90% of stock, avg 18.16%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$12.00Aug 7$0.15$0.20$0.35$11.65$12.352.90%
$11.00Aug 7$0.80$0.03$0.83$10.17$11.836.88%
$10.50Aug 7$1.00$0.05$1.05$9.45$11.558.71%
$12.00Aug 14$0.53$0.68$1.21$10.79$13.2110.03%
$11.50Aug 14$0.75$0.55$1.30$10.20$12.8010.78%
$10.00Aug 7$1.20$0.33$1.53$8.47$11.5312.69%
$12.50Aug 21$0.98$0.75$1.73$10.77$14.2314.34%
$12.50Aug 7$0.03$1.75$1.78$10.72$14.2814.76%
$12.50Aug 14$0.73$1.05$1.78$10.72$14.2814.76%
$12.00Aug 21$0.85$0.93$1.78$10.22$13.7814.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 44 found (cheapest 0.50% of stock, avg 6.85%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.50$11.50Aug 7$0.03$0.03$0.06$11.44$12.56
$12.50$11.00Aug 7$0.03$0.03$0.06$10.94$12.56
$13.00$11.50Aug 7$0.03$0.03$0.06$11.44$13.06
$13.00$11.00Aug 7$0.03$0.03$0.06$10.94$13.06
$12.50$10.50Aug 7$0.03$0.05$0.08$10.42$12.58
$13.00$10.50Aug 7$0.03$0.05$0.08$10.42$13.08
$14.00$10.00Aug 14$0.15$0.13$0.28$9.72$14.28
$12.50$10.00Aug 7$0.03$0.33$0.36$9.64$12.86
$13.00$10.00Aug 7$0.03$0.33$0.36$9.64$13.36
$14.00$10.50Aug 14$0.15$0.22$0.37$10.13$14.37

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 3.76, avg credit $0.48)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
12/1213/14Aug 14$0.79$0.213.76$11.71$13.79
10/1112/12Aug 14$0.38$0.123.17$10.62$11.88
11/1212/13Aug 14$0.33$0.171.94$11.17$12.83
10/1112/13Aug 14$0.32$0.181.78$10.68$12.82
11/1213/14Aug 14$0.59$0.411.44$10.91$13.59
10/1113/14Aug 14$0.58$0.421.38$10.42$13.58
12/1212/13Aug 14$0.29$0.211.38$11.71$12.79
12/1213/14Aug 14$0.55$0.451.22$11.45$13.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 6.14, cheapest $0.07)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$12.00$12.50$13.00Aug 7$0.12$0.383.17
$11.50$12.00$12.50Aug 14$0.42$0.080.19
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$10.00$10.50$11.00Aug 14$0.07$0.436.14
$11.00$11.50$12.00Aug 7$0.17$0.331.94
$10.00$10.50$11.00Aug 21$0.18$0.321.78
$11.50$12.00$12.50Aug 14$0.24$0.261.08
$10.00$10.50$11.00Aug 7$0.26$0.240.92

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 24 found (best net $-0.86, 15 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$10.00$12.001:2Sep 18-$0.86$1.14
$12.50$14.001:2Sep 4-$0.42$1.08
$13.00$14.001:2Aug 21-$0.18$0.82
$11.50$12.001:2Aug 14-$0.31$0.19
$12.50$13.001:2Aug 14-$0.41$0.09
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$12.00$11.001:2Aug 21-$0.27$0.73
$14.00$13.001:2Aug 21-$0.50$0.50
$11.00$10.501:2Aug 14-$0.06$0.44
$11.00$10.501:2Aug 7-$0.07$0.43
$11.00$10.501:2Aug 21-$0.10$0.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 7.88%, avg 2.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$13.00Sep 11$0.950.427.8%7.88%15.67%1.0K5
$13.00Sep 18$0.550.527.8%4.56%12.35%34160
$12.50Aug 21$0.450.473.6%3.73%7.38%2270
$13.00Aug 14$0.300.407.8%2.49%10.28%108145
$14.00Sep 4$0.300.4216.1%2.49%18.57%1616
$14.00Aug 21$0.200.2316.1%1.66%17.74%202.1K
$12.50Aug 14$0.150.483.6%1.24%4.89%3326
$13.00Aug 21$0.150.327.8%1.24%9.04%7539
$14.00Aug 14$0.100.1816.1%0.83%16.92%7524

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 28,624
Total Puts 14,062
Put/Call Ratio 0.49
Net Difference 14,562

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 87,169
Total Puts 138,436
Average Put/Call Ratio 2.23
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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