Tour v526
REPL
REPLIMUNE GROUP INC
$15.29 -4.32%
$15.23 (-0.39%)🌙
as of 09/03 06:54 PM
9/3 18:54

Option Volume

Detail
Current (09/03) 869
Calls: 302 (35%)
Puts: 567 (65%)
Prior (09/02) 551
Calls: 284 (52%)
Puts: 267 (48%)
Current vs Prior +57.71%
Calls: +6.34% (Calls)
Puts: +112.36% (Puts)
Prior 7-Day Total 6,035
Calls: 3,588 (59%)
Puts: 2,447 (41%)
Prior 7-Day Average 862
Calls: 512 (59%)
Puts: 349 (41%)
Current vs Prior 7-Day Avg +0.80%
Calls: -41.08%
Puts: +62.20%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/03) $247.7K
Calls: $204.5K (83%)
Puts: $43.2K (17%)
Prior (09/02) $165.1K
Calls: $101.9K (62%)
Puts: $63.2K (38%)
Current vs Prior +50.08%
Calls: +100.75%
Puts: -31.62%
Prior 7-Day Total $1.37M
Calls: $983.8K (72%)
Puts: $387.7K (28%)
Prior 7-Day Average $195.9K
Calls: $140.5K (72%)
Puts: $55.4K (28%)
Current vs Prior 7-Day Avg +26.44%
Calls: +45.52%
Puts: -21.99%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03) 1.88
Prior (09/02) 0.94
Current vs Prior +99.70%
Prior 7-Day Average 0.96
Current vs Prior 7-Day Avg +96.23%
Sentiment BEARISH

Open Interest

Detail
Current (09/03) 18,672
Calls: 14,714 (79%)
Puts: 3,958 (21%)
Prior (09/02) 32,311
Calls: 25,958 (80%)
Puts: 6,353 (20%)
Current vs Prior -42.21%
Prior 7-Day Total 144,552
Calls: 117,456 (81%)
Puts: 27,096 (19%)
Prior 7-Day Average 20,650
Calls: 16,779 (81%)
Puts: 3,870 (19%)
Current vs Prior 7-Day Avg -9.58%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 7.85% | 19.62%12.62% | 32.90%
Prior 7.38% | 10.51%20.96% | 29.16%
Current vs Prior +6.28% | +86.63%-39.79% | +12.81%
Prior 7-Day Avg 10.19% | 11.09%17.91% | 24.33%
Current vs 7-Day Avg -22.96% | +76.88%-29.51% | +35.23%
Prior 7-Day Eod 7.38% | 10.51%20.96% | 29.16%
Current vs 7-Day Eod +6.28% | +86.63%-39.79% | +12.81%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 187.50% | 35.59%
Calls: 187.50% | 47.37%
Puts: -- | --
Prior 187.50% | 35.59%
Calls: 187.50% | 47.37%
Puts: -- | --
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 187.50% | 35.59%
Calls: 187.50% | 47.37%
Puts: 187.50% | 23.81%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($204.5K) vs puts ($43.2K). Elevated premium activity with dollar volume up 50% vs prior. Above-average activity with volume up 58% vs prior. Extreme bearish P/C ratio of 1.88 - heavy put buying.

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 BULLISH
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. 7 found (avg delta 0.68, highest 0.86)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Sep 41.052.30$1.6774.9%20.86112
$14.00Sep 181.501.85$1.6820.8%20.75--
$13.50Sep 111.204.20$2.70111.1%10.70--
$15.00Sep 40.250.95$0.60116.7%80.6229
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Sep 40.401.00$0.7085.7%100.7154
$15.50Sep 110.151.05$0.60150.0%20.57--
$15.50Sep 40.250.95$0.60116.7%50.56201

Most actively traded options today. High liquidity = easy entry/exit. 24 active (total vol 464, top 200)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.50Sep 110.050.65$0.35171.4%100.43--
$16.00Sep 110.000.70$0.35200.0%100.3469
$15.00Sep 40.250.95$0.60116.7%80.6229
$18.00Sep 180.050.25$0.15133.3%80.14194
$15.50Sep 40.000.60$0.30200.0%50.4417
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Sep 180.251.05$0.65123.1%2000.36--
$15.00Sep 180.501.10$0.8075.0%1560.441.4K
$14.50Sep 40.000.65$0.33197.0%100.29146
$16.00Sep 40.401.00$0.7085.7%100.7154
$15.00Sep 110.101.00$0.55163.6%100.42--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 125.5%, max 183.0%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$16.00Sep 4Sep 11146.5%72.2%102.9%1569
$15.50Sep 4Sep 18122.8%70.4%74.4%817
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.50Sep 4Sep 18220.6%77.9%183.0%210146
$15.50Sep 4Sep 11122.8%51.9%136.5%7201
$15.00Sep 4Sep 18163.8%71.0%130.7%1581.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 8 found (best R:R 2.33, avg 3.67)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$14.00$15.50Sep 18$0.98$0.52$0.9875%0.53$14.98
$15.00$15.50Sep 4$0.30$0.20$0.3062%0.67$15.30
$15.50$18.00Sep 18$0.55$1.95$0.5546%3.55$16.05
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$15.00$14.50Sep 18$0.15$0.35$0.1544%2.33$14.85
$14.00$12.50Sep 11$0.10$1.40$0.1020%14.00$13.90
$14.50$13.50Sep 4$0.18$0.82$0.1829%4.56$14.32
$15.50$15.00Sep 4$0.25$0.25$0.2556%1.00$15.25
$14.50$13.00Sep 18$0.40$1.10$0.4036%2.75$14.10

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 6 found (best R:R 2.85, avg 0.70)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$15.50$18.00Sep 18$0.55$0.55$1.9554%0.28$16.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$15.00$14.50Sep 11$0.37$0.37$0.1358%2.85$14.63
$14.50$13.00Sep 18$0.40$0.40$1.1064%0.36$14.10
$14.50$13.50Sep 4$0.18$0.18$0.8271%0.22$14.32
$14.00$12.50Sep 11$0.10$0.10$1.4080%0.07$13.90
$15.00$14.50Sep 18$0.15$0.15$0.3556%0.43$14.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $0.20, cheapest $0.20)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$15.00Sep 4Sep 11$0.20163.8%74.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 5.89% of stock, avg 6.05%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$15.50Sep 4$0.30$0.60$0.90$14.60$16.405.89%
$16.00Sep 4$0.20$0.70$0.90$15.10$16.905.89%
$15.00Sep 4$0.60$0.35$0.95$14.05$15.956.21%
$15.50Sep 11$0.35$0.60$0.95$14.55$16.456.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 23 found (cheapest 2.16% of stock, avg 4.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$16.50$13.50Sep 4$0.18$0.15$0.33$13.17$16.83
$18.00$13.00Sep 18$0.15$0.25$0.40$12.60$18.40
$16.00$13.50Sep 4$0.20$0.15$0.35$13.15$16.35
$16.00$14.50Sep 4$0.20$0.33$0.53$13.97$16.53
$16.50$14.50Sep 4$0.18$0.33$0.51$13.99$17.01
$16.00$14.50Sep 11$0.35$0.18$0.53$13.97$16.53
$16.00$15.00Sep 4$0.20$0.35$0.55$14.45$16.55
$16.00$12.50Sep 11$0.35$0.10$0.45$12.05$16.45
$16.50$15.00Sep 4$0.18$0.35$0.53$14.47$17.03
$16.00$14.00Sep 11$0.35$0.20$0.55$13.45$16.55

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

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$15.50$16.00$16.50Sep 4$0.08$0.4222%5.25
$15.00$15.50$16.00Sep 4$0.20$0.3033%1.50
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$14.50$15.00$15.50Sep 4$0.23$0.2728%1.17
$14.00$14.50$15.00Sep 11$0.39$0.1122%0.28

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 12 found (best net $--, 7 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.50$16.001:2Sep 4-$0.10$0.40
$16.00$16.501:2Sep 4-$0.16$0.34
$15.50$16.001:2Sep 11-$0.35$0.15
$13.50$15.001:2Sep 4$0.47$1.03
$14.00$15.501:2Sep 18$0.28$1.22
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.00$12.501:2Sep 11$0.00$1.50
$15.50$15.001:2Sep 4-$0.10$0.40
$14.50$14.001:2Sep 11-$0.22$0.28
$15.00$14.501:2Sep 4-$0.31$0.19
$14.50$13.001:2Sep 18$0.15$1.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 1 found (best yield 2.29%, avg 2.29%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.50Sep 18$0.350.461.4%2.29%3.66%3--

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 302
Total Puts 567
Put/Call Ratio 1.88
Net Difference -265

Prior's Put/Call Breakdown

Total Calls 284
Total Puts 267
Put/Call Ratio 0.94
Net Difference 17

Prior 7-Day Put/Call Summary

Total Calls 3,588
Total Puts 2,447
Average Put/Call Ratio 0.96
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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