Tour v527
REPL
REPLIMUNE GROUP INC
$13.24 -8.37%
$13.23 (-0.07%)🌙
as of 09/10 06:58 PM
9/10 18:58

Option Volume

Detail
Current (09/10) 4,462
Calls: 1,945 (44%)
Puts: 2,517 (56%)
Prior (09/09) 442
Calls: 167 (38%)
Puts: 275 (62%)
Current vs Prior +909.50%
Calls: +1064.67% (Calls)
Puts: +815.27% (Puts)
Prior 7-Day Total 4,291
Calls: 1,759 (41%)
Puts: 2,532 (59%)
Prior 7-Day Average 613
Calls: 251 (41%)
Puts: 361 (59%)
Current vs Prior 7-Day Avg +627.90%
Calls: +674.02%
Puts: +595.85%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/10) $523.3K
Calls: $341.6K (65%)
Puts: $181.6K (35%)
Prior (09/09) $126.2K
Calls: $102.6K (81%)
Puts: $23.6K (19%)
Current vs Prior +314.58%
Calls: +233.00%
Puts: +668.91%
Prior 7-Day Total $987.7K
Calls: $693.5K (70%)
Puts: $294.2K (30%)
Prior 7-Day Average $141.1K
Calls: $99.1K (70%)
Puts: $42.0K (30%)
Current vs Prior 7-Day Avg +270.86%
Calls: +244.84%
Puts: +332.20%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/10) 1.29
Prior (09/09) 1.65
Current vs Prior -21.41%
Prior 7-Day Average 1.95
Current vs Prior 7-Day Avg -33.57%
Sentiment BEARISH

Open Interest

Detail
Current (09/10) 32,112
Calls: 29,218 (91%)
Puts: 2,894 (9%)
Prior (09/09) 20,452
Calls: 19,284 (94%)
Puts: 1,168 (6%)
Current vs Prior +57.01%
Prior 7-Day Total 125,098
Calls: 103,415 (83%)
Puts: 21,683 (17%)
Prior 7-Day Average 17,871
Calls: 14,773 (83%)
Puts: 3,097 (17%)
Current vs Prior 7-Day Avg +79.69%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 5.14% | 11.03%11.03% | 18.96%
Prior 8.86% | 11.97%11.97% | 32.25%
Current vs Prior -42.02% | -7.89%-7.89% | -41.21%
Prior 7-Day Avg 7.93% | 12.21%14.08% | 25.46%
Current vs 7-Day Avg -35.24% | -9.69%-21.68% | -25.55%
Prior 7-Day Eod 8.86% | 11.97%11.97% | 32.25%
Current vs 7-Day Eod -42.02% | -7.89%-7.89% | -41.21%
Sentiment BULLISHBULLISH

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

Moderately bullish flow with 65% call dollar volume ($341.6K). Massive premium surge with dollar volume up 315% vs prior. Dollar volume significantly above 7-day average (271% higher). Unusually high activity with volume up 910% vs prior - elevated interest.

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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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. 13 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Sep 181.253.10$2.1785.3%30.80--
$12.00Sep 180.852.65$1.75102.9%200.76--
$13.00Sep 110.150.70$0.43127.9%20.62--
$13.00Sep 180.101.45$0.78173.1%10.58--
$14.00Oct 160.801.35$1.0850.9%80.511
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Sep 110.000.50$0.25200.0%21.00--
$15.00Sep 251.302.50$1.9063.2%201.00--
$15.00Sep 111.251.95$1.6043.7%610.83--
$15.00Sep 181.151.90$1.5349.0%20.75--
$15.50Sep 111.802.65$2.2338.1%30.73158

Most actively traded options today. High liquidity = easy entry/exit. 25 active (total vol 2.4K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Sep 180.200.45$0.3375.8%580.33117
$14.00Sep 110.000.55$0.28196.4%300.361
$12.00Sep 180.852.65$1.75102.9%200.76--
$14.00Oct 160.801.35$1.0850.9%80.511
$11.50Sep 181.253.10$2.1785.3%30.80--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Sep 180.150.95$0.55145.5%1.0K0.421.2K
$13.50Sep 180.301.05$0.68110.3%7830.53117
$14.00Sep 180.701.55$1.1375.2%1310.66--
$13.00Oct 20.351.10$0.73102.7%700.38--
$15.00Sep 111.251.95$1.6043.7%610.83--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 17.7%, max 17.7%)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.00Sep 18Oct 1684.7%71.9%17.7%1.0K1.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 9 found (best R:R 1.50, avg 3.84)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$13.00$14.00Sep 11$0.15$0.85$0.1562%5.67$13.15
$13.00$14.00Sep 18$0.45$0.55$0.4558%1.22$13.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$15.00$14.00Sep 18$0.40$0.60$0.4075%1.50$14.60
$13.50$11.00Sep 11$0.17$2.33$0.17100%13.71$13.33
$14.00$13.00Sep 25$0.25$0.75$0.2557%3.00$13.75
$13.50$13.00Sep 18$0.13$0.37$0.1353%2.85$13.37
$13.00$12.00Sep 18$0.22$0.78$0.2242%3.55$12.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 3 found (best R:R 1.33, avg 0.68)

BEAR CALL (0)
No bear call found
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$13.00$12.00Sep 25$0.57$0.57$0.4363%1.33$12.43
$12.00$11.00Sep 18$0.30$0.30$0.7076%0.43$11.70
$13.00$12.00Sep 18$0.22$0.22$0.7858%0.28$12.78

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.32, cheapest $0.35)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Sep 11Sep 18$0.35578.1%84.7%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Sep 18Sep 25$0.3084.7%116.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 10.05% of stock, avg 12.26%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$13.00Sep 18$0.78$0.55$1.33$11.67$14.3310.05%
$14.00Sep 18$0.33$1.13$1.46$12.54$15.4611.03%
$12.00Sep 18$1.75$0.33$2.08$9.92$14.0815.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 2.49% of stock, avg 5.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$15.00$11.00Sep 11$0.25$0.08$0.33$10.67$15.33
$14.00$11.00Sep 11$0.28$0.08$0.36$10.64$14.36
$14.00$12.00Sep 18$0.33$0.33$0.66$11.34$14.66
$14.50$12.00Sep 25$0.45$0.28$0.73$11.27$15.23
$14.00$13.00Sep 18$0.33$0.55$0.88$12.12$14.88
$14.50$13.00Sep 25$0.45$0.85$1.30$11.70$15.80

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 7.33, cheapest $0.12)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$13.00$14.00$15.00Sep 11$0.12$0.8837%7.33
$12.00$13.00$14.00Sep 18$0.52$0.4842%0.92
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$13.00$14.00$15.00Sep 25$0.55$0.4563%0.82
$13.00$13.50$14.00Sep 18$0.32$0.1824%0.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 14 found (best net $-0.30, 8 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$13.00$14.001:2Sep 11-$0.13$0.87
$14.00$15.001:2Sep 11-$0.22$0.78
$12.00$13.001:2Sep 18$0.19$0.81
$13.00$14.001:2Sep 18$0.12$0.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.00$14.001:2Sep 25-$0.30$0.70
$13.00$12.001:2Sep 18-$0.11$0.89
$14.00$13.501:2Sep 18-$0.23$0.27
$15.00$14.001:2Sep 18-$0.73$0.27
$14.00$13.001:2Sep 25-$0.60$0.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 6.04%, avg 2.77%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$14.00Oct 16$0.800.515.7%6.04%11.78%81
$14.50Sep 25$0.100.439.5%0.76%10.27%13
$14.00Sep 18$0.200.335.7%1.51%7.25%58117

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 1,945
Total Puts 2,517
Put/Call Ratio 1.29
Net Difference -572

Prior's Put/Call Breakdown

Total Calls 167
Total Puts 275
Put/Call Ratio 1.65
Net Difference -108

Prior 7-Day Put/Call Summary

Total Calls 1,759
Total Puts 2,532
Average Put/Call Ratio 1.95
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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