Tour v527
REPL
REPLIMUNE GROUP INC
$12.92 -2.42%
$12.81 (-0.83%)🌙
as of 09/11 06:55 PM
9/11 18:55

Option Volume

Detail
Current (09/11) 1,659
Calls: 813 (49%)
Puts: 846 (51%)
Prior (09/10) 4,462
Calls: 1,945 (44%)
Puts: 2,517 (56%)
Current vs Prior -62.82%
Calls: -58.20% (Calls)
Puts: -66.39% (Puts)
Prior 7-Day Total 8,278
Calls: 3,550 (43%)
Puts: 4,728 (57%)
Prior 7-Day Average 1,182
Calls: 507 (43%)
Puts: 675 (57%)
Current vs Prior 7-Day Avg +40.29%
Calls: +60.31%
Puts: +25.25%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/11) $366.4K
Calls: $265.2K (72%)
Puts: $101.2K (28%)
Prior (09/10) $523.3K
Calls: $341.6K (65%)
Puts: $181.6K (35%)
Current vs Prior -29.98%
Calls: -22.36%
Puts: -44.30%
Prior 7-Day Total $1.40M
Calls: $977.1K (70%)
Puts: $423.6K (30%)
Prior 7-Day Average $200.1K
Calls: $139.6K (70%)
Puts: $60.5K (30%)
Current vs Prior 7-Day Avg +83.12%
Calls: +90.02%
Puts: +67.20%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/11) 1.04
Prior (09/10) 1.29
Current vs Prior -19.59%
Prior 7-Day Average 1.84
Current vs Prior 7-Day Avg -43.30%
Sentiment BEARISH

Open Interest

Detail
Current (09/11) 31,440
Calls: 20,362 (65%)
Puts: 11,078 (35%)
Prior (09/10) 32,112
Calls: 29,218 (91%)
Puts: 2,894 (9%)
Current vs Prior -2.09%
Prior 7-Day Total 150,804
Calls: 131,309 (87%)
Puts: 19,495 (13%)
Prior 7-Day Average 21,543
Calls: 18,758 (87%)
Puts: 2,785 (13%)
Current vs Prior 7-Day Avg +45.94%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 7.04% | 8.98%8.98% | 18.81%
Prior 5.14% | 11.03%11.03% | 18.96%
Current vs Prior +74.81% | +17.92%-18.58% | -0.79%
Prior 7-Day Avg 7.40% | 12.22%13.37% | 25.02%
Current vs 7-Day Avg +21.26% | +6.43%-32.83% | -24.82%
Prior 7-Day Eod 5.14% | 11.03%11.03% | 18.96%
Current vs 7-Day Eod +74.81% | +17.92%-18.58% | -0.79%
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

Moderately bullish flow with 72% call dollar volume ($265.2K). Dollar volume significantly above 7-day average (83% higher). Below-average activity with volume down 63% vs prior. Slightly bearish P/C ratio of 1.04.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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. 16 found (avg delta 0.73, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Sep 181.602.35$1.9837.9%300.9413
$10.50Sep 182.102.85$2.4830.2%30.85--
$11.00Oct 162.052.85$2.4532.7%10.80--
$11.50Sep 181.101.85$1.4850.7%30.80--
$12.00Sep 180.751.40$1.0860.2%50.79101
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Sep 181.502.50$2.0050.0%120.931.5K
$15.50Sep 182.052.90$2.4734.4%10.81--
$13.50Sep 110.050.95$0.50180.0%300.772
$14.50Sep 110.852.10$1.4884.5%10.74--
$14.00Sep 180.851.65$1.2564.0%50.69717

Most actively traded options today. High liquidity = easy entry/exit. 36 active (total vol 1.2K, top 388)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Sep 180.350.65$0.5060.0%3880.53192
$11.00Sep 181.602.35$1.9837.9%300.9413
$13.00Sep 250.651.40$1.0273.5%200.5919
$14.50Sep 180.000.20$0.10200.0%150.15--
$15.00Sep 180.000.15$0.08187.5%110.11204
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Oct 90.350.75$0.5572.7%2890.23--
$13.50Sep 180.501.00$0.7566.7%1790.62897
$13.00Sep 180.300.65$0.4872.9%1060.481.2K
$11.00Sep 180.000.10$0.05200.0%500.07262
$13.50Sep 110.050.95$0.50180.0%300.772

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 569.4%, max 569.4%)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.00Sep 11Sep 25574.2%85.8%569.4%2142

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 15 found (best R:R 0.79, avg 2.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$11.00$14.00Oct 16$1.68$1.32$1.6880%0.79$12.68
$12.00$13.00Sep 18$0.58$0.42$0.5878%0.72$12.58
$13.00$13.50Sep 18$0.12$0.38$0.1253%3.17$13.12
$14.00$15.00Sep 25$0.20$0.80$0.2038%4.00$14.20
$14.00$15.00Sep 11$0.20$0.80$0.2027%4.00$14.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$13.00$12.00Sep 11$0.13$0.87$0.1356%6.69$12.87
$13.50$13.00Sep 11$0.22$0.28$0.2277%1.27$13.28
$13.50$13.00Sep 25$0.15$0.35$0.1558%2.33$13.35
$12.00$11.00Oct 16$0.22$0.78$0.2232%3.55$11.78
$13.50$13.00Sep 18$0.27$0.23$0.2762%0.85$13.23

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 1.00, avg 0.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$14.00$14.50Sep 18$0.25$0.25$0.2568%1.00$14.25
$13.00$14.00Sep 25$0.59$0.59$0.4141%1.44$13.59
$14.00$15.00Sep 11$0.20$0.20$0.8073%0.25$14.20
$14.00$15.00Sep 25$0.20$0.20$0.8062%0.25$14.20
$13.00$13.50Sep 18$0.12$0.12$0.3847%0.32$13.12
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$12.50$11.00Sep 25$0.35$0.35$1.1565%0.30$12.15
$12.00$11.00Oct 16$0.22$0.22$0.7868%0.28$11.78

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.36, cheapest $0.20)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Sep 18Sep 25$0.5267.2%85.8%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Sep 11Sep 18$0.20574.2%67.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 7.59% of stock, avg 10.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$13.00Sep 18$0.50$0.48$0.98$12.02$13.987.59%
$13.50Sep 18$0.38$0.75$1.13$12.37$14.638.75%
$12.50Sep 25$0.90$0.50$1.40$11.10$13.9010.84%
$14.00Sep 18$0.35$1.25$1.60$12.40$15.6012.38%
$13.00Sep 25$1.02$0.78$1.80$11.20$14.8013.93%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 19 found (cheapest 1.01% of stock, avg 5.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$15.00$11.00Sep 18$0.08$0.05$0.13$10.87$15.13
$14.50$11.00Sep 18$0.10$0.05$0.15$10.85$14.65
$15.00$12.00Sep 11$0.05$0.15$0.20$11.80$15.20
$15.00$11.00Sep 25$0.23$0.15$0.38$10.62$15.38
$14.00$12.00Sep 11$0.25$0.15$0.40$11.60$14.40
$14.00$11.00Sep 18$0.35$0.05$0.40$10.60$14.40
$13.50$11.00Sep 18$0.38$0.05$0.43$10.57$13.93
$14.00$11.00Sep 25$0.43$0.15$0.58$10.42$14.58
$15.00$12.50Sep 25$0.23$0.50$0.73$11.77$15.73
$14.50$13.00Sep 18$0.10$0.48$0.58$12.42$15.08

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. 5 found (best R:R 4.56, cheapest $0.09)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$13.00$13.50$14.00Sep 18$0.09$0.4120%4.56
$11.00$11.50$12.00Sep 18$0.10$0.4015%4.00
$13.00$14.00$15.00Sep 25$0.39$0.6137%1.56
$14.00$14.50$15.00Sep 18$0.23$0.2721%1.17
PUTS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$13.00$13.50$14.00Sep 18$0.23$0.2721%1.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 17 found (best net $-0.50, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.50$15.001:2Sep 18-$0.06$0.44
$13.00$13.501:2Sep 18-$0.26$0.24
$13.50$14.001:2Sep 18-$0.32$0.18
$11.00$14.001:2Oct 16$0.91$2.09
$12.00$13.001:2Sep 18$0.08$0.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.00$14.001:2Sep 18-$0.50$0.50
$13.50$13.001:2Sep 11-$0.06$0.44
$14.00$13.501:2Sep 18-$0.25$0.25
$13.50$13.001:2Sep 18-$0.21$0.29
$12.00$11.001:2Oct 16-$0.26$0.74

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 4.64%, avg 3.77%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$14.00Oct 16$0.600.438.4%4.64%13.00%39
$14.00Oct 2$0.350.408.4%2.71%11.07%915
$13.00Sep 25$0.650.590.6%5.03%5.65%2019
$13.00Sep 18$0.350.530.6%2.71%3.33%388192

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 813
Total Puts 846
Put/Call Ratio 1.04
Net Difference -33

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,550
Total Puts 4,728
Average Put/Call Ratio 1.84
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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