Tour v533
REPL
REPLIMUNE GROUP INC
$20.65 +5.95%
$20.43 (-1.07%)🌙
as of 11/03 06:50 PM
◀ 11/3 18:50 ▶

Option Volume

Detail
ℹ
Current (11/03) 2,204
Calls: 1,818 (82%)
Puts: 386 (18%)
Prior (11/02) 2,437
Calls: 1,422 (58%)
Puts: 1,015 (42%)
Current vs Prior -9.56%
Calls: +27.85% (Calls)
Puts: -61.97% (Puts)
Prior 7-Day Total 52,063
Calls: 28,919 (56%)
Puts: 23,144 (44%)
Prior 7-Day Average 7,437
Calls: 4,131 (56%)
Puts: 3,306 (44%)
Current vs Prior 7-Day Avg -70.37%
Calls: -55.99%
Puts: -88.33%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/03) $805.2K
Calls: $757.9K (94%)
Puts: $47.4K (6%)
Prior (11/02) $669.0K
Calls: $582.5K (87%)
Puts: $86.5K (13%)
Current vs Prior +20.36%
Calls: +30.12%
Puts: -45.27%
Prior 7-Day Total $6.69M
Calls: $5.12M (77%)
Puts: $1.57M (23%)
Prior 7-Day Average $956.3K
Calls: $732.1K (77%)
Puts: $224.2K (23%)
Current vs Prior 7-Day Avg -15.80%
Calls: +3.52%
Puts: -78.88%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 0.21
Prior (11/02) 0.71
Current vs Prior -70.25%
Prior 7-Day Average 1.10
Current vs Prior 7-Day Avg -80.75%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/03) 50,285
Calls: 49,759 (99%)
Puts: 526 (1%)
Prior (11/02) 45,464
Calls: 44,652 (98%)
Puts: 812 (2%)
Current vs Prior +10.60%
Prior 7-Day Total 378,698
Calls: 331,026 (87%)
Puts: 47,672 (13%)
Prior 7-Day Average 54,099
Calls: 47,289 (87%)
Puts: 6,810 (13%)
Current vs Prior 7-Day Avg -7.05%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 7.99% | 13.46%18.89% | 25.57%
Prior 11.80% | 18.78%18.98% | 20.52%
Current vs Prior -32.29% | -28.31%-0.52% | +24.59%
Prior 7-Day Avg 14.23% | 18.53%19.82% | 24.50%
Current vs 7-Day Avg -43.85% | -27.36%-4.72% | +4.37%
Prior 7-Day Eod 11.80% | 18.78%18.98% | 20.52%
Current vs 7-Day Eod -32.29% | -28.31%-0.52% | +24.59%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 103.69% | 623.94%
Calls: 130.00% | 1100.00%
Puts: 77.38% | 147.89%
Prior 103.69% | 623.94%
Calls: 130.00% | 1100.00%
Puts: 77.38% | 147.89%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 121.36% | 412.45%
Calls: 142.14% | 728.51%
Puts: 65.80% | 96.39%
Current vs 7-Day Avg -14.56% | +51.28%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 94% of dollar volume in calls ($757.9K) vs puts ($47.4K). Extreme bullish P/C ratio of 0.21 - heavy call buying (1,818 calls vs 386 puts). P/C ratio dropping 70% - sentiment shifting bullish. Call-heavy open interest (49,759 calls vs 526 puts) suggests bullish positioning.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 1 of results (avg 5.1%, best 5.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Nov 203.804.00$3.905.1%60.84773
PUTS (0)
No puts meet the criteria

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. 15 found (avg delta 0.68, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Nov 63.403.90$3.6513.7%100.93--
$18.00Nov 61.853.50$2.6861.6%1500.85--
$17.00Nov 203.804.00$3.905.1%60.84773
$18.50Nov 61.453.00$2.2369.5%10.83--
$19.50Nov 60.452.25$1.35133.3%30.72--
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 41 active (total vol 623, top 150)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Nov 61.853.50$2.6861.6%1500.85--
$20.00Nov 131.251.90$1.5841.1%1030.55102
$20.00Nov 60.701.45$1.0869.4%540.6545
$20.00Dec 182.253.10$2.6831.7%540.614
$19.00Dec 42.053.60$2.8354.8%300.66--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Nov 60.050.45$0.25160.0%240.153
$18.00Nov 200.200.85$0.53122.6%220.22--
$20.00Nov 200.801.55$1.1863.6%130.417
$20.00Nov 60.100.90$0.50160.0%120.37--
$20.00Nov 130.551.50$1.0293.1%90.45--

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 34.6%, max 34.6%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$20.00Nov 6Dec 18105.3%78.2%34.6%10849
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 23 found (best R:R 3.35, avg 2.78)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$20.00$22.00Dec 18$0.46$1.54$0.4661%3.35$20.46
$20.00$21.00Dec 11$0.25$0.75$0.2558%3.00$20.25
$21.00$22.00Nov 20$0.22$0.78$0.2248%3.55$21.22
$22.00$23.00Nov 13$0.15$0.85$0.1532%5.67$22.15
$19.00$20.00Dec 4$0.53$0.47$0.5366%0.89$19.53
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$19.50$18.00Nov 6$0.15$1.35$0.1529%9.00$19.35
$18.00$17.00Nov 20$0.13$0.87$0.1322%6.69$17.87
$19.50$19.00Nov 13$0.16$0.34$0.1637%2.12$19.34
$20.00$19.50Nov 13$0.29$0.21$0.2945%0.72$19.71
$20.00$18.00Nov 20$0.65$1.35$0.6541%2.08$19.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 1.63, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$21.00$22.00Dec 11$0.62$0.62$0.3848%1.63$21.62
$23.00$24.50Nov 13$0.28$0.28$1.2276%0.23$23.28
$21.00$21.50Nov 13$0.23$0.23$0.2757%0.85$21.23
$22.00$23.00Nov 20$0.31$0.31$0.6962%0.45$22.31
$21.50$22.00Nov 6$0.10$0.10$0.4068%0.25$21.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$20.00$18.00Nov 20$0.65$0.65$1.3559%0.48$19.35
$20.00$19.50Nov 13$0.29$0.29$0.2155%1.38$19.71
$19.50$19.00Nov 13$0.16$0.16$0.3463%0.47$19.34
$18.00$17.00Nov 20$0.13$0.13$0.8778%0.15$17.87
$19.50$18.00Nov 6$0.15$0.15$1.3571%0.11$19.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.42, cheapest $0.50)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$20.00Nov 6Nov 13$0.50105.3%81.8%
$21.50Nov 6Nov 13$0.4291.7%97.2%
$19.00Nov 27Dec 4$0.1383.9%95.1%
$21.00Nov 6Nov 13$0.5385.7%101.4%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$20.00Nov 6Nov 13$0.52105.3%81.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 7.65% of stock, avg 10.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$20.00Nov 6$1.08$0.50$1.58$18.42$21.587.65%
$19.50Nov 6$1.35$0.40$1.75$17.75$21.258.47%
$20.00Nov 13$1.58$1.02$2.60$17.40$22.6012.59%
$20.00Nov 20$1.73$1.18$2.91$17.09$22.9114.09%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 43 found (cheapest 1.69% of stock, avg 5.90%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.00$18.00Nov 6$0.10$0.25$0.35$17.65$23.35
$22.00$18.00Nov 6$0.23$0.25$0.48$17.52$22.48
$23.00$19.50Nov 6$0.10$0.40$0.50$19.00$23.50
$22.00$19.50Nov 6$0.23$0.40$0.63$18.87$22.63
$21.50$18.00Nov 6$0.33$0.25$0.58$17.42$22.08
$21.50$19.50Nov 6$0.33$0.40$0.73$18.77$22.23
$23.00$20.00Nov 6$0.10$0.50$0.60$19.40$23.60
$24.00$17.00Nov 20$0.40$0.40$0.80$16.20$24.80
$22.00$20.00Nov 6$0.23$0.50$0.73$19.27$22.73
$21.50$20.00Nov 6$0.33$0.50$0.83$19.17$22.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 0.43, avg credit $0.41)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
17/1823/24Nov 20$0.30$0.7050%0.43$17.70$23.30
18/2022/23Nov 6$0.68$0.8239%0.83$18.82$23.18
18/2022/22Nov 6$0.25$1.2540%0.20$19.25$21.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 6.14, cheapest $0.11)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$22.00$23.00$24.00Nov 20$0.14$0.8617%6.14
$21.00$21.50$22.00Nov 13$0.11$0.3911%3.55
$20.50$21.00$21.50Nov 6$0.18$0.3223%1.78
$20.00$21.00$22.00Nov 20$0.41$0.5921%1.44
$21.50$22.00$22.50Nov 6$0.50$0.000%0.00
PUTS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$19.00$19.50$20.00Nov 13$0.13$0.3714%2.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 22 found (best net $-0.47, 18 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$18.50$19.501:2Nov 6-$0.47$0.53
$20.00$21.001:2Nov 13-$0.38$0.62
$20.50$21.001:2Nov 6-$0.15$0.35
$20.00$21.001:2Nov 20-$0.47$0.53
$22.00$23.001:2Nov 20-$0.26$0.74
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$19.50$18.001:2Nov 6-$0.10$1.40
$18.00$17.001:2Nov 20-$0.27$0.73
$20.00$19.501:2Nov 6-$0.30$0.20
$20.00$19.501:2Nov 13-$0.44$0.06
$19.50$19.001:2Nov 13-$0.41$0.09

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 8.72%, avg 2.99%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$21.00Dec 11$1.800.521.7%8.72%10.41%10--
$22.00Dec 18$1.150.506.5%5.57%12.11%1--
$22.00Dec 11$1.000.446.5%4.84%11.38%10--
$22.00Nov 20$0.500.386.5%2.42%8.96%1--
$23.00Nov 20$0.350.2811.4%1.69%13.08%5--
$23.00Nov 13$0.200.2411.4%0.97%12.35%2--
$21.50Nov 13$0.400.374.1%1.94%6.05%2--
$22.00Nov 13$0.250.326.5%1.21%7.75%17--
$21.00Nov 20$0.500.481.7%2.42%4.12%1320
$21.00Nov 13$0.450.431.7%2.18%3.87%2--

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 1,818
Total Puts 386
Put/Call Ratio 0.21
Net Difference 1,432

Prior's Put/Call Breakdown

Total Calls 1,422
Total Puts 1,015
Put/Call Ratio 0.71
Net Difference 407

Prior 7-Day Put/Call Summary

Total Calls 28,919
Total Puts 23,144
Average Put/Call Ratio 1.10
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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