NEW Tour v253
REPL
REPLIMUNE GROUP INC
$11.21 -0.09%
7/2 14:05

Option Volume

Detail
Current (07/02 2:05pm) 1,506
Calls: 401 (27%)
Puts: 1,105 (73%)
Prior (07/01) 4,440
Calls: 585 (13%)
Puts: 3,855 (87%)
Current vs Prior -66.08%
Calls: -31.45% (Calls)
Puts: -71.34% (Puts)
Prior 7-Day Total 17,053
Calls: 14,843 (87%)
Puts: 2,210 (13%)
Prior 7-Day Average 2,436
Calls: 2,120 (87%)
Puts: 315 (13%)
Current vs Prior 7-Day Avg -38.18%
Calls: -81.09%
Puts: +250.00%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/02 2:05pm) $268.8K
Calls: $75.8K (28%)
Puts: $193.0K (72%)
Prior (07/01) $703.4K
Calls: $175.3K (25%)
Puts: $528.2K (75%)
Current vs Prior -61.78%
Calls: -56.75%
Puts: -63.45%
Prior 7-Day Total $2.28M
Calls: $1.96M (86%)
Puts: $323.4K (14%)
Prior 7-Day Average $326.3K
Calls: $280.1K (86%)
Puts: $46.2K (14%)
Current vs Prior 7-Day Avg -17.61%
Calls: -72.94%
Puts: +317.77%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/02 2:05pm) 2.76
Prior (07/01) 6.59
Current vs Prior -58.18%
Prior 7-Day Average 0.21
Current vs Prior 7-Day Avg +1211.12%
Sentiment BEARISH

Open Interest

Detail
Current (07/02 2:05pm) 156,600
Calls: 114,788 (73%)
Puts: 41,812 (27%)
Prior (07/01) 153,053
Calls: 114,423 (75%)
Puts: 38,630 (25%)
Current vs Prior +2.32%
Prior 7-Day Total 845,259
Calls: 695,602 (82%)
Puts: 149,657 (18%)
Prior 7-Day Average 120,751
Calls: 99,371 (82%)
Puts: 21,379 (18%)
Current vs Prior 7-Day Avg +29.69%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/02) | Next (07/10)Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 8.30% | 15.43%15.43% | 21.05%15.43% | 21.05%21.05% | 53.79%
Prior 14.89% | 33.66%-- | ---- | ---- | --
Current vs Prior -44.29% | -54.16%-- | ---- | ---- | --
Prior 7-Day Avg 10.15% | 18.49%-- | ---- | ---- | --
Current vs 7-Day Avg -18.29% | -16.53%-- | ---- | ---- | --
Prior 7-Day Eod 14.89% | 33.66%-- | ---- | ---- | --
Current vs 7-Day Eod -44.29% | -54.16%-- | ---- | ---- | --
Sentiment BULLISH------

Relative Spread

Detail
Expiry | Next
Current 489.28% | 37.73%
Calls: 900.00% | 47.06%
Puts: 78.57% | 28.41%
Prior 228.12% | 300.44%
Calls: 81.25% | 60.87%
Puts: 375.00% | 540.00%
Current vs Prior +114.48% | -87.44%
Prior 7-Day Avg 116.47% | 93.01%
Calls: 93.33% | 60.10%
Puts: 158.41% | 125.92%
Current vs 7-Day Avg +320.08% | -59.43%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 72% put dollar volume ($193.0K). Light premium activity with dollar volume down 62% vs prior. Below-average activity with volume down 66% vs prior. Extreme bearish P/C ratio of 2.76 - heavy put buying.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
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. 22 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Jul 20.951.40$1.1738.5%21.0058
$10.50Jul 20.451.50$0.98107.1%--1.0019
$9.00Jul 171.153.50$2.33100.9%--0.8443
$10.00Jul 101.152.30$1.7366.5%--0.7925
$9.00Jul 101.204.20$2.70111.1%--0.7811
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Jul 171.702.50$2.1038.1%--0.6911
$11.50Jul 20.150.70$0.43127.9%--0.6016
$12.00Jul 171.401.65$1.5316.3%30.5821

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 326, top 100)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Jul 170.350.60$0.4852.1%500.31218
$11.00Jul 20.050.95$0.50180.0%430.7074
$12.00Jul 100.300.55$0.4358.1%400.3853
$11.00Jul 100.651.05$0.8547.1%140.6034
$12.00Jul 170.450.85$0.6561.5%110.42207
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Jul 171.051.30$1.1821.2%1000.492
$11.00Jul 100.400.70$0.5554.5%140.41108
$11.00Jul 20.000.25$0.13192.3%50.4088
$9.00Jul 311.101.65$1.3839.9%50.25--
$10.00Jul 310.702.20$1.45103.4%50.3113

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 200.3%, max 508.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.50Jul 2Jul 17704.1%115.8%508.0%11118
$12.50Jul 2Jul 17585.8%110.0%432.3%574
$13.00Jul 2Aug 7988.7%207.7%375.9%--201
$10.50Jul 2Jul 10284.0%116.9%142.9%--60
$12.00Jul 2Aug 7436.0%205.4%112.3%13221
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.50Jul 2Jul 17704.1%115.8%508.0%10018
$9.50Jul 2Jul 10738.4%268.5%175.0%--37
$10.50Jul 2Jul 17284.0%114.7%147.7%--151
$11.00Jul 2Jul 17243.5%113.6%114.2%53.6K
$10.00Jul 2Aug 7459.1%230.9%98.8%243

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 25 found (best R:R 5.67, avg 1.94)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$12.00$13.00Jul 10$0.15$0.85$0.155.67$12.15
$10.00$11.00Aug 7$0.15$0.85$0.155.67$10.15
$12.00$13.00Jul 31$0.20$0.80$0.204.00$12.20
$12.00$13.00Aug 7$0.28$0.72$0.282.57$12.28
$11.00$11.50Jul 2$0.17$0.33$0.171.94$11.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$11.00$10.50Jul 2$0.10$0.40$0.104.00$10.90
$10.00$9.00Jul 17$0.20$0.80$0.204.00$9.80
$11.00$10.00Jul 10$0.27$0.73$0.272.70$10.73
$10.50$10.00Jul 17$0.20$0.30$0.201.50$10.30
$11.00$10.50Jul 17$0.22$0.28$0.221.27$10.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 27 found (best R:R 2.53, avg 0.92)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$9.00$12.00Jul 31$2.15$2.15$0.852.53$11.15
$10.00$11.00Jul 17$0.60$0.60$0.401.50$10.60
$11.50$12.00Jul 17$0.30$0.30$0.201.50$11.80
$11.50$12.00Jul 2$0.28$0.28$0.221.27$11.78
$9.00$10.00Jul 17$0.55$0.55$0.451.22$9.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$12.00$11.50Jul 17$0.35$0.35$0.152.33$11.65
$11.50$11.00Jul 2$0.30$0.30$0.201.50$11.20
$13.00$12.00Jul 17$0.57$0.57$0.431.33$12.43
$11.50$11.00Jul 17$0.28$0.28$0.221.27$11.22
$11.00$10.50Jul 17$0.22$0.22$0.280.79$10.78

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $0.47, cheapest $0.13)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Jul 2Jul 10$0.13988.7%122.0%
$11.50Jul 2Jul 10$0.32704.1%111.0%
$11.00Jul 2Jul 10$0.35243.5%103.6%
$12.00Jul 2Jul 10$0.38436.0%105.0%
$10.50Jul 2Jul 10$0.50284.0%116.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Jul 2Jul 10$0.25459.1%119.0%
$11.00Jul 2Jul 10$0.42243.5%103.6%
$10.50Jul 2Jul 17$0.65284.0%114.7%
$11.50Jul 2Jul 17$0.75704.1%115.8%
$9.50Jul 2Jul 10$0.85738.4%268.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 5.62% of stock, avg 21.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$11.00Jul 2$0.50$0.13$0.63$10.37$11.635.62%
$11.50Jul 2$0.33$0.43$0.76$10.74$12.266.78%
$10.50Jul 2$0.98$0.03$1.01$9.49$11.519.01%
$10.00Jul 2$1.17$0.03$1.20$8.80$11.2010.70%
$11.00Jul 10$0.85$0.55$1.40$9.60$12.4012.49%
$10.00Jul 10$1.73$0.28$2.01$7.99$12.0117.93%
$11.00Jul 17$1.18$0.90$2.08$8.92$13.0818.55%
$11.50Jul 17$0.95$1.18$2.13$9.37$13.6319.00%
$12.00Jul 17$0.65$1.53$2.18$9.82$14.1819.45%
$10.00Jul 17$1.78$0.48$2.26$7.74$12.2620.16%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 45 found (cheapest 0.71% of stock, avg 8.21%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.00$10.50Jul 2$0.05$0.03$0.08$10.42$12.08
$12.00$10.00Jul 2$0.05$0.03$0.08$9.92$12.08
$12.50$10.50Jul 2$0.05$0.03$0.08$10.42$12.58
$12.50$10.00Jul 2$0.05$0.03$0.08$9.92$12.58
$12.00$9.50Jul 2$0.05$0.05$0.10$9.40$12.10
$12.50$9.50Jul 2$0.05$0.05$0.10$9.40$12.60
$13.00$10.50Jul 2$0.15$0.03$0.18$10.32$13.18
$13.00$10.00Jul 2$0.15$0.03$0.18$9.82$13.18
$12.00$11.00Jul 2$0.05$0.13$0.18$10.82$12.18
$12.50$11.00Jul 2$0.05$0.13$0.18$10.82$12.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 3.17, avg credit $0.44)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
10/1112/12Jul 2$0.38$0.123.17$10.62$11.88
9/1012/12Jul 17$0.50$0.501.00$9.50$12.00
10/1112/12Jul 10$0.49$0.510.96$10.51$11.99
9/1011/12Jul 17$0.43$0.570.75$9.57$11.43
10/1112/13Jul 10$0.42$0.580.72$10.58$12.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$11.00$12.00$13.00Aug 7$0.17$0.834.88
$12.00$12.50$13.00Jul 2$0.10$0.404.00
$11.50$12.00$12.50Jul 17$0.20$0.301.50
$11.50$12.00$12.50Jul 2$0.28$0.220.79
$10.50$11.00$11.50Jul 2$0.31$0.190.61
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$10.50$11.00$11.50Jul 17$0.06$0.447.33
$11.00$11.50$12.00Jul 17$0.07$0.436.14
$10.00$10.50$11.00Jul 2$0.10$0.404.00
$10.50$11.00$11.50Jul 2$0.20$0.301.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 23 found (best net $-0.08, 18 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$12.00$13.001:2Jul 10-$0.13$0.87
$12.00$12.501:2Jul 2-$0.05$0.45
$10.00$11.001:2Jul 17-$0.58$0.42
$11.00$11.501:2Jul 2-$0.16$0.34
$11.50$12.001:2Jul 10-$0.21$0.29
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$10.00$9.001:2Jul 17-$0.08$0.92
$10.00$9.501:2Jul 2-$0.07$0.43
$10.50$10.001:2Jul 17-$0.28$0.22
$11.00$10.501:2Jul 17-$0.46$0.04
$13.00$12.001:2Jul 17-$0.96$0.04

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 18.73%, avg 6.93%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.00Aug 7$2.100.587.0%18.73%25.78%1010
$12.00Jul 24$1.350.527.0%12.04%19.09%--20
$12.00Jul 31$1.150.557.0%10.26%17.31%--95
$13.00Jul 31$1.150.4916.0%10.26%26.23%--10
$11.50Jul 17$0.850.512.6%7.58%10.17%137
$13.00Jul 24$0.750.4316.0%6.69%22.66%--10
$13.00Aug 7$0.700.5316.0%6.24%22.21%--15
$11.50Jul 10$0.450.492.6%4.01%6.60%--21
$12.00Jul 17$0.450.427.0%4.01%11.06%11207
$12.50Jul 17$0.400.3611.5%3.57%15.08%37

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 401
Total Puts 1,105
Put/Call Ratio 2.76
Net Difference -704

Prior's Put/Call Breakdown

Total Calls 585
Total Puts 3,855
Put/Call Ratio 6.59
Net Difference -3,270

Prior 7-Day Put/Call Summary

Total Calls 14,843
Total Puts 2,210
Average Put/Call Ratio 0.21
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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