Tour v477
REPL
REPLIMUNE GROUP INC
$11.20 +107.02%
$11.11 (-0.80%)🌙
as of 07/31 04:00 PM
7/31 16:00

Option Volume

Detail
Current (07/31 4:00pm) 114,700
Calls: 38,155 (33%)
Puts: 76,545 (67%)
Prior --
Calls: 315 (78%)
Puts: 89 (22%)
Current vs Prior +0.00%
Calls: +12012.70% (Calls)
Puts: +85905.62% (Puts)
Prior 7-Day Total 25,578
Calls: 11,091 (43%)
Puts: 14,487 (57%)
Prior 7-Day Average 3,654
Calls: 1,584 (43%)
Puts: 2,069 (57%)
Current vs Prior 7-Day Avg +3039.03%
Calls: +2308.12%
Puts: +3598.59%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/31 4:00pm) $11.01M
Calls: $8.04M (73%)
Puts: $2.97M (27%)
Prior --
Calls: $31.5K (84%)
Puts: $6.1K (16%)
Current vs Prior +0.00%
Calls: +25404.39%
Puts: +48823.10%
Prior 7-Day Total $3.51M
Calls: $1.51M (43%)
Puts: $2.00M (57%)
Prior 7-Day Average $501.2K
Calls: $215.4K (43%)
Puts: $285.8K (57%)
Current vs Prior 7-Day Avg +2097.04%
Calls: +3632.86%
Puts: +939.16%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31 4:00pm) 2.01
Prior 1.00
Current vs Prior +100.62%
Prior 7-Day Average 1.91
Current vs Prior 7-Day Avg +4.79%
Sentiment BEARISH

Open Interest

Detail
Current (07/31 4:00pm) 318,834
Calls: 184,390 (58%)
Puts: 134,444 (42%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 1,080,311
Calls: 787,449 (73%)
Puts: 292,862 (27%)
Prior 7-Day Average 154,330
Calls: 112,492 (73%)
Puts: 41,837 (27%)
Current vs Prior 7-Day Avg +106.59%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 10.80% | 50.89%54.91% | 50.00%
Prior 74.16% | 87.42%88.93% | 92.28%
Current vs Prior -31.38% | -44.33%-38.25% | -45.82%
Prior 7-Day Avg 18.79% | 27.80%88.93% | 92.28%
Current vs 7-Day Avg +170.89% | +75.04%-38.25% | -45.82%
Prior 7-Day Eod 74.16% | 87.42%98.89% | 107.21%
Current vs 7-Day Eod -31.38% | -44.33%-44.47% | -53.36%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 177.78% | 17.25%
Calls: 222.22% | 16.83%
Puts: 133.33% | 17.68%
Prior 84.38% | 90.90%
Calls: 123.76% | 157.14%
Puts: 45.00% | 24.66%
Current vs Prior +110.69% | -81.02%
Prior 7-Day Avg 163.29% | 91.39%
Calls: 207.56% | 69.28%
Puts: 125.52% | 113.50%
Current vs 7-Day Avg +8.88% | -81.12%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($8.04M). Dollar volume significantly above 7-day average (2097% higher). Volume explosion - 3039% above 7-day average (114,700 vs avg 3,654). Extreme bearish P/C ratio of 2.01 - 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 BEARISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
16:00BULLISHBEARISHBEARISH
15:00BULLISHBEARISHBEARISH
14:00BULLISHBEARISHBEARISH
13:00BULLISHBEARISHBEARISH
12:00BULLISHBEARISHBEARISH
11:00BULLISHBEARISHBEARISH
10:35BULLISHBEARISHBEARISH
10:30BEARISHBEARISHBEARISH
10:25BEARISHBEARISHBEARISH
10:20BEARISHBEARISHBEARISH
10:15BEARISHBEARISHBEARISH
10:10BULLISHBEARISHBEARISH
10:05BULLISHBEARISHBEARISH
10:00BULLISHBEARISHBEARISH
09:55BULLISHBEARISHBEARISH
09:50BULLISHBEARISHBEARISH
09:45BULLISHBEARISHBEARISH
09:40BEARISHBEARISHBEARISH
09:35BEARISHBEARISHBEARISH

📈 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 9.5%, best 9.5%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Aug 72.002.20$2.109.5%5290.37162

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. 39 found (avg delta 0.71, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.50Jul 311.402.40$1.9052.6%3.1K0.955.0K
$9.00Jul 311.854.90$3.3890.2%380.941.8K
$10.00Jul 311.203.90$2.55105.9%18.9K0.9118.4K
$10.50Jul 310.053.20$1.63193.3%1760.83175
$9.00Aug 72.156.00$4.0894.4%490.81591
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Jul 310.304.60$2.45175.5%10.94121
$12.00Jul 310.004.80$2.40200.0%60.8633
$12.50Jul 310.054.90$2.48195.6%100.661
$13.00Aug 71.505.50$3.50114.3%100.5722
$11.50Jul 310.001.85$0.93198.9%10.5112

Most actively traded options today. High liquidity = easy entry/exit. 67 active (total vol 40.9K, top 18.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Jul 311.203.90$2.55105.9%18.9K0.9118.4K
$9.50Jul 311.402.40$1.9052.6%3.1K0.955.0K
$13.00Aug 71.201.45$1.3318.8%2.4K0.49118
$11.00Jul 310.150.40$0.2889.3%1.2K0.67363
$13.00Jul 310.000.05$0.03166.7%6990.06354
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Jul 310.000.10$0.05200.0%3.1K0.1082
$9.00Jul 310.000.05$0.03166.7%3.0K0.0430
$9.50Jul 310.000.05$0.03166.7%1.3K0.0581
$10.00Aug 71.601.80$1.7011.8%8610.30163
$9.00Aug 71.102.05$1.5860.1%7940.24311

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 415.2%, max 918.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.50Jul 31Aug 212895.3%290.2%897.6%41110
$9.00Jul 31Sep 111709.3%238.7%616.0%401.8K
$11.50Jul 31Aug 72721.4%468.4%481.1%15364
$10.00Jul 31Sep 41195.1%235.9%406.6%18.9K18.4K
$9.50Jul 31Aug 281352.2%312.8%332.3%3.1K5.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.50Jul 31Aug 212721.4%267.2%918.6%226
$12.50Jul 31Aug 212895.3%290.2%897.6%132
$9.50Jul 31Sep 111352.2%233.8%478.3%1.3K81
$9.00Jul 31Aug 281709.3%359.1%376.1%3.1K348
$12.00Jul 31Aug 21851.0%223.3%281.1%6444

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 7 found (best R:R 3.17, avg 1.75)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$9.00$9.50Aug 28$0.12$0.38$0.123.17$9.12
$10.50$11.00Aug 28$0.18$0.32$0.181.78$10.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$11.50$11.00Aug 21$0.15$0.35$0.152.33$11.35
$10.00$9.00Aug 28$0.33$0.67$0.332.03$9.67
$10.00$9.00Aug 14$0.42$0.58$0.421.38$9.58
$10.50$10.00Aug 14$0.25$0.25$0.251.00$10.25
$13.00$12.50Aug 7$0.32$0.18$0.320.56$12.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 9 found (best R:R 7.33, avg 1.66)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$9.00$10.00Aug 21$0.88$0.88$0.127.33$9.88
$10.50$11.00Aug 28$0.18$0.18$0.320.56$10.68
$9.00$9.50Aug 28$0.12$0.12$0.380.32$9.12
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$13.00$12.50Aug 21$0.35$0.35$0.152.33$12.65
$13.00$12.50Aug 7$0.32$0.32$0.181.78$12.68
$10.50$10.00Aug 14$0.25$0.25$0.251.00$10.25
$10.00$9.00Aug 14$0.42$0.42$0.580.72$9.58
$10.00$9.00Aug 28$0.33$0.33$0.670.49$9.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $1.42, cheapest $0.13)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$9.00Jul 31Aug 7$0.701709.3%487.0%
$11.50Jul 31Aug 7$0.752721.4%468.4%
$10.50Jul 31Aug 7$1.02915.4%656.4%
$10.00Jul 31Aug 7$1.031195.1%416.8%
$9.50Jul 31Aug 7$1.151352.2%454.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.00Jul 31Aug 7$0.13851.0%268.4%
$12.50Jul 31Aug 7$0.702895.3%363.7%
$13.00Jul 31Aug 7$1.051237.4%278.0%
$9.00Jul 31Aug 7$1.551709.3%487.0%
$9.50Jul 31Aug 7$1.621352.2%454.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 32 found (cheapest 3.39% of stock, avg 40.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$11.00Jul 31$0.28$0.10$0.38$10.62$11.383.39%
$10.50Jul 31$1.63$0.08$1.71$8.79$12.2115.27%
$11.50Jul 31$0.78$0.93$1.71$9.79$13.2115.27%
$9.50Jul 31$1.90$0.03$1.93$7.57$11.4317.23%
$12.00Jul 31$0.05$2.40$2.45$9.55$14.4521.88%
$13.00Jul 31$0.03$2.45$2.48$10.52$15.4822.14%
$10.00Jul 31$2.55$0.05$2.60$7.40$12.6023.21%
$12.50Jul 31$0.50$2.48$2.98$9.52$15.4826.61%
$9.00Jul 31$3.38$0.03$3.41$5.59$12.4130.45%
$12.00Aug 7$1.63$2.53$4.16$7.84$16.1637.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 17 found (cheapest 0.71% of stock, avg 12.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$13.00$10.00Jul 31$0.03$0.05$0.08$9.92$13.08
$12.00$10.00Jul 31$0.05$0.05$0.10$9.90$12.10
$13.00$10.50Jul 31$0.03$0.08$0.11$10.39$13.11
$12.00$10.50Jul 31$0.05$0.08$0.13$10.37$12.13
$13.00$11.00Jul 31$0.03$0.10$0.13$10.87$13.13
$12.00$11.00Jul 31$0.05$0.10$0.15$10.85$12.15
$12.50$10.00Jul 31$0.50$0.05$0.55$9.45$13.05
$12.50$10.50Jul 31$0.50$0.08$0.58$9.92$13.08
$12.50$11.00Jul 31$0.50$0.10$0.60$10.40$13.10
$11.50$10.00Jul 31$0.78$0.05$0.83$9.17$12.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 1.04, avg credit $0.51)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
9/1010/11Aug 28$0.51$0.491.04$9.49$11.01

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 1.94, cheapest $0.17)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$11.50$12.00$12.50Aug 7$0.32$0.180.56
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$10.00$10.50$11.00Aug 28$0.17$0.331.94
$11.00$11.50$12.00Aug 21$0.40$0.100.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 8 found (best net $-0.06, 6 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$11.00$11.501:2Aug 7-$0.21$0.29
$9.00$9.501:2Jul 31-$0.42$0.08
$10.00$10.501:2Aug 21-$0.45$0.05
$12.50$13.001:2Jul 31$0.44$0.06
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$11.00$10.501:2Jul 31-$0.06$0.44
$10.50$10.001:2Aug 7-$0.10$0.40
$9.50$9.001:2Aug 21-$0.46$0.04
$11.00$10.001:2Aug 21$0.25$0.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 15.62%, avg 11.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.00Aug 21$1.750.597.1%15.62%22.77%691.0K
$12.00Aug 7$1.200.587.1%10.71%17.86%4931.3K
$13.00Aug 7$1.200.4916.1%10.71%26.79%2.4K118
$12.50Aug 7$1.000.5811.6%8.93%20.54%531

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 38,155
Total Puts 76,545
Put/Call Ratio 2.01
Net Difference -38,390

Prior's Put/Call Breakdown

Total Calls 315
Total Puts 89
Put/Call Ratio 1.00
Net Difference 226

Prior 7-Day Put/Call Summary

Total Calls 11,091
Total Puts 14,487
Average Put/Call Ratio 1.91
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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