Tour v492
REPL
REPLIMUNE GROUP INC
$11.98 +0.50%
8/5 14:08

Option Volume

Detail
Current (08/05 2:05pm) 10,390
Calls: 2,320 (22%)
Puts: 8,070 (78%)
Prior (07/31) 59,901
Calls: 15,461 (26%)
Puts: 44,440 (74%)
Current vs Prior -82.65%
Calls: -84.99% (Calls)
Puts: -81.84% (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 +184.35%
Calls: +46.43%
Puts: +289.94%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/05 2:05pm) $893.5K
Calls: $310.2K (35%)
Puts: $583.3K (65%)
Prior (07/31) $3.83M
Calls: $2.29M (60%)
Puts: $1.54M (40%)
Current vs Prior -76.64%
Calls: -86.43%
Puts: -62.09%
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 +78.27%
Calls: +43.97%
Puts: +104.12%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/05 2:05pm) 3.48
Prior (07/31) 2.87
Current vs Prior +21.02%
Prior 7-Day Average 1.91
Current vs Prior 7-Day Avg +81.69%
Sentiment BEARISH

Open Interest

Detail
Current (08/05 2:05pm) 299,064
Calls: 154,105 (52%)
Puts: 144,959 (48%)
Prior (07/31) 318,834
Calls: 184,390 (58%)
Puts: 134,444 (42%)
Current vs Prior -6.20%
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 +93.78%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 21.29% | 34.89%38.48% | 44.91%
Prior 74.16% | 87.42%88.93% | 92.28%
Current vs Prior -71.30% | -60.09%-56.73% | -51.34%
Prior 7-Day Avg 18.79% | 27.80%58.52% | 61.09%
Current vs 7-Day Avg +13.30% | +25.51%-34.24% | -26.49%
Prior 7-Day Eod 74.16% | 87.42%32.97% | 42.37%
Current vs 7-Day Eod -71.30% | -60.09%+16.72% | +6.00%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 71.66% | 31.96%
Calls: 60.00% | 49.30%
Puts: 83.33% | 14.63%
Prior 84.38% | 90.90%
Calls: 123.76% | 157.14%
Puts: 45.00% | 24.66%
Current vs Prior -15.07% | -64.84%
Prior 7-Day Avg 163.29% | 91.39%
Calls: 207.56% | 69.28%
Puts: 125.52% | 113.50%
Current vs 7-Day Avg -56.11% | -65.03%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 65% put dollar volume ($583.3K). Light premium activity with dollar volume down 77% vs prior. Dollar volume significantly above 7-day average (78% higher). Below-average activity with volume down 83% vs prior.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
16:00BULLISHBEARISHBEARISH
15:00BULLISHBEARISHBEARISH
14:05BEARISHBEARISHBEARISH
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 2 of results (avg 4.7%, best 3.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Aug 213.103.30$3.206.2%410.723.2K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Aug 141.601.65$1.633.1%1.0K0.34228

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.80, cheapest $0.65)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Aug 70.600.70$0.6515.4%1020.23860
$11.00Aug 70.901.00$0.9510.5%8370.322.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 40 found (avg delta 0.62, highest 0.78)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Aug 72.603.00$2.8014.3%590.78497
$10.50Aug 71.852.65$2.2535.6%30.74125
$10.00Sep 41.904.90$3.4088.2%--0.7315
$10.00Aug 142.603.80$3.2037.5%30.72142
$10.00Aug 213.103.30$3.206.2%410.723.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Aug 70.404.90$2.65169.8%--0.7616
$13.00Aug 70.002.60$1.30200.0%--0.5937
$14.00Aug 212.953.40$3.1814.2%10.5747
$13.50Aug 142.303.10$2.7029.6%20.567
$14.00Sep 43.404.30$3.8523.4%310.551

Most actively traded options today. High liquidity = easy entry/exit. 55 active (total vol 4.4K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Aug 71.001.50$1.2540.0%1.0K0.582.1K
$13.50Sep 40.952.55$1.7591.4%1300.50--
$10.00Aug 72.603.00$2.8014.3%590.78497
$13.00Aug 70.501.00$0.7566.7%470.432.5K
$10.00Aug 213.103.30$3.206.2%410.723.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Aug 141.601.65$1.633.1%1.0K0.34228
$11.00Aug 70.901.00$0.9510.5%8370.322.3K
$11.00Aug 211.651.90$1.7814.0%3280.341.5K
$10.00Aug 141.201.35$1.2711.8%1810.2790
$12.00Aug 141.902.20$2.0514.6%1140.42105

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 92.7%, max 160.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.00Aug 7Sep 18447.2%172.0%160.1%59594
$11.00Aug 7Sep 18417.5%178.1%134.4%21888
$10.50Aug 7Aug 28443.9%219.8%101.9%3165
$12.00Aug 7Sep 18321.6%166.0%93.8%1.1K2.3K
$13.50Aug 7Sep 4313.3%166.6%88.0%140232
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.00Aug 7Sep 18447.2%172.0%160.1%104860
$11.00Aug 7Sep 18417.5%178.1%134.4%8372.4K
$10.50Aug 7Aug 28443.9%219.8%101.9%37263
$12.00Aug 7Sep 18321.6%166.0%93.8%19208
$12.50Aug 7Sep 4287.7%154.2%86.6%120

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 43 found (best R:R 4.00, avg 1.63)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$12.50$13.00Sep 4$0.12$0.38$0.123.17$12.62
$13.50$14.00Aug 14$0.13$0.37$0.132.85$13.63
$12.50$13.00Aug 7$0.15$0.35$0.152.33$12.65
$13.50$14.00Aug 21$0.15$0.35$0.152.33$13.65
$11.50$12.00Aug 14$0.18$0.32$0.181.78$11.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$13.00$12.50Aug 7$0.10$0.40$0.104.00$12.90
$10.50$10.00Aug 21$0.10$0.40$0.104.00$10.40
$12.00$11.50Aug 21$0.10$0.40$0.104.00$11.90
$11.00$10.50Aug 7$0.12$0.38$0.123.17$10.88
$13.50$11.00Aug 28$0.70$1.80$0.702.57$12.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 54 found (best R:R 6.69, avg 1.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$10.00$11.00Aug 14$0.87$0.87$0.136.69$10.87
$12.00$13.00Sep 11$0.87$0.87$0.136.69$12.87
$11.00$12.00Sep 18$0.80$0.80$0.204.00$11.80
$12.00$12.50Aug 7$0.35$0.35$0.152.33$12.35
$13.50$14.00Sep 4$0.35$0.35$0.152.33$13.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$14.00$13.50Sep 4$0.40$0.40$0.104.00$13.60
$11.50$11.00Aug 21$0.35$0.35$0.152.33$11.15
$14.00$13.50Aug 21$0.35$0.35$0.152.33$13.65
$13.50$12.50Sep 4$0.67$0.67$0.332.03$12.83
$12.50$12.00Aug 14$0.33$0.33$0.171.94$12.17

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $0.70, cheapest $0.13)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Aug 7Aug 14$0.40447.2%306.4%
$13.50Aug 7Aug 14$0.53313.3%235.6%
$11.00Aug 7Aug 14$0.55417.5%285.6%
$10.50Aug 7Aug 21$0.63443.9%233.2%
$13.00Aug 7Aug 14$0.67297.5%247.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.50Aug 14Aug 21$0.13235.6%193.0%
$14.00Aug 7Aug 21$0.53259.4%192.6%
$10.00Aug 7Aug 14$0.62447.2%306.4%
$10.50Aug 7Aug 14$0.62443.9%297.0%
$11.00Aug 7Aug 14$0.68417.5%285.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 34 found (cheapest 17.11% of stock, avg 34.65%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$13.00Aug 7$0.75$1.30$2.05$10.95$15.0517.11%
$12.50Aug 7$0.90$1.20$2.10$10.40$14.6017.53%
$12.00Aug 7$1.25$1.10$2.35$9.65$14.3519.62%
$11.50Aug 7$1.45$1.02$2.47$9.03$13.9720.62%
$11.00Aug 7$1.78$0.95$2.73$8.27$13.7322.79%
$14.00Aug 7$0.35$2.65$3.00$11.00$17.0025.04%
$10.50Aug 7$2.25$0.83$3.08$7.42$13.5825.71%
$10.00Aug 7$2.80$0.65$3.45$6.55$13.4528.80%
$13.50Aug 14$1.18$2.70$3.88$9.62$17.3832.39%
$11.00Aug 14$2.33$1.63$3.96$7.04$14.9633.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 58 found (cheapest 8.35% of stock, avg 22.95%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$14.00$10.00Aug 7$0.35$0.65$1.00$9.00$15.00
$14.00$10.50Aug 7$0.35$0.83$1.18$9.32$15.18
$13.50$10.00Aug 7$0.65$0.65$1.30$8.70$14.80
$14.00$11.00Aug 7$0.35$0.95$1.30$9.70$15.30
$14.00$11.50Aug 7$0.35$1.02$1.37$10.13$15.37
$13.00$10.00Aug 7$0.75$0.65$1.40$8.60$14.40
$14.00$12.00Aug 7$0.35$1.10$1.45$10.55$15.45
$13.50$10.50Aug 7$0.65$0.83$1.48$9.02$14.98
$12.50$10.00Aug 7$0.90$0.65$1.55$8.45$14.05
$13.00$10.50Aug 7$0.75$0.83$1.58$8.92$14.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 24 found (best R:R 3.55, avg credit $0.40)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
10/1014/14Aug 28$0.39$0.113.55$10.11$13.89
10/1012/12Aug 7$0.38$0.123.17$10.12$11.88
10/1011/12Aug 14$0.38$0.123.17$10.12$11.38
10/1012/12Aug 14$0.38$0.123.17$10.12$12.38
10/1112/12Aug 14$0.38$0.123.17$10.62$12.38
10/1013/14Aug 21$0.38$0.123.17$10.12$13.38
12/1213/14Aug 21$0.38$0.123.17$11.62$13.38
10/1012/12Aug 14$0.36$0.142.57$10.14$11.86
10/1112/12Aug 14$0.36$0.142.57$10.64$11.86
11/1214/14Aug 14$0.35$0.152.33$11.15$13.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$12.50$13.00$13.50Aug 7$0.05$0.459.00
$10.00$10.50$11.00Aug 21$0.07$0.436.14
$12.50$13.00$13.50Sep 4$0.07$0.436.14
$10.00$10.50$11.00Aug 7$0.08$0.425.25
$12.50$13.00$13.50Aug 14$0.09$0.414.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$10.00$10.50$11.00Aug 28$0.08$0.425.25
$10.50$11.00$11.50Aug 21$0.10$0.404.00
$11.50$12.00$12.50Aug 14$0.13$0.372.85
$10.00$10.50$11.00Aug 21$0.15$0.352.33
$13.00$13.50$14.00Aug 21$0.17$0.331.94

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 3 found (best net $-1.38, 2 credits)

CALLS (1)
Buy KSell KRatioExpiryNetMax Gain
$11.00$13.501:2Aug 28$0.09$2.41
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$13.50$11.001:2Aug 28-$1.38$1.12
$10.50$10.001:2Aug 7-$0.47$0.03

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 24 found (best yield 17.53%, avg 9.04%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$13.00Sep 18$2.100.548.5%17.53%26.04%2156
$12.00Aug 21$1.900.580.2%15.86%16.03%181.1K
$13.00Sep 11$1.800.588.5%15.03%23.54%51
$12.00Sep 18$1.700.570.2%14.19%14.36%5129
$12.00Aug 14$1.650.570.2%13.77%13.94%11114
$12.50Aug 14$1.500.534.3%12.52%16.86%420
$13.00Aug 21$1.500.508.5%12.52%21.04%1348
$12.50Aug 21$1.450.544.3%12.10%16.44%--70
$13.00Aug 14$1.200.488.5%10.02%18.53%3110
$14.00Sep 18$1.200.4616.9%10.02%26.88%--93

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 2,320
Total Puts 8,070
Put/Call Ratio 3.48
Net Difference -5,750

Prior's Put/Call Breakdown

Total Calls 15,461
Total Puts 44,440
Put/Call Ratio 2.87
Net Difference -28,979

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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