Tour v492
REPL
REPLIMUNE GROUP INC
$12.09 +2.20%
8/6 14:06

Option Volume

Detail
Current (08/06 2:05pm) 12,264
Calls: 1,339 (11%)
Puts: 10,925 (89%)
Prior (08/05) 10,390
Calls: 2,320 (22%)
Puts: 8,070 (78%)
Current vs Prior +18.04%
Calls: -42.28% (Calls)
Puts: +35.38% (Puts)
Prior 7-Day Total 139,874
Calls: 48,931 (35%)
Puts: 90,943 (65%)
Prior 7-Day Average 19,982
Calls: 6,990 (35%)
Puts: 12,991 (65%)
Current vs Prior 7-Day Avg -38.62%
Calls: -80.84%
Puts: -15.91%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/06 2:05pm) $711.3K
Calls: $276.4K (39%)
Puts: $434.9K (61%)
Prior (08/05) $893.5K
Calls: $310.2K (35%)
Puts: $583.3K (65%)
Current vs Prior -20.39%
Calls: -10.90%
Puts: -25.44%
Prior 7-Day Total $14.48M
Calls: $9.52M (66%)
Puts: $4.96M (34%)
Prior 7-Day Average $2.07M
Calls: $1.36M (66%)
Puts: $709.1K (34%)
Current vs Prior 7-Day Avg -65.62%
Calls: -79.68%
Puts: -38.67%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/06 2:05pm) 8.16
Prior (08/05) 3.48
Current vs Prior +134.56%
Prior 7-Day Average 2.16
Current vs Prior 7-Day Avg +277.61%
Sentiment BEARISH

Open Interest

Detail
Current (08/06 2:05pm) 303,155
Calls: 153,862 (51%)
Puts: 149,293 (49%)
Prior (08/05) 299,064
Calls: 154,105 (52%)
Puts: 144,959 (48%)
Current vs Prior +1.37%
Prior 7-Day Total 1,274,720
Calls: 868,925 (68%)
Puts: 405,795 (32%)
Prior 7-Day Average 182,102
Calls: 124,132 (68%)
Puts: 57,970 (32%)
Current vs Prior 7-Day Avg +66.47%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 20.35% | 39.95%39.95% | 50.21%
Prior 50.89% | 48.66%54.91% | 50.00%
Current vs Prior -60.02% | -17.90%-27.24% | +0.41%
Prior 7-Day Avg 25.03% | 32.99%60.77% | 62.40%
Current vs 7-Day Avg -18.71% | +21.11%-34.26% | -19.54%
Prior 7-Day Eod 50.89% | 48.66%42.94% | 46.75%
Current vs 7-Day Eod -60.02% | -17.90%-6.97% | +7.40%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 64.17% | 64.78%
Calls: 37.63% | 48.78%
Puts: 90.70% | 80.79%
Prior 177.78% | 17.25%
Calls: 222.22% | 16.83%
Puts: 133.33% | 17.68%
Current vs Prior -63.90% | +275.54%
Prior 7-Day Avg 177.25% | 83.52%
Calls: 227.88% | 57.40%
Puts: 126.63% | 109.64%
Current vs 7-Day Avg -63.80% | -22.44%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 61% put dollar volume ($434.9K). Extreme bearish P/C ratio of 8.16 - heavy put buying. P/C ratio rising 135% - increased hedging/bearish positioning.

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 NEUTRAL
Prior NEUTRAL
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 3 of results (avg 7.0%, best 5.0%)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Aug 141.952.05$2.005.0%2550.42211
$11.00Aug 141.501.60$1.556.5%4880.341.1K
$10.50Aug 281.501.65$1.589.5%300.3231

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 0.64, highest 0.88)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Aug 72.202.95$2.5829.1%510.80491
$10.50Aug 71.152.95$2.0587.8%--0.80120
$11.00Aug 71.102.00$1.5558.1%130.75833
$10.00Aug 213.003.60$3.3018.2%790.723.1K
$10.00Aug 143.003.60$3.3018.2%430.72142
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Aug 70.353.60$1.98164.1%60.8816
$14.50Aug 70.504.90$2.70163.0%--0.8716
$13.50Aug 71.304.40$2.85108.8%10.751
$13.00Aug 70.104.70$2.40191.7%30.6837
$14.50Aug 213.004.40$3.7037.8%--0.60232

Most actively traded options today. High liquidity = easy entry/exit. 41 active (total vol 3.1K, top 670)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Aug 70.751.10$0.9337.6%3400.601.7K
$10.00Aug 213.003.60$3.3018.2%790.723.1K
$11.50Aug 70.901.50$1.2050.0%760.691.1K
$10.00Aug 72.202.95$2.5829.1%510.80491
$13.50Aug 70.100.55$0.33136.4%500.30234
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Aug 70.300.65$0.4872.9%6700.271.8K
$11.00Aug 141.501.60$1.556.5%4880.341.1K
$12.00Aug 141.952.05$2.005.0%2550.42211
$10.50Aug 141.351.50$1.4310.5%2370.3044
$11.00Aug 211.601.85$1.7314.5%1990.331.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 63.7%, max 164.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.00Aug 7Sep 18585.2%250.7%133.5%51588
$10.50Aug 7Aug 28431.0%191.3%125.4%--160
$11.00Aug 7Sep 18391.5%176.5%121.8%13881
$11.50Aug 7Aug 21334.0%214.5%55.7%761.1K
$12.00Aug 7Sep 18287.7%189.3%52.0%3401.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.00Aug 7Aug 28585.2%221.6%164.1%41881
$10.50Aug 7Aug 28431.0%191.3%125.4%64252
$11.00Aug 7Sep 18391.5%176.5%121.8%6722.0K
$14.50Aug 7Aug 21311.3%195.1%59.5%--248
$11.50Aug 7Aug 21334.0%214.5%55.7%46152

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 25 found (best R:R 4.95, avg 1.75)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$11.00$13.50Aug 28$0.42$2.08$0.424.95$11.42
$13.50$14.00Aug 7$0.15$0.35$0.152.33$13.65
$11.00$11.50Aug 21$0.15$0.35$0.152.33$11.15
$12.00$12.50Aug 7$0.20$0.30$0.201.50$12.20
$11.50$12.00Aug 14$0.25$0.25$0.251.00$11.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$14.00$13.50Sep 4$0.10$0.40$0.104.00$13.90
$13.00$12.00Sep 18$0.20$0.80$0.204.00$12.80
$11.00$10.50Aug 14$0.12$0.38$0.123.17$10.88
$11.50$11.00Aug 14$0.15$0.35$0.152.33$11.35
$13.50$13.00Aug 21$0.15$0.35$0.152.33$13.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 30 found (best R:R 6.69, avg 1.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$11.00$11.50Aug 7$0.35$0.35$0.152.33$11.35
$12.50$13.00Aug 7$0.35$0.35$0.152.33$12.85
$13.50$14.00Sep 4$0.35$0.35$0.152.33$13.85
$13.00$13.50Aug 14$0.33$0.33$0.171.94$13.33
$11.00$12.00Sep 18$0.63$0.63$0.371.70$11.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$13.00$12.00Aug 21$0.87$0.87$0.136.69$12.13
$12.00$11.00Sep 18$0.85$0.85$0.155.67$11.15
$11.00$10.50Aug 28$0.32$0.32$0.181.78$10.68
$12.00$11.50Aug 14$0.30$0.30$0.201.50$11.70
$12.00$11.50Aug 21$0.25$0.25$0.251.00$11.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $0.95, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.00Aug 7Aug 14$0.70391.5%293.9%
$10.00Aug 7Aug 14$0.72585.2%318.7%
$13.50Aug 7Aug 14$0.77279.3%235.6%
$14.50Aug 7Aug 21$0.88311.3%195.1%
$10.50Aug 7Aug 21$0.95431.0%377.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.50Aug 7Aug 21$0.20279.3%158.2%
$13.00Aug 7Aug 21$0.50242.7%205.8%
$10.00Aug 7Aug 14$0.68585.2%318.7%
$14.50Aug 7Aug 14$0.80311.3%286.0%
$10.50Aug 7Aug 14$1.03431.0%313.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 34 found (cheapest 12.90% of stock, avg 34.61%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$12.00Aug 7$0.93$0.63$1.56$10.44$13.5612.90%
$11.50Aug 7$1.20$0.53$1.73$9.77$13.2314.31%
$11.00Aug 7$1.55$0.48$2.03$8.97$13.0316.79%
$14.00Aug 7$0.18$1.98$2.16$11.84$16.1617.87%
$12.50Aug 7$0.73$1.53$2.26$10.24$14.7618.69%
$10.50Aug 7$2.05$0.40$2.45$8.05$12.9520.26%
$13.00Aug 7$0.38$2.40$2.78$10.22$15.7822.99%
$14.50Aug 7$0.20$2.70$2.90$11.60$17.4023.99%
$10.00Aug 7$2.58$0.55$3.13$6.87$13.1325.89%
$13.50Aug 7$0.33$2.85$3.18$10.32$16.6826.30%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 58 found (cheapest 4.80% of stock, avg 21.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$14.00$10.50Aug 7$0.18$0.40$0.58$9.92$14.58
$14.50$10.50Aug 7$0.20$0.40$0.60$9.90$15.10
$14.00$11.00Aug 7$0.18$0.48$0.66$10.34$14.66
$14.50$11.00Aug 7$0.20$0.48$0.68$10.32$15.18
$14.00$11.50Aug 7$0.18$0.53$0.71$10.79$14.71
$13.50$10.50Aug 7$0.33$0.40$0.73$9.77$14.23
$14.00$10.00Aug 7$0.18$0.55$0.73$9.27$14.73
$14.50$11.50Aug 7$0.20$0.53$0.73$10.77$15.23
$14.50$10.00Aug 7$0.20$0.55$0.75$9.25$15.25
$13.00$10.50Aug 7$0.38$0.40$0.78$9.72$13.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 2.85, avg credit $0.85)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
10/1112/12Aug 14$0.37$0.132.85$10.63$11.87
11/1414/14Aug 28$1.33$1.171.14$12.17$15.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 6.14, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$11.50$12.00$12.50Aug 7$0.07$0.436.14
$11.00$11.50$12.00Aug 7$0.08$0.425.25
$13.50$14.00$14.50Aug 21$0.08$0.425.25
$10.50$11.00$11.50Aug 7$0.15$0.352.33
$12.50$13.00$13.50Aug 21$0.16$0.342.12
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$12.00$13.00$14.00Sep 18$0.15$0.855.67
$11.00$11.50$12.00Aug 14$0.15$0.352.33
$11.00$11.50$12.00Aug 21$0.20$0.301.50
$10.00$10.50$11.00Aug 7$0.23$0.271.17
$13.00$13.50$14.00Aug 21$0.30$0.200.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 12 found (best net $--, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$10.00$12.001:2Sep 4$0.00$2.00
$11.00$13.501:2Aug 28-$2.06$0.44
$14.00$14.501:2Aug 7-$0.22$0.28
$13.00$13.501:2Aug 7-$0.28$0.22
$13.00$13.501:2Aug 21-$0.37$0.13
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.50$11.001:2Aug 28-$0.82$1.68
$10.50$10.001:2Aug 21-$0.05$0.45
$11.00$10.501:2Aug 7-$0.32$0.18
$11.50$11.001:2Aug 7-$0.43$0.07
$12.00$11.501:2Aug 7-$0.43$0.07

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 16.54%, avg 6.27%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$13.00Sep 18$2.000.577.5%16.54%24.07%2158
$13.00Aug 21$1.350.517.5%11.17%18.69%5348
$12.50Aug 14$1.050.553.4%8.68%12.08%324
$12.50Aug 21$1.050.583.4%8.68%12.08%--70
$13.00Aug 14$1.000.487.5%8.27%15.80%--112
$14.00Aug 14$1.000.4115.8%8.27%24.07%1211
$13.50Aug 14$0.700.4311.7%5.79%17.45%5012
$12.50Aug 7$0.500.503.4%4.14%7.53%5497
$14.50Aug 21$0.500.3919.9%4.14%24.07%--509
$13.50Sep 4$0.300.5111.7%2.48%14.14%--112

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 1,339
Total Puts 10,925
Put/Call Ratio 8.16
Net Difference -9,586

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 48,931
Total Puts 90,943
Average Put/Call Ratio 2.16
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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