Tour v492
REPL
REPLIMUNE GROUP INC
$12.86 +8.71%
$11.92 (-7.31%)🌙
as of 08/06 06:07 PM
8/6 18:07

Option Volume

Detail
Current (08/06) 19,325
Calls: 2,821 (15%)
Puts: 16,504 (85%)
Prior (08/05) 12,840
Calls: 2,762 (22%)
Puts: 10,078 (78%)
Current vs Prior +50.51%
Calls: +2.14% (Calls)
Puts: +63.76% (Puts)
Prior 7-Day Total 247,454
Calls: 102,466 (41%)
Puts: 144,988 (59%)
Prior 7-Day Average 41,242
Calls: 14,638 (41%)
Puts: 20,712 (59%)
Current vs Prior 7-Day Avg -53.14%
Calls: -80.73%
Puts: -20.32%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/06) $1.57M
Calls: $838.9K (53%)
Puts: $729.8K (47%)
Prior (08/05) $1.20M
Calls: $445.7K (37%)
Puts: $752.6K (63%)
Current vs Prior +30.90%
Calls: +88.21%
Puts: -3.03%
Prior 7-Day Total $29.26M
Calls: $18.48M (63%)
Puts: $10.78M (37%)
Prior 7-Day Average $4.88M
Calls: $2.64M (63%)
Puts: $1.54M (37%)
Current vs Prior 7-Day Avg -67.83%
Calls: -68.23%
Puts: -52.60%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06) 5.85
Prior (08/05) 3.65
Current vs Prior +60.34%
Prior 7-Day Average 1.78
Current vs Prior 7-Day Avg +228.15%
Sentiment BEARISH

Open Interest

Detail
Current (08/06) 303,155
Calls: 153,862 (51%)
Puts: 149,293 (49%)
Prior (08/05) 164,896
Calls: 75,255 (46%)
Puts: 89,641 (54%)
Current vs Prior +83.85%
Prior 7-Day Total 1,190,587
Calls: 624,992 (52%)
Puts: 565,595 (48%)
Prior 7-Day Average 198,431
Calls: 104,165 (52%)
Puts: 94,265 (48%)
Current vs Prior 7-Day Avg +52.78%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 27.61% | 40.12%45.49% | 46.50%
Prior 29.25% | 42.69%42.94% | 46.75%
Current vs Prior -5.62% | -6.01%+5.93% | -0.52%
Prior 7-Day Avg 66.60% | 67.93%63.98% | 76.14%
Current vs 7-Day Avg -58.55% | -40.93%-28.90% | -38.93%
Prior 7-Day Eod 29.25% | 42.69%42.94% | 46.75%
Current vs 7-Day Eod -5.62% | -6.01%+5.93% | -0.52%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 64.17% | 64.78%
Calls: 37.63% | 48.78%
Puts: 90.70% | 80.79%
Prior 71.66% | 31.96%
Calls: 60.00% | 49.30%
Puts: 83.33% | 14.63%
Current vs Prior -10.45% | +102.69%
Prior 7-Day Avg 122.59% | 50.92%
Calls: 156.85% | 81.60%
Puts: 88.33% | 20.24%
Current vs 7-Day Avg -47.66% | +27.23%
Liquidity Expensive
+
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🤖 AI Insights

Above-average activity with volume up 51% vs prior. Extreme bearish P/C ratio of 5.85 - heavy put buying. P/C ratio rising 60% - increased hedging/bearish positioning. Rising open interest (up 84%) indicates new positions being established.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
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 -- 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. 43 found (avg delta 0.62, highest 0.87)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Aug 71.504.90$3.20106.2%--0.87120
$11.00Sep 181.705.50$3.60105.6%--0.7848
$11.00Aug 140.704.90$2.80150.0%50.7734
$11.00Aug 71.204.90$3.05121.3%220.76833
$12.00Sep 181.405.00$3.20112.5%100.73134
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Aug 70.504.90$2.70163.0%--0.65139
$13.00Aug 70.104.70$2.40191.7%40.5737
$14.50Aug 70.305.00$2.65177.4%--0.5616
$14.00Aug 70.004.80$2.40200.0%60.5616
$15.00Aug 210.504.90$2.70163.0%--0.5555

Most actively traded options today. High liquidity = easy entry/exit. 46 active (total vol 4.9K, top 909)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Aug 71.502.20$1.8537.8%6030.571.7K
$13.00Aug 210.952.35$1.6584.8%3050.50348
$13.00Aug 70.101.50$0.80175.0%1910.422.4K
$11.50Aug 70.504.90$2.70163.0%770.621.1K
$13.50Aug 70.002.20$1.10200.0%600.41234
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Aug 140.401.65$1.02122.5%9090.261.1K
$11.00Aug 70.252.15$1.20158.3%7390.351.8K
$12.00Aug 140.952.20$1.5879.1%5210.34211
$10.50Aug 140.351.60$0.98127.6%2650.2344
$11.00Aug 210.801.85$1.3378.9%2640.321.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 274.3%, max 435.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.00Aug 7Sep 18786.2%146.9%435.3%26232
$15.00Aug 7Sep 18686.2%133.2%415.1%48663
$11.50Aug 7Aug 211103.9%244.9%350.7%771.1K
$12.00Aug 7Sep 18819.0%204.7%300.1%6131.9K
$13.50Aug 7Sep 4743.0%190.1%290.9%60346
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.00Aug 7Sep 18786.2%146.9%435.3%6149
$15.00Aug 7Sep 18686.2%133.2%415.1%--167
$12.00Aug 7Sep 18819.0%204.7%300.1%63203
$11.50Aug 7Aug 281103.9%279.6%294.9%149136
$13.50Aug 7Sep 4743.0%190.1%290.9%118

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 15 found (best R:R 5.67, avg 1.69)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$12.50$13.50Sep 4$0.15$0.85$0.155.67$12.65
$13.50$14.00Aug 14$0.12$0.38$0.123.17$13.62
$10.50$11.00Aug 7$0.15$0.35$0.152.33$10.65
$11.00$12.00Sep 18$0.40$0.60$0.401.50$11.40
$11.00$13.50Aug 28$1.42$1.08$1.420.76$12.42
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$15.00$14.00Sep 18$0.23$0.77$0.233.35$14.77
$14.00$13.50Aug 21$0.15$0.35$0.152.33$13.85
$11.00$10.50Aug 7$0.25$0.25$0.251.00$10.75
$14.50$14.00Aug 7$0.25$0.25$0.251.00$14.25
$12.00$11.50Aug 14$0.25$0.25$0.251.00$11.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 3.55, avg 1.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$13.00$14.00Sep 18$0.78$0.78$0.223.55$13.78
$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
$11.00$11.50Aug 14$0.35$0.35$0.152.33$11.35
$14.00$15.00Aug 14$0.70$0.70$0.302.33$14.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$11.50$11.00Aug 14$0.31$0.31$0.191.63$11.19
$11.50$11.00Aug 28$0.30$0.30$0.201.50$11.20
$14.00$13.00Sep 18$0.60$0.60$0.401.50$13.40
$11.00$10.50Aug 7$0.25$0.25$0.251.00$10.75
$14.50$14.00Aug 7$0.25$0.25$0.251.00$14.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $0.82, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.50Aug 7Aug 21$0.20619.2%362.2%
$12.00Aug 7Aug 14$0.30819.0%290.9%
$15.00Aug 7Aug 14$1.00686.2%287.6%
$14.00Aug 7Aug 14$1.25786.2%334.5%
$13.50Aug 7Aug 14$1.32743.0%326.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.50Aug 7Aug 14$0.10867.3%369.8%
$13.00Aug 7Aug 14$0.28533.9%366.7%
$13.50Aug 7Aug 21$0.30743.0%303.3%
$11.50Aug 7Aug 14$0.431103.9%289.1%
$14.00Aug 7Aug 21$0.45786.2%319.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 34 found (cheapest 22.16% of stock, avg 36.19%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$12.50Aug 7$1.15$1.70$2.85$9.65$15.3522.16%
$13.00Aug 7$0.80$2.40$3.20$9.80$16.2024.88%
$15.00Aug 7$0.60$2.70$3.30$11.70$18.3025.66%
$14.00Aug 7$1.05$2.40$3.45$10.55$17.4526.83%
$13.50Aug 7$1.10$2.40$3.50$10.00$17.0027.22%
$11.50Aug 7$2.70$0.90$3.60$7.90$15.1027.99%
$12.00Aug 14$2.15$1.58$3.73$8.27$15.7329.00%
$14.50Aug 7$1.10$2.65$3.75$10.75$18.2529.16%
$11.50Aug 14$2.45$1.33$3.78$7.72$15.2829.39%
$11.00Aug 14$2.80$1.02$3.82$7.18$14.8229.70%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 35 found (cheapest 11.66% of stock, avg 21.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$15.00$11.50Aug 7$0.60$0.90$1.50$10.00$16.50
$15.00$10.50Aug 7$0.60$0.95$1.55$8.95$16.55
$13.00$11.50Aug 7$0.80$0.90$1.70$9.80$14.70
$13.00$10.50Aug 7$0.80$0.95$1.75$8.75$14.75
$15.00$11.00Aug 7$0.60$1.20$1.80$9.20$16.80
$14.00$11.50Aug 7$1.05$0.90$1.95$9.55$15.95
$13.00$11.00Aug 7$0.80$1.20$2.00$9.00$15.00
$13.50$11.50Aug 7$1.10$0.90$2.00$9.50$15.50
$14.00$10.50Aug 7$1.05$0.95$2.00$8.50$16.00
$14.50$11.50Aug 7$1.10$0.90$2.00$9.50$16.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 2.85, avg credit $0.37)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
12/1214/14Aug 14$0.37$0.132.85$11.63$13.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$13.50$14.00$14.50Aug 28$0.08$0.425.25
$13.00$14.00$15.00Sep 18$0.18$0.824.56
$13.50$14.00$14.50Aug 7$0.10$0.404.00
$13.50$14.00$14.50Aug 21$0.10$0.404.00
$12.00$12.50$13.00Aug 14$0.14$0.362.57
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$14.00$14.50$15.00Aug 21$0.05$0.459.00
$13.00$13.50$14.00Aug 21$0.20$0.301.50
$13.50$14.00$14.50Aug 7$0.25$0.251.00
$10.50$11.00$11.50Aug 14$0.27$0.230.85
$12.00$13.00$14.00Sep 18$0.70$0.300.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 11 found (best net $-1.06, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.00$13.501:2Aug 28-$1.06$1.44
$14.50$15.001:2Aug 7-$0.10$0.40
$14.50$15.001:2Aug 21-$0.16$0.34
$12.50$13.001:2Aug 21-$0.20$0.30
$14.00$15.001:2Aug 14-$0.90$0.10
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$12.00$11.001:2Sep 18-$0.86$0.14
$13.00$12.001:2Aug 21-$0.91$0.09
$12.50$12.001:2Aug 14-$0.48$0.02
$12.00$11.501:2Aug 7$0.25$0.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 7.39%, avg 2.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$13.00Aug 21$0.950.501.1%7.39%8.48%305348
$15.00Aug 21$0.550.3916.6%4.28%20.92%127.5K
$15.00Aug 14$0.500.4816.6%3.89%20.53%21285
$13.00Aug 7$0.100.421.1%0.78%1.87%1912.4K
$14.50Aug 21$0.100.5112.8%0.78%13.53%--509
$13.50Sep 4$0.100.575.0%0.78%5.75%--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 2,821
Total Puts 16,504
Put/Call Ratio 5.85
Net Difference -13,683

Prior's Put/Call Breakdown

Total Calls 2,762
Total Puts 10,078
Put/Call Ratio 3.65
Net Difference -7,316

Prior 7-Day Put/Call Summary

Total Calls 102,466
Total Puts 144,988
Average Put/Call Ratio 1.78
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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