Tour v528
REPL
REPLIMUNE GROUP INC
$12.87 -1.53%
$12.86 (-0.08%)🌙
as of 09/21 06:57 PM
9/21 18:57

Option Volume

Detail
Current (09/21) 382
Calls: 321 (84%)
Puts: 61 (16%)
Prior (09/18) 1,917
Calls: 1,813 (95%)
Puts: 104 (5%)
Current vs Prior -80.07%
Calls: -82.29% (Calls)
Puts: -41.35% (Puts)
Prior 7-Day Total 10,198
Calls: 5,544 (54%)
Puts: 4,654 (46%)
Prior 7-Day Average 1,456
Calls: 792 (54%)
Puts: 664 (46%)
Current vs Prior 7-Day Avg -73.78%
Calls: -59.47%
Puts: -90.83%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21) $52.2K
Calls: $44.2K (85%)
Puts: $8.0K (15%)
Prior (09/18) $234.8K
Calls: $218.0K (93%)
Puts: $16.8K (7%)
Current vs Prior -77.78%
Calls: -79.74%
Puts: -52.47%
Prior 7-Day Total $1.57M
Calls: $1.15M (73%)
Puts: $416.5K (27%)
Prior 7-Day Average $223.7K
Calls: $164.2K (73%)
Puts: $59.5K (27%)
Current vs Prior 7-Day Avg -76.68%
Calls: -73.10%
Puts: -86.56%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 0.19
Prior (09/18) 0.06
Current vs Prior +231.28%
Prior 7-Day Average 1.48
Current vs Prior 7-Day Avg -87.12%
Sentiment BULLISH

Open Interest

Detail
Current (09/21) 7,895
Calls: 4,598 (58%)
Puts: 3,297 (42%)
Prior (09/18) 23,447
Calls: 18,704 (80%)
Puts: 4,743 (20%)
Current vs Prior -66.33%
Prior 7-Day Total 157,612
Calls: 132,899 (84%)
Puts: 24,713 (16%)
Prior 7-Day Average 22,516
Calls: 18,985 (84%)
Puts: 3,530 (16%)
Current vs Prior 7-Day Avg -64.94%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 13.21% | 15.77%19.04% | 22.77%
Prior 10.56% | 15.53%6.73% | 21.42%
Current vs Prior +25.10% | +1.55%+182.73% | +6.27%
Prior 7-Day Avg 8.05% | 12.70%9.99% | 21.87%
Current vs 7-Day Avg +64.11% | +24.25%+90.63% | +4.08%
Prior 7-Day Eod 10.56% | 15.53%6.73% | 21.42%
Current vs 7-Day Eod +25.10% | +1.55%+182.73% | +6.27%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 187.50% | 35.59%
Calls: 187.50% | 47.37%
Puts: -- | --
Prior 187.50% | 35.59%
Calls: 187.50% | 47.37%
Puts: -- | --
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 187.50% | 35.59%
Calls: 187.50% | 47.37%
Puts: 187.50% | 23.81%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($44.2K) vs puts ($8.0K). Light premium activity with dollar volume down 78% vs prior. Below-average activity with volume down 80% vs prior. Extreme bullish P/C ratio of 0.19 - heavy call buying (321 calls vs 61 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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. 1 found (avg delta 0.64, highest 0.64)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Sep 251.452.85$2.1565.1%10.64--

Most actively traded options today. High liquidity = easy entry/exit. 13 active (total vol 259, top 206)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Sep 250.000.15$0.08187.5%2060.1430
$14.00Oct 160.201.20$0.70142.9%160.3723
$13.00Sep 250.000.55$0.28196.4%80.401.5K
$14.50Sep 250.000.50$0.25200.0%30.22114
$14.00Oct 230.101.65$0.88176.1%30.47--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Sep 250.000.85$0.43197.7%100.3216
$11.00Oct 160.051.00$0.53179.2%40.25--
$12.50Oct 90.201.50$0.85152.9%30.39--
$15.00Sep 251.452.85$2.1565.1%10.64--
$12.50Oct 20.000.55$0.28196.4%10.362

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 42.3%, max 84.1%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.00Sep 25Oct 278.0%77.5%0.6%101.5K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.00Sep 25Oct 16138.8%75.4%84.1%1125

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 3 found (best R:R 4.00, avg 2.91)

BULL CALL (1)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$13.00$14.00Sep 25$0.20$0.80$0.2040%4.00$13.20
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$12.00$11.00Oct 16$0.20$0.80$0.2037%4.00$11.80
$15.00$12.00Sep 25$1.72$1.28$1.7264%0.74$13.28

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 2 found (best R:R 0.25, avg 0.25)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$13.00$14.00Sep 25$0.20$0.20$0.8060%0.25$13.20
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$12.00$11.00Oct 16$0.20$0.20$0.8063%0.25$11.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.40, cheapest $0.30)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Sep 25Oct 2$0.3278.0%77.5%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.00Sep 25Oct 16$0.30138.8%75.4%
$12.50Oct 2Oct 9$0.5747.1%95.2%

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

No straddle setups found

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 3.96% of stock, avg 7.04%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$14.00$12.00Sep 25$0.08$0.43$0.51$11.49$14.51
$14.50$12.00Sep 25$0.25$0.43$0.68$11.32$15.18
$13.00$12.00Sep 25$0.28$0.43$0.71$11.29$13.71
$13.00$12.50Oct 2$0.60$0.28$0.88$11.62$13.88
$14.00$11.00Oct 16$0.70$0.53$1.23$9.77$15.23
$14.00$12.00Oct 16$0.70$0.73$1.43$10.57$15.43

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

No iron condor setups found

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

No setups found for this strategy

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 4 found (best net $-0.33, 2 credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$14.00$14.501:2Sep 25-$0.42$0.08
$13.00$14.001:2Sep 25$0.12$0.88
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$12.00$11.001:2Oct 16-$0.33$0.67
$15.00$12.001:2Sep 25$1.29$1.71

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 0.78%, avg 1.04%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.00Oct 30$0.100.3216.6%0.78%17.33%12
$14.00Oct 23$0.100.478.8%0.78%9.56%3--
$14.00Oct 16$0.200.378.8%1.55%10.33%1623

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 321
Total Puts 61
Put/Call Ratio 0.19
Net Difference 260

Prior's Put/Call Breakdown

Total Calls 1,813
Total Puts 104
Put/Call Ratio 0.06
Net Difference 1,709

Prior 7-Day Put/Call Summary

Total Calls 5,544
Total Puts 4,654
Average Put/Call Ratio 1.48
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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