Tour v500
REPL
REPLIMUNE GROUP INC
$13.67 +13.35%
$13.62 (-0.37%)🌙
as of 08/10 07:04 PM
8/10 19:04

Option Volume

Detail
Current (08/10) 15,233
Calls: 6,122 (40%)
Puts: 9,111 (60%)
Prior (08/07) 42,686
Calls: 28,624 (67%)
Puts: 14,062 (33%)
Current vs Prior -64.31%
Calls: -78.61% (Calls)
Puts: -35.21% (Puts)
Prior 7-Day Total 226,254
Calls: 87,490 (39%)
Puts: 138,764 (61%)
Prior 7-Day Average 37,709
Calls: 12,498 (39%)
Puts: 19,823 (61%)
Current vs Prior 7-Day Avg -59.60%
Calls: -51.02%
Puts: -54.04%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/10) $2.36M
Calls: $1.82M (77%)
Puts: $542.0K (23%)
Prior (08/07) $17.21M
Calls: $16.54M (96%)
Puts: $669.8K (4%)
Current vs Prior -86.27%
Calls: -89.00%
Puts: -19.08%
Prior 7-Day Total $36.53M
Calls: $29.81M (82%)
Puts: $6.71M (18%)
Prior 7-Day Average $6.09M
Calls: $4.26M (82%)
Puts: $959.0K (18%)
Current vs Prior 7-Day Avg -61.20%
Calls: -57.27%
Puts: -43.48%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/10) 1.49
Prior (08/07) 0.49
Current vs Prior +202.94%
Prior 7-Day Average 2.43
Current vs Prior 7-Day Avg -38.83%
Sentiment BEARISH

Open Interest

Detail
Current (08/10) 132,797
Calls: 89,237 (67%)
Puts: 43,560 (33%)
Prior (08/07) 189,662
Calls: 114,002 (60%)
Puts: 75,660 (40%)
Current vs Prior -29.98%
Prior 7-Day Total 1,261,865
Calls: 662,640 (53%)
Puts: 599,225 (47%)
Prior 7-Day Average 210,310
Calls: 110,440 (53%)
Puts: 99,870 (47%)
Current vs Prior 7-Day Avg -36.86%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 14.63% | 17.78%17.78% | 25.60%
Prior 13.10% | 13.27%13.27% | 31.34%
Current vs Prior +11.67% | +33.99%+33.99% | -18.31%
Prior 7-Day Avg 33.44% | 37.71%39.01% | 45.88%
Current vs 7-Day Avg -56.25% | -52.86%-54.44% | -44.20%
Prior 7-Day Eod 13.10% | 13.27%13.27% | 31.34%
Current vs 7-Day Eod +11.67% | +33.99%+33.99% | -18.31%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 64.17% | 64.78%
Calls: 37.63% | 48.78%
Puts: 90.70% | 80.79%
Prior 64.17% | 64.78%
Calls: 37.63% | 48.78%
Puts: 90.70% | 80.79%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 122.22% | 35.55%
Calls: 133.65% | 32.89%
Puts: 110.79% | 38.21%
Current vs 7-Day Avg -47.50% | +82.25%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 77% of dollar volume in calls ($1.82M) vs puts ($542.0K). Light premium activity with dollar volume down 86% vs prior. Below-average activity with volume down 64% vs prior. Bearish P/C ratio of 1.49 indicates protective positioning.

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 BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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. 21 found (avg delta 0.69, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Aug 142.053.40$2.7249.6%50.9739
$11.00Aug 212.603.10$2.8517.5%120.902.2K
$12.00Aug 141.502.45$1.9848.0%180.85169
$12.00Aug 281.652.95$2.3056.5%90.832
$12.50Aug 141.201.70$1.4534.5%500.8257
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Aug 140.551.65$1.10100.0%100.7140
$14.50Aug 210.802.15$1.4891.2%10.60--
$14.50Aug 281.151.95$1.5551.6%20.582
$14.00Aug 140.701.30$1.0060.0%1830.57--

Most actively traded options today. High liquidity = easy entry/exit. 59 active (total vol 8.3K, top 3.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Aug 140.601.70$1.1595.7%2440.73202
$14.00Aug 140.100.80$0.45155.6%2070.5272
$15.00Aug 210.200.60$0.40100.0%1650.317.4K
$13.50Aug 140.701.30$1.0060.0%1580.6463
$16.00Aug 210.200.35$0.2853.6%1560.215.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Aug 140.000.10$0.05200.0%3.8K0.056.2K
$13.00Sep 181.202.00$1.6050.0%1.0K0.3837
$12.00Aug 140.000.45$0.23195.7%3750.17428
$11.00Aug 210.050.20$0.13115.4%2960.102.3K
$13.00Aug 140.200.55$0.3892.1%2660.294

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 46.8%, max 107.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.50Aug 14Aug 21134.9%76.0%77.4%55135
$12.00Aug 14Sep 18164.4%99.0%66.1%41365
$11.00Aug 14Aug 21148.9%105.3%41.4%172.2K
$13.50Aug 14Aug 28128.2%100.8%27.2%16063
$13.00Aug 14Sep 18136.4%110.4%23.6%247396
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.50Aug 14Aug 28134.9%65.0%107.5%4947
$12.00Aug 14Sep 18164.4%99.0%66.1%385467
$11.50Aug 14Aug 28150.4%99.7%50.8%137256
$11.00Aug 14Sep 18148.9%114.9%29.6%3.8K6.3K
$13.50Aug 14Aug 28128.2%100.8%27.2%1676

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 28 found (best R:R 7.33, avg 2.09)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$15.00$16.00Aug 21$0.12$0.88$0.127.33$15.12
$15.00$16.00Aug 14$0.15$0.85$0.155.67$15.15
$14.00$14.50Aug 14$0.10$0.40$0.104.00$14.10
$14.50$15.00Aug 14$0.12$0.38$0.123.17$14.62
$13.00$13.50Aug 14$0.15$0.35$0.152.33$13.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$12.00$11.00Sep 18$0.15$0.85$0.155.67$11.85
$14.50$14.00Aug 14$0.10$0.40$0.104.00$14.40
$12.00$11.50Aug 14$0.13$0.37$0.132.85$11.87
$13.00$12.50Aug 14$0.15$0.35$0.152.33$12.85
$13.50$13.00Aug 14$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 2.85, avg 1.02)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$11.00$12.00Aug 14$0.74$0.74$0.262.85$11.74
$12.00$13.50Aug 28$1.07$1.07$0.432.49$13.07
$12.00$13.00Sep 18$0.65$0.65$0.351.86$12.65
$13.00$14.00Sep 18$0.63$0.63$0.371.70$13.63
$14.00$15.00Sep 18$0.62$0.62$0.381.63$14.62
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$13.50$13.00Aug 21$0.33$0.33$0.171.94$13.17
$13.00$12.50Aug 28$0.33$0.33$0.171.94$12.67
$13.00$12.00Sep 18$0.65$0.65$0.351.86$12.35
$13.00$12.50Aug 21$0.32$0.32$0.181.78$12.68
$14.50$13.50Aug 21$0.58$0.58$0.421.38$13.92

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $0.26, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.50Aug 14Aug 21$0.10128.2%105.7%
$11.00Aug 14Aug 21$0.13148.9%105.3%
$15.00Aug 14Aug 21$0.17101.3%92.2%
$16.00Aug 14Aug 21$0.20102.3%103.0%
$12.50Aug 14Aug 21$0.22134.9%76.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.00Aug 14Aug 21$0.05164.4%98.5%
$11.00Aug 14Aug 21$0.08148.9%105.3%
$11.50Aug 14Aug 21$0.12150.4%108.7%
$13.00Aug 14Aug 21$0.19136.4%95.2%
$13.50Aug 14Aug 21$0.37128.2%105.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 10.61% of stock, avg 16.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$14.00Aug 14$0.45$1.00$1.45$12.55$15.4510.61%
$14.50Aug 14$0.35$1.10$1.45$13.05$15.9510.61%
$13.00Aug 14$1.15$0.38$1.53$11.47$14.5311.19%
$13.50Aug 14$1.00$0.53$1.53$11.97$15.0311.19%
$13.00Aug 21$1.10$0.57$1.67$11.33$14.6712.22%
$12.50Aug 14$1.45$0.23$1.68$10.82$14.1812.29%
$12.50Aug 21$1.67$0.25$1.92$10.58$14.4214.05%
$13.50Aug 21$1.10$0.90$2.00$11.50$15.5014.63%
$14.50Aug 21$0.60$1.48$2.08$12.42$16.5815.22%
$12.00Aug 14$1.98$0.23$2.21$9.79$14.2116.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 61 found (cheapest 1.32% of stock, avg 8.78%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$16.00$11.50Aug 14$0.08$0.10$0.18$11.32$16.18
$16.00$12.50Aug 14$0.08$0.23$0.31$12.19$16.31
$16.00$12.00Aug 14$0.08$0.23$0.31$11.69$16.31
$15.00$11.50Aug 14$0.23$0.10$0.33$11.17$15.33
$14.50$11.50Aug 14$0.35$0.10$0.45$11.05$14.95
$15.00$12.50Aug 14$0.23$0.23$0.46$12.04$15.46
$15.00$12.00Aug 14$0.23$0.23$0.46$11.54$15.46
$16.00$13.00Aug 14$0.08$0.38$0.46$12.54$16.46
$16.00$11.50Aug 21$0.28$0.22$0.50$11.00$16.50
$16.00$12.50Aug 21$0.28$0.25$0.53$11.97$16.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 19 found (best R:R 3.55, avg credit $0.45)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
11/1213/14Sep 18$0.78$0.223.55$11.22$13.78
11/1214/15Sep 18$0.77$0.233.35$11.23$14.77
13/1414/16Aug 28$1.07$0.432.49$12.43$15.07
14/1415/16Aug 21$0.70$0.302.33$13.80$15.70
14/1415/16Aug 14$0.62$0.381.63$13.38$15.62
12/1314/16Aug 28$0.88$0.621.42$12.12$14.88
12/1213/14Aug 14$0.28$0.221.27$11.72$13.28
12/1314/15Aug 14$0.27$0.231.17$12.73$14.77
13/1414/15Aug 14$0.27$0.231.17$13.23$14.77
12/1214/15Aug 14$0.25$0.251.00$11.75$14.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$14.00$14.50$15.00Aug 21$0.05$0.459.00
$14.00$14.50$15.00Sep 4$0.11$0.393.55
$12.50$13.00$13.50Aug 14$0.15$0.352.33
$12.00$12.50$13.00Aug 14$0.23$0.271.17
$14.00$15.00$16.00Sep 18$0.72$0.280.39
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$11.00$11.50$12.00Aug 14$0.08$0.425.25
$12.00$12.50$13.00Aug 14$0.15$0.352.33
$12.50$13.00$13.50Aug 28$0.19$0.311.63
$11.00$12.00$13.00Sep 18$0.50$0.501.00
$13.00$13.50$14.00Aug 14$0.32$0.180.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 27 found (best net $-0.05, 24 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.00$15.501:2Aug 28-$0.05$1.45
$12.00$13.501:2Aug 28-$0.16$1.34
$15.00$16.001:2Aug 21-$0.16$0.84
$14.00$15.001:2Sep 18-$0.36$0.64
$14.50$15.001:2Aug 14-$0.11$0.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.00$12.001:2Sep 18-$0.30$0.70
$14.50$13.501:2Aug 21-$0.32$0.68
$12.50$11.501:2Aug 28-$0.41$0.59
$14.00$13.501:2Aug 14-$0.06$0.44
$13.00$12.501:2Aug 14-$0.08$0.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 6.58%, avg 3.11%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$14.00Sep 18$0.900.532.4%6.58%9.00%6593
$14.00Sep 4$0.650.492.4%4.75%7.17%725
$14.00Aug 28$0.600.492.4%4.39%6.80%4--
$14.00Aug 21$0.550.492.4%4.02%6.44%762.1K
$15.00Sep 18$0.550.429.7%4.02%13.75%4415
$15.00Sep 4$0.500.419.7%3.66%13.39%3--
$14.00Sep 11$0.500.502.4%3.66%6.07%1--
$16.00Sep 18$0.500.3917.0%3.66%20.70%1--
$14.50Aug 21$0.450.406.1%3.29%9.36%3439
$14.50Sep 4$0.400.446.1%2.93%9.00%10--

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 6,122
Total Puts 9,111
Put/Call Ratio 1.49
Net Difference -2,989

Prior's Put/Call Breakdown

Total Calls 28,624
Total Puts 14,062
Put/Call Ratio 0.49
Net Difference 14,562

Prior 7-Day Put/Call Summary

Total Calls 87,490
Total Puts 138,764
Average Put/Call Ratio 2.43
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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