Tour v504
REPL
REPLIMUNE GROUP INC
$13.65 -0.15%
$13.68 (+0.18%)🌙
as of 08/11 07:06 PM
8/11 19:06

Option Volume

Detail
Current (08/11) 3,069
Calls: 1,853 (60%)
Puts: 1,216 (40%)
Prior (08/10) 15,233
Calls: 6,122 (40%)
Puts: 9,111 (60%)
Current vs Prior -79.85%
Calls: -69.73% (Calls)
Puts: -86.65% (Puts)
Prior 7-Day Total 241,487
Calls: 93,612 (39%)
Puts: 147,875 (61%)
Prior 7-Day Average 34,498
Calls: 13,373 (39%)
Puts: 21,125 (61%)
Current vs Prior 7-Day Avg -91.10%
Calls: -86.14%
Puts: -94.24%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/11) $1.01M
Calls: $794.3K (79%)
Puts: $216.7K (21%)
Prior (08/10) $2.36M
Calls: $1.82M (77%)
Puts: $542.0K (23%)
Current vs Prior -57.20%
Calls: -56.35%
Puts: -60.03%
Prior 7-Day Total $38.89M
Calls: $31.63M (81%)
Puts: $7.25M (19%)
Prior 7-Day Average $5.56M
Calls: $4.52M (81%)
Puts: $1.04M (19%)
Current vs Prior 7-Day Avg -81.80%
Calls: -82.42%
Puts: -79.09%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/11) 0.66
Prior (08/10) 1.49
Current vs Prior -55.91%
Prior 7-Day Average 2.30
Current vs Prior 7-Day Avg -71.44%
Sentiment BULLISH

Open Interest

Detail
Current (08/11) 73,709
Calls: 54,869 (74%)
Puts: 18,840 (26%)
Prior (08/10) 132,797
Calls: 89,237 (67%)
Puts: 43,560 (33%)
Current vs Prior -44.49%
Prior 7-Day Total 1,394,662
Calls: 751,877 (54%)
Puts: 642,785 (46%)
Prior 7-Day Average 199,237
Calls: 107,411 (54%)
Puts: 91,826 (46%)
Current vs Prior 7-Day Avg -63.00%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 9.89% | 15.09%15.09% | 23.81%
Prior 14.63% | 17.78%17.78% | 25.60%
Current vs Prior -32.40% | -15.10%-15.10% | -7.01%
Prior 7-Day Avg 30.76% | 34.86%35.98% | 42.99%
Current vs 7-Day Avg -67.84% | -56.71%-58.05% | -44.61%
Prior 7-Day Eod 14.63% | 17.78%17.78% | 25.60%
Current vs 7-Day Eod -32.40% | -15.10%-15.10% | -7.01%
Sentiment BULLISHBULLISH

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 113.93% | 39.72%
Calls: 119.94% | 35.16%
Puts: 107.92% | 44.29%
Current vs 7-Day Avg -43.68% | +63.09%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 79% of dollar volume in calls ($794.3K) vs puts ($216.7K). Light premium activity with dollar volume down 57% vs prior. Below-average activity with volume down 80% vs prior. Bullish P/C ratio of 0.66.

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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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. 20 found (avg delta 0.71, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Aug 142.253.10$2.6831.7%10.97--
$11.50Aug 141.752.70$2.2342.6%10.92--
$11.00Aug 211.803.20$2.5056.0%10.91--
$12.00Aug 141.102.25$1.6868.5%10.90168
$12.00Aug 211.302.35$1.8357.4%40.851.2K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Aug 140.601.70$1.1595.7%40.6850
$14.00Aug 140.401.00$0.7085.7%1540.58173
$14.00Aug 210.651.80$1.2393.5%10.5447
$14.00Aug 280.701.70$1.2083.3%10.54--

Most actively traded options today. High liquidity = easy entry/exit. 56 active (total vol 1.6K, top 663)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Aug 210.300.50$0.4050.0%6630.327.5K
$14.50Sep 40.251.65$0.95147.4%690.44--
$16.00Aug 280.300.45$0.3839.5%460.26258
$13.00Aug 140.401.20$0.80100.0%330.71272
$16.00Aug 210.150.35$0.2580.0%220.215.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Aug 280.250.70$0.4893.7%1640.3320
$14.00Aug 140.401.00$0.7085.7%1540.58173
$11.00Aug 140.000.05$0.03166.7%870.045.2K
$13.50Aug 140.300.65$0.4872.9%640.43147
$13.00Aug 210.200.50$0.3585.7%340.30308

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 34.0%, max 79.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.00Aug 14Aug 21111.3%71.3%56.0%172.1K
$13.50Aug 14Aug 28114.8%87.2%31.7%7115
$14.50Aug 14Sep 4125.4%95.5%31.3%7520
$15.00Aug 14Sep 18100.3%82.3%21.8%445
$13.00Aug 14Sep 18114.9%110.0%4.4%35272
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.50Aug 14Aug 28132.2%73.8%79.3%1189
$13.50Aug 14Aug 21114.8%73.2%56.9%66306
$14.00Aug 14Sep 18111.3%92.9%19.8%157313
$13.00Aug 14Sep 18114.9%110.0%4.4%40449

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 24 found (best R:R 2.85, avg 2.93)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$13.00$15.00Sep 11$0.52$1.48$0.5259%2.85$13.52
$13.00$13.50Aug 14$0.15$0.35$0.1571%2.33$13.15
$12.00$13.00Sep 18$0.60$0.40$0.6072%0.67$12.60
$13.00$13.50Aug 21$0.25$0.25$0.2571%1.00$13.25
$15.00$16.00Aug 21$0.15$0.85$0.1532%5.67$15.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$13.00$11.00Sep 4$0.15$1.85$0.1537%12.33$12.85
$14.00$13.00Sep 18$0.20$0.80$0.2047%4.00$13.80
$14.00$13.50Aug 14$0.22$0.28$0.2258%1.27$13.78
$13.00$12.00Aug 21$0.17$0.83$0.1730%4.88$12.83
$13.00$12.50Aug 28$0.13$0.37$0.1333%2.85$12.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 1.04, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$15.50$16.00Aug 14$0.15$0.15$0.3580%0.43$15.65
$14.50$15.00Aug 14$0.20$0.20$0.3068%0.67$14.70
$15.00$16.00Aug 28$0.32$0.32$0.6862%0.47$15.32
$14.00$14.50Aug 21$0.17$0.17$0.3352%0.52$14.17
$14.00$14.50Aug 14$0.10$0.10$0.4057%0.25$14.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$13.00$11.00Sep 18$1.02$1.02$0.9863%1.04$11.98
$12.50$12.00Aug 28$0.15$0.15$0.3575%0.43$12.35
$11.50$11.00Aug 21$0.10$0.10$0.4085%0.25$11.40
$13.50$13.00Aug 14$0.20$0.20$0.3057%0.67$13.30
$12.50$11.50Aug 14$0.12$0.12$0.8879%0.14$12.38

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.20, cheapest $0.08)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.50Aug 14Aug 21$0.08125.4%72.4%
$13.50Aug 14Aug 21$0.18114.8%73.2%
$14.00Aug 14Aug 21$0.15111.3%71.3%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.50Aug 14Aug 21$0.05114.8%73.2%
$14.00Aug 14Aug 21$0.53111.3%71.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 7.91% of stock, avg 11.69%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$13.00Aug 14$0.80$0.28$1.08$11.92$14.087.91%
$14.00Aug 14$0.40$0.70$1.10$12.90$15.108.06%
$13.50Aug 14$0.65$0.48$1.13$12.37$14.638.28%
$13.50Aug 21$0.83$0.53$1.36$12.14$14.869.96%
$13.00Aug 21$1.08$0.35$1.43$11.57$14.4310.48%
$14.50Aug 14$0.30$1.15$1.45$13.05$15.9510.62%
$12.50Aug 14$1.30$0.20$1.50$11.00$14.0010.99%
$14.00Aug 21$0.55$1.23$1.78$12.22$15.7813.04%
$13.00Sep 18$1.98$1.55$3.53$9.47$16.5325.86%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 57 found (cheapest 0.95% of stock, avg 6.21%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$16.00$11.50Aug 14$0.05$0.08$0.13$11.37$16.13
$15.00$11.50Aug 14$0.10$0.08$0.18$11.32$15.18
$16.00$12.50Aug 14$0.05$0.20$0.25$12.25$16.25
$15.00$12.50Aug 14$0.10$0.20$0.30$12.20$15.30
$15.50$11.50Aug 14$0.20$0.08$0.28$11.22$15.78
$15.50$12.50Aug 14$0.20$0.20$0.40$12.10$15.90
$16.00$13.00Aug 14$0.05$0.28$0.33$12.67$16.33
$16.00$11.00Aug 21$0.25$0.13$0.38$10.62$16.38
$15.00$13.00Aug 14$0.10$0.28$0.38$12.62$15.38
$16.00$12.00Aug 21$0.25$0.18$0.43$11.57$16.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 0.37, avg credit $0.29)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
12/1216/16Aug 14$0.27$0.7359%0.37$12.23$15.77
12/1214/15Aug 14$0.32$0.6847%0.47$12.18$14.82
11/1215/16Aug 21$0.25$0.7553%0.33$11.25$15.25
12/1315/16Aug 21$0.32$0.6838%0.47$12.68$15.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 9.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$11.00$12.00$13.00Sep 18$0.10$0.9018%9.00
$13.50$14.00$14.50Aug 21$0.11$0.3924%3.55
$13.50$14.00$14.50Aug 14$0.15$0.3525%2.33
$11.50$12.00$12.50Aug 14$0.17$0.3312%1.94
$14.00$14.50$15.00Aug 21$0.19$0.3116%1.63
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$12.50$13.00$13.50Aug 14$0.12$0.3822%3.17
$13.50$14.00$14.50Aug 14$0.23$0.2725%1.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 28 found (best net $-0.33, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$12.00$13.001:2Aug 21-$0.33$0.67
$13.00$15.001:2Sep 11-$0.56$1.44
$15.00$16.001:2Aug 28-$0.06$0.94
$15.00$16.001:2Aug 21-$0.10$0.90
$13.50$14.001:2Aug 14-$0.15$0.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.50$13.001:2Aug 14-$0.08$0.42
$13.00$11.001:2Sep 4-$0.40$1.60
$14.50$14.001:2Aug 14-$0.25$0.25
$12.50$12.001:2Aug 28-$0.05$0.45
$13.50$13.001:2Aug 21-$0.17$0.33

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 2.56%, avg 2.31%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$16.00Sep 18$0.350.3617.2%2.56%19.78%3353
$15.00Sep 18$0.500.429.9%3.66%13.55%245
$15.00Sep 11$0.500.409.9%3.66%13.55%5--
$15.00Aug 28$0.400.399.9%2.93%12.82%520
$16.00Aug 28$0.300.2617.2%2.20%19.41%46258
$15.00Aug 21$0.300.329.9%2.20%12.09%6637.5K
$16.00Aug 21$0.150.2117.2%1.10%18.32%225.7K
$14.50Sep 4$0.250.446.2%1.83%8.06%69--
$14.00Aug 21$0.200.482.6%1.47%4.03%122.1K
$14.00Aug 14$0.200.432.6%1.47%4.03%5--

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 1,853
Total Puts 1,216
Put/Call Ratio 0.66
Net Difference 637

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 93,612
Total Puts 147,875
Average Put/Call Ratio 2.30
Ratio Trend Falling

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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