Tour v509
REPL
REPLIMUNE GROUP INC
$14.97 -1.45%
$14.88 (-0.60%)🌙
as of 08/14 06:00 PM
8/14 18:00

Option Volume

Detail
Current (08/14) 1,519
Calls: 1,200 (79%)
Puts: 319 (21%)
Prior (08/13) 2,100
Calls: 1,184 (56%)
Puts: 916 (44%)
Current vs Prior -27.67%
Calls: +1.35% (Calls)
Puts: -65.17% (Puts)
Prior 7-Day Total 104,586
Calls: 48,176 (46%)
Puts: 56,410 (54%)
Prior 7-Day Average 14,940
Calls: 6,882 (46%)
Puts: 8,058 (54%)
Current vs Prior 7-Day Avg -89.83%
Calls: -82.56%
Puts: -96.04%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/14) $888.4K
Calls: $834.1K (94%)
Puts: $54.3K (6%)
Prior (08/13) $541.7K
Calls: $470.3K (87%)
Puts: $71.4K (13%)
Current vs Prior +64.01%
Calls: +77.37%
Puts: -23.98%
Prior 7-Day Total $25.42M
Calls: $22.02M (87%)
Puts: $3.40M (13%)
Prior 7-Day Average $3.63M
Calls: $3.15M (87%)
Puts: $486.1K (13%)
Current vs Prior 7-Day Avg -75.53%
Calls: -73.48%
Puts: -88.83%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/14) 0.27
Prior (08/13) 0.77
Current vs Prior -65.64%
Prior 7-Day Average 1.86
Current vs Prior 7-Day Avg -85.69%
Sentiment BULLISH

Open Interest

Detail
Current (08/14) 225,544
Calls: 121,126 (54%)
Puts: 104,418 (46%)
Prior (08/13) 224,979
Calls: 120,954 (54%)
Puts: 104,025 (46%)
Current vs Prior +0.25%
Prior 7-Day Total 1,310,092
Calls: 727,872 (56%)
Puts: 582,220 (44%)
Prior 7-Day Average 187,156
Calls: 103,981 (56%)
Puts: 83,174 (44%)
Current vs Prior 7-Day Avg +20.51%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 8.88% | 9.89%9.89% | 20.37%
Prior 6.58% | 10.73%10.73% | 22.12%
Current vs Prior +50.18% | +30.73%-7.87% | -7.89%
Prior 7-Day Avg 15.62% | 21.89%22.69% | 31.35%
Current vs 7-Day Avg -36.70% | -35.90%-56.42% | -35.02%
Prior 7-Day Eod 6.58% | 10.73%10.73% | 22.12%
Current vs 7-Day Eod +50.18% | +30.73%-7.87% | -7.89%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 227.82% | 53.22%
Calls: 184.21% | 58.82%
Puts: 271.43% | 47.62%
Prior 87.62% | 61.31%
Calls: 46.67% | 41.67%
Puts: 128.57% | 80.95%
Current vs Prior +160.01% | -13.20%
Prior 7-Day Avg 65.61% | 53.84%
Calls: 41.50% | 44.71%
Puts: 89.72% | 62.98%
Current vs 7-Day Avg +247.22% | -1.15%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 94% of dollar volume in calls ($834.1K) vs puts ($54.3K). Elevated premium activity with dollar volume up 64% vs prior. Extreme bullish P/C ratio of 0.27 - heavy call buying (1,200 calls vs 319 puts). P/C ratio dropping 66% - sentiment shifting bullish.

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 NEUTRAL
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. 44 found (avg delta 0.75, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Aug 142.203.30$2.7540.0%60.9737
$12.50Aug 141.702.75$2.2347.1%40.9715
$12.00Aug 212.253.20$2.7334.8%40.941.1K
$14.00Aug 140.201.25$0.73143.8%220.93129
$13.50Aug 140.701.90$1.3092.3%20.9293
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Aug 140.052.05$1.05190.5%--0.98310
$17.00Aug 210.353.40$1.88162.2%--0.87136
$15.50Aug 140.051.30$0.68183.8%10.81604
$17.00Aug 140.452.80$1.63144.2%--0.80218
$16.00Aug 210.852.00$1.4380.4%--0.7414

Most actively traded options today. High liquidity = easy entry/exit. 37 active (total vol 545, top 118)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Aug 141.202.30$1.7562.9%1050.84166
$15.00Aug 140.000.40$0.20200.0%740.53392
$17.00Aug 210.000.20$0.10200.0%360.131.3K
$16.00Aug 210.150.30$0.2268.2%290.265.7K
$14.00Aug 140.201.25$0.73143.8%220.93129
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Aug 140.100.80$0.45155.6%1180.49123
$15.00Aug 210.400.90$0.6576.9%330.511.3K
$14.00Aug 210.050.30$0.18138.9%110.2258
$12.00Sep 180.201.00$0.60133.3%100.2071
$15.00Aug 280.401.70$1.05123.8%70.5518

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 1686.4%, max 3535.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.50Aug 14Aug 214797.7%132.0%3535.9%--59
$17.00Aug 14Sep 251835.7%78.4%2241.3%--380
$13.00Aug 14Sep 252126.0%131.1%1521.9%108181
$14.50Aug 14Sep 4720.0%56.7%1170.0%1298
$15.50Aug 14Sep 25529.6%83.0%538.3%1566
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.00Aug 14Sep 182126.0%67.0%3075.0%51.3K
$17.00Aug 14Sep 181835.7%61.7%2876.6%--286
$16.50Aug 14Aug 282996.2%102.5%2824.2%--42
$14.50Aug 14Sep 4720.0%56.7%1170.0%295
$15.50Aug 14Aug 28529.6%94.2%462.4%1640

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 33 found (best R:R 1.22, avg 1.94)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$14.00$15.00Sep 18$0.36$0.64$0.3664%1.78$14.36
$13.00$16.00Sep 11$1.57$1.43$1.5774%0.91$14.57
$16.00$17.00Sep 11$0.18$0.82$0.1841%4.56$16.18
$13.00$15.00Sep 25$1.10$0.90$1.1069%0.82$14.10
$14.00$14.50Aug 21$0.25$0.25$0.2579%1.00$14.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$17.00$16.00Aug 21$0.45$0.55$0.4587%1.22$16.55
$16.50$16.00Aug 14$0.12$0.38$0.1262%3.17$16.38
$15.50$15.00Aug 14$0.23$0.27$0.2381%1.17$15.27
$14.50$14.00Aug 28$0.10$0.40$0.1046%4.00$14.40
$17.00$16.00Sep 18$0.63$0.37$0.6373%0.59$16.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 19 found (best R:R 1.08, avg 0.58)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$15.50$16.00Aug 28$0.27$0.27$0.2360%1.17$15.77
$15.00$16.00Sep 18$0.47$0.47$0.5348%0.89$15.47
$15.00$15.50Aug 21$0.20$0.20$0.3051%0.67$15.20
$16.50$17.00Aug 28$0.12$0.12$0.3870%0.32$16.62
$15.50$16.00Aug 21$0.13$0.13$0.3764%0.35$15.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$14.00$13.00Sep 18$0.52$0.52$0.4864%1.08$13.48
$13.00$12.50Aug 14$0.20$0.20$0.3084%0.67$12.80
$14.50$14.00Sep 4$0.33$0.33$0.1758%1.94$14.17
$13.50$13.00Aug 21$0.17$0.17$0.3376%0.52$13.33
$13.50$13.00Aug 28$0.19$0.19$0.3170%0.61$13.31

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.51, cheapest $0.98)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$15.00Aug 14Aug 21$0.35419.2%73.3%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$16.50Aug 14Aug 28$0.982996.2%102.5%
$15.00Aug 14Aug 21$0.20419.2%73.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 4.34% of stock, avg 11.81%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$15.00Aug 14$0.20$0.45$0.65$14.35$15.654.34%
$14.00Aug 14$0.73$0.03$0.76$13.24$14.765.08%
$15.50Aug 14$0.08$0.68$0.76$14.74$16.265.08%
$14.50Aug 14$0.88$0.13$1.01$13.49$15.516.75%
$16.00Aug 14$0.03$1.05$1.08$14.92$17.087.21%
$14.50Aug 21$0.83$0.30$1.13$13.37$15.637.55%
$15.00Aug 21$0.55$0.65$1.20$13.80$16.208.02%
$14.00Aug 21$1.08$0.18$1.26$12.74$15.268.42%
$13.50Aug 14$1.30$0.05$1.35$12.15$14.859.02%
$14.50Aug 28$1.05$0.40$1.45$13.05$15.959.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 74 found (cheapest 0.40% of stock, avg 5.03%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$16.00$14.00Aug 14$0.03$0.03$0.06$13.94$16.06
$16.00$13.50Aug 14$0.03$0.05$0.08$13.42$16.08
$15.50$14.00Aug 14$0.08$0.03$0.11$13.89$15.61
$15.50$13.50Aug 14$0.08$0.05$0.13$13.37$15.63
$16.00$14.50Aug 14$0.03$0.13$0.16$14.34$16.16
$17.00$12.50Aug 21$0.10$0.10$0.20$12.30$17.20
$15.50$14.50Aug 14$0.08$0.13$0.21$14.29$15.71
$16.00$13.00Aug 14$0.03$0.23$0.26$12.74$16.26
$17.00$13.00Aug 21$0.10$0.18$0.28$12.72$17.28
$17.00$14.00Aug 14$0.23$0.03$0.26$13.74$17.26

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.63, avg credit $0.30)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
13/1416/17Aug 28$0.31$0.1940%1.63$13.19$16.81
13/1416/17Aug 21$0.29$0.7151%0.41$13.21$16.29

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 26 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$15.00$15.50$16.00Aug 14$0.07$0.4344%6.14
$14.50$15.00$15.50Aug 21$0.08$0.4229%5.25
$15.00$15.50$16.00Aug 21$0.07$0.4324%6.14
$15.50$16.00$16.50Aug 28$0.34$0.1611%0.47
$12.50$13.00$13.50Aug 21$0.40$0.1015%0.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$15.00$16.00$17.00Sep 18$0.06$0.9426%15.67
$13.00$14.00$15.00Sep 18$0.11$0.8923%8.09
$15.00$15.50$16.00Aug 14$0.14$0.3649%2.57
$15.00$15.50$16.00Aug 28$0.06$0.4412%7.33
$12.00$12.50$13.00Aug 21$0.06$0.448%7.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 38 found (best net $-0.45, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.00$15.001:2Sep 25-$0.45$1.55
$15.50$17.001:2Sep 25-$0.26$1.24
$13.50$14.001:2Aug 14-$0.16$0.34
$14.50$15.001:2Aug 28-$0.15$0.35
$12.50$13.501:2Aug 28-$0.71$0.29
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.00$15.501:2Aug 14-$0.31$0.19
$15.50$15.001:2Aug 14-$0.22$0.28
$14.50$14.001:2Aug 21-$0.06$0.44
$15.00$14.001:2Sep 18-$0.37$0.63
$14.00$13.501:2Sep 4-$0.11$0.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 5.68%, avg 2.64%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.00Sep 25$0.850.540.2%5.68%5.88%--51
$15.00Sep 18$0.800.530.2%5.34%5.54%342
$16.00Sep 18$0.350.416.9%2.34%9.22%1388
$15.50Sep 25$0.450.493.5%3.01%6.55%51
$16.00Sep 11$0.250.416.9%1.67%8.55%--16
$16.00Aug 28$0.300.316.9%2.00%8.88%--292
$16.00Aug 21$0.150.266.9%1.00%7.88%295.7K
$15.00Aug 28$0.400.460.2%2.67%2.87%538
$15.50Aug 21$0.200.363.5%1.34%4.88%4314
$15.00Aug 21$0.200.490.2%1.34%1.54%87.5K

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 1,200
Total Puts 319
Put/Call Ratio 0.27
Net Difference 881

Prior's Put/Call Breakdown

Total Calls 1,184
Total Puts 916
Put/Call Ratio 0.77
Net Difference 268

Prior 7-Day Put/Call Summary

Total Calls 48,176
Total Puts 56,410
Average Put/Call Ratio 1.86
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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