Tour v526
REPL
REPLIMUNE GROUP INC
$14.81 -4.94%
$14.87 (+0.40%)🌙
as of 08/19 06:01 PM
8/19 18:01

Option Volume

Detail
Current (08/19) 2,672
Calls: 1,430 (54%)
Puts: 1,242 (46%)
Prior (08/18) 3,359
Calls: 2,057 (61%)
Puts: 1,302 (39%)
Current vs Prior -20.45%
Calls: -30.48% (Calls)
Puts: -4.61% (Puts)
Prior 7-Day Total 41,981
Calls: 23,116 (55%)
Puts: 18,865 (45%)
Prior 7-Day Average 5,997
Calls: 3,302 (55%)
Puts: 2,695 (45%)
Current vs Prior 7-Day Avg -55.45%
Calls: -56.70%
Puts: -53.91%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/19) $770.8K
Calls: $678.9K (88%)
Puts: $91.9K (12%)
Prior (08/18) $1.58M
Calls: $1.51M (96%)
Puts: $69.7K (4%)
Current vs Prior -51.26%
Calls: -55.09%
Puts: +31.90%
Prior 7-Day Total $9.54M
Calls: $8.08M (85%)
Puts: $1.46M (15%)
Prior 7-Day Average $1.36M
Calls: $1.15M (85%)
Puts: $208.3K (15%)
Current vs Prior 7-Day Avg -43.42%
Calls: -41.17%
Puts: -55.87%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/19) 0.87
Prior (08/18) 0.63
Current vs Prior +37.22%
Prior 7-Day Average 0.72
Current vs Prior 7-Day Avg +21.40%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/19) 186,332
Calls: 111,672 (60%)
Puts: 74,660 (40%)
Prior (08/18) 65,875
Calls: 58,103 (88%)
Puts: 7,772 (12%)
Current vs Prior +182.86%
Prior 7-Day Total 1,018,176
Calls: 628,477 (62%)
Puts: 389,699 (38%)
Prior 7-Day Average 145,453
Calls: 89,782 (62%)
Puts: 55,671 (38%)
Current vs Prior 7-Day Avg +28.10%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 7.16% | 10.87%7.16% | 16.41%
Prior 17.01% | 11.10%17.01% | 21.82%
Current vs Prior -57.92% | -2.10%-57.92% | -24.81%
Prior 7-Day Avg 10.81% | 13.80%13.35% | 22.44%
Current vs 7-Day Avg -33.82% | -21.23%-46.38% | -26.87%
Prior 7-Day Eod 17.01% | 11.10%17.01% | 21.82%
Current vs 7-Day Eod -57.92% | -2.10%-57.92% | -24.81%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 64.39% | 15.38%
Calls: 45.45% | 15.38%
Puts: 83.33% | 15.38%
Prior 227.82% | 53.22%
Calls: 184.21% | 58.82%
Puts: 271.43% | 47.62%
Current vs Prior -71.74% | -71.10%
Prior 7-Day Avg 134.68% | 53.58%
Calls: 101.13% | 48.94%
Puts: 168.23% | 58.22%
Current vs 7-Day Avg -52.19% | -71.29%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 88% of dollar volume in calls ($678.9K) vs puts ($91.9K). Light premium activity with dollar volume down 51% vs prior. P/C ratio rising 37% - increased hedging/bearish positioning. Call-heavy open interest (111,672 calls vs 74,660 puts) suggests bullish positioning.

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

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Aug 212.503.40$2.9530.5%230.971.1K
$13.00Aug 211.302.35$1.8357.4%--0.96524
$13.50Aug 210.952.10$1.5375.2%--0.953.0K
$12.50Aug 211.902.90$2.4041.7%--0.9180
$12.00Aug 282.354.20$3.2856.4%--0.8613
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Aug 210.553.00$1.78137.6%--0.96136
$17.00Aug 280.703.40$2.05131.7%--0.8417
$16.00Aug 210.201.75$0.98158.2%--0.8414
$16.50Aug 280.552.80$1.67134.7%--0.8028
$17.00Sep 112.003.30$2.6549.1%--0.7053

Most actively traded options today. High liquidity = easy entry/exit. 48 active (total vol 1.7K, top 400)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Sep 180.701.40$1.0566.7%2010.4953
$16.00Sep 180.501.50$1.00100.0%1000.41387
$16.00Aug 210.050.20$0.13115.4%500.204.4K
$16.00Aug 280.000.90$0.45200.0%300.35298
$17.00Aug 280.050.40$0.23152.2%300.2113
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Sep 40.400.55$0.4831.3%4000.3244
$14.50Aug 280.400.50$0.4522.2%2100.375
$15.00Aug 210.050.70$0.38171.1%1410.561.3K
$14.50Sep 40.400.75$0.5761.4%1300.401
$16.00Sep 111.652.00$1.8319.1%730.60126

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 44.6%, max 161.0%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.50Aug 21Oct 2241.7%92.6%161.0%249
$14.00Aug 21Oct 2119.6%88.8%34.7%222.1K
$16.00Aug 21Oct 2110.0%84.9%29.6%534.4K
$14.50Aug 21Oct 298.2%88.3%11.2%2500
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.00Aug 21Oct 2119.6%88.8%34.7%1356
$16.00Aug 21Oct 2110.0%84.9%29.6%814
$14.50Aug 21Oct 298.2%88.3%11.2%15280

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 32 found (best R:R 1.17, avg 1.83)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$12.00$13.00Sep 18$0.46$0.54$0.4682%1.17$12.46
$14.50$15.50Oct 2$0.22$0.78$0.2258%3.55$14.72
$13.00$15.00Sep 11$1.12$0.88$1.1279%0.79$14.12
$13.00$13.50Aug 21$0.30$0.20$0.3096%0.67$13.30
$14.00$14.50Aug 21$0.20$0.30$0.2078%1.50$14.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$16.50$16.00Oct 2$0.10$0.40$0.1058%4.00$16.40
$13.50$12.50Oct 2$0.13$0.87$0.1333%6.69$13.37
$16.00$15.00Aug 21$0.60$0.40$0.6084%0.67$15.40
$15.50$15.00Aug 28$0.19$0.31$0.1966%1.63$15.31
$15.00$14.50Aug 21$0.13$0.37$0.1356%2.85$14.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 4.00, avg 0.91)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$15.50$16.00Oct 2$0.35$0.35$0.1550%2.33$15.85
$16.00$16.50Aug 28$0.20$0.20$0.3065%0.67$16.20
$16.50$17.00Oct 2$0.20$0.20$0.3059%0.67$16.70
$15.00$15.50Aug 21$0.15$0.15$0.3554%0.43$15.15
$16.00$17.00Sep 11$0.25$0.25$0.7560%0.33$16.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$14.00$13.50Sep 25$0.40$0.40$0.1064%4.00$13.60
$14.00$13.50Sep 4$0.28$0.28$0.2268%1.27$13.72
$12.50$12.00Oct 2$0.24$0.24$0.2674%0.92$12.26
$14.50$14.00Aug 28$0.27$0.27$0.2363%1.17$14.23
$14.00$13.50Aug 21$0.15$0.15$0.3577%0.43$13.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.50, cheapest $0.10)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.50Aug 21Aug 28$0.1098.2%72.1%
$15.00Aug 21Aug 28$0.5574.8%87.0%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.50Aug 21Aug 28$0.2098.2%72.1%
$15.00Aug 21Aug 28$0.4574.8%87.0%
$15.50Aug 28Oct 2$1.2160.0%93.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 4.46% of stock, avg 14.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$15.00Aug 21$0.28$0.38$0.66$14.34$15.664.46%
$14.50Aug 21$0.68$0.25$0.93$13.57$15.436.28%
$14.00Aug 21$0.88$0.18$1.06$12.94$15.067.16%
$16.00Aug 21$0.13$0.98$1.11$14.89$17.117.49%
$14.50Aug 28$0.78$0.45$1.23$13.27$15.738.31%
$14.00Aug 28$1.18$0.18$1.36$12.64$15.369.18%
$15.50Aug 28$0.35$1.02$1.37$14.13$16.879.25%
$13.50Aug 28$1.23$0.25$1.48$12.02$14.989.99%
$13.50Aug 21$1.53$0.03$1.56$11.94$15.0610.53%
$15.00Aug 28$0.83$0.83$1.66$13.34$16.6611.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 77 found (cheapest 0.54% of stock, avg 9.62%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$17.00$13.50Aug 21$0.05$0.03$0.08$13.42$17.08
$17.00$12.50Aug 21$0.05$0.10$0.15$12.35$17.15
$16.00$13.50Aug 21$0.13$0.03$0.16$13.34$16.16
$15.50$13.50Aug 21$0.13$0.03$0.16$13.34$15.66
$16.00$12.50Aug 21$0.13$0.10$0.23$12.27$16.23
$17.00$14.00Aug 21$0.05$0.18$0.23$13.77$17.23
$15.50$12.50Aug 21$0.13$0.10$0.23$12.27$15.73
$15.50$14.00Aug 21$0.13$0.18$0.31$13.69$15.81
$16.00$14.00Aug 21$0.13$0.18$0.31$13.69$16.31
$17.50$13.50Aug 21$0.28$0.03$0.31$13.19$17.81

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. 23 found (best R:R 13.29, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$13.00$14.00$15.00Sep 18$0.07$0.9324%13.29
$13.00$15.00$17.00Sep 25$0.48$1.5237%3.17
$15.00$15.50$16.00Aug 21$0.15$0.3526%2.33
$14.50$15.00$15.50Aug 21$0.25$0.2541%1.00
$16.00$16.50$17.00Aug 28$0.18$0.3214%1.78
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$15.00$16.00$17.00Aug 21$0.20$0.8041%4.00
$14.00$14.50$15.00Aug 21$0.06$0.4433%7.33
$14.00$14.50$15.00Aug 28$0.11$0.3927%3.55
$14.50$15.00$15.50Oct 2$0.06$0.448%7.33
$12.50$13.00$13.50Aug 21$0.07$0.434%6.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 39 found (best net $-0.27, 29 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.00$15.001:2Sep 25-$0.27$1.73
$15.00$17.001:2Sep 25-$0.05$1.95
$13.50$14.001:2Aug 21-$0.23$0.27
$12.00$13.001:2Sep 11-$0.62$0.38
$14.00$15.001:2Sep 18-$0.40$0.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$17.00$16.001:2Aug 21-$0.18$0.82
$15.00$14.501:2Aug 28-$0.07$0.43
$15.00$14.501:2Aug 21-$0.12$0.38
$13.00$12.001:2Sep 18-$0.16$0.84
$14.50$14.001:2Aug 21-$0.11$0.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 2.03%, avg 2.99%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$17.50Oct 2$0.300.3518.2%2.03%20.19%2--
$15.50Oct 2$0.850.504.7%5.74%10.40%--25
$17.00Sep 18$0.250.3414.8%1.69%16.48%37
$16.00Sep 18$0.500.418.0%3.38%11.41%100387
$16.00Oct 2$0.350.448.0%2.36%10.40%3--
$15.00Sep 25$0.750.541.3%5.06%6.35%151
$16.50Oct 2$0.150.4111.4%1.01%12.42%4--
$15.00Sep 18$0.700.491.3%4.73%6.01%20153
$16.00Sep 11$0.250.408.0%1.69%9.72%--16
$15.00Sep 11$0.550.511.3%3.71%5.00%15

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 1,430
Total Puts 1,242
Put/Call Ratio 0.87
Net Difference 188

Prior's Put/Call Breakdown

Total Calls 2,057
Total Puts 1,302
Put/Call Ratio 0.63
Net Difference 755

Prior 7-Day Put/Call Summary

Total Calls 23,116
Total Puts 18,865
Average Put/Call Ratio 0.72
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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