Tour v526
REPL
REPLIMUNE GROUP INC
$14.05 -5.13%
$14.10 (+0.36%)🌙
as of 08/20 06:00 PM
8/20 18:00

Option Volume

Detail
Current (08/20) 2,066
Calls: 950 (46%)
Puts: 1,116 (54%)
Prior (08/19) 2,672
Calls: 1,430 (54%)
Puts: 1,242 (46%)
Current vs Prior -22.68%
Calls: -33.57% (Calls)
Puts: -10.14% (Puts)
Prior 7-Day Total 29,420
Calls: 18,424 (63%)
Puts: 10,996 (37%)
Prior 7-Day Average 4,202
Calls: 2,632 (63%)
Puts: 1,570 (37%)
Current vs Prior 7-Day Avg -50.84%
Calls: -63.91%
Puts: -28.96%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/20) $623.3K
Calls: $482.0K (77%)
Puts: $141.4K (23%)
Prior (08/19) $770.8K
Calls: $678.9K (88%)
Puts: $91.9K (12%)
Current vs Prior -19.13%
Calls: -29.00%
Puts: +53.81%
Prior 7-Day Total $7.94M
Calls: $6.94M (87%)
Puts: $1.01M (13%)
Prior 7-Day Average $1.13M
Calls: $990.9K (87%)
Puts: $144.0K (13%)
Current vs Prior 7-Day Avg -45.08%
Calls: -51.36%
Puts: -1.80%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/20) 1.17
Prior (08/19) 0.87
Current vs Prior +35.26%
Prior 7-Day Average 0.63
Current vs Prior 7-Day Avg +87.38%
Sentiment BEARISH

Open Interest

Detail
Current (08/20) 187,332
Calls: 111,826 (60%)
Puts: 75,506 (40%)
Prior (08/19) 186,332
Calls: 111,672 (60%)
Puts: 74,660 (40%)
Current vs Prior +0.54%
Prior 7-Day Total 1,071,711
Calls: 650,912 (61%)
Puts: 420,799 (39%)
Prior 7-Day Average 153,101
Calls: 92,987 (61%)
Puts: 60,114 (39%)
Current vs Prior 7-Day Avg +22.36%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 7.12% | 10.04%7.12% | 19.00%
Prior 7.16% | 10.87%7.16% | 16.41%
Current vs Prior -0.56% | -7.69%-0.56% | +15.82%
Prior 7-Day Avg 9.75% | 12.81%11.83% | 21.12%
Current vs 7-Day Avg -26.98% | -21.68%-39.85% | -10.03%
Prior 7-Day Eod 7.16% | 10.87%7.16% | 16.41%
Current vs 7-Day Eod -0.56% | -7.69%-0.56% | +15.82%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 187.50% | 35.59%
Calls: 187.50% | 47.37%
Puts: -- | --
Prior 64.39% | 15.38%
Calls: 45.45% | 15.38%
Puts: 83.33% | 15.38%
Current vs Prior +191.19% | +131.40%
Prior 7-Day Avg 134.71% | 46.52%
Calls: 102.24% | 44.17%
Puts: 167.17% | 48.87%
Current vs 7-Day Avg +39.19% | -23.49%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 77% of dollar volume in calls ($482.0K) vs puts ($141.4K). Slightly bearish P/C ratio of 1.17. P/C ratio rising 35% - increased hedging/bearish 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 NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 2 of results (avg 5.0%, best 4.3%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Sep 181.151.20$1.174.3%170.43256
$15.00Sep 181.701.80$1.755.7%2160.581.0K

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. 31 found (avg delta 0.71, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Aug 212.154.60$3.3872.5%--0.9410
$12.00Aug 211.652.60$2.1344.6%930.941.1K
$12.50Aug 211.152.20$1.6862.5%10.8780
$13.00Aug 210.301.55$0.93134.4%30.86524
$12.00Aug 281.702.80$2.2548.9%10.8513
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Aug 211.302.35$1.8357.4%--0.9114
$16.00Aug 281.102.50$1.8077.8%--0.8440
$15.50Aug 280.851.95$1.4078.6%--0.7636
$15.00Aug 210.301.15$0.73116.4%1660.741.4K
$16.00Sep 41.452.65$2.0558.5%--0.7310

Most actively traded options today. High liquidity = easy entry/exit. 36 active (total vol 1.1K, top 228)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Aug 210.000.40$0.20200.0%1190.267.4K
$12.00Aug 211.652.60$2.1344.6%930.941.1K
$13.00Sep 251.452.65$2.0558.5%100.6419
$15.00Aug 280.150.45$0.30100.0%70.3228
$14.00Aug 210.200.80$0.50120.0%40.532.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Aug 280.350.55$0.4544.4%2280.44198
$15.00Sep 181.701.80$1.755.7%2160.581.0K
$15.00Aug 210.301.15$0.73116.4%1660.741.4K
$14.00Sep 40.451.35$0.90100.0%1000.47425
$13.00Sep 180.701.20$0.9552.6%530.321.1K

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 90.9%, max 192.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$15.50Aug 21Oct 2247.8%84.7%192.7%--335
$15.00Aug 21Sep 25188.9%86.9%117.3%1197.4K
$13.50Aug 21Sep 4118.7%69.2%71.5%--3.1K
$14.00Aug 21Sep 18123.3%82.5%49.4%52.2K
$14.50Aug 21Sep 4144.1%99.5%44.9%--577
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$15.00Aug 21Sep 18188.9%68.4%176.3%3822.4K
$13.50Aug 21Sep 4118.7%69.2%71.5%--316
$14.00Aug 21Sep 18123.3%82.5%49.4%21321
$14.50Aug 21Sep 4144.1%99.5%44.9%15421

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 26 found (best R:R 2.06, avg 2.10)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$13.00$16.00Sep 11$0.98$2.02$0.9871%2.06$13.98
$15.00$16.00Sep 18$0.10$0.90$0.1044%9.00$15.10
$13.50$14.00Aug 28$0.12$0.38$0.1268%3.17$13.62
$13.00$14.00Sep 18$0.48$0.52$0.4870%1.08$13.48
$13.50$14.00Aug 21$0.15$0.35$0.1576%2.33$13.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$15.50$15.00Aug 28$0.15$0.35$0.1576%2.33$15.35
$14.00$13.00Sep 18$0.22$0.78$0.2243%3.55$13.78
$15.00$14.50Aug 21$0.23$0.27$0.2374%1.17$14.77
$16.00$15.00Sep 18$0.53$0.47$0.5367%0.89$15.47
$14.50$14.00Aug 21$0.17$0.33$0.1766%1.94$14.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 1.00, avg 0.68)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$15.50$16.00Aug 21$0.18$0.18$0.3277%0.56$15.68
$15.00$16.00Sep 4$0.33$0.33$0.6760%0.49$15.33
$15.50$16.00Aug 28$0.10$0.10$0.4073%0.25$15.60
$15.00$15.50Sep 25$0.17$0.17$0.3357%0.52$15.17
$14.50$15.00Sep 4$0.17$0.17$0.3353%0.52$14.67
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$13.00$12.00Sep 18$0.50$0.50$0.5068%1.00$12.50
$13.50$13.00Aug 28$0.30$0.30$0.2066%1.50$13.20
$14.00$13.50Sep 4$0.35$0.35$0.1553%2.33$13.65
$14.00$13.50Aug 21$0.20$0.20$0.3053%0.67$13.80
$13.50$13.00Sep 4$0.10$0.10$0.4063%0.25$13.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.18, cheapest $0.20)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.50Aug 21Aug 28$0.20144.1%68.6%
$14.00Aug 21Aug 28$0.13123.3%63.5%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.50Aug 21Aug 28$0.28144.1%68.6%
$14.00Aug 21Aug 28$0.12123.3%63.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 5.20% of stock, avg 10.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$14.50Aug 21$0.23$0.50$0.73$13.77$15.235.20%
$13.50Aug 21$0.65$0.13$0.78$12.72$14.285.55%
$14.00Aug 21$0.50$0.33$0.83$13.17$14.835.91%
$15.00Aug 21$0.20$0.73$0.93$14.07$15.936.62%
$13.00Aug 21$0.93$0.08$1.01$11.99$14.017.19%
$14.00Aug 28$0.63$0.45$1.08$12.92$15.087.69%
$13.50Aug 28$0.75$0.43$1.18$12.32$14.688.40%
$14.50Aug 28$0.43$0.78$1.21$13.29$15.718.61%
$15.00Aug 28$0.30$1.25$1.55$13.45$16.5511.03%
$14.00Sep 4$0.90$0.90$1.80$12.20$15.8012.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 57 found (cheapest 0.93% of stock, avg 5.84%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$16.00$13.00Aug 21$0.05$0.08$0.13$12.87$16.13
$16.00$12.50Aug 21$0.05$0.10$0.15$12.35$16.15
$16.00$13.50Aug 21$0.05$0.13$0.18$13.32$16.18
$16.00$13.00Aug 28$0.18$0.13$0.31$12.69$16.31
$15.00$13.00Aug 21$0.20$0.08$0.28$12.72$15.28
$15.00$13.50Aug 21$0.20$0.13$0.33$13.17$15.33
$15.50$13.00Aug 21$0.23$0.08$0.31$12.69$15.81
$15.00$12.50Aug 21$0.20$0.10$0.30$12.20$15.30
$15.50$13.50Aug 21$0.23$0.13$0.36$13.14$15.86
$15.50$12.50Aug 21$0.23$0.10$0.33$12.17$15.83

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. 20 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$14.00$14.50$15.00Aug 28$0.07$0.4325%6.14
$13.00$13.50$14.00Aug 21$0.13$0.3733%2.85
$14.50$15.00$15.50Aug 21$0.06$0.4411%7.33
$12.00$13.00$14.00Sep 18$0.19$0.8122%4.26
$14.50$15.00$15.50Aug 28$0.11$0.3916%3.55
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$14.00$14.50$15.00Aug 21$0.06$0.4427%7.33
$12.50$13.00$13.50Aug 21$0.07$0.4312%6.14
$13.00$13.50$14.00Aug 21$0.15$0.3533%2.33
$11.50$12.00$12.50Aug 21$0.07$0.439%6.14
$14.00$14.50$15.00Aug 28$0.14$0.3626%2.57

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 33 found (best net $-0.05, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.00$15.001:2Sep 25-$0.05$1.95
$14.00$15.001:2Sep 18-$0.10$0.90
$12.50$13.001:2Aug 21-$0.18$0.32
$15.00$16.001:2Sep 4-$0.07$0.93
$13.00$13.501:2Aug 21-$0.37$0.13
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.50$14.001:2Aug 28-$0.12$0.38
$14.50$14.001:2Aug 21-$0.16$0.34
$15.00$14.501:2Aug 21-$0.27$0.23
$16.00$15.001:2Sep 11-$0.57$0.43
$15.00$14.501:2Aug 28-$0.31$0.19

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 3.20%, avg 2.39%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.50Oct 2$0.450.4410.3%3.20%13.52%--25
$16.00Sep 18$0.300.3613.9%2.14%16.01%--476
$15.00Sep 25$0.500.436.8%3.56%10.32%--52
$16.00Sep 11$0.250.3313.9%1.78%15.66%--16
$15.50Sep 25$0.300.3810.3%2.14%12.46%15
$15.00Sep 4$0.450.406.8%3.20%9.96%210
$16.00Sep 4$0.200.2713.9%1.42%15.30%22
$14.50Sep 4$0.500.473.2%3.56%6.76%--79
$15.00Sep 18$0.250.456.8%1.78%8.54%2240
$15.00Aug 28$0.150.326.8%1.07%7.83%728

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 950
Total Puts 1,116
Put/Call Ratio 1.17
Net Difference -166

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 18,424
Total Puts 10,996
Average Put/Call Ratio 0.63
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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