Tour v526
REPL
REPLIMUNE GROUP INC
$14.77 +5.12%
$14.64 (-0.88%)🌙
as of 08/21 07:02 PM
8/21 19:02

Option Volume

Detail
Current (08/21) 1,937
Calls: 1,023 (53%)
Puts: 914 (47%)
Prior (08/20) 2,066
Calls: 950 (46%)
Puts: 1,116 (54%)
Current vs Prior -6.24%
Calls: +7.68% (Calls)
Puts: -18.10% (Puts)
Prior 7-Day Total 28,417
Calls: 17,521 (62%)
Puts: 10,896 (38%)
Prior 7-Day Average 4,059
Calls: 2,503 (62%)
Puts: 1,556 (38%)
Current vs Prior 7-Day Avg -52.29%
Calls: -59.13%
Puts: -41.28%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/21) $500.5K
Calls: $437.5K (87%)
Puts: $63.1K (13%)
Prior (08/20) $623.3K
Calls: $482.0K (77%)
Puts: $141.4K (23%)
Current vs Prior -19.70%
Calls: -9.23%
Puts: -55.39%
Prior 7-Day Total $7.56M
Calls: $6.62M (88%)
Puts: $932.6K (12%)
Prior 7-Day Average $1.08M
Calls: $946.3K (88%)
Puts: $133.2K (12%)
Current vs Prior 7-Day Avg -53.63%
Calls: -53.77%
Puts: -52.65%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/21) 0.89
Prior (08/20) 1.17
Current vs Prior -23.94%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg +27.47%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/21) 54,322
Calls: 46,383 (85%)
Puts: 7,939 (15%)
Prior (08/20) 187,332
Calls: 111,826 (60%)
Puts: 75,506 (40%)
Current vs Prior -71.00%
Prior 7-Day Total 1,185,334
Calls: 707,869 (60%)
Puts: 477,465 (40%)
Prior 7-Day Average 169,333
Calls: 101,124 (60%)
Puts: 68,209 (40%)
Current vs Prior 7-Day Avg -67.92%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 3.59% | 8.67%3.59% | 18.48%
Prior 7.12% | 10.04%7.12% | 19.00%
Current vs Prior +21.76% | +28.18%-49.58% | -2.74%
Prior 7-Day Avg 9.35% | 12.09%10.69% | 20.44%
Current vs 7-Day Avg -7.32% | +6.39%-66.44% | -9.55%
Prior 7-Day Eod 7.12% | 10.04%7.12% | 19.00%
Current vs 7-Day Eod +21.76% | +28.18%-49.58% | -2.74%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 187.50% | 35.59%
Calls: 187.50% | 47.37%
Puts: -- | --
Prior 187.50% | 35.59%
Calls: 187.50% | 47.37%
Puts: -- | --
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 152.33% | 42.35%
Calls: 123.65% | 43.97%
Puts: 179.92% | 40.73%
Current vs 7-Day Avg +23.09% | -15.96%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($437.5K) vs puts ($63.1K). P/C ratio dropping 24% - sentiment shifting bullish. Call-heavy open interest (46,383 calls vs 7,939 puts) suggests bullish positioning. Declining open interest (down 71%) indicates positions being closed.

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 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 -- 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. 19 found (avg delta 0.71, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Aug 212.203.30$2.7540.0%1730.971.0K
$13.00Aug 211.202.20$1.7058.8%480.95523
$12.50Aug 211.702.75$2.2347.1%50.9081
$12.50Sep 41.853.00$2.4247.5%20.803
$13.00Sep 181.702.50$2.1038.1%10.78194
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Aug 210.801.85$1.3378.9%100.94--
$15.00Aug 210.200.35$0.2853.6%6180.861.4K
$17.50Aug 282.153.30$2.7242.3%20.85--
$15.00Aug 280.051.20$0.63182.5%140.5134

Most actively traded options today. High liquidity = easy entry/exit. 37 active (total vol 1.2K, top 618)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Aug 212.203.30$2.7540.0%1730.971.0K
$14.00Aug 210.451.25$0.8594.1%830.742.1K
$13.00Aug 211.202.20$1.7058.8%480.95523
$15.00Aug 210.000.05$0.03166.7%320.197.3K
$15.00Sep 110.701.35$1.0263.7%240.535
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Aug 210.200.35$0.2853.6%6180.861.4K
$14.00Aug 280.150.65$0.40125.0%180.30426
$15.00Aug 280.051.20$0.63182.5%140.5134
$13.00Sep 110.000.70$0.35200.0%110.205
$12.00Sep 180.100.70$0.40150.0%110.1774

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 798.2%, max 1434.0%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.00Aug 21Aug 281222.7%98.3%1143.8%842.1K
$14.50Aug 21Sep 4553.7%75.7%631.3%14577
$15.00Aug 21Oct 2210.1%93.4%124.9%527.3K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.00Aug 21Sep 181222.7%79.7%1434.0%16332
$14.50Aug 21Aug 28553.7%73.2%656.8%2220

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 12 found (best R:R 1.60, avg 3.04)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$13.00$15.00Sep 18$0.77$1.23$0.7778%1.60$13.77
$14.50$15.00Sep 4$0.12$0.38$0.1260%3.17$14.62
$15.00$16.00Sep 4$0.35$0.65$0.3551%1.86$15.35
$15.00$16.00Sep 18$0.48$0.52$0.4854%1.08$15.48
$14.50$15.00Aug 21$0.22$0.28$0.2269%1.27$14.72
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$14.00$12.50Aug 28$0.15$1.35$0.1530%9.00$13.85
$15.00$14.50Aug 21$0.15$0.35$0.1586%2.33$14.85
$15.00$14.50Aug 28$0.23$0.27$0.2351%1.17$14.77
$14.00$12.00Sep 18$0.48$1.52$0.4835%3.17$13.52
$14.00$12.00Aug 21$0.20$1.80$0.2026%9.00$13.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 6 found (best R:R 3.55, avg 0.92)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$15.00$15.50Aug 28$0.39$0.39$0.1149%3.55$15.39
$15.00$16.00Sep 18$0.48$0.48$0.5246%0.92$15.48
$15.00$16.00Sep 4$0.35$0.35$0.6549%0.54$15.35
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$14.00$12.00Aug 21$0.20$0.20$1.8074%0.11$13.80
$14.00$12.00Sep 18$0.48$0.48$1.5265%0.32$13.52
$14.00$12.50Aug 28$0.15$0.15$1.3570%0.11$13.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.34, cheapest $0.27)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.50Aug 21Aug 28$0.40553.7%73.2%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.50Aug 21Aug 28$0.27553.7%73.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 2.10% of stock, avg 8.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$15.00Aug 21$0.03$0.28$0.31$14.69$15.312.10%
$14.50Aug 21$0.25$0.13$0.38$14.12$14.882.57%
$14.50Aug 28$0.65$0.40$1.05$13.45$15.557.11%
$14.00Aug 21$0.85$0.23$1.08$12.92$15.087.31%
$15.00Aug 28$0.57$0.63$1.20$13.80$16.208.12%
$16.00Aug 21$0.03$1.33$1.36$14.64$17.369.21%
$14.00Aug 28$1.05$0.40$1.45$12.55$15.459.82%
$15.00Sep 11$1.02$1.05$2.07$12.93$17.0714.01%
$15.00Sep 18$1.33$1.40$2.73$12.27$17.7318.48%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 13 found (cheapest 1.08% of stock, avg 5.05%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$15.00$14.50Aug 21$0.03$0.13$0.16$14.34$15.16
$16.00$14.50Aug 21$0.03$0.13$0.16$14.34$16.16
$15.00$14.00Aug 21$0.03$0.23$0.26$13.74$15.26
$16.00$14.00Aug 21$0.03$0.23$0.26$13.74$16.26
$15.50$12.50Aug 28$0.18$0.25$0.43$12.07$15.93
$15.50$14.00Aug 28$0.18$0.40$0.58$13.42$16.08
$15.50$14.50Aug 28$0.18$0.40$0.58$13.92$16.08
$16.00$12.50Aug 28$0.33$0.25$0.58$11.92$16.58
$16.00$14.00Aug 28$0.33$0.40$0.73$13.27$16.73
$16.00$14.50Aug 28$0.33$0.40$0.73$13.77$16.73

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. 4 found (best R:R 1.00, cheapest $0.23)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$14.00$14.50$15.00Aug 21$0.38$0.1255%0.32
$14.00$14.50$15.00Aug 28$0.32$0.1821%0.56
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$14.00$14.50$15.00Aug 21$0.25$0.2560%1.00
$14.00$14.50$15.00Aug 28$0.23$0.2722%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. 22 found (best net $--, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.00$14.001:2Aug 21$0.00$1.00
$13.00$15.001:2Sep 18-$0.56$1.44
$15.00$16.001:2Sep 4-$0.13$0.87
$14.00$14.501:2Aug 28-$0.25$0.25
$15.00$16.001:2Sep 18-$0.37$0.63
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.00$12.501:2Aug 28-$0.10$1.40
$15.00$14.501:2Aug 28-$0.17$0.33
$15.00$14.001:2Sep 18-$0.36$0.64
$14.50$14.001:2Aug 21-$0.33$0.17
$14.50$14.001:2Aug 28-$0.40$0.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 7.11%, avg 3.64%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.00Sep 18$1.050.541.6%7.11%8.67%1240
$15.00Oct 2$1.050.511.6%7.11%8.67%202
$16.00Sep 18$0.450.418.3%3.05%11.37%10--
$15.00Sep 11$0.700.531.6%4.74%6.30%245
$15.00Sep 4$0.500.511.6%3.39%4.94%111
$16.00Sep 4$0.200.348.3%1.35%9.68%14
$16.00Aug 28$0.100.318.3%0.68%9.00%1298
$15.00Aug 28$0.250.511.6%1.69%3.25%429

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 1,023
Total Puts 914
Put/Call Ratio 0.89
Net Difference 109

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 17,521
Total Puts 10,896
Average Put/Call Ratio 0.70
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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