Tour v526
REPL
REPLIMUNE GROUP INC
$14.32 -3.29%
8/20 14:06

Option Volume

Detail
Current (08/20 2:05pm) 1,850
Calls: 894 (48%)
Puts: 956 (52%)
Prior (08/19) 1,196
Calls: 738 (62%)
Puts: 458 (38%)
Current vs Prior +54.68%
Calls: +21.14% (Calls)
Puts: +108.73% (Puts)
Prior 7-Day Total 157,724
Calls: 49,497 (31%)
Puts: 108,227 (69%)
Prior 7-Day Average 22,532
Calls: 7,071 (31%)
Puts: 15,461 (69%)
Current vs Prior 7-Day Avg -91.79%
Calls: -87.36%
Puts: -93.82%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/20 2:05pm) $576.7K
Calls: $469.7K (81%)
Puts: $107.0K (19%)
Prior (08/19) $358.7K
Calls: $315.9K (88%)
Puts: $42.8K (12%)
Current vs Prior +60.76%
Calls: +48.69%
Puts: +149.84%
Prior 7-Day Total $16.52M
Calls: $10.97M (66%)
Puts: $5.55M (34%)
Prior 7-Day Average $2.36M
Calls: $1.57M (66%)
Puts: $793.0K (34%)
Current vs Prior 7-Day Avg -75.57%
Calls: -70.03%
Puts: -86.51%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/20 2:05pm) 1.07
Prior (08/19) 0.62
Current vs Prior +72.31%
Prior 7-Day Average 2.49
Current vs Prior 7-Day Avg -57.08%
Sentiment BEARISH

Open Interest

Detail
Current (08/20 2:05pm) 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 1,862,765
Calls: 1,005,536 (54%)
Puts: 857,229 (46%)
Prior 7-Day Average 266,109
Calls: 143,648 (54%)
Puts: 122,461 (46%)
Current vs Prior 7-Day Avg -29.60%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 7.33% | 9.50%7.33% | 17.46%
Prior 5.70% | 10.27%10.27% | 20.21%
Current vs Prior +28.66% | -7.54%-28.62% | -13.63%
Prior 7-Day Avg 26.96% | 35.20%36.83% | 43.68%
Current vs 7-Day Avg -72.80% | -73.02%-80.09% | -60.03%
Prior 7-Day Eod 5.70% | 10.27%7.16% | 16.41%
Current vs 7-Day Eod +28.66% | -7.54%+2.45% | +6.40%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 187.50% | 35.59%
Calls: 187.50% | 47.37%
Puts: -- | --
Prior 227.82% | 53.22%
Calls: 184.21% | 58.82%
Puts: 271.43% | 47.62%
Current vs Prior -17.70% | -33.13%
Prior 7-Day Avg 108.11% | 49.13%
Calls: 101.12% | 57.06%
Puts: 115.10% | 41.21%
Current vs 7-Day Avg +73.44% | -27.56%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 81% of dollar volume in calls ($469.7K) vs puts ($107.0K). Elevated premium activity with dollar volume up 61% vs prior. Above-average activity with volume up 55% vs prior. Slightly bearish P/C ratio of 1.07.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
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 1 of results (avg 6.1%, best 6.1%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Sep 181.601.70$1.656.1%1710.531.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.65, cheapest $0.65)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Sep 180.600.70$0.6515.4%--0.36476
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 36 found (avg delta 0.75, highest 1.01)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Aug 212.454.60$3.5360.9%--1.0110
$12.00Aug 212.102.70$2.4025.0%931.011.1K
$13.00Aug 210.051.45$0.75186.7%10.95524
$12.50Aug 211.602.25$1.9333.7%--0.9580
$13.50Aug 210.301.25$0.78121.8%--0.913.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Aug 211.352.25$1.8050.0%--1.0014
$17.00Aug 210.704.20$2.45142.9%--1.00136
$17.00Aug 282.104.20$3.1566.7%--0.8417
$16.00Aug 281.152.50$1.8373.8%--0.8240
$17.00Sep 112.403.30$2.8531.6%--0.8053

Most actively traded options today. High liquidity = easy entry/exit. 31 active (total vol 1.0K, top 228)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Aug 210.000.10$0.05200.0%1090.537.4K
$12.00Aug 212.102.70$2.4025.0%931.011.1K
$13.00Sep 251.752.85$2.3047.8%100.6719
$17.00Aug 280.000.35$0.18194.4%50.1541
$14.00Aug 210.200.95$0.57131.6%40.852.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Aug 280.200.45$0.3375.8%2280.40198
$15.00Sep 181.601.70$1.656.1%1710.531.0K
$15.00Aug 210.451.00$0.7375.3%1650.751.4K
$14.00Sep 40.451.00$0.7375.3%1000.41425
$12.50Aug 280.050.25$0.15133.3%380.144

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 116.3%, max 149.0%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.50Aug 21Sep 4190.9%76.7%149.0%--577
$15.00Aug 21Sep 25167.5%84.5%98.1%1097.4K
$14.00Aug 21Sep 18142.4%76.3%86.8%52.2K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.50Aug 21Sep 4190.9%76.7%149.0%13421
$13.50Aug 21Sep 4170.2%69.9%143.4%--316
$15.00Aug 21Sep 18167.5%83.3%101.1%3362.4K
$14.00Aug 21Sep 18142.4%76.3%86.8%6321

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 31 found (best R:R 0.54, avg 1.46)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$13.50$14.00Aug 21$0.21$0.29$0.2191%1.38$13.71
$12.00$13.00Sep 18$0.55$0.45$0.5582%0.82$12.55
$13.00$16.00Sep 11$1.38$1.62$1.3878%1.17$14.38
$14.00$15.00Sep 18$0.38$0.62$0.3860%1.63$14.38
$15.00$16.00Sep 4$0.20$0.80$0.2041%4.00$15.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$17.00$16.00Aug 21$0.65$0.35$0.65100%0.54$16.35
$15.50$15.00Aug 28$0.30$0.20$0.3079%0.67$15.20
$15.00$14.50Aug 21$0.25$0.25$0.2575%1.00$14.75
$16.00$15.00Sep 18$0.60$0.40$0.6065%0.67$15.40
$15.00$14.50Aug 28$0.32$0.18$0.3268%0.56$14.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 1.27, avg 0.57)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$15.50$17.00Sep 25$0.53$0.53$0.9758%0.55$16.03
$15.00$16.00Sep 18$0.45$0.45$0.5552%0.82$15.45
$15.00$15.50Aug 28$0.13$0.13$0.3768%0.35$15.13
$14.50$15.00Aug 28$0.17$0.17$0.3356%0.52$14.67
$14.50$15.00Aug 21$0.25$0.25$0.2534%1.00$14.75
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$14.00$13.50Sep 4$0.28$0.28$0.2259%1.27$13.72
$13.00$12.00Sep 18$0.30$0.30$0.7071%0.43$12.70
$14.00$13.00Sep 18$0.34$0.34$0.6659%0.52$13.66
$14.00$13.50Aug 28$0.15$0.15$0.3560%0.43$13.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.18, cheapest $0.15)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.50Aug 21Aug 28$0.15190.9%57.8%
$15.00Aug 21Aug 28$0.23167.5%66.5%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.50Aug 21Aug 28$0.15190.9%57.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 5.03% of stock, avg 10.07%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$14.00Aug 21$0.57$0.15$0.72$13.28$14.725.03%
$14.50Aug 21$0.30$0.48$0.78$13.72$15.285.45%
$15.00Aug 21$0.05$0.73$0.78$14.22$15.785.45%
$13.00Aug 21$0.75$0.08$0.83$12.17$13.835.80%
$13.50Aug 21$0.78$0.10$0.88$12.62$14.386.15%
$13.50Aug 28$0.75$0.18$0.93$12.57$14.436.49%
$14.00Aug 28$0.73$0.33$1.06$12.94$15.067.40%
$14.50Aug 28$0.45$0.63$1.08$13.42$15.587.54%
$15.00Aug 28$0.28$0.95$1.23$13.77$16.238.59%
$15.50Aug 28$0.15$1.25$1.40$14.10$16.909.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 56 found (cheapest 0.91% of stock, avg 4.98%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$17.00$13.00Aug 21$0.05$0.08$0.13$12.87$17.13
$16.00$13.00Aug 21$0.05$0.08$0.13$12.87$16.13
$17.00$12.50Aug 21$0.05$0.10$0.15$12.35$17.15
$16.00$13.50Aug 21$0.05$0.10$0.15$13.35$16.15
$16.00$12.50Aug 21$0.05$0.10$0.15$12.35$16.15
$17.00$13.50Aug 21$0.05$0.10$0.15$13.35$17.15
$15.50$13.00Aug 21$0.08$0.08$0.16$12.84$15.66
$15.50$13.50Aug 21$0.08$0.10$0.18$13.32$15.68
$15.50$12.50Aug 21$0.08$0.10$0.18$12.32$15.68
$16.00$14.00Aug 21$0.05$0.15$0.20$13.80$16.20

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. 16 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$13.50$14.00$14.50Sep 4$0.05$0.4519%9.00
$14.00$14.50$15.00Aug 28$0.11$0.3929%3.55
$14.00$14.50$15.00Sep 4$0.08$0.4217%5.25
$15.00$15.50$16.00Aug 28$0.13$0.3714%2.85
$13.00$14.00$15.00Sep 18$0.24$0.7624%3.17
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$15.00$16.00$17.00Sep 11$0.15$0.8522%5.67
$13.50$14.00$14.50Aug 28$0.15$0.3532%2.33
$11.50$12.00$12.50Aug 21$0.07$0.437%6.14
$13.00$13.50$14.00Aug 28$0.12$0.3822%3.17
$15.00$16.00$17.00Sep 18$0.18$0.8221%4.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 36 found (best net $-0.02, 28 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.50$17.001:2Sep 25-$0.02$1.48
$15.00$16.001:2Sep 18-$0.20$0.80
$15.00$16.001:2Sep 4-$0.23$0.77
$13.50$14.001:2Aug 21-$0.36$0.14
$14.00$14.501:2Aug 28-$0.17$0.33
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.00$12.001:2Sep 18-$0.08$0.92
$15.00$14.501:2Aug 21-$0.23$0.27
$15.00$14.001:2Sep 18-$0.39$0.61
$16.00$15.001:2Sep 11-$0.60$0.40
$14.00$13.501:2Aug 21-$0.05$0.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 6.63%, avg 2.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.00Sep 18$0.950.484.8%6.63%11.38%2240
$16.00Sep 18$0.600.3611.7%4.19%15.92%--476
$15.50Sep 25$0.700.428.2%4.89%13.13%15
$15.50Oct 2$0.450.448.2%3.14%11.38%--25
$15.00Sep 25$0.600.464.8%4.19%8.94%--52
$15.00Sep 4$0.450.414.8%3.14%7.89%210
$16.00Sep 11$0.250.2811.7%1.75%13.48%--16
$16.00Sep 4$0.200.2911.7%1.40%13.13%22
$17.00Sep 11$0.150.2018.7%1.05%19.76%--52
$14.50Sep 4$0.500.501.3%3.49%4.75%--79

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 894
Total Puts 956
Put/Call Ratio 1.07
Net Difference -62

Prior's Put/Call Breakdown

Total Calls 738
Total Puts 458
Put/Call Ratio 0.62
Net Difference 280

Prior 7-Day Put/Call Summary

Total Calls 49,497
Total Puts 108,227
Average Put/Call Ratio 2.49
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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