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REGENERON PHARMACEUT
$623.54 -1.31%
$623.60 (+0.01%)🌙
as of 06/30 06:50 PM
6/30 18:50

Option Volume

Detail
Current (06/30) 973
Calls: 315 (32%)
Puts: 658 (68%)
Prior (06/29) 519
Calls: 219 (42%)
Puts: 300 (58%)
Current vs Prior +87.48%
Calls: +43.84% (Calls)
Puts: +119.33% (Puts)
Prior 7-Day Total 9,703
Calls: 5,195 (54%)
Puts: 4,508 (46%)
Prior 7-Day Average 1,386
Calls: 742 (54%)
Puts: 644 (46%)
Current vs Prior 7-Day Avg -29.81%
Calls: -57.56%
Puts: +2.17%
Sentiment BEARISH

Dollar Volume

Detail
Current (06/30) $1.53M
Calls: $338.0K (22%)
Puts: $1.19M (78%)
Prior (06/29) $831.8K
Calls: $508.5K (61%)
Puts: $323.3K (39%)
Current vs Prior +84.25%
Calls: -33.53%
Puts: +269.54%
Prior 7-Day Total $23.81M
Calls: $13.58M (57%)
Puts: $10.22M (43%)
Prior 7-Day Average $3.40M
Calls: $1.94M (57%)
Puts: $1.46M (43%)
Current vs Prior 7-Day Avg -54.93%
Calls: -82.58%
Puts: -18.21%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (06/30) 2.09
Prior (06/29) 1.37
Current vs Prior +52.49%
Prior 7-Day Average 1.09
Current vs Prior 7-Day Avg +91.07%
Sentiment BEARISH

Open Interest

Detail
Current (06/30) 3,442
Calls: 2,591 (75%)
Puts: 851 (25%)
Prior (06/29) 2,331
Calls: 1,620 (69%)
Puts: 711 (31%)
Current vs Prior +47.66%
Prior 7-Day Total 27,651
Calls: 18,514 (67%)
Puts: 9,137 (33%)
Prior 7-Day Average 3,950
Calls: 2,644 (67%)
Puts: 1,305 (33%)
Current vs Prior 7-Day Avg -12.86%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 4.03% | 4.85%4.03% | 4.85%4.85% | 10.69%
Prior 2.66% | 4.21%-- | ---- | --
Current vs Prior -14.96% | -4.20%-- | ---- | --
Prior 7-Day Avg 2.75% | 4.25%-- | ---- | --
Current vs 7-Day Avg -17.87% | -5.02%-- | ---- | --
Prior 7-Day Eod 2.66% | 4.21%-- | ---- | --
Current vs 7-Day Eod -14.96% | -4.20%-- | ---- | --
Sentiment BULLISH----

Relative Spread

Detail
Expiry | Next
Current 45.00% | 29.67%
Calls: 51.91% | 33.66%
Puts: 38.10% | 25.69%
Prior 45.00% | 29.67%
Calls: 51.91% | 33.66%
Puts: 38.10% | 25.69%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 84.27% | 52.92%
Calls: 96.99% | 52.35%
Puts: 71.55% | 53.50%
Current vs 7-Day Avg -46.60% | -43.94%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 78% of dollar volume in puts ($1.19M) vs calls ($338.0K). Elevated premium activity with dollar volume up 84% vs prior. Above-average activity with volume up 87% vs prior. Extreme bearish P/C ratio of 2.09 - heavy put buying.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 9.1%, best 9.1%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$710.00Jul 1782.8090.70$86.759.1%50.9160

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. 14 found (avg delta 0.63, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$575.00Jul 1046.4055.00$50.7017.0%10.89--
$620.00Jul 26.209.80$8.0045.0%20.61--
$620.00Jul 3124.7033.00$28.8528.8%50.56--
$620.00Jul 2417.3025.10$21.2036.8%40.5523
$620.00Aug 727.4035.70$31.5526.3%220.54--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$710.00Jul 1782.8090.70$86.759.1%50.9160
$640.00Jul 213.5021.80$17.6547.0%10.79--
$640.00Jul 1721.1027.20$24.1525.3%10.66--
$640.00Jul 2422.1030.40$26.2531.6%10.62--
$630.00Jul 1010.1017.10$13.6051.5%10.56--

Most actively traded options today. High liquidity = easy entry/exit. 63 active (total vol 585, top 377)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$635.00Jul 20.153.40$1.78182.6%280.2312
$620.00Aug 727.4035.70$31.5526.3%220.54--
$640.00Jul 101.108.80$4.95155.6%140.3015
$660.00Aug 710.2018.50$14.3557.8%120.33--
$630.00Jul 179.9015.00$12.4541.0%70.45--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 712.2020.90$16.5552.6%3770.34--
$602.50Jul 20.001.85$0.93198.9%130.113
$585.00Jul 171.458.20$4.82140.0%100.1810
$620.00Jul 21.807.20$4.50120.0%70.394
$710.00Jul 1782.8090.70$86.759.1%50.9160

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 36.0%, max 96.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$650.00Jul 2Jul 1757.8%29.4%96.5%816
$670.00Jul 2Aug 764.6%35.1%84.2%3--
$660.00Jul 2Aug 752.7%35.3%49.4%13--
$627.50Jul 2Jul 1033.2%27.4%21.3%3--
$635.00Jul 2Jul 1730.5%28.0%8.8%2928
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$590.00Jul 2Aug 758.0%33.8%71.5%23
$640.00Jul 2Jul 2443.8%29.1%50.3%2--
$620.00Jul 2Jul 2435.8%27.8%28.6%104
$600.00Jul 2Aug 737.0%33.9%9.3%37816
$580.00Jul 17Aug 733.7%33.6%0.4%2138

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 37 found (best R:R 39.00, avg 4.28)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$640.00$650.00Jul 10$0.55$9.45$0.5517.18$640.55
$650.00$675.00Jul 17$2.77$22.23$2.778.03$652.77
$680.00$700.00Jul 17$2.68$17.32$2.686.46$682.68
$637.50$650.00Jul 2$1.73$10.77$1.736.23$639.23
$627.50$630.00Jul 10$0.35$2.15$0.356.14$627.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$550.00$540.00Aug 7$0.25$9.75$0.2539.00$549.75
$610.00$585.00Jul 17$3.33$21.67$3.336.51$606.67
$580.00$550.00Aug 7$4.60$25.40$4.605.52$575.40
$602.50$600.00Jul 2$0.43$2.07$0.434.81$602.07
$615.00$612.50Jul 2$0.50$2.00$0.504.00$614.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 42 found (best R:R 8.46, avg 0.93)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$575.00$625.00Jul 10$39.35$39.35$10.653.69$614.35
$620.00$625.00Jul 2$3.48$3.48$1.522.29$623.48
$630.00$640.00Jul 10$5.10$5.10$4.901.04$635.10
$620.00$630.00Jul 31$4.85$4.85$5.150.94$624.85
$630.00$635.00Jul 17$2.30$2.30$2.700.85$632.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$710.00$640.00Jul 17$62.60$62.60$7.408.46$647.40
$625.00$622.50Jul 17$1.95$1.95$0.553.55$623.05
$640.00$625.00Jul 2$10.80$10.80$4.202.57$629.20
$640.00$625.00Jul 17$9.20$9.20$5.801.59$630.80
$640.00$630.00Jul 24$5.45$5.45$4.551.20$634.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $7.66, cheapest $2.00)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$650.00Jul 2Jul 10$2.0057.8%31.3%
$680.00Jul 17Jul 31$3.7738.0%35.2%
$627.50Jul 2Jul 10$5.8233.2%27.4%
$630.00Jul 2Jul 10$6.2534.3%29.3%
$625.00Jul 2Jul 10$6.8326.8%29.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$590.00Jul 2Jul 10$3.0358.0%39.9%
$600.00Jul 2Jul 10$3.1837.0%31.1%
$580.00Jul 17Aug 7$6.2233.7%33.6%
$640.00Jul 2Jul 17$6.5043.8%27.7%
$630.00Jul 10Jul 24$7.2029.3%29.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 1.82% of stock, avg 5.56%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$625.00Jul 2$4.52$6.85$11.37$613.63$636.371.82%
$620.00Jul 2$8.00$4.50$12.50$607.50$632.502.00%
$630.00Jul 10$10.05$13.60$23.65$606.35$653.653.79%
$620.00Jul 24$21.20$15.75$36.95$583.05$656.955.93%
$710.00Jul 17$2.15$86.75$88.90$621.10$798.9014.26%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 64 found (cheapest 0.48% of stock, avg 2.02%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$635.00$607.50Jul 2$1.78$1.23$3.01$604.49$638.01
$635.00$605.00Jul 2$1.78$1.85$3.63$601.37$638.63
$635.00$612.50Jul 2$1.78$2.28$4.06$608.44$639.06
$635.00$615.00Jul 2$1.78$2.78$4.56$610.44$639.56
$630.00$607.50Jul 2$3.80$1.23$5.03$602.47$635.03
$637.50$607.50Jul 2$4.13$1.23$5.36$602.14$642.86
$630.00$605.00Jul 2$3.80$1.85$5.65$599.35$635.65
$625.00$607.50Jul 2$4.52$1.23$5.75$601.75$630.75
$627.50$607.50Jul 2$4.58$1.23$5.81$601.69$633.31
$637.50$605.00Jul 2$4.13$1.85$5.98$599.02$643.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 61 found (best R:R 9.64, avg credit $5.66)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
608/612620/625Jul 2$4.53$0.479.64$607.97$624.53
602/605620/625Jul 2$4.40$0.607.33$600.60$624.40
620/625630/635Jul 2$4.37$0.636.94$620.63$634.37
622/625630/635Jul 17$4.25$0.755.67$620.75$634.25
625/640650/660Jul 2$12.40$2.604.77$627.60$662.40
612/615620/625Jul 2$3.98$1.023.90$611.02$623.98
600/602620/625Jul 2$3.91$1.093.59$598.59$623.91
615/620630/635Jul 2$3.74$1.262.97$616.26$633.74
625/640645/650Jul 17$10.55$4.452.37$629.45$655.55
580/585630/635Jul 17$3.49$1.512.31$581.51$633.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 24.00, cheapest $0.40)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$650.00$660.00$670.00Jul 2$1.68$8.324.95
$640.00$660.00$680.00Jul 31$3.40$16.604.88
$620.00$630.00$640.00Jul 31$1.80$8.204.56
$625.00$627.50$630.00Jul 10$0.60$1.903.17
$630.00$640.00$650.00Jul 10$4.55$5.451.20
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$620.00$630.00$640.00Jul 24$0.40$9.6024.00
$580.00$590.00$600.00Aug 7$0.50$9.5019.00
$615.00$620.00$625.00Jul 2$0.63$4.376.94
$600.00$602.50$605.00Jul 2$0.49$2.014.10

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 41 found (best net $-0.65, 31 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$650.00$675.001:2Jul 17-$0.71$24.29
$720.00$740.001:2Jul 17-$2.40$17.60
$660.00$680.001:2Jul 31-$2.85$17.15
$640.00$660.001:2Jul 31-$4.35$15.65
$637.50$650.001:2Jul 2-$0.67$11.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$580.00$550.001:2Aug 7-$0.65$29.35
$610.00$585.001:2Jul 17-$1.49$23.51
$640.00$625.001:2Jul 17-$5.75$9.25
$622.50$610.001:2Jul 17-$3.30$9.20
$600.00$590.001:2Jul 2-$1.60$8.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 3.21%, avg 0.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$630.00Jul 31$20.000.491.0%3.21%4.24%116
$640.00Jul 31$17.000.442.6%2.73%5.37%147
$660.00Aug 7$10.200.335.8%1.64%7.48%12--
$630.00Jul 17$9.900.451.0%1.59%2.62%7--
$625.00Jul 10$8.900.520.2%1.43%1.66%2--
$660.00Jul 31$8.300.325.8%1.33%7.18%3--
$635.00Jul 17$7.500.401.8%1.20%3.04%116
$670.00Aug 7$7.500.287.5%1.20%8.65%2--
$630.00Jul 10$6.600.451.0%1.06%2.09%3--
$627.50Jul 10$6.000.480.6%0.96%1.60%1--

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 315
Total Puts 658
Put/Call Ratio 2.09
Net Difference -343

Prior's Put/Call Breakdown

Total Calls 219
Total Puts 300
Put/Call Ratio 1.37
Net Difference -81

Prior 7-Day Put/Call Summary

Total Calls 5,195
Total Puts 4,508
Average Put/Call Ratio 1.09
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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