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