NEW Tour v251
REGN
REGENERON PHARMACEUT
$624.72 +0.19%
$636.33 (+1.86%)🌙
as of 07/01 06:56 PM
7/1 18:56

Option Volume

Detail
Current (07/01) 477
Calls: 171 (36%)
Puts: 306 (64%)
Prior (06/30) 973
Calls: 315 (32%)
Puts: 658 (68%)
Current vs Prior -50.98%
Calls: -45.71% (Calls)
Puts: -53.50% (Puts)
Prior 7-Day Total 8,508
Calls: 4,905 (58%)
Puts: 3,603 (42%)
Prior 7-Day Average 1,215
Calls: 700 (58%)
Puts: 514 (42%)
Current vs Prior 7-Day Avg -60.75%
Calls: -75.60%
Puts: -40.55%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/01) $583.1K
Calls: $280.2K (48%)
Puts: $302.9K (52%)
Prior (06/30) $1.53M
Calls: $338.0K (22%)
Puts: $1.19M (78%)
Current vs Prior -61.95%
Calls: -17.10%
Puts: -74.64%
Prior 7-Day Total $18.90M
Calls: $12.28M (65%)
Puts: $6.62M (35%)
Prior 7-Day Average $2.70M
Calls: $1.75M (65%)
Puts: $945.7K (35%)
Current vs Prior 7-Day Avg -78.40%
Calls: -84.02%
Puts: -67.97%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/01) 1.79
Prior (06/30) 2.09
Current vs Prior -14.33%
Prior 7-Day Average 1.02
Current vs Prior 7-Day Avg +74.99%
Sentiment BEARISH

Open Interest

Detail
Current (07/01) 1,875
Calls: 1,381 (74%)
Puts: 494 (26%)
Prior (06/30) 3,442
Calls: 2,591 (75%)
Puts: 851 (25%)
Current vs Prior -45.53%
Prior 7-Day Total 25,704
Calls: 19,371 (75%)
Puts: 6,333 (25%)
Prior 7-Day Average 3,672
Calls: 2,767 (75%)
Puts: 904 (25%)
Current vs Prior 7-Day Avg -48.94%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 3.61% | 4.83%3.61% | 4.83%4.83% | 10.87%
Prior 2.26% | 4.03%-- | ---- | --
Current vs Prior -18.95% | -10.51%-- | ---- | --
Prior 7-Day Avg 2.57% | 4.13%-- | ---- | --
Current vs 7-Day Avg -28.76% | -12.54%-- | ---- | --
Prior 7-Day Eod 2.26% | 4.03%-- | ---- | --
Current vs 7-Day Eod -18.95% | -10.51%-- | ---- | --
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 81.66% | 49.97%
Calls: 95.54% | 49.21%
Puts: 67.79% | 50.73%
Current vs 7-Day Avg -44.90% | -40.62%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 62% vs prior. Below-average activity with volume down 51% vs prior. Extreme bearish P/C ratio of 1.79 - heavy put buying. Call-heavy open interest (1,381 calls vs 494 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
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 -- 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. 15 found (avg delta 0.68, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Jul 1025.2033.00$29.1026.8%30.813
$600.00Aug 739.4048.20$43.8020.1%120.68--
$620.00Jul 24.7012.00$8.3587.4%40.6319
$620.00Jul 1714.6020.60$17.6034.1%30.5615
$620.00Jul 2417.1024.70$20.9036.4%60.56--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$650.00Jul 221.2028.50$24.8529.4%10.92--
$645.00Jul 216.2024.00$20.1038.8%10.85--
$640.00Jul 212.3018.60$15.4540.8%10.78--
$645.00Jul 1018.3027.10$22.7038.8%10.74--
$650.00Jul 1726.1034.00$30.0526.3%10.72--

Most actively traded options today. High liquidity = easy entry/exit. 56 active (total vol 258, top 16)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$665.00Jul 100.056.00$3.03196.4%150.16--
$685.00Jul 100.004.80$2.40200.0%150.11--
$600.00Aug 739.4048.20$43.8020.1%120.68--
$660.00Jul 170.259.80$5.03189.9%100.22110
$665.00Jul 171.208.90$5.05152.5%100.20119
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Jul 1711.0015.70$13.3535.2%160.49--
$580.00Jul 20.004.80$2.40200.0%150.12--
$600.00Jul 20.004.80$2.40200.0%150.17--
$580.00Jul 100.007.80$3.90200.0%150.15--
$600.00Jul 100.805.80$3.30151.5%150.19--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 86.1%, max 206.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$637.50Jul 2Jul 1067.4%29.1%131.6%3--
$660.00Jul 2Jul 3178.3%35.2%122.3%326
$645.00Jul 2Jul 1761.3%30.1%103.9%4--
$620.00Jul 2Jul 2449.3%26.9%82.9%1019
$640.00Jul 2Jul 3160.7%35.4%71.4%348
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$600.00Jul 2Jul 1785.4%27.9%206.7%25--
$580.00Jul 2Jul 10128.9%48.7%164.5%30--
$645.00Jul 2Jul 1061.3%30.5%100.9%2--
$630.00Jul 2Jul 1751.2%27.5%86.1%175
$640.00Jul 2Jul 1760.7%33.1%83.7%2--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 29 found (best R:R 12.64, avg 3.94)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$630.00$637.50Jul 2$0.55$6.95$0.5512.64$630.55
$645.00$665.00Jul 10$1.69$18.31$1.6910.83$646.69
$640.00$645.00Jul 10$0.48$4.52$0.489.42$640.48
$630.00$640.00Jul 17$1.05$8.95$1.058.52$631.05
$660.00$670.00Jul 24$1.30$8.70$1.306.69$661.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$600.00$595.00Jul 17$0.90$4.10$0.904.56$599.10
$630.00$617.50Jul 2$2.87$9.63$2.873.36$627.13
$625.00$620.00Jul 17$1.55$3.45$1.552.23$623.45
$620.00$600.00Jul 17$6.65$13.35$6.652.01$613.35
$635.00$600.00Jul 10$12.40$22.60$12.401.82$622.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 38 found (best R:R 19.00, avg 1.86)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$600.00$627.50Jul 10$19.35$19.35$8.152.37$619.35
$620.00$625.00Jul 2$3.38$3.38$1.622.09$623.38
$640.00$645.00Jul 17$3.05$3.05$1.951.56$643.05
$620.00$630.00Jul 17$5.75$5.75$4.251.35$625.75
$637.50$640.00Jul 2$1.28$1.28$1.221.05$638.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$650.00$645.00Jul 2$4.75$4.75$0.2519.00$645.25
$645.00$640.00Jul 2$4.65$4.65$0.3513.29$640.35
$640.00$630.00Jul 2$8.75$8.75$1.257.00$631.25
$630.00$625.00Jul 17$3.90$3.90$1.103.55$626.10
$612.50$610.00Jul 2$1.90$1.90$0.603.17$610.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $5.77, cheapest $0.90)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$670.00Jul 10Jul 24$1.7744.1%31.9%
$665.00Jul 10Jul 17$2.0238.2%34.8%
$637.50Jul 2Jul 10$2.7267.4%29.1%
$640.00Jul 2Jul 10$2.8060.7%27.9%
$645.00Jul 2Jul 10$3.1761.3%30.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$600.00Jul 2Jul 10$0.9085.4%31.3%
$580.00Jul 2Jul 10$1.50128.9%48.7%
$645.00Jul 2Jul 10$2.6061.3%30.5%
$650.00Jul 2Jul 17$5.2056.8%31.2%
$640.00Jul 2Jul 17$7.1060.7%33.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 1.75% of stock, avg 4.18%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$630.00Jul 2$4.23$6.70$10.93$619.07$640.931.75%
$640.00Jul 2$2.40$15.45$17.85$622.15$657.852.86%
$645.00Jul 2$1.55$20.10$21.65$623.35$666.653.47%
$635.00Jul 10$6.85$15.70$22.55$612.45$657.553.61%
$650.00Jul 2$0.70$24.85$25.55$624.45$675.554.09%
$645.00Jul 10$4.72$22.70$27.42$617.58$672.424.39%
$630.00Jul 17$11.85$17.25$29.10$600.90$659.104.66%
$620.00Jul 17$17.60$11.80$29.40$590.60$649.404.71%
$600.00Jul 10$29.10$3.30$32.40$567.60$632.405.19%
$640.00Jul 17$10.80$22.55$33.35$606.65$673.355.34%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 59 found (cheapest 0.61% of stock, avg 1.98%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$645.00$615.00Jul 2$1.55$2.25$3.80$611.20$648.80
$645.00$612.50Jul 2$1.55$2.40$3.95$608.55$648.95
$645.00$600.00Jul 2$1.55$2.40$3.95$596.05$648.95
$645.00$580.00Jul 2$1.55$2.40$3.95$576.05$648.95
$640.00$615.00Jul 2$2.40$2.25$4.65$610.35$644.65
$640.00$612.50Jul 2$2.40$2.40$4.80$607.70$644.80
$640.00$600.00Jul 2$2.40$2.40$4.80$595.20$644.80
$640.00$580.00Jul 2$2.40$2.40$4.80$575.20$644.80
$645.00$617.50Jul 2$1.55$3.83$5.38$612.12$650.38
$637.50$615.00Jul 2$3.68$2.25$5.93$609.07$643.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 36 found (best R:R 24.00, avg credit $5.46)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
630/640645/650Jul 2$9.60$0.4024.00$630.40$654.60
625/630645/650Jul 17$4.75$0.2519.00$625.25$649.75
635/645670/680Jul 10$9.25$0.7512.33$635.75$679.25
620/625640/645Jul 17$4.60$0.4011.50$620.40$644.60
610/612625/628Jul 2$2.29$0.2110.90$610.21$627.29
610/612628/630Jul 2$2.25$0.259.00$610.25$629.75
595/600640/645Jul 17$3.95$1.053.76$596.05$643.95
615/618625/628Jul 2$1.97$0.533.72$615.53$626.97
615/618628/630Jul 2$1.93$0.573.39$615.57$629.43
630/640650/660Jul 17$7.17$2.832.53$632.83$657.17

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 65.67, cheapest $0.10)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$630.00$640.00$650.00Jul 31$0.15$9.8565.67
$640.00$650.00$660.00Jul 31$0.50$9.5019.00
$640.00$645.00$650.00Jul 17$2.20$2.801.27
$620.00$630.00$640.00Jul 17$4.70$5.301.13
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$640.00$645.00$650.00Jul 2$0.10$4.9049.00
$630.00$640.00$650.00Jul 17$2.20$7.803.55
$620.00$625.00$630.00Jul 17$2.35$2.651.13
$612.50$615.00$617.50Jul 2$1.73$0.770.45

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 31 found (best net $-1.34, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$645.00$665.001:2Jul 10-$1.34$18.66
$650.00$660.001:2Jul 2-$1.20$8.80
$650.00$660.001:2Jul 17-$3.16$6.84
$660.00$670.001:2Jul 24-$4.20$5.80
$630.00$637.501:2Jul 2-$3.13$4.37
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$600.00$580.001:2Jul 2-$2.40$17.60
$600.00$580.001:2Jul 10-$4.50$15.50
$630.00$617.501:2Jul 2-$0.96$11.54
$610.00$600.001:2Jul 2-$4.30$5.70
$617.50$615.001:2Jul 2-$0.67$1.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 3.09%, avg 0.77%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$630.00Jul 31$19.300.500.8%3.09%3.93%1--
$640.00Jul 31$15.100.442.5%2.42%4.86%248
$650.00Jul 31$11.000.384.0%1.76%5.81%1104
$630.00Jul 17$9.000.450.8%1.44%2.29%5--
$660.00Jul 31$8.400.325.7%1.34%6.99%2--
$640.00Jul 17$7.600.382.5%1.22%3.66%1--
$627.50Jul 10$6.400.480.4%1.02%1.47%1--
$650.00Jul 17$5.800.284.0%0.93%4.98%6126
$645.00Jul 17$3.900.323.2%0.62%3.87%1--
$660.00Jul 24$3.000.255.7%0.48%6.13%211

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 171
Total Puts 306
Put/Call Ratio 1.79
Net Difference -135

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,905
Total Puts 3,603
Average Put/Call Ratio 1.02
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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