REGN
REGENERON PHARMACEUT
$624.72
+0.19%
$636.33 (+1.86%)
as of 07/01 06:56 PM
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
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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