Tour v290
REGN
REGENERON PHARMACEUT
$654.27 +4.73%
$653.68 (-0.09%)🌙
as of 07/02 06:55 PM
7/2 18:55

Option Volume

Detail
Current (07/02) 1,921
Calls: 1,308 (68%)
Puts: 613 (32%)
Prior (07/01) 477
Calls: 171 (36%)
Puts: 306 (64%)
Current vs Prior +302.73%
Calls: +664.91% (Calls)
Puts: +100.33% (Puts)
Prior 7-Day Total 7,835
Calls: 4,275 (55%)
Puts: 3,560 (45%)
Prior 7-Day Average 1,119
Calls: 610 (55%)
Puts: 508 (45%)
Current vs Prior 7-Day Avg +71.63%
Calls: +114.18%
Puts: +20.53%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/02) $4.30M
Calls: $3.74M (87%)
Puts: $551.1K (13%)
Prior (07/01) $583.1K
Calls: $280.2K (48%)
Puts: $302.9K (52%)
Current vs Prior +636.66%
Calls: +1236.33%
Puts: +81.92%
Prior 7-Day Total $15.62M
Calls: $9.56M (61%)
Puts: $6.05M (39%)
Prior 7-Day Average $2.23M
Calls: $1.37M (61%)
Puts: $864.8K (39%)
Current vs Prior 7-Day Avg +92.57%
Calls: +174.15%
Puts: -36.28%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/02) 0.47
Prior (07/01) 1.79
Current vs Prior -73.81%
Prior 7-Day Average 1.22
Current vs Prior 7-Day Avg -61.46%
Sentiment BULLISH

Open Interest

Detail
Current (07/02) 5,791
Calls: 4,014 (69%)
Puts: 1,777 (31%)
Prior (07/01) 1,875
Calls: 1,381 (74%)
Puts: 494 (26%)
Current vs Prior +208.85%
Prior 7-Day Total 24,269
Calls: 18,021 (72%)
Puts: 6,905 (28%)
Prior 7-Day Average 3,467
Calls: 2,574 (72%)
Puts: 986 (28%)
Current vs Prior 7-Day Avg +67.03%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/02) | Next (07/10)Expiry (07/17) | Next (08/21)
Current 1.41% | 3.94%5.11% | 10.21%
Prior 1.83% | 3.61%-- | --
Current vs Prior +115.15% | +41.64%-- | --
Prior 7-Day Avg 2.42% | 4.04%-- | --
Current vs 7-Day Avg +63.07% | +26.70%-- | --
Prior 7-Day Eod 1.83% | 3.61%-- | --
Current vs 7-Day Eod +115.15% | +41.64%-- | --
Sentiment BEARISH--

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 65.66% | 41.76%
Calls: 73.11% | 40.45%
Puts: 65.08% | 47.10%
Current vs 7-Day Avg -31.46% | -28.95%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($3.74M) vs puts ($551.1K). Massive premium surge with dollar volume up 637% vs prior. Dollar volume significantly above 7-day average (93% higher). Unusually high activity with volume up 303% vs prior - elevated interest.

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

📈 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 9.8%, best 9.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$605.00Jul 1048.6053.60$51.109.8%40.86--
PUTS (0)
No puts meet the criteria

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. 46 found (avg delta 0.77, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Jul 250.5057.70$54.1013.3%10.94--
$602.50Jul 247.6055.70$51.6515.7%20.94--
$610.00Jul 240.5047.70$44.1016.3%30.9412
$622.50Jul 227.6035.20$31.4024.2%10.9317
$625.00Jul 225.6032.70$29.1524.4%40.927
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$695.00Jul 1739.0047.00$43.0018.6%10.86--
$685.00Jul 1732.2039.00$35.6019.1%10.75--
$675.00Jul 1723.0032.00$27.5032.7%20.7025
$655.00Jul 20.007.90$3.95200.0%20.67--

Most actively traded options today. High liquidity = easy entry/exit. 115 active (total vol 614, top 50)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$665.00Jul 178.5014.60$11.5552.8%500.41125
$650.00Jul 20.809.70$5.25169.5%330.9220
$650.00Jul 1714.1021.40$17.7541.1%270.56128
$720.00Aug 144.0012.30$8.15101.8%220.21--
$655.00Jul 20.004.80$2.40200.0%210.39--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Jul 170.054.40$2.23195.1%130.10201
$610.00Jul 170.058.30$4.18197.4%110.16--
$615.00Jul 170.058.80$4.43197.5%100.17--
$600.00Jul 100.054.80$2.42196.3%70.1125
$580.00Aug 73.0010.00$6.50107.7%70.156

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 26 strikes (avg 1031.1%, max 2535.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$600.00Jul 2Jul 17896.0%34.0%2535.3%1417
$620.00Jul 2Jul 17707.0%32.0%2109.4%818
$610.00Jul 2Jul 17762.0%36.0%2016.7%6119
$625.00Jul 2Jul 10553.0%32.0%1628.1%77
$602.50Jul 2Jul 10863.0%52.0%1559.6%4--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$610.00Jul 2Jul 17762.0%36.0%2016.7%1261
$625.00Jul 2Jul 17553.0%30.0%1743.3%2--
$630.00Jul 2Jul 24480.0%29.0%1555.2%217
$640.00Jul 2Jul 31325.0%35.0%828.6%551
$645.00Jul 2Jul 10238.0%28.0%750.0%51

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 58 found (best R:R 19.00, avg 3.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$720.00$750.00Jul 31$3.80$26.20$3.806.89$723.80
$700.00$710.00Aug 7$1.35$8.65$1.356.41$701.35
$670.00$700.00Jul 10$4.43$25.57$4.435.77$674.43
$720.00$740.00Aug 14$3.15$16.85$3.155.35$723.15
$700.00$720.00Jul 31$3.75$16.25$3.754.33$703.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$615.00$610.00Jul 17$0.25$4.75$0.2519.00$614.75
$635.00$632.50Jul 10$0.15$2.35$0.1515.67$634.85
$625.00$620.00Jul 17$0.40$4.60$0.4011.50$624.60
$620.00$615.00Jul 10$0.42$4.58$0.4210.90$619.58
$620.00$615.00Jul 17$0.45$4.55$0.4510.11$619.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 78 found (best R:R 15.67, avg 1.91)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$635.00$637.50Jul 2$2.35$2.35$0.1515.67$637.35
$610.00$615.00Jul 17$4.65$4.65$0.3513.29$614.65
$615.00$620.00Jul 17$4.55$4.55$0.4510.11$619.55
$622.50$625.00Jul 2$2.25$2.25$0.259.00$624.75
$630.00$632.50Jul 10$2.25$2.25$0.259.00$632.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$685.00$675.00Jul 17$8.10$8.10$1.904.26$676.90
$695.00$685.00Jul 17$7.40$7.40$2.602.85$687.60
$640.00$635.00Jul 17$3.10$3.10$1.901.63$636.90
$675.00$640.00Jul 17$17.00$17.00$18.000.94$658.00
$650.00$640.00Jul 31$4.60$4.60$5.400.85$645.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 30 found (avg debit $4.67, cheapest $0.60)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$700.00Jul 10Jul 17$0.9027.0%24.0%
$680.00Jul 17Jul 24$0.9728.0%25.0%
$602.50Jul 2Jul 10$1.35863.0%52.0%
$620.00Jul 2Jul 10$1.80707.0%40.0%
$720.00Jul 31Aug 14$2.4034.0%32.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$625.00Jul 2Jul 10$0.60553.0%32.0%
$615.00Jul 10Jul 17$0.7542.0%34.0%
$620.00Jul 10Jul 17$0.7840.0%32.0%
$610.00Jul 2Jul 10$1.65762.0%47.0%
$635.00Jul 10Jul 17$2.8729.0%29.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 0.97% of stock, avg 5.13%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$655.00Jul 2$2.40$3.95$6.35$648.65$661.350.97%
$650.00Jul 2$5.25$2.40$7.65$642.35$657.651.17%
$645.00Jul 2$9.20$2.40$11.60$633.40$656.601.77%
$640.00Jul 2$14.20$2.40$16.60$623.40$656.602.54%
$645.00Jul 10$16.55$7.60$24.15$620.85$669.153.69%
$630.00Jul 2$24.10$2.40$26.50$603.50$656.504.05%
$637.50Jul 10$21.80$4.95$26.75$610.75$664.254.09%
$635.00Jul 10$23.50$4.53$28.03$606.97$663.034.28%
$632.50Jul 10$25.50$4.38$29.88$602.62$662.384.57%
$625.00Jul 2$29.15$2.40$31.55$593.45$656.554.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 112 found (cheapest 0.47% of stock, avg 2.67%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$660.00$650.00Jul 2$0.65$2.40$3.05$646.95$663.05
$660.00$645.00Jul 2$0.65$2.40$3.05$641.95$663.05
$660.00$640.00Jul 2$0.65$2.40$3.05$636.95$663.05
$660.00$630.00Jul 2$0.65$2.40$3.05$626.95$663.05
$660.00$625.00Jul 2$0.65$2.40$3.05$621.95$663.05
$655.00$650.00Jul 2$2.40$2.40$4.80$645.20$659.80
$655.00$645.00Jul 2$2.40$2.40$4.80$640.20$659.80
$655.00$640.00Jul 2$2.40$2.40$4.80$635.20$659.80
$655.00$630.00Jul 2$2.40$2.40$4.80$625.20$659.80
$655.00$625.00Jul 2$2.40$2.40$4.80$620.20$659.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 95 found (best R:R 65.67, avg credit $6.64)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
640/650660/670Jul 31$9.85$0.1565.67$640.15$669.85
630/640650/660Jul 24$9.60$0.4024.00$630.40$659.60
600/610620/630Jul 17$9.55$0.4521.22$600.45$629.55
635/640650/655Jul 17$4.65$0.3513.29$635.35$654.65
615/620640/645Jul 10$4.52$0.489.42$615.48$644.52
635/638640/645Jul 10$4.52$0.489.42$632.98$644.52
620/630640/650Jul 24$8.87$1.137.85$621.13$648.87
620/630650/660Jul 24$8.77$1.237.13$621.23$658.77
615/620625/630Jul 10$4.27$0.735.85$615.73$629.27
632/635640/645Jul 10$4.25$0.755.67$630.75$644.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 30 found (best R:R 99.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$640.00$650.00$660.00Jul 24$0.10$9.9099.00
$650.00$660.00$670.00Jul 31$0.15$9.8565.67
$610.00$615.00$620.00Jul 17$0.10$4.9049.00
$625.00$627.50$630.00Jul 2$0.15$2.3515.67
$620.00$625.00$630.00Jul 10$0.45$4.5510.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$610.00$615.00$620.00Jul 17$0.20$4.8024.00
$620.00$630.00$640.00Jul 24$0.83$9.1711.05
$632.50$635.00$637.50Jul 10$0.27$2.238.26
$610.00$615.00$620.00Jul 10$0.79$4.215.33
$645.00$650.00$655.00Jul 2$1.55$3.452.23

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 52 found (best net $-8.70, 40 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$640.00$670.001:2Aug 14-$8.70$21.30
$720.00$740.001:2Aug 14-$1.85$18.15
$700.00$720.001:2Jul 31-$2.00$18.00
$680.00$700.001:2Jul 31-$3.45$16.55
$700.00$710.001:2Jul 10-$1.50$8.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$580.00$560.001:2Aug 7-$2.46$17.54
$640.00$620.001:2Jul 31-$6.80$13.20
$625.00$610.001:2Jul 2-$2.40$12.60
$610.00$600.001:2Jul 17-$0.28$9.72
$610.00$600.001:2Jul 10-$0.79$9.21

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 3.36%, avg 1.23%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$660.00Aug 7$22.000.490.9%3.36%4.24%1--
$660.00Jul 31$20.800.490.9%3.18%4.05%5--
$670.00Aug 14$20.300.442.4%3.10%5.51%5--
$670.00Aug 7$18.000.432.4%2.75%5.16%12
$670.00Jul 31$16.000.432.4%2.45%4.85%1--
$660.00Jul 24$13.300.470.9%2.03%2.91%29
$655.00Jul 17$13.100.510.1%2.00%2.11%12--
$680.00Jul 31$11.800.373.9%1.80%5.74%4--
$660.00Jul 17$10.400.460.9%1.59%2.47%2120
$665.00Jul 17$8.500.411.6%1.30%2.94%50125

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 1,308
Total Puts 613
Put/Call Ratio 0.47
Net Difference 695

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,275
Total Puts 3,560
Average Put/Call Ratio 1.22
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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