Tour v294
REGN
REGENERON PHARMACEUT
$649.81 -0.68%
$655.00 (+0.80%)🌙
as of 07/06 06:54 PM
7/6 18:54

Option Volume

Detail
Current (07/06) 1,361
Calls: 818 (60%)
Puts: 543 (40%)
Prior (07/02) 1,921
Calls: 1,308 (68%)
Puts: 613 (32%)
Current vs Prior -29.15%
Calls: -37.46% (Calls)
Puts: -11.42% (Puts)
Prior 7-Day Total 6,497
Calls: 3,827 (59%)
Puts: 2,670 (41%)
Prior 7-Day Average 1,082
Calls: 546 (59%)
Puts: 381 (41%)
Current vs Prior 7-Day Avg +25.69%
Calls: +49.62%
Puts: +42.36%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/06) $3.13M
Calls: $2.27M (72%)
Puts: $863.1K (28%)
Prior (07/02) $4.30M
Calls: $3.74M (87%)
Puts: $551.1K (13%)
Current vs Prior -27.15%
Calls: -39.48%
Puts: +56.63%
Prior 7-Day Total $13.47M
Calls: $9.83M (73%)
Puts: $3.64M (27%)
Prior 7-Day Average $2.25M
Calls: $1.40M (73%)
Puts: $520.5K (27%)
Current vs Prior 7-Day Avg +39.37%
Calls: +61.39%
Puts: +65.84%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06) 0.66
Prior (07/02) 0.47
Current vs Prior +41.64%
Prior 7-Day Average 1.12
Current vs Prior 7-Day Avg -40.87%
Sentiment BULLISH

Open Interest

Detail
Current (07/06) 4,499
Calls: 2,473 (55%)
Puts: 2,026 (45%)
Prior (07/02) 5,791
Calls: 4,014 (69%)
Puts: 1,777 (31%)
Current vs Prior -22.31%
Prior 7-Day Total 21,514
Calls: 16,101 (75%)
Puts: 5,413 (25%)
Prior 7-Day Average 3,585
Calls: 2,683 (75%)
Puts: 902 (25%)
Current vs Prior 7-Day Avg +25.47%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 3.74% | 5.22%5.22% | 10.43%
Prior 3.94% | 5.11%-- | --
Current vs Prior -5.17% | +2.04%-- | --
Prior 7-Day Avg 2.61% | 4.18%-- | --
Current vs 7-Day Avg +43.30% | +24.70%-- | --
Prior 7-Day Eod 3.94% | 5.11%-- | --
Current vs 7-Day Eod -5.17% | +2.04%-- | --
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 62.28% | 39.25%
Calls: 59.54% | 39.20%
Puts: 65.02% | 39.30%
Current vs 7-Day Avg -27.75% | -24.40%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($2.27M). Bullish P/C ratio of 0.66. P/C ratio rising 42% - increased hedging/bearish positioning. Declining open interest (down 22%) indicates positions being closed.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 9.5%, best 9.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$605.00Jul 1745.2049.70$47.459.5%10.84--
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. 20 found (avg delta 0.65, highest 0.88)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Jul 1037.4045.90$41.6520.4%30.8815
$600.00Jul 2450.2059.00$54.6016.1%30.8862
$605.00Jul 1745.2049.70$47.459.5%10.84--
$600.00Aug 1460.0068.00$64.0012.5%10.76--
$632.50Jul 1017.8026.00$21.9037.4%20.74--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$660.00Jul 3128.2035.00$31.6021.5%10.54--
$660.00Aug 727.6036.00$31.8026.4%30.53--
$650.00Jul 108.8013.90$11.3544.9%20.51--

Most actively traded options today. High liquidity = easy entry/exit. 68 active (total vol 786, top 360)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$670.00Aug 1418.7026.90$22.8036.0%3600.434
$637.50Jul 1014.1022.00$18.0543.8%800.69--
$650.00Jul 1713.9020.00$16.9536.0%280.52127
$620.00Aug 1445.7053.80$49.7516.3%240.68--
$675.00Jul 172.9010.00$6.45110.1%220.28162
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$637.50Jul 101.957.90$4.93120.7%610.311
$635.00Jul 100.409.10$4.75183.2%530.292
$640.00Jul 101.7510.00$5.88140.3%130.35--
$550.00Jul 100.002.40$1.20200.0%30.043
$600.00Jul 100.001.00$0.50200.0%30.0429

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 29.6%, max 88.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$700.00Jul 10Jul 1761.2%39.0%56.7%9200
$680.00Jul 10Aug 753.3%37.3%42.9%2--
$710.00Jul 17Aug 1448.9%35.7%37.0%31
$670.00Jul 10Aug 1444.8%36.8%21.7%3614
$655.00Jul 10Jul 2438.7%32.6%18.5%11--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$605.00Jul 10Jul 2467.6%35.8%88.6%2--
$622.50Jul 10Jul 1751.3%37.0%38.6%31
$630.00Jul 10Jul 2443.4%31.7%36.9%310
$620.00Jul 10Jul 3153.0%39.4%34.4%56
$650.00Jul 10Aug 740.8%35.3%15.6%4--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 43 found (best R:R 70.43, avg 7.24)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$670.00$680.00Jul 10$0.40$9.60$0.4024.00$670.40
$665.00$670.00Jul 10$0.45$4.55$0.4510.11$665.45
$720.00$750.00Jul 31$3.05$26.95$3.058.84$723.05
$675.00$700.00Jul 17$3.22$21.78$3.226.76$678.22
$710.00$750.00Aug 14$5.75$34.25$5.755.96$715.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$600.00$575.00Jul 17$0.35$24.65$0.3570.43$599.65
$615.00$605.00Jul 10$0.25$9.75$0.2539.00$614.75
$630.00$622.50Jul 10$0.22$7.28$0.2233.09$629.78
$575.00$570.00Jul 17$0.28$4.72$0.2816.86$574.72
$637.50$635.00Jul 10$0.18$2.32$0.1812.89$637.32

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 50 found (best R:R 7.18, avg 1.03)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$610.00$632.50Jul 10$19.75$19.75$2.757.18$629.75
$632.50$635.00Jul 10$2.00$2.00$0.504.00$634.50
$637.50$640.00Jul 10$1.95$1.95$0.553.55$639.45
$605.00$640.00Jul 17$26.30$26.30$8.703.02$631.30
$635.00$637.50Jul 10$1.85$1.85$0.652.85$636.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$605.00$600.00Jul 10$3.18$3.18$1.821.75$601.82
$645.00$640.00Jul 10$3.07$3.07$1.931.59$641.93
$660.00$650.00Jul 31$5.80$5.80$4.201.38$654.20
$660.00$650.00Aug 7$5.00$5.00$5.001.00$655.00
$650.00$645.00Jul 10$2.40$2.40$2.600.92$647.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $6.00, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$700.00Jul 10Jul 17$0.8361.2%39.0%
$750.00Jul 31Aug 14$1.5540.6%36.3%
$650.00Jul 17Jul 24$2.1535.5%30.9%
$640.00Jul 10Jul 17$5.0536.1%34.8%
$645.00Jul 10Jul 17$5.3040.1%34.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$660.00Jul 31Aug 7$0.2040.9%37.6%
$620.00Jul 10Jul 17$0.7553.0%35.3%
$605.00Jul 10Jul 24$1.2267.6%35.8%
$622.50Jul 10Jul 17$1.7051.3%37.0%
$600.00Jul 10Jul 17$2.5344.0%42.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 3.37% of stock, avg 4.97%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$645.00Jul 10$12.95$8.95$21.90$623.10$666.903.37%
$640.00Jul 10$16.10$5.88$21.98$618.02$661.983.38%
$637.50Jul 10$18.05$4.93$22.98$614.52$660.483.54%
$635.00Jul 10$19.90$4.75$24.65$610.35$659.653.79%
$632.50Jul 10$21.90$4.55$26.45$606.05$658.954.07%
$650.00Jul 31$27.50$25.80$53.30$596.70$703.308.20%
$660.00Jul 31$23.25$31.60$54.85$605.15$714.858.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 60 found (cheapest 0.96% of stock, avg 2.65%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$700.00$600.00Jul 17$3.23$3.03$6.26$593.74$706.26
$710.00$600.00Jul 17$4.50$3.03$7.53$592.47$717.53
$700.00$620.00Jul 17$3.23$4.75$7.98$612.02$707.98
$680.00$632.50Jul 10$4.03$4.55$8.58$623.92$688.58
$680.00$635.00Jul 10$4.03$4.75$8.78$626.22$688.78
$700.00$625.00Jul 17$3.23$5.65$8.88$616.12$708.88
$670.00$632.50Jul 10$4.43$4.55$8.98$623.52$678.98
$680.00$637.50Jul 10$4.03$4.93$8.96$628.54$688.96
$670.00$635.00Jul 10$4.43$4.75$9.18$625.82$679.18
$700.00$622.50Jul 17$3.23$5.93$9.16$613.34$709.16

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 93 found (best R:R 8.26, avg credit $5.23)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
620/622632/635Jul 10$2.23$0.278.26$620.27$634.73
620/622638/640Jul 10$2.18$0.326.81$620.32$639.68
610/620630/640Jul 31$8.70$1.306.69$611.30$638.70
632/635638/640Jul 10$2.15$0.356.14$632.85$639.65
650/660670/680Aug 7$8.60$1.406.14$651.40$678.60
600/605645/655Jul 10$8.53$1.475.80$596.47$653.53
645/650655/660Jul 10$4.25$0.755.67$645.75$659.25
620/622635/638Jul 10$2.08$0.424.95$620.42$637.08
620/622640/645Jul 17$4.08$0.924.43$618.42$644.08
600/605660/665Jul 10$4.05$0.954.26$600.95$664.05

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 24.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$632.50$635.00$637.50Jul 10$0.15$2.3515.67
$630.00$640.00$650.00Jul 31$0.75$9.2512.33
$660.00$665.00$670.00Jul 10$0.42$4.5810.90
$640.00$650.00$660.00Jul 31$1.15$8.857.70
$670.00$710.00$750.00Aug 14$6.70$33.304.97
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$630.00$632.50$635.00Jul 10$0.10$2.4024.00
$610.00$620.00$630.00Jul 24$0.57$9.4316.54
$635.00$637.50$640.00Jul 10$0.77$1.732.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 34 found (best net $-1.90, 24 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$720.00$750.001:2Jul 31$0.00$30.00
$675.00$700.001:2Jul 17-$0.01$24.99
$610.00$632.501:2Jul 10-$2.15$20.35
$645.00$655.001:2Jul 10-$2.25$7.75
$690.00$700.001:2Jul 10-$2.90$7.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$600.00$550.001:2Jul 10-$1.90$48.10
$650.00$620.001:2Jul 31-$1.70$28.30
$600.00$575.001:2Jul 17-$2.33$22.67
$620.00$600.001:2Jul 17-$1.31$18.69
$635.00$625.001:2Jul 17-$2.65$7.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 3.54%, avg 1.34%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$650.00Jul 31$23.000.520.0%3.54%3.57%8114
$660.00Jul 31$19.500.471.6%3.00%4.57%1019
$670.00Aug 14$18.700.433.1%2.88%5.98%3604
$670.00Aug 7$16.000.423.1%2.46%5.57%1--
$670.00Jul 31$15.100.413.1%2.32%5.43%1--
$650.00Jul 24$14.700.520.0%2.26%2.29%951
$650.00Jul 17$13.900.520.0%2.14%2.17%28127
$680.00Aug 7$12.700.364.7%1.95%6.60%1--
$655.00Jul 24$12.200.480.8%1.88%2.68%10--
$710.00Aug 14$6.100.249.3%0.94%10.20%21

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 818
Total Puts 543
Put/Call Ratio 0.66
Net Difference 275

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,827
Total Puts 2,670
Average Put/Call Ratio 1.12
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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