Tour v297
REGN
REGENERON PHARMACEUT
$676.23 +4.07%
$676.52 (+0.04%)🌙
as of 07/07 06:57 PM
7/7 18:57

Option Volume

Detail
Current (07/07) 1,174
Calls: 757 (64%)
Puts: 417 (36%)
Prior (07/06) 1,361
Calls: 818 (60%)
Puts: 543 (40%)
Current vs Prior -13.74%
Calls: -7.46% (Calls)
Puts: -23.20% (Puts)
Prior 7-Day Total 7,858
Calls: 4,645 (59%)
Puts: 3,213 (41%)
Prior 7-Day Average 1,122
Calls: 663 (59%)
Puts: 459 (41%)
Current vs Prior 7-Day Avg +4.58%
Calls: +14.08%
Puts: -9.15%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/07) $3.13M
Calls: $2.01M (64%)
Puts: $1.13M (36%)
Prior (07/06) $3.13M
Calls: $2.27M (72%)
Puts: $863.1K (28%)
Current vs Prior +0.16%
Calls: -11.50%
Puts: +30.78%
Prior 7-Day Total $16.60M
Calls: $12.10M (73%)
Puts: $4.51M (27%)
Prior 7-Day Average $2.37M
Calls: $1.73M (73%)
Puts: $643.8K (27%)
Current vs Prior 7-Day Avg +32.15%
Calls: +16.07%
Puts: +75.34%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 0.55
Prior (07/06) 0.66
Current vs Prior -17.02%
Prior 7-Day Average 1.06
Current vs Prior 7-Day Avg -47.89%
Sentiment BULLISH

Open Interest

Detail
Current (07/07) 6,437
Calls: 4,951 (77%)
Puts: 1,486 (23%)
Prior (07/06) 4,499
Calls: 2,473 (55%)
Puts: 2,026 (45%)
Current vs Prior +43.08%
Prior 7-Day Total 26,013
Calls: 18,574 (71%)
Puts: 7,439 (29%)
Prior 7-Day Average 3,716
Calls: 2,653 (71%)
Puts: 1,062 (29%)
Current vs Prior 7-Day Avg +73.22%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 3.11% | 4.81%4.81% | 10.09%
Prior 3.74% | 5.22%5.22% | 10.43%
Current vs Prior -16.76% | -7.88%-7.87% | -3.20%
Prior 7-Day Avg 2.77% | 4.33%5.22% | 10.43%
Current vs 7-Day Avg +12.34% | +10.97%-7.87% | -3.20%
Prior 7-Day Eod 3.74% | 5.22%-- | --
Current vs 7-Day Eod -16.76% | -7.88%-- | --
Sentiment BULLISHBULLISH

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 59.81% | 37.88%
Calls: 58.45% | 38.41%
Puts: 61.18% | 37.36%
Current vs 7-Day Avg -24.77% | -21.67%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($2.01M). Bullish P/C ratio of 0.55. Call-heavy open interest (4,951 calls vs 1,486 puts) suggests bullish positioning. Rising open interest (up 43%) indicates new positions being established.

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 BULLISH
Prior NEUTRAL
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. 45 found (avg delta 0.69, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$630.00Jul 1044.0051.00$47.5014.7%10.96--
$620.00Jul 1054.0061.00$57.5012.2%10.9010
$610.00Jul 1765.0072.00$68.5010.2%10.88108
$635.00Jul 1039.5047.00$43.2517.3%20.888
$615.00Jul 1760.3067.50$63.9011.3%30.8814
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$710.00Jul 1732.2040.60$36.4023.1%10.79--
$710.00Aug 2146.0054.10$50.0516.2%10.63--
$685.00Jul 2417.0025.10$21.0538.5%10.56--
$680.00Jul 2414.2022.70$18.4546.1%50.52--

Most actively traded options today. High liquidity = easy entry/exit. 123 active (total vol 565, top 67)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Jul 100.004.50$2.25200.0%670.188
$710.00Aug 1414.1022.40$18.2545.5%260.36--
$700.00Aug 2120.0027.90$23.9533.0%190.4224
$665.00Jul 1013.0021.00$17.0047.1%180.6935
$700.00Aug 1417.8026.00$21.9037.4%180.41--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$580.00Aug 212.459.90$6.18120.6%170.12152
$670.00Aug 2124.3032.70$28.5029.5%170.4498
$630.00Jul 170.004.80$2.40200.0%120.1226
$650.00Jul 172.209.70$5.95126.1%80.24--
$660.00Jul 102.707.80$5.2597.1%50.28--

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 40.9%, max 127.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$620.00Jul 10Jul 3179.5%40.1%98.5%610
$640.00Jul 10Aug 2169.1%35.4%95.3%3--
$635.00Jul 10Aug 2163.3%35.4%78.7%48
$650.00Jul 10Aug 2157.8%34.7%66.5%1451
$750.00Jul 10Aug 2155.4%35.5%56.4%647
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$610.00Jul 10Aug 2190.2%39.7%127.1%3--
$620.00Jul 10Aug 2179.5%36.3%119.2%8279
$660.00Jul 10Jul 2449.7%29.4%68.8%8--
$640.00Jul 17Aug 2143.6%35.4%23.1%716
$670.00Jul 10Aug 2140.3%33.6%19.8%1998

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 72 found (best R:R 89.00, avg 6.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$705.00$750.00Jul 10$0.50$44.50$0.5089.00$705.50
$680.00$685.00Jul 10$0.70$4.30$0.706.14$680.70
$730.00$740.00Jul 24$1.53$8.47$1.535.54$731.53
$710.00$720.00Jul 17$1.65$8.35$1.655.06$711.65
$730.00$750.00Jul 17$3.43$16.57$3.434.83$733.43
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$650.00$640.00Jul 17$0.17$9.83$0.1757.82$649.83
$620.00$610.00Aug 21$0.20$9.80$0.2049.00$619.80
$595.00$575.00Jul 17$0.60$19.40$0.6032.33$594.40
$560.00$555.00Aug 21$0.15$4.85$0.1532.33$559.85
$660.00$625.00Jul 10$2.83$32.17$2.8311.37$657.17

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 93 found (best R:R 24.00, avg 1.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$615.00$625.00Jul 17$9.60$9.60$0.4024.00$624.60
$650.00$655.00Jul 10$4.60$4.60$0.4011.50$654.60
$610.00$615.00Jul 17$4.60$4.60$0.4011.50$614.60
$625.00$640.00Jul 17$13.40$13.40$1.608.37$638.40
$640.00$650.00Jul 10$8.55$8.55$1.455.90$648.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$710.00$670.00Jul 17$24.35$24.35$15.651.56$685.65
$710.00$670.00Aug 21$21.55$21.55$18.451.17$688.45
$685.00$680.00Jul 24$2.60$2.60$2.401.08$682.40
$680.00$670.00Jul 24$4.90$4.90$5.100.96$675.10
$670.00$650.00Aug 21$7.85$7.85$12.150.65$662.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 27 found (avg debit $5.80, cheapest $0.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$750.00Jul 10Jul 17$0.2555.4%33.5%
$720.00Jul 17Jul 24$0.7535.4%29.6%
$650.00Jul 10Jul 17$2.4057.8%36.8%
$640.00Jul 10Jul 17$3.1069.1%43.6%
$700.00Jul 10Jul 17$3.9039.6%32.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$550.00Aug 14Aug 21$1.2545.1%45.2%
$650.00Jul 17Jul 24$1.4536.8%30.8%
$620.00Jul 10Jul 17$1.7879.5%51.3%
$630.00Jul 17Jul 24$2.1837.5%35.0%
$660.00Jul 10Jul 17$3.0549.7%35.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 2.70% of stock, avg 6.19%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$675.00Jul 10$10.20$8.05$18.25$656.75$693.252.70%
$670.00Jul 10$13.25$6.60$19.85$650.15$689.852.94%
$665.00Jul 10$17.00$5.23$22.23$642.77$687.233.29%
$660.00Jul 10$20.65$5.25$25.90$634.10$685.903.83%
$670.00Jul 17$18.30$12.05$30.35$639.65$700.354.49%
$660.00Jul 17$25.10$8.30$33.40$626.60$693.404.94%
$655.00Jul 17$28.65$6.80$35.45$619.55$690.455.24%
$670.00Jul 24$22.15$13.55$35.70$634.30$705.705.28%
$650.00Jul 17$31.65$5.95$37.60$612.40$687.605.56%
$660.00Jul 24$28.25$9.95$38.20$621.80$698.205.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 106 found (cheapest 0.47% of stock, avg 3.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$705.00$625.00Jul 10$0.75$2.42$3.17$621.83$708.17
$700.00$625.00Jul 10$2.25$2.42$4.67$620.33$704.67
$705.00$665.00Jul 10$0.75$5.23$5.98$659.02$710.98
$705.00$660.00Jul 10$0.75$5.25$6.00$654.00$711.00
$740.00$630.00Jul 24$2.40$4.58$6.98$623.02$746.98
$690.00$625.00Jul 10$4.83$2.42$7.25$617.75$697.25
$705.00$670.00Jul 10$0.75$6.60$7.35$662.65$712.35
$700.00$665.00Jul 10$2.25$5.23$7.48$657.52$707.48
$700.00$660.00Jul 10$2.25$5.25$7.50$652.50$707.50
$740.00$640.00Jul 24$2.40$5.40$7.80$632.20$747.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 126 found (best R:R 49.00, avg credit $5.99)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
600/610640/650Jul 10$9.80$0.2049.00$600.20$649.80
645/650665/670Aug 21$4.90$0.1049.00$645.10$669.90
655/660665/670Jul 17$4.85$0.1532.33$655.15$669.85
645/650660/665Aug 21$4.75$0.2519.00$645.25$664.75
645/650675/680Aug 21$4.75$0.2519.00$645.25$679.75
645/650670/675Aug 21$4.35$0.656.69$645.65$674.35
650/655660/665Jul 17$4.30$0.706.14$650.70$664.30
640/645665/670Aug 21$4.25$0.755.67$640.75$669.25
645/650680/685Aug 21$4.25$0.755.67$645.75$684.25
630/640645/650Jul 17$8.48$1.525.58$631.52$653.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 34 found (best R:R 61.50, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$655.00$660.00$665.00Jul 17$0.10$4.9049.00
$660.00$665.00$670.00Jul 17$0.10$4.9049.00
$640.00$650.00$660.00Aug 21$0.20$9.8049.00
$690.00$700.00$710.00Jul 31$0.25$9.7539.00
$680.00$690.00$700.00Jul 31$0.45$9.5521.22
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$665.00$670.00$675.00Jul 10$0.08$4.9261.50
$550.00$555.00$560.00Aug 21$0.20$4.8024.00
$640.00$650.00$660.00Jul 24$0.55$9.4517.18
$650.00$660.00$670.00Jul 24$1.05$8.958.52
$630.00$640.00$650.00Jul 24$1.18$8.827.47

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 $-6.95, 38 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$725.00$750.001:2Aug 21-$4.95$20.05
$700.00$720.001:2Aug 7-$3.00$17.00
$780.00$800.001:2Aug 21-$3.03$16.97
$730.00$740.001:2Jul 24-$0.87$9.13
$620.00$650.001:2Jul 31-$20.95$9.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$710.00$670.001:2Aug 21-$6.95$33.05
$610.00$580.001:2Aug 21-$0.51$29.49
$595.00$575.001:2Jul 17-$1.20$18.80
$580.00$560.001:2Aug 21-$2.68$17.32
$620.00$605.001:2Jul 17-$0.62$14.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 31 found (best yield 4.16%, avg 1.58%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$680.00Aug 21$28.100.510.6%4.16%4.71%1313
$685.00Aug 21$26.000.491.3%3.84%5.14%1--
$695.00Aug 21$21.000.442.8%3.11%5.88%1--
$680.00Jul 31$20.700.500.6%3.06%3.62%3--
$700.00Aug 21$20.000.423.5%2.96%6.47%1924
$690.00Aug 7$19.100.452.0%2.82%4.86%1--
$700.00Aug 7$18.000.413.5%2.66%6.18%22
$700.00Aug 14$17.800.413.5%2.63%6.15%18--
$690.00Jul 31$16.400.442.0%2.43%4.46%4--
$710.00Aug 14$14.100.365.0%2.09%7.08%26--

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 757
Total Puts 417
Put/Call Ratio 0.55
Net Difference 340

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,645
Total Puts 3,213
Average Put/Call Ratio 1.06
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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