Tour v303
REGN
REGENERON PHARMACEUT
$662.88 -1.97%
7/8 18:58

Option Volume

Detail
Current (07/08) 1,282
Calls: 523 (41%)
Puts: 759 (59%)
Prior (07/07) 1,174
Calls: 757 (64%)
Puts: 417 (36%)
Current vs Prior +9.20%
Calls: -30.91% (Calls)
Puts: +82.01% (Puts)
Prior 7-Day Total 7,927
Calls: 4,770 (60%)
Puts: 3,157 (40%)
Prior 7-Day Average 1,132
Calls: 681 (60%)
Puts: 451 (40%)
Current vs Prior 7-Day Avg +13.21%
Calls: -23.25%
Puts: +68.29%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/08) $2.77M
Calls: $1.91M (69%)
Puts: $861.6K (31%)
Prior (07/07) $3.13M
Calls: $2.01M (64%)
Puts: $1.13M (36%)
Current vs Prior -11.60%
Calls: -4.81%
Puts: -23.68%
Prior 7-Day Total $17.12M
Calls: $12.36M (72%)
Puts: $4.76M (28%)
Prior 7-Day Average $2.45M
Calls: $1.77M (72%)
Puts: $679.4K (28%)
Current vs Prior 7-Day Avg +13.31%
Calls: +8.12%
Puts: +26.81%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/08) 1.45
Prior (07/07) 0.55
Current vs Prior +163.45%
Prior 7-Day Average 1.03
Current vs Prior 7-Day Avg +41.04%
Sentiment BEARISH

Open Interest

Detail
Current (07/08) 3,137
Calls: 2,221 (71%)
Puts: 916 (29%)
Prior (07/07) 6,437
Calls: 4,951 (77%)
Puts: 1,486 (23%)
Current vs Prior -51.27%
Prior 7-Day Total 29,022
Calls: 20,966 (72%)
Puts: 8,056 (28%)
Prior 7-Day Average 4,146
Calls: 2,995 (72%)
Puts: 1,150 (28%)
Current vs Prior 7-Day Avg -24.34%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 2.77% | 3.85%3.85% | 9.99%
Prior 3.11% | 4.81%4.81% | 10.09%
Current vs Prior -11.07% | -19.96%-19.96% | -1.05%
Prior 7-Day Avg 2.97% | 4.53%5.01% | 10.26%
Current vs 7-Day Avg -6.89% | -15.03%-23.24% | -2.66%
Prior 7-Day Eod 3.11% | 4.81%-- | --
Current vs 7-Day Eod -11.07% | -19.96%-- | --
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 49.80% | 33.08%
Calls: 55.46% | 36.16%
Puts: 44.14% | 30.02%
Current vs 7-Day Avg -9.63% | -10.32%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($1.91M). Bearish P/C ratio of 1.45 indicates protective positioning. P/C ratio rising 163% - increased hedging/bearish positioning. Call-heavy open interest (2,221 calls vs 916 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
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. 21 found (avg delta 0.70, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$605.00Jul 1757.0064.00$60.5011.6%30.93--
$620.00Jul 1040.8047.90$44.3516.0%20.9110
$615.00Jul 1748.6054.70$51.6511.8%30.89--
$632.50Jul 1028.3036.00$32.1524.0%10.86--
$640.00Jul 1021.5029.00$25.2529.7%10.83--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$685.00Jul 2425.5032.80$29.1525.0%10.67--
$690.00Aug 2140.8049.20$45.0018.7%10.60--
$675.00Jul 2418.9026.90$22.9034.9%20.59--
$665.00Jul 103.9012.50$8.20104.9%10.52--

Most actively traded options today. High liquidity = easy entry/exit. 75 active (total vol 339, top 74)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$645.00Jul 1722.0029.60$25.8029.5%740.7340
$670.00Jul 176.4011.60$9.0057.8%440.4341
$665.00Jul 104.2011.00$7.6089.5%100.49--
$680.00Jul 3116.6024.00$20.3036.5%70.4253
$640.00Jul 1725.0033.10$29.0527.9%50.81130
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$580.00Jul 310.258.40$4.33188.2%500.1125
$632.50Jul 100.004.80$2.40200.0%120.15--
$640.00Jul 243.009.80$6.40106.2%120.26--
$600.00Jul 170.053.20$1.63193.3%70.07202
$600.00Jul 100.001.80$0.90200.0%50.0531

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 32.7%, max 89.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$640.00Jul 10Aug 2154.5%34.2%59.3%2--
$675.00Jul 10Jul 2447.9%31.1%53.9%3--
$710.00Jul 17Aug 2144.7%34.8%28.4%29
$665.00Jul 10Aug 2141.4%32.9%25.9%11--
$750.00Jul 31Aug 2141.7%35.2%18.5%345
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$600.00Jul 10Jul 1787.1%46.0%89.3%12233
$650.00Jul 10Jul 1754.0%31.2%72.9%742
$645.00Jul 10Jul 1741.8%31.5%32.8%46
$610.00Aug 7Aug 2137.7%35.6%6.0%22

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 51 found (best R:R 33.48, avg 4.71)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$680.00$710.00Jul 17$1.16$28.84$1.1624.86$681.16
$745.00$750.00Aug 21$0.40$4.60$0.4011.50$745.40
$670.00$675.00Jul 17$0.45$4.55$0.4510.11$670.45
$670.00$675.00Jul 10$0.47$4.53$0.479.64$670.47
$720.00$750.00Jul 31$2.90$27.10$2.909.34$722.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$595.00$575.00Jul 17$0.58$19.42$0.5833.48$594.42
$640.00$600.00Jul 17$1.62$38.38$1.6223.69$638.38
$632.50$600.00Jul 10$1.50$31.00$1.5020.67$631.00
$655.00$650.00Jul 10$0.75$4.25$0.755.67$654.25
$640.00$580.00Jul 31$10.37$49.63$10.374.79$629.63

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 59 found (best R:R 40.67, avg 2.00)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$620.00$632.50Jul 10$12.20$12.20$0.3040.67$632.20
$615.00$635.00Jul 17$18.50$18.50$1.5012.33$633.50
$632.50$640.00Jul 10$6.90$6.90$0.6011.50$639.40
$605.00$615.00Jul 17$8.85$8.85$1.157.70$613.85
$635.00$640.00Jul 17$4.10$4.10$0.904.56$639.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$685.00$675.00Jul 24$6.25$6.25$3.751.67$678.75
$650.00$645.00Jul 10$2.93$2.93$2.071.42$647.07
$690.00$660.00Aug 21$16.30$16.30$13.701.19$673.70
$675.00$640.00Jul 24$16.50$16.50$18.500.89$658.50
$645.00$640.00Jul 17$2.28$2.28$2.720.84$642.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $6.42, cheapest $0.73)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$750.00Jul 31Aug 21$2.8041.7%35.2%
$670.00Jul 10Jul 17$3.6540.9%28.3%
$675.00Jul 10Jul 17$3.6747.9%31.9%
$665.00Jul 10Jul 17$3.7541.4%28.6%
$640.00Jul 10Jul 17$3.8054.5%28.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$600.00Jul 10Jul 17$0.7387.1%46.0%
$650.00Jul 10Jul 17$2.3254.0%31.2%
$610.00Aug 7Aug 21$3.0537.7%35.6%
$640.00Jul 17Jul 24$3.1528.2%28.5%
$645.00Jul 10Jul 17$3.7841.8%31.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 2.38% of stock, avg 5.30%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$665.00Jul 10$7.60$8.20$15.80$649.20$680.802.38%
$650.00Jul 17$22.00$7.00$29.00$621.00$679.004.37%
$645.00Jul 17$25.80$5.53$31.33$613.67$676.334.73%
$640.00Jul 17$29.05$3.25$32.30$607.70$672.304.87%
$632.50Jul 10$32.15$2.40$34.55$597.95$667.055.21%
$675.00Jul 24$12.30$22.90$35.20$639.80$710.205.31%
$640.00Jul 24$32.65$6.40$39.05$600.95$679.055.89%
$660.00Aug 21$35.25$28.70$63.95$596.05$723.959.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 75 found (cheapest 0.63% of stock, avg 2.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$685.00$645.00Jul 10$2.40$1.75$4.15$640.85$689.15
$695.00$645.00Jul 10$2.40$1.75$4.15$640.85$699.15
$685.00$632.50Jul 10$2.40$2.40$4.80$627.70$689.80
$695.00$632.50Jul 10$2.40$2.40$4.80$627.70$699.80
$710.00$600.00Jul 17$4.32$1.63$5.95$594.05$715.95
$675.00$645.00Jul 10$4.88$1.75$6.63$638.37$681.63
$710.00$597.50Jul 17$4.32$2.40$6.72$590.78$716.72
$670.00$645.00Jul 10$5.35$1.75$7.10$637.90$677.10
$685.00$650.00Jul 10$2.40$4.68$7.08$642.92$692.08
$695.00$650.00Jul 10$2.40$4.68$7.08$642.92$702.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 71 found (best R:R 45.51, avg credit $8.63)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
595/598615/635Jul 17$19.57$0.4345.51$577.93$634.57
595/598645/650Jul 17$4.87$0.1337.46$592.63$649.87
575/595615/635Jul 17$19.08$0.9220.74$575.92$634.08
640/645665/670Jul 17$4.63$0.3712.51$640.37$669.63
645/650675/680Jul 17$4.54$0.469.87$645.46$679.54
595/598640/645Jul 17$4.32$0.686.35$593.18$644.32
640/645650/665Jul 17$12.93$2.076.25$632.07$662.93
595/598675/680Jul 17$4.14$0.864.81$593.36$679.14
595/598650/665Jul 17$11.72$3.283.57$585.78$661.72
645/650665/670Jul 17$3.82$1.183.24$646.18$668.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 32.33, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$705.00$710.00$715.00Aug 21$0.15$4.8532.33
$730.00$735.00$740.00Aug 21$0.25$4.7519.00
$660.00$670.00$680.00Jul 31$0.70$9.3013.29
$710.00$715.00$720.00Aug 21$0.50$4.509.00
$720.00$725.00$730.00Aug 21$0.55$4.458.09
PUTS (0)
No puts found

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 32 found (best net $-0.01, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$720.00$750.001:2Jul 31-$1.40$28.60
$680.00$710.001:2Jul 17-$3.16$26.84
$675.00$700.001:2Jul 24-$0.70$24.30
$630.00$660.001:2Jul 31-$7.85$22.15
$680.00$705.001:2Aug 21-$7.45$17.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$640.00$600.001:2Jul 17-$0.01$39.99
$595.00$575.001:2Jul 17-$0.17$19.83
$690.00$660.001:2Aug 21-$12.40$17.60
$610.00$590.001:2Aug 21-$3.25$16.75
$645.00$632.501:2Jul 10-$3.05$9.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 33 found (best yield 4.22%, avg 1.40%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$665.00Aug 21$28.000.520.3%4.22%4.54%1--
$670.00Aug 21$26.000.491.1%3.92%5.00%210
$670.00Aug 7$22.200.491.1%3.35%4.42%24
$680.00Aug 21$21.400.452.6%3.23%5.81%123
$670.00Jul 31$20.800.481.1%3.14%4.21%259
$680.00Jul 31$16.600.422.6%2.50%5.09%753
$690.00Jul 31$12.600.374.1%1.90%5.99%1--
$700.00Aug 14$12.600.355.6%1.90%7.50%318
$705.00Aug 21$12.100.336.3%1.83%8.18%114
$700.00Jul 31$11.100.325.6%1.67%7.27%28

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 523
Total Puts 759
Put/Call Ratio 1.45
Net Difference -236

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,770
Total Puts 3,157
Average Put/Call Ratio 1.03
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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