Tour v308
REGN
REGENERON PHARMACEUT
$667.95 +0.76%
$666.42 (-0.23%)🌙
as of 07/09 06:58 PM
(7/8 18:58) ◀
|
Thursday, July 9, 2026 (6:58pm)
January 2026
|
▶ (7/10 18:59)
◀ 7/9 18:58 ▶

Option Volume

Detail
ℹ
Current (07/09) 940
Calls: 425 (45%)
Puts: 515 (55%)
Prior (07/08) 1,282
Calls: 523 (41%)
Puts: 759 (59%)
Current vs Prior -26.68%
Calls: -18.74% (Calls)
Puts: -32.15% (Puts)
Prior 7-Day Total 7,707
Calls: 4,111 (53%)
Puts: 3,596 (47%)
Prior 7-Day Average 1,101
Calls: 587 (53%)
Puts: 513 (47%)
Current vs Prior 7-Day Avg -14.62%
Calls: -27.63%
Puts: +0.25%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (07/09) $1.77M
Calls: $1.18M (67%)
Puts: $591.0K (33%)
Prior (07/08) $2.77M
Calls: $1.91M (69%)
Puts: $861.6K (31%)
Current vs Prior -36.09%
Calls: -38.20%
Puts: -31.40%
Prior 7-Day Total $16.28M
Calls: $11.05M (68%)
Puts: $5.23M (32%)
Prior 7-Day Average $2.33M
Calls: $1.58M (68%)
Puts: $746.5K (32%)
Current vs Prior 7-Day Avg -23.84%
Calls: -25.27%
Puts: -20.82%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (07/09) 1.21
Prior (07/08) 1.45
Current vs Prior -16.50%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg +1.19%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (07/09) 1,989
Calls: 1,213 (61%)
Puts: 776 (39%)
Prior (07/08) 3,137
Calls: 2,221 (71%)
Puts: 916 (29%)
Current vs Prior -36.60%
Prior 7-Day Total 27,512
Calls: 19,251 (70%)
Puts: 8,261 (30%)
Prior 7-Day Average 3,930
Calls: 2,750 (70%)
Puts: 1,180 (30%)
Current vs Prior 7-Day Avg -49.39%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 1.90% | 3.94%3.94% | 9.86%
Prior 2.77% | 3.85%3.85% | 9.99%
Current vs Prior -31.42% | +2.55%+2.55% | -1.28%
Prior 7-Day Avg 2.90% | 4.41%4.62% | 10.17%
Current vs 7-Day Avg -34.59% | -10.45%-14.67% | -3.05%
Prior 7-Day Eod 2.77% | 3.85%-- | --
Current vs 7-Day Eod -31.42% | +2.55%-- | --
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
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 45.00% | 29.67%
Calls: 51.91% | 33.66%
Puts: 38.10% | 25.69%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($1.18M). Bearish P/C ratio of 1.21 indicates protective positioning. Call-heavy open interest (1,213 calls vs 776 puts) suggests bullish positioning. Declining open interest (down 37%) indicates positions being closed.

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 NEUTRAL
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

📈 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. 17 found (avg delta 0.68, highest 0.86)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$635.00Jul 1029.3037.00$33.1523.2%10.86--
$620.00Jul 2447.3056.00$51.6516.8%10.85--
$645.00Jul 1019.4027.00$23.2032.8%10.83--
$640.00Jul 2431.1039.00$35.0522.5%100.76--
$630.00Jul 3145.0053.80$49.4017.8%10.7519
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$685.00Jul 1717.3025.90$21.6039.8%10.71--

Most actively traded options today. High liquidity = easy entry/exit. 47 active (total vol 733, top 230)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$750.00Aug 140.708.50$4.60169.6%780.14--
$735.00Aug 215.2013.90$9.5591.1%700.223
$660.00Jul 1712.0019.00$15.5045.2%520.62123
$675.00Aug 2124.8033.90$29.3531.0%310.4939
$665.00Aug 2130.0038.80$34.4025.6%150.546
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$665.00Jul 176.0014.30$10.1581.8%2300.468
$600.00Jul 170.051.30$0.68183.8%1000.04207
$600.00Aug 215.0012.30$8.6584.4%1000.18238
$620.00Aug 75.2014.00$9.6091.7%40.22--
$620.00Jul 170.257.40$3.83186.7%20.1526

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 43.8%, max 127.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$645.00Jul 10Aug 2177.2%33.9%127.5%2--
$675.00Jul 10Aug 2151.3%36.0%42.4%3342
$680.00Jul 10Jul 3153.2%38.2%39.4%257
$665.00Jul 10Aug 2142.3%32.8%28.8%166
$670.00Jul 10Aug 2140.3%32.9%22.2%3--
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$620.00Jul 17Aug 749.3%37.5%31.3%626
$600.00Jul 17Aug 2141.8%36.4%14.8%200445

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 28 found (best R:R 149.00, avg 9.21)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$670.00$675.00Jul 10$0.57$4.43$0.577.77$670.57
$680.00$690.00Jul 17$1.32$8.68$1.326.58$681.32
$735.00$750.00Aug 21$2.60$12.40$2.604.77$737.60
$750.00$760.00Aug 21$2.17$7.83$2.173.61$752.17
$690.00$700.00Jul 17$2.35$7.65$2.353.26$692.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$600.00$570.00Jul 17$0.20$29.80$0.20149.00$599.80
$650.00$620.00Jul 17$0.77$29.23$0.7737.96$649.23
$660.00$645.00Jul 10$1.53$13.47$1.538.80$658.47
$620.00$600.00Jul 17$3.15$16.85$3.155.35$616.85
$600.00$580.00Aug 21$3.42$16.58$3.424.85$596.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 32 found (best R:R 9.00, avg 1.27)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$655.00$660.00Jul 17$4.50$4.50$0.509.00$659.50
$620.00$640.00Jul 24$16.60$16.60$3.404.88$636.60
$645.00$665.00Jul 10$16.50$16.50$3.504.71$661.50
$640.00$645.00Jul 24$3.95$3.95$1.053.76$643.95
$645.00$655.00Jul 24$6.45$6.45$3.551.82$651.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$685.00$665.00Jul 17$11.45$11.45$8.551.34$673.55
$665.00$650.00Jul 17$5.55$5.55$9.450.59$659.45
$640.00$600.00Aug 21$10.15$10.15$29.850.34$629.85
$600.00$580.00Aug 21$3.42$3.42$16.580.21$596.58
$620.00$600.00Jul 17$3.15$3.15$16.850.19$616.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $9.65, cheapest $2.35)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$750.00Aug 14Aug 21$2.3532.5%34.2%
$680.00Jul 10Jul 17$3.0753.2%28.6%
$655.00Jul 17Jul 24$4.6529.3%30.4%
$665.00Jul 10Jul 17$6.7042.3%28.5%
$645.00Jul 10Jul 24$7.9077.2%31.4%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$600.00Jul 17Jul 31$4.3241.8%42.1%
$620.00Jul 17Aug 7$5.7749.3%37.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 3.53% of stock, avg 3.82%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$665.00Jul 17$13.40$10.15$23.55$641.45$688.553.53%
$645.00Jul 10$23.20$2.40$25.60$619.40$670.603.83%
$650.00Jul 17$22.75$4.60$27.35$622.65$677.354.09%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 37 found (cheapest 0.80% of stock, avg 2.46%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$680.00$645.00Jul 10$2.93$2.40$5.33$639.67$685.33
$700.00$620.00Jul 17$2.33$3.83$6.16$613.84$706.16
$705.00$620.00Jul 17$2.35$3.83$6.18$613.82$711.18
$675.00$645.00Jul 10$4.23$2.40$6.63$638.37$681.63
$680.00$660.00Jul 10$2.93$3.93$6.86$653.14$686.86
$700.00$650.00Jul 17$2.33$4.60$6.93$643.07$706.93
$705.00$650.00Jul 17$2.35$4.60$6.95$643.05$711.95
$670.00$645.00Jul 10$4.80$2.40$7.20$637.80$677.20
$675.00$660.00Jul 10$4.23$3.93$8.16$651.84$683.16
$690.00$620.00Jul 17$4.68$3.83$8.51$611.49$698.51

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 37 found (best R:R 2.94, avg credit $8.02)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
580/600645/665Aug 21$14.92$5.082.94$585.08$659.92
665/685690/700Jul 17$13.80$6.202.23$671.20$703.80
580/600675/700Aug 21$14.27$10.731.33$585.73$689.27
600/640645/665Aug 21$21.65$18.351.18$618.35$666.65
600/620665/680Jul 17$10.55$9.451.12$609.45$675.55
650/665690/700Jul 17$7.90$7.101.11$657.10$697.90
600/640675/700Aug 21$21.00$19.001.11$619.00$696.00
600/640700/735Aug 21$19.10$20.900.91$620.90$719.10
650/665680/690Jul 17$6.87$8.130.85$658.13$686.87
600/620655/660Jul 17$7.65$12.350.62$612.35$662.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 10.11, cheapest $0.45)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$665.00$670.00$675.00Aug 21$0.45$4.5510.11
$665.00$670.00$675.00Jul 10$1.33$3.672.76
$655.00$660.00$665.00Jul 17$2.40$2.601.08
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. 25 found (best net $-0.60, 16 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$700.00$735.001:2Aug 21-$0.60$34.40
$675.00$700.001:2Aug 21-$7.65$17.35
$680.00$700.001:2Jul 31-$4.50$15.50
$735.00$750.001:2Aug 21-$4.35$10.65
$750.00$760.001:2Aug 21-$2.61$7.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$600.00$570.001:2Jul 17-$0.28$29.72
$650.00$620.001:2Jul 17-$3.06$26.94
$600.00$580.001:2Aug 21-$1.81$18.19
$660.00$645.001:2Jul 10-$0.87$14.13
$640.00$600.001:2Aug 21$1.50$38.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 4.09%, avg 1.34%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$670.00Aug 21$27.300.510.3%4.09%4.39%2--
$675.00Aug 21$24.800.491.1%3.71%4.77%3139
$680.00Jul 31$15.400.451.8%2.31%4.11%157
$700.00Aug 21$15.000.364.8%2.25%7.04%140
$700.00Aug 7$10.000.344.8%1.50%6.30%2--
$700.00Jul 31$7.500.324.8%1.12%5.92%1--
$735.00Aug 21$5.200.2210.0%0.78%10.82%703
$750.00Aug 21$3.900.1712.3%0.58%12.87%247
$760.00Aug 21$2.250.1313.8%0.34%14.12%1--
$680.00Jul 17$2.000.331.8%0.30%2.10%1--

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 425
Total Puts 515
Put/Call Ratio 1.21
Net Difference -90

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,111
Total Puts 3,596
Average Put/Call Ratio 1.20
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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