Tour v309
REGN
REGENERON PHARMACEUT
$664.52 -0.51%
$666.00 (+0.22%)🌙
as of 07/10 06:59 PM
7/10 18:59

Option Volume

Detail
Current (07/10) 510
Calls: 206 (40%)
Puts: 304 (60%)
Prior (07/09) 940
Calls: 425 (45%)
Puts: 515 (55%)
Current vs Prior -45.74%
Calls: -51.53% (Calls)
Puts: -40.97% (Puts)
Prior 7-Day Total 8,128
Calls: 4,317 (53%)
Puts: 3,811 (47%)
Prior 7-Day Average 1,161
Calls: 616 (53%)
Puts: 544 (47%)
Current vs Prior 7-Day Avg -56.08%
Calls: -66.60%
Puts: -44.16%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/10) $1.26M
Calls: $539.5K (43%)
Puts: $722.6K (57%)
Prior (07/09) $1.77M
Calls: $1.18M (67%)
Puts: $591.0K (33%)
Current vs Prior -28.74%
Calls: -54.28%
Puts: +22.26%
Prior 7-Day Total $17.22M
Calls: $11.72M (68%)
Puts: $5.49M (32%)
Prior 7-Day Average $2.46M
Calls: $1.67M (68%)
Puts: $784.7K (32%)
Current vs Prior 7-Day Avg -48.69%
Calls: -67.79%
Puts: -7.92%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/10) 1.48
Prior (07/09) 1.21
Current vs Prior +21.78%
Prior 7-Day Average 1.18
Current vs Prior 7-Day Avg +25.59%
Sentiment BEARISH

Open Interest

Detail
Current (07/10) 2,236
Calls: 1,249 (56%)
Puts: 987 (44%)
Prior (07/09) 1,989
Calls: 1,213 (61%)
Puts: 776 (39%)
Current vs Prior +12.42%
Prior 7-Day Total 27,170
Calls: 18,844 (69%)
Puts: 8,326 (31%)
Prior 7-Day Average 3,881
Calls: 2,692 (69%)
Puts: 1,189 (31%)
Current vs Prior 7-Day Avg -42.39%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 1.38% | 3.45%3.45% | 9.77%
Prior 1.90% | 3.94%3.94% | 9.86%
Current vs Prior +81.53% | +14.63%-12.64% | -0.93%
Prior 7-Day Avg 2.79% | 4.37%4.45% | 10.09%
Current vs 7-Day Avg +23.35% | +3.55%-22.62% | -3.22%
Prior 7-Day Eod 1.90% | 3.94%-- | --
Current vs 7-Day Eod +81.53% | +14.63%-- | --
Sentiment BEARISHBULLISH

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 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

Below-average activity with volume down 46% vs prior. Bearish P/C ratio of 1.48 indicates protective positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
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 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$640.00Jul 1020.6028.20$24.4031.1%11.00--
$620.00Jul 1741.7048.70$45.2015.5%10.92--
$602.50Jul 1057.8066.30$62.0513.7%20.92--
$625.00Jul 1035.3043.90$39.6021.7%10.89--
$610.00Jul 3157.1066.90$62.0015.8%20.83--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$675.00Jul 107.7014.40$11.0560.6%10.72--

Most actively traded options today. High liquidity = easy entry/exit. 56 active (total vol 345, top 90)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$665.00Jul 100.004.80$2.40200.0%200.4236
$660.00Jul 101.209.20$5.20153.8%70.688
$670.00Jul 173.1011.60$7.35115.6%70.4174
$665.00Jul 175.4014.30$9.8590.4%60.49171
$675.00Jul 172.9510.00$6.48108.8%60.35176
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$650.00Aug 1418.3026.00$22.1534.8%900.40--
$650.00Aug 2119.7028.00$23.8534.8%900.4187
$640.00Aug 1414.5022.00$18.2541.1%120.35--
$640.00Aug 2115.1023.90$19.5045.1%120.35--
$630.00Jul 170.003.80$1.90200.0%70.1229

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 704.2%, max 1631.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$675.00Jul 10Jul 17400.5%30.2%1226.0%8180
$650.00Jul 10Aug 21354.6%34.1%941.4%2--
$640.00Jul 10Jul 24192.2%29.4%554.4%3--
$670.00Jul 10Aug 7211.8%37.8%460.2%55
$660.00Jul 10Jul 31182.9%36.3%404.6%1335
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$630.00Jul 10Aug 7642.9%37.1%1631.1%2--
$640.00Jul 17Aug 2138.9%33.9%14.6%13--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 26 found (best R:R 29.00, avg 4.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$675.00$705.00Jul 10$1.00$29.00$1.0029.00$676.00
$665.00$670.00Jul 10$0.80$4.20$0.805.25$665.80
$670.00$675.00Jul 17$0.87$4.13$0.874.75$670.87
$680.00$700.00Jul 24$3.65$16.35$3.654.48$683.65
$675.00$690.00Jul 17$4.08$10.92$4.082.68$679.08
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$650.00$645.00Jul 17$0.30$4.70$0.3015.67$649.70
$630.00$620.00Jul 17$0.65$9.35$0.6514.38$629.35
$640.00$630.00Jul 24$1.77$8.23$1.774.65$638.23
$675.00$630.00Jul 10$8.65$36.35$8.654.20$666.35
$660.00$650.00Jul 17$2.02$7.98$2.023.95$657.98

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 33 found (best R:R 27.57, avg 2.35)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$640.00$650.00Jul 17$9.65$9.65$0.3527.57$649.65
$640.00$650.00Jul 10$9.30$9.30$0.7013.29$649.30
$620.00$640.00Jul 17$18.00$18.00$2.009.00$638.00
$640.00$650.00Jul 24$7.55$7.55$2.453.08$647.55
$655.00$660.00Jul 10$3.60$3.60$1.402.57$658.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$602.50$600.00Jul 10$2.02$2.02$0.484.21$600.48
$650.00$640.00Aug 21$4.35$4.35$5.650.77$645.65
$650.00$640.00Aug 14$3.90$3.90$6.100.64$646.10
$660.00$650.00Aug 21$3.80$3.80$6.200.61$656.20
$640.00$630.00Jul 17$3.18$3.18$6.820.47$636.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $7.67, cheapest $0.72)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$650.00Jul 10Jul 17$2.45354.6%27.9%
$640.00Jul 10Jul 17$2.80192.2%38.9%
$675.00Jul 10Jul 17$3.08400.5%30.2%
$670.00Jul 10Jul 17$5.75211.8%27.4%
$660.00Jul 10Jul 17$7.35182.9%23.3%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$640.00Jul 17Jul 24$0.7238.9%29.4%
$620.00Jul 17Jul 31$6.6036.3%38.8%
$650.00Jul 17Aug 14$17.5727.9%35.7%
$660.00Jul 17Aug 21$21.0523.3%33.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 2.17% of stock, avg 5.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$675.00Jul 10$3.40$11.05$14.45$660.55$689.452.17%
$660.00Jul 17$12.55$6.60$19.15$640.85$679.152.88%
$650.00Jul 17$17.55$4.58$22.13$627.87$672.133.33%
$640.00Jul 17$27.20$5.08$32.28$607.72$672.284.86%
$640.00Jul 24$31.00$5.80$36.80$603.20$676.805.54%
$625.00Jul 10$39.60$2.40$42.00$583.00$667.006.32%
$620.00Jul 17$45.20$1.25$46.45$573.55$666.456.99%
$650.00Aug 21$40.10$23.85$63.95$586.05$713.959.62%
$602.50Jul 10$62.05$2.40$64.45$538.05$666.959.70%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 56 found (cheapest 0.60% of stock, avg 2.27%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$670.00$630.00Jul 10$1.60$2.40$4.00$626.00$674.00
$670.00$625.00Jul 10$1.60$2.40$4.00$621.00$674.00
$670.00$602.50Jul 10$1.60$2.40$4.00$598.50$674.00
$690.00$630.00Jul 17$2.40$1.90$4.30$625.70$694.30
$710.00$630.00Jul 17$2.40$1.90$4.30$625.70$714.30
$665.00$630.00Jul 10$2.40$2.40$4.80$625.20$669.80
$665.00$625.00Jul 10$2.40$2.40$4.80$620.20$669.80
$665.00$602.50Jul 10$2.40$2.40$4.80$597.70$669.80
$705.00$630.00Jul 10$2.40$2.40$4.80$625.20$709.80
$705.00$625.00Jul 10$2.40$2.40$4.80$620.20$709.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 30 found (best R:R 26.78, avg credit $7.59)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
600/602660/665Jul 10$4.82$0.1826.78$597.68$664.82
630/640650/660Jul 17$8.18$1.824.49$631.82$658.18
640/650665/680Aug 21$11.45$3.553.23$638.55$676.45
650/660665/680Aug 21$10.90$4.102.66$649.10$675.90
630/640650/668Jul 24$11.72$5.782.03$628.28$661.72
645/650660/665Jul 17$3.00$2.001.50$647.00$663.00
630/640660/665Jul 17$5.88$4.121.43$634.12$665.88
630/640665/670Jul 17$5.68$4.321.31$634.32$670.68
620/630650/660Jul 17$5.65$4.351.30$624.35$655.65
600/602665/670Jul 10$2.82$2.181.29$599.68$667.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 24.00, cheapest $0.20)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$660.00$665.00$670.00Jul 17$0.20$4.8024.00
$660.00$670.00$680.00Jul 31$0.45$9.5521.22
$650.00$665.00$680.00Aug 21$1.20$13.8011.50
$655.00$660.00$665.00Jul 10$0.80$4.205.25
$665.00$670.00$675.00Jul 17$1.63$3.372.07
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$640.00$645.00$650.00Jul 17$1.10$3.903.55
$620.00$630.00$640.00Jul 17$2.53$7.472.95

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 30 found (best net $-2.40, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$710.00$750.001:2Jul 17-$2.40$37.60
$680.00$715.001:2Aug 21-$0.40$34.60
$675.00$705.001:2Jul 10-$1.40$28.60
$680.00$700.001:2Jul 24-$0.95$19.05
$690.00$710.001:2Jul 17-$2.40$17.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$602.501:2Jul 10-$2.40$20.10
$630.00$620.001:2Jul 17-$0.60$9.40
$640.00$630.001:2Jul 24-$2.26$7.74
$660.00$650.001:2Jul 17-$2.56$7.44
$630.00$625.001:2Jul 10-$2.40$2.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 4.15%, avg 1.57%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$665.00Aug 21$27.600.520.1%4.15%4.23%6--
$670.00Aug 7$21.100.490.8%3.18%4.00%15
$680.00Aug 21$20.400.442.3%3.07%5.40%123
$670.00Jul 31$18.000.480.8%2.71%3.53%559
$680.00Jul 31$13.700.422.3%2.06%4.39%2--
$667.50Jul 24$9.000.480.5%1.35%1.80%1--
$715.00Aug 21$8.400.287.6%1.26%8.86%53
$665.00Jul 17$5.400.490.1%0.81%0.88%6171
$680.00Jul 24$4.000.352.3%0.60%2.93%1--
$670.00Jul 17$3.100.410.8%0.47%1.29%774

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 206
Total Puts 304
Put/Call Ratio 1.48
Net Difference -98

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,317
Total Puts 3,811
Average Put/Call Ratio 1.18
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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