Tour v325
REGN
REGENERON PHARMACEUT
$663.09 -0.22%
$660.69 (-0.36%)🌙
as of 07/13 06:57 PM
7/13 18:57

Option Volume

Detail
Current (07/13) 302
Calls: 184 (61%)
Puts: 118 (39%)
Prior (07/10) 510
Calls: 206 (40%)
Puts: 304 (60%)
Current vs Prior -40.78%
Calls: -10.68% (Calls)
Puts: -61.18% (Puts)
Prior 7-Day Total 7,665
Calls: 4,208 (55%)
Puts: 3,457 (45%)
Prior 7-Day Average 1,095
Calls: 601 (55%)
Puts: 493 (45%)
Current vs Prior 7-Day Avg -72.42%
Calls: -69.39%
Puts: -76.11%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/13) $1.10M
Calls: $650.6K (59%)
Puts: $446.8K (41%)
Prior (07/10) $1.26M
Calls: $539.5K (43%)
Puts: $722.6K (57%)
Current vs Prior -13.04%
Calls: +20.61%
Puts: -38.16%
Prior 7-Day Total $16.95M
Calls: $11.93M (70%)
Puts: $5.02M (30%)
Prior 7-Day Average $2.42M
Calls: $1.70M (70%)
Puts: $717.3K (30%)
Current vs Prior 7-Day Avg -54.67%
Calls: -61.81%
Puts: -37.71%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/13) 0.64
Prior (07/10) 1.48
Current vs Prior -56.54%
Prior 7-Day Average 1.09
Current vs Prior 7-Day Avg -41.02%
Sentiment BULLISH

Open Interest

Detail
Current (07/13) 3,194
Calls: 2,676 (84%)
Puts: 518 (16%)
Prior (07/10) 2,236
Calls: 1,249 (56%)
Puts: 987 (44%)
Current vs Prior +42.84%
Prior 7-Day Total 25,964
Calls: 17,502 (67%)
Puts: 8,462 (33%)
Prior 7-Day Average 3,709
Calls: 2,500 (67%)
Puts: 1,208 (33%)
Current vs Prior 7-Day Avg -13.89%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 3.62% | 4.58%3.62% | 9.37%
Prior 3.45% | 4.52%3.45% | 9.77%
Current vs Prior +5.03% | +1.22%+5.03% | -4.03%
Prior 7-Day Avg 2.96% | 4.44%4.25% | 10.03%
Current vs 7-Day Avg +22.15% | +3.16%-14.88% | -6.52%
Prior 7-Day Eod 3.45% | 4.52%3.45% | 9.77%
Current vs 7-Day Eod +5.03% | +1.22%+5.03% | -4.03%
Sentiment BEARISHBEARISH

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 41% vs prior. Bullish P/C ratio of 0.64. P/C ratio dropping 57% - sentiment shifting bullish. Call-heavy open interest (2,676 calls vs 518 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 3 of results (avg 8.9%, best 7.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Jul 1769.7077.00$73.3510.0%150.89--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$750.00Jul 1783.9090.80$87.357.9%100.88--
$745.00Jul 1778.8086.10$82.458.9%100.89--

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. 18 found (avg delta 0.71, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Jul 1759.0066.60$62.8012.1%150.96--
$590.00Jul 1769.7077.00$73.3510.0%150.89--
$620.00Jul 1740.1048.00$44.0517.9%20.8814
$625.00Jul 1735.4043.00$39.2019.4%10.86--
$615.00Aug 2158.0064.30$61.1510.3%10.76--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$745.00Jul 1778.8086.10$82.458.9%100.89--
$750.00Jul 1783.9090.80$87.357.9%100.88--
$670.00Jul 1711.5017.50$14.5041.4%10.62--

Most actively traded options today. High liquidity = easy entry/exit. 57 active (total vol 185, top 16)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$650.00Jul 1714.1020.80$17.4538.4%160.69124
$590.00Jul 1769.7077.00$73.3510.0%150.89--
$600.00Jul 1759.0066.60$62.8012.1%150.96--
$690.00Jul 170.004.30$2.15200.0%130.1667
$710.00Jul 170.005.20$2.60200.0%40.135
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$650.00Aug 715.7023.70$19.7040.6%140.404
$650.00Aug 1418.3026.00$22.1534.8%140.4145
$745.00Jul 1778.8086.10$82.458.9%100.89--
$750.00Jul 1783.9090.80$87.357.9%100.88--
$635.00Jul 170.003.80$1.90200.0%80.14119

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 25.0%, max 63.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$620.00Jul 17Aug 2157.7%35.4%63.0%645
$720.00Jul 17Jul 2458.6%39.1%50.0%21
$655.00Jul 17Jul 2442.3%31.3%35.2%2--
$660.00Jul 17Aug 2140.4%33.5%20.6%3177
$700.00Jul 17Aug 1443.3%37.0%17.2%3221
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$600.00Jul 17Aug 2154.1%35.7%51.7%2--
$640.00Jul 17Aug 2140.9%34.3%19.4%515
$635.00Jul 17Aug 2139.0%34.9%11.8%9121
$650.00Jul 17Aug 1440.2%36.2%11.2%1686

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 32 found (best R:R 49.00, avg 6.36)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$690.00$700.00Jul 17$0.45$9.55$0.4521.22$690.45
$710.00$720.00Jul 17$0.90$9.10$0.9010.11$710.90
$700.00$705.00Jul 17$0.97$4.03$0.974.15$700.97
$675.00$690.00Jul 17$3.67$11.33$3.673.09$678.67
$667.50$700.00Jul 24$9.67$22.83$9.672.36$677.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$585.00$580.00Jul 31$0.10$4.90$0.1049.00$584.90
$630.00$600.00Jul 17$1.10$28.90$1.1026.27$628.90
$635.00$630.00Jul 17$0.27$4.73$0.2717.52$634.73
$595.00$590.00Jul 31$0.30$4.70$0.3015.67$594.70
$590.00$585.00Jul 31$0.32$4.68$0.3214.62$589.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 40 found (best R:R 49.00, avg 3.72)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$620.00$625.00Jul 17$4.85$4.85$0.1532.33$624.85
$600.00$620.00Jul 17$18.75$18.75$1.2515.00$618.75
$645.00$650.00Jul 17$4.50$4.50$0.509.00$649.50
$625.00$645.00Jul 17$17.25$17.25$2.756.27$642.25
$665.00$670.00Jul 17$4.15$4.15$0.854.88$669.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$750.00$745.00Jul 17$4.90$4.90$0.1049.00$745.10
$745.00$670.00Jul 17$67.95$67.95$7.059.64$677.05
$670.00$660.00Jul 17$4.95$4.95$5.050.98$665.05
$660.00$650.00Jul 17$3.97$3.97$6.030.66$656.03
$640.00$635.00Aug 21$1.45$1.45$3.550.41$638.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $10.39, cheapest $0.80)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$720.00Jul 17Jul 24$0.8058.6%39.1%
$700.00Jul 17Jul 24$0.8843.3%29.6%
$665.00Jul 17Jul 24$3.9039.4%32.4%
$655.00Jul 17Jul 24$4.4042.3%31.3%
$667.50Jul 24Jul 31$9.7031.4%41.6%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$650.00Jul 17Jul 24$3.0740.2%31.3%
$600.00Jul 17Aug 21$7.6254.1%35.7%
$635.00Jul 17Aug 21$16.0039.0%34.9%
$640.00Jul 17Aug 21$16.2540.9%34.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 3.05% of stock, avg 4.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$670.00Jul 17$5.75$14.50$20.25$649.75$690.253.05%
$660.00Jul 17$12.50$9.55$22.05$637.95$682.053.33%
$650.00Jul 17$17.45$5.58$23.03$626.97$673.033.47%
$600.00Jul 17$62.80$0.53$63.33$536.67$663.339.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 54 found (cheapest 0.57% of stock, avg 3.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$690.00$630.00Jul 17$2.15$1.63$3.78$626.22$693.78
$690.00$635.00Jul 17$2.15$1.90$4.05$630.95$694.05
$710.00$630.00Jul 17$2.60$1.63$4.23$625.77$714.23
$710.00$635.00Jul 17$2.60$1.90$4.50$630.50$714.50
$690.00$640.00Jul 17$2.15$3.10$5.25$634.75$695.25
$710.00$640.00Jul 17$2.60$3.10$5.70$634.30$715.70
$670.00$630.00Jul 17$5.75$1.63$7.38$622.62$677.38
$675.00$630.00Jul 17$5.82$1.63$7.45$622.55$682.45
$670.00$635.00Jul 17$5.75$1.90$7.65$627.35$677.65
$675.00$635.00Jul 17$5.82$1.90$7.72$627.28$682.72

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 45 found (best R:R 20.74, avg credit $4.83)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
630/635645/650Jul 17$4.77$0.2320.74$630.23$649.77
630/635665/670Jul 17$4.42$0.587.62$630.58$669.42
635/640660/665Aug 21$4.10$0.904.56$635.90$664.10
650/660665/670Jul 17$8.12$1.884.32$651.88$673.12
635/640650/655Jul 17$3.80$1.203.17$636.20$653.80
635/640660/665Jul 17$3.80$1.203.17$636.20$663.80
635/640670/675Aug 21$3.80$1.203.17$636.20$673.80
635/640665/670Aug 21$3.75$1.253.00$636.25$668.75
635/640675/680Aug 21$3.70$1.302.85$636.30$678.70
635/640655/660Jul 17$3.55$1.452.45$636.45$658.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$670.00$675.00$680.00Aug 21$0.10$4.9049.00
$662.50$665.00$667.50Jul 31$0.10$2.4024.00
$650.00$655.00$660.00Jul 17$0.25$4.7519.00
$675.00$680.00$685.00Aug 21$0.25$4.7519.00
$660.00$665.00$670.00Aug 21$0.35$4.6513.29
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$580.00$585.00$590.00Jul 31$0.22$4.7821.73
$650.00$660.00$670.00Jul 17$0.98$9.029.20
$640.00$650.00$660.00Jul 17$1.49$8.515.71
$630.00$635.00$640.00Jul 17$0.93$4.074.38

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 $-6.70, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$620.00$660.001:2Aug 21-$6.70$33.30
$700.00$720.001:2Jul 24-$2.42$17.58
$625.00$645.001:2Jul 17-$4.70$15.30
$670.00$690.001:2Aug 7-$6.30$13.70
$710.00$720.001:2Jul 17-$0.80$9.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$615.00$595.001:2Jul 31-$2.95$17.05
$650.00$640.001:2Jul 17-$0.62$9.38
$660.00$650.001:2Jul 17-$1.61$8.39
$670.00$660.001:2Jul 17-$4.60$5.40
$640.00$635.001:2Jul 17-$0.70$4.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 3.94%, avg 1.96%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$665.00Aug 21$26.100.510.3%3.94%4.22%1--
$670.00Aug 21$23.700.481.0%3.57%4.62%110
$675.00Aug 21$21.300.461.8%3.21%5.01%1--
$665.00Jul 31$19.700.500.3%2.97%3.26%1--
$670.00Aug 7$19.200.481.0%2.90%3.94%1--
$680.00Aug 21$19.000.432.5%2.87%5.42%1--
$667.50Jul 31$18.300.480.7%2.76%3.42%3--
$685.00Aug 21$17.000.413.3%2.56%5.87%1--
$672.50Jul 31$15.900.451.4%2.40%3.82%2--
$690.00Aug 7$10.900.364.1%1.64%5.70%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 184
Total Puts 118
Put/Call Ratio 0.64
Net Difference 66

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,208
Total Puts 3,457
Average Put/Call Ratio 1.09
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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