Tour v334
REGN
REGENERON PHARMACEUT
$656.12 -1.05%
$657.00 (+0.13%)🌙
as of 07/14 07:22 PM
7/14 19:22

Option Volume

Detail
Current (07/14) 433
Calls: 277 (64%)
Puts: 156 (36%)
Prior (07/13) 302
Calls: 184 (61%)
Puts: 118 (39%)
Current vs Prior +43.38%
Calls: +50.54% (Calls)
Puts: +32.20% (Puts)
Prior 7-Day Total 7,490
Calls: 4,221 (56%)
Puts: 3,269 (44%)
Prior 7-Day Average 1,070
Calls: 603 (56%)
Puts: 467 (44%)
Current vs Prior 7-Day Avg -59.53%
Calls: -54.06%
Puts: -66.60%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/14) $892.3K
Calls: $638.1K (72%)
Puts: $254.2K (28%)
Prior (07/13) $1.10M
Calls: $650.6K (59%)
Puts: $446.8K (41%)
Current vs Prior -18.69%
Calls: -1.93%
Puts: -43.10%
Prior 7-Day Total $17.46M
Calls: $12.30M (70%)
Puts: $5.17M (30%)
Prior 7-Day Average $2.49M
Calls: $1.76M (70%)
Puts: $737.9K (30%)
Current vs Prior 7-Day Avg -64.23%
Calls: -63.68%
Puts: -65.55%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14) 0.56
Prior (07/13) 0.64
Current vs Prior -12.18%
Prior 7-Day Average 0.92
Current vs Prior 7-Day Avg -39.00%
Sentiment BULLISH

Open Interest

Detail
Current (07/14) 2,209
Calls: 1,626 (74%)
Puts: 583 (26%)
Prior (07/13) 3,194
Calls: 2,676 (84%)
Puts: 518 (16%)
Current vs Prior -30.84%
Prior 7-Day Total 27,283
Calls: 18,797 (69%)
Puts: 8,486 (31%)
Prior 7-Day Average 3,897
Calls: 2,685 (69%)
Puts: 1,212 (31%)
Current vs Prior 7-Day Avg -43.32%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.76% | 4.25%2.76% | 9.38%
Prior 3.62% | 4.58%3.62% | 9.37%
Current vs Prior -23.78% | -7.10%-23.78% | +0.09%
Prior 7-Day Avg 3.22% | 4.58%4.15% | 9.92%
Current vs 7-Day Avg -14.28% | -7.06%-33.47% | -5.41%
Prior 7-Day Eod 3.62% | 4.58%3.62% | 9.37%
Current vs 7-Day Eod -23.78% | -7.10%-23.78% | +0.09%
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 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 72% call dollar volume ($638.1K). Bullish P/C ratio of 0.56. Call-heavy open interest (1,626 calls vs 583 puts) suggests bullish positioning. Declining open interest (down 31%) indicates positions being closed.

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 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 1 of results (avg 9.3%, best 9.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$580.00Jul 1773.8081.00$77.409.3%100.99--
PUTS (0)
No puts meet the criteria

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. 10 found (avg delta 0.67, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$580.00Jul 1773.8081.00$77.409.3%100.99--
$640.00Jul 1716.0023.20$19.6036.7%10.74--
$645.00Jul 1712.0019.30$15.6546.6%50.71--
$625.00Aug 2146.0053.30$49.6514.7%20.699
$650.00Jul 178.0015.80$11.9065.5%20.63--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$690.00Aug 2143.9051.60$47.7516.1%10.65--

Most actively traded options today. High liquidity = easy entry/exit. 39 active (total vol 267, top 98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$670.00Jul 170.054.50$2.28195.2%980.2375
$650.00Jul 2414.0020.30$17.1536.7%120.60--
$680.00Aug 2818.1026.70$22.4038.4%120.41--
$580.00Jul 1773.8081.00$77.409.3%100.99--
$750.00Aug 210.108.20$4.15195.2%100.12--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Jul 170.257.10$3.68186.1%630.1726
$655.00Jul 173.6010.70$7.1599.3%30.46--
$640.00Jul 170.407.90$4.15180.7%20.2619
$630.00Aug 79.2017.80$13.5063.7%20.311
$590.00Aug 213.0010.60$6.80111.8%20.1683

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 19.9%, max 48.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$700.00Jul 17Aug 2148.7%34.7%40.1%241
$725.00Jul 31Aug 2142.5%34.1%24.4%3--
$650.00Jul 17Aug 2137.1%32.8%13.1%5138
$680.00Aug 21Aug 2835.6%35.2%1.1%17--
$750.00Aug 21Aug 2833.9%33.8%0.3%12--
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$600.00Jul 17Aug 1457.1%38.4%48.9%2--
$640.00Jul 17Jul 3145.0%40.5%11.2%319

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 23 found (best R:R 53.05, avg 6.94)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$700.00$705.00Jul 17$0.40$4.60$0.4011.50$700.40
$700.00$725.00Jul 31$3.50$21.50$3.506.14$703.50
$725.00$750.00Aug 21$3.50$21.50$3.506.14$728.50
$690.00$700.00Jul 17$1.47$8.53$1.475.80$691.47
$700.00$725.00Aug 21$5.80$19.20$5.803.31$705.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$600.00$580.00Jul 17$0.37$19.63$0.3753.05$599.63
$640.00$620.00Jul 17$0.47$19.53$0.4741.55$639.53
$620.00$600.00Jul 17$3.18$16.82$3.185.29$616.82
$655.00$640.00Jul 17$3.00$12.00$3.004.00$652.00
$650.00$600.00Aug 14$15.45$34.55$15.452.24$634.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 26 found (best R:R 26.27, avg 1.78)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$580.00$640.00Jul 17$57.80$57.80$2.2026.27$637.80
$640.00$645.00Jul 17$3.95$3.95$1.053.76$643.95
$645.00$650.00Jul 17$3.75$3.75$1.253.00$648.75
$665.00$670.00Jul 17$3.00$3.00$2.001.50$668.00
$650.00$655.00Jul 17$2.95$2.95$2.051.44$652.95
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$690.00$660.00Aug 21$18.05$18.05$11.951.51$671.95
$660.00$590.00Aug 21$22.90$22.90$47.100.49$637.10
$650.00$600.00Aug 14$15.45$15.45$34.550.45$634.55
$655.00$640.00Jul 17$3.00$3.00$12.000.25$652.00
$620.00$600.00Jul 17$3.18$3.18$16.820.19$616.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $5.37, cheapest $1.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$750.00Aug 21Aug 28$1.2533.9%33.8%
$680.00Aug 21Aug 28$2.0535.6%35.2%
$725.00Jul 31Aug 21$3.1042.5%34.1%
$650.00Jul 17Jul 24$5.2537.1%29.5%
$660.00Jul 17Jul 24$5.6534.2%31.0%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$600.00Jul 17Aug 14$7.6557.1%38.4%
$640.00Jul 17Jul 31$10.8545.0%40.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 2.45% of stock, avg 6.62%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$655.00Jul 17$8.95$7.15$16.10$638.90$671.102.45%
$640.00Jul 17$19.60$4.15$23.75$616.25$663.753.62%
$650.00Aug 14$32.85$23.60$56.45$593.55$706.458.60%
$580.00Jul 17$77.40$0.13$77.53$502.47$657.5311.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 26 found (cheapest 0.91% of stock, avg 2.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$670.00$620.00Jul 17$2.28$3.68$5.96$614.04$675.96
$690.00$620.00Jul 17$2.40$3.68$6.08$613.92$696.08
$670.00$640.00Jul 17$2.28$4.15$6.43$633.57$676.43
$690.00$640.00Jul 17$2.40$4.15$6.55$633.45$696.55
$685.00$620.00Jul 17$3.78$3.68$7.46$612.54$692.46
$685.00$640.00Jul 17$3.78$4.15$7.93$632.07$692.93
$665.00$620.00Jul 17$5.28$3.68$8.96$611.04$673.96
$665.00$640.00Jul 17$5.28$4.15$9.43$630.57$674.43
$670.00$655.00Jul 17$2.28$7.15$9.43$645.57$679.43
$690.00$655.00Jul 17$2.40$7.15$9.55$645.45$699.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 36 found (best R:R 3.88, avg credit $6.84)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
660/690700/725Aug 21$23.85$6.153.88$666.15$723.85
660/690725/750Aug 21$21.55$8.452.55$668.45$746.55
590/660680/700Aug 21$29.80$40.200.74$630.20$709.80
590/660700/725Aug 21$28.70$41.300.69$631.30$728.70
640/655665/670Jul 17$6.00$9.000.67$649.00$671.00
590/660725/750Aug 21$26.40$43.600.61$633.60$751.40
600/620640/645Jul 17$7.13$12.870.55$612.87$647.13
600/620645/650Jul 17$6.93$13.070.53$613.07$651.93
600/620665/670Jul 17$6.18$13.820.45$613.82$671.18
600/620650/655Jul 17$6.13$13.870.44$613.87$656.13

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 24.00, cheapest $0.20)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$640.00$645.00$650.00Jul 17$0.20$4.8024.00
$650.00$655.00$660.00Jul 17$0.45$4.5510.11
$700.00$725.00$750.00Aug 21$2.30$22.709.87
$645.00$650.00$655.00Jul 17$0.80$4.205.25
$655.00$660.00$665.00Jul 17$1.33$3.672.76
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$580.00$600.00$620.00Jul 17$2.81$17.196.12

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 24 found (best net $-0.65, 15 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$725.00$750.001:2Aug 21-$0.65$24.35
$650.00$680.001:2Aug 21-$5.80$24.20
$700.00$725.001:2Jul 31-$1.05$23.95
$700.00$725.001:2Aug 21-$1.85$23.15
$680.00$700.001:2Aug 21-$6.55$13.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$690.00$660.001:2Aug 21-$11.65$18.35
$640.00$620.001:2Jul 17-$3.21$16.79
$655.00$640.001:2Jul 17-$1.15$13.85
$660.00$590.001:2Aug 21$16.10$53.90
$650.00$600.001:2Aug 14$7.30$42.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 2.83%, avg 1.07%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$660.00Jul 31$18.600.500.6%2.83%3.43%327
$680.00Aug 28$18.100.413.6%2.76%6.40%12--
$680.00Aug 21$16.300.403.6%2.48%6.12%5--
$700.00Aug 21$9.300.306.7%1.42%8.11%141
$660.00Jul 24$8.000.480.6%1.22%1.81%1--
$700.00Jul 31$4.400.256.7%0.67%7.36%39
$725.00Aug 21$3.700.2010.5%0.56%11.06%2--
$660.00Jul 17$2.200.440.6%0.34%0.93%4--
$665.00Jul 17$1.550.361.4%0.24%1.59%3171
$750.00Aug 28$1.100.1414.3%0.17%14.48%2--

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 277
Total Puts 156
Put/Call Ratio 0.56
Net Difference 121

Prior's Put/Call Breakdown

Total Calls 184
Total Puts 118
Put/Call Ratio 0.64
Net Difference 66

Prior 7-Day Put/Call Summary

Total Calls 4,221
Total Puts 3,269
Average Put/Call Ratio 0.92
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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