Tour v340
REGN
REGENERON PHARMACEUT
$664.45 +1.27%
$661.59 (-0.43%)🌙
as of 07/15 07:03 PM
7/15 19:03

Option Volume

Detail
Current (07/15) 287
Calls: 172 (60%)
Puts: 115 (40%)
Prior (07/14) 433
Calls: 277 (64%)
Puts: 156 (36%)
Current vs Prior -33.72%
Calls: -37.91% (Calls)
Puts: -26.28% (Puts)
Prior 7-Day Total 6,002
Calls: 3,190 (53%)
Puts: 2,812 (47%)
Prior 7-Day Average 857
Calls: 455 (53%)
Puts: 401 (47%)
Current vs Prior 7-Day Avg -66.53%
Calls: -62.26%
Puts: -71.37%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $635.9K
Calls: $443.4K (70%)
Puts: $192.4K (30%)
Prior (07/14) $892.3K
Calls: $638.1K (72%)
Puts: $254.2K (28%)
Current vs Prior -28.74%
Calls: -30.50%
Puts: -24.31%
Prior 7-Day Total $14.06M
Calls: $9.19M (65%)
Puts: $4.87M (35%)
Prior 7-Day Average $2.01M
Calls: $1.31M (65%)
Puts: $695.5K (35%)
Current vs Prior 7-Day Avg -68.34%
Calls: -66.22%
Puts: -72.33%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 0.67
Prior (07/14) 0.56
Current vs Prior +18.72%
Prior 7-Day Average 0.94
Current vs Prior 7-Day Avg -28.63%
Sentiment BULLISH

Open Interest

Detail
Current (07/15) 2,590
Calls: 2,069 (80%)
Puts: 521 (20%)
Prior (07/14) 2,209
Calls: 1,626 (74%)
Puts: 583 (26%)
Current vs Prior +17.25%
Prior 7-Day Total 23,701
Calls: 16,409 (69%)
Puts: 7,292 (31%)
Prior 7-Day Average 3,385
Calls: 2,344 (69%)
Puts: 1,041 (31%)
Current vs Prior 7-Day Avg -23.51%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.42% | 3.85%2.42% | 8.83%
Prior 2.76% | 4.25%2.76% | 9.38%
Current vs Prior -12.16% | -9.39%-12.16% | -5.91%
Prior 7-Day Avg 3.05% | 4.45%3.95% | 9.84%
Current vs 7-Day Avg -20.53% | -13.46%-38.63% | -10.30%
Prior 7-Day Eod 2.76% | 4.25%2.76% | 9.38%
Current vs 7-Day Eod -12.16% | -9.39%-12.16% | -5.91%
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 70% call dollar volume ($443.4K). Bullish P/C ratio of 0.67. Call-heavy open interest (2,069 calls vs 521 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 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 -- 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. 18 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Jul 1760.4067.70$64.0511.4%11.00--
$605.00Jul 1755.7062.70$59.2011.8%10.96--
$635.00Jul 1726.0033.30$29.6524.6%10.94--
$600.00Jul 2461.1068.50$64.8011.4%10.90--
$620.00Jul 1740.5047.90$44.2016.7%40.8812
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$675.00Jul 1710.1018.00$14.0556.2%60.68--
$670.00Jul 176.6014.00$10.3071.8%20.6416
$670.00Jul 2410.4018.80$14.6057.5%10.57--
$665.00Jul 173.2011.70$7.45114.1%10.52--

Most actively traded options today. High liquidity = easy entry/exit. 58 active (total vol 192, top 22)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$650.00Jul 1712.0019.80$15.9049.1%110.74116
$655.00Jul 178.0016.00$12.0066.7%100.68--
$662.50Jul 249.0017.50$13.2564.2%100.53--
$700.00Jul 170.201.60$0.90155.6%90.08202
$660.00Jul 3121.4028.90$25.1529.8%90.5528
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$650.00Jul 3111.8019.70$15.7550.2%220.3816
$650.00Aug 713.6022.10$17.8547.6%220.398
$675.00Jul 1710.1018.00$14.0556.2%60.68--
$650.00Aug 2119.7025.20$22.4524.5%50.40--
$600.00Jul 240.004.80$2.40200.0%30.09--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 32.8%, max 53.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$700.00Jul 17Aug 2151.8%33.7%53.7%11202
$750.00Jul 31Aug 2148.1%33.6%43.2%960
$600.00Jul 17Jul 2470.7%50.9%39.0%2--
$660.00Jul 17Aug 2134.7%33.6%3.2%3178
$680.00Jul 17Aug 2134.6%33.8%2.6%332
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$640.00Jul 17Jul 2449.5%32.3%53.2%246
$600.00Jul 17Jul 2470.7%50.9%39.0%5--
$610.00Jul 24Aug 2150.4%36.2%39.0%2--
$650.00Jul 17Aug 2146.5%35.0%32.8%7--
$670.00Jul 17Jul 2434.9%28.6%21.8%316

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 33 found (best R:R 54.56, avg 6.41)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$740.00$750.00Jul 31$0.18$9.82$0.1854.56$740.18
$720.00$740.00Jul 31$1.65$18.35$1.6511.12$721.65
$680.00$685.00Jul 17$0.50$4.50$0.509.00$680.50
$750.00$760.00Aug 21$1.00$9.00$1.009.00$751.00
$700.00$720.00Jul 31$2.22$17.78$2.228.01$702.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$640.00$610.00Jul 24$0.87$29.13$0.8733.48$639.13
$605.00$600.00Jul 17$0.23$4.77$0.2320.74$604.77
$610.00$600.00Jul 24$1.18$8.82$1.187.47$608.82
$660.00$650.00Jul 17$1.32$8.68$1.326.58$658.68
$650.00$640.00Jul 17$1.73$8.27$1.734.78$648.27

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 41 found (best R:R 32.33, avg 2.87)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$600.00$605.00Jul 17$4.85$4.85$0.1532.33$604.85
$620.00$635.00Jul 17$14.55$14.55$0.4532.33$634.55
$645.00$650.00Jul 17$4.60$4.60$0.4011.50$649.60
$635.00$645.00Jul 17$9.15$9.15$0.8510.76$644.15
$600.00$662.50Jul 24$51.55$51.55$10.954.71$651.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$675.00$670.00Jul 17$3.75$3.75$1.253.00$671.25
$670.00$665.00Jul 17$2.85$2.85$2.151.33$667.15
$665.00$660.00Jul 17$2.50$2.50$2.501.00$662.50
$670.00$650.00Jul 24$8.00$8.00$12.000.67$662.00
$650.00$610.00Aug 21$12.75$12.75$27.250.47$637.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $5.59, cheapest $0.75)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$600.00Jul 17Jul 24$0.7570.7%50.9%
$750.00Jul 31Aug 21$0.9848.1%33.6%
$680.00Jul 17Jul 24$4.0834.6%28.3%
$700.00Jul 17Jul 31$7.0551.8%37.4%
$665.00Jul 24Jul 31$10.6030.1%39.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$600.00Jul 17Jul 24$2.1070.7%50.9%
$640.00Jul 17Jul 24$2.5549.5%32.3%
$650.00Jul 17Jul 24$2.9746.5%30.3%
$590.00Jul 24Jul 31$3.5141.9%49.6%
$670.00Jul 17Jul 24$4.3034.9%28.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 2.05% of stock, avg 6.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$660.00Jul 17$8.65$4.95$13.60$646.40$673.602.05%
$650.00Jul 17$15.90$3.63$19.53$630.47$669.532.94%
$670.00Jul 24$9.20$14.60$23.80$646.20$693.803.58%
$620.00Jul 17$44.20$2.40$46.60$573.40$666.607.01%
$605.00Jul 17$59.20$0.53$59.73$545.27$664.738.99%
$600.00Jul 17$64.05$0.30$64.35$535.65$664.359.68%
$600.00Jul 24$64.80$2.40$67.20$532.80$667.2010.11%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 60 found (cheapest 0.42% of stock, avg 2.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$700.00$640.00Jul 17$0.90$1.90$2.80$637.20$702.80
$685.00$640.00Jul 17$1.00$1.90$2.90$637.10$687.90
$700.00$625.00Jul 17$0.90$2.40$3.30$621.70$703.30
$700.00$620.00Jul 17$0.90$2.40$3.30$616.70$703.30
$680.00$640.00Jul 17$1.50$1.90$3.40$636.60$683.40
$685.00$625.00Jul 17$1.00$2.40$3.40$621.60$688.40
$685.00$620.00Jul 17$1.00$2.40$3.40$616.60$688.40
$680.00$625.00Jul 17$1.50$2.40$3.90$621.10$683.90
$680.00$620.00Jul 17$1.50$2.40$3.90$616.10$683.90
$700.00$650.00Jul 17$0.90$3.63$4.53$645.47$704.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 53 found (best R:R 67.18, avg credit $7.82)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
600/605620/635Jul 17$14.78$0.2267.18$590.22$634.78
600/605645/650Jul 17$4.83$0.1728.41$600.17$649.83
600/605635/645Jul 17$9.38$0.6215.13$595.62$644.38
670/675680/685Jul 17$4.25$0.755.67$670.75$684.25
600/605650/655Jul 17$4.13$0.874.75$600.87$654.13
600/605655/660Jul 17$3.58$1.422.52$601.42$658.58
665/670680/685Jul 17$3.35$1.652.03$666.65$683.35
605/615645/650Jul 17$6.47$3.531.83$608.53$651.47
660/665680/685Jul 17$3.00$2.001.50$662.00$683.00
605/615650/655Jul 17$5.77$4.231.36$609.23$655.77

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 34.09, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$700.00$720.00$740.00Jul 31$0.57$19.4334.09
$605.00$620.00$635.00Jul 17$0.45$14.5532.33
$660.00$665.00$670.00Jul 31$0.15$4.8532.33
$670.00$680.00$690.00Jul 31$0.80$9.2011.50
$650.00$655.00$660.00Jul 17$0.55$4.458.09
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$660.00$665.00$670.00Jul 17$0.35$4.6513.29
$665.00$670.00$675.00Jul 17$0.90$4.104.56
$595.00$600.00$605.00Jul 17$2.33$2.671.15

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 $-4.23, 24 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$720.00$740.001:2Jul 31-$2.43$17.57
$700.00$720.001:2Jul 31-$3.51$16.49
$685.00$700.001:2Jul 17-$0.80$14.20
$680.00$700.001:2Aug 21-$7.85$12.15
$670.00$680.001:2Jul 24-$1.96$8.04
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$590.00$550.001:2Jul 24-$4.23$35.77
$640.00$610.001:2Jul 24-$2.71$27.29
$610.00$585.001:2Aug 21-$0.50$24.50
$640.00$625.001:2Jul 17-$2.90$12.10
$650.00$640.001:2Jul 17-$0.17$9.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 3.16%, avg 1.22%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$675.00Aug 21$21.000.471.6%3.16%4.75%929
$665.00Jul 31$18.900.510.1%2.84%2.93%1--
$680.00Aug 21$18.100.442.3%2.72%5.06%125
$670.00Jul 31$16.600.480.8%2.50%3.33%2--
$680.00Jul 31$12.300.412.3%1.85%4.19%4--
$700.00Aug 21$11.000.335.3%1.66%7.01%2--
$690.00Jul 31$8.500.343.9%1.28%5.12%210
$665.00Jul 24$8.000.500.1%1.20%1.29%1--
$667.50Jul 24$6.100.460.5%0.92%1.38%1--
$700.00Jul 31$5.800.265.3%0.87%6.22%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 172
Total Puts 115
Put/Call Ratio 0.67
Net Difference 57

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,190
Total Puts 2,812
Average Put/Call Ratio 0.94
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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