Tour v344
REGN
REGENERON PHARMACEUT
$678.94 +2.18%
$681.52 (+0.38%)🌙
as of 07/16 06:56 PM
7/16 18:56

Option Volume

Detail
Current (07/16) 940
Calls: 698 (74%)
Puts: 242 (26%)
Prior (07/15) 287
Calls: 172 (60%)
Puts: 115 (40%)
Current vs Prior +227.53%
Calls: +305.81% (Calls)
Puts: +110.43% (Puts)
Prior 7-Day Total 4,928
Calls: 2,544 (52%)
Puts: 2,384 (48%)
Prior 7-Day Average 704
Calls: 363 (52%)
Puts: 340 (48%)
Current vs Prior 7-Day Avg +33.52%
Calls: +92.06%
Puts: -28.94%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16) $1.66M
Calls: $1.32M (80%)
Puts: $336.0K (20%)
Prior (07/15) $635.9K
Calls: $443.4K (70%)
Puts: $192.4K (30%)
Current vs Prior +160.94%
Calls: +198.40%
Puts: +74.61%
Prior 7-Day Total $11.56M
Calls: $7.37M (64%)
Puts: $4.20M (36%)
Prior 7-Day Average $1.65M
Calls: $1.05M (64%)
Puts: $599.6K (36%)
Current vs Prior 7-Day Avg +0.44%
Calls: +25.74%
Puts: -43.96%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/16) 0.35
Prior (07/15) 0.67
Current vs Prior -48.15%
Prior 7-Day Average 0.94
Current vs Prior 7-Day Avg -63.02%
Sentiment BULLISH

Open Interest

Detail
Current (07/16) 4,944
Calls: 3,490 (71%)
Puts: 1,454 (29%)
Prior (07/15) 2,590
Calls: 2,069 (80%)
Puts: 521 (20%)
Current vs Prior +90.89%
Prior 7-Day Total 21,792
Calls: 16,005 (73%)
Puts: 5,787 (27%)
Prior 7-Day Average 3,113
Calls: 2,286 (73%)
Puts: 826 (27%)
Current vs Prior 7-Day Avg +58.81%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.07% | 3.70%2.07% | 9.03%
Prior 2.42% | 3.85%2.42% | 8.83%
Current vs Prior -14.60% | -4.05%-14.60% | +2.29%
Prior 7-Day Avg 2.86% | 4.26%3.55% | 9.61%
Current vs 7-Day Avg -27.67% | -13.17%-41.70% | -6.07%
Prior 7-Day Eod 2.42% | 3.85%2.42% | 8.83%
Current vs 7-Day Eod -14.60% | -4.05%-14.60% | +2.29%
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

Strong bullish conviction with 80% of dollar volume in calls ($1.32M) vs puts ($336.0K). Massive premium surge with dollar volume up 161% vs prior. Unusually high activity with volume up 228% vs prior - elevated interest. Extreme bullish P/C ratio of 0.35 - heavy call buying (698 calls vs 242 puts).

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. 30 found (avg delta 0.68, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$630.00Jul 1744.0052.70$48.3518.0%50.96--
$620.00Jul 1754.0062.60$58.3014.8%10.91--
$650.00Jul 1724.8032.40$28.6026.6%10.91--
$655.00Jul 1720.5028.00$24.2530.9%10.89--
$660.00Jul 1715.5023.00$19.2539.0%100.79178
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Jul 1718.6026.00$22.3033.2%20.88--
$710.00Jul 1728.2035.70$31.9523.5%50.8455
$690.00Jul 179.4016.90$13.1557.0%10.82--
$685.00Jul 175.2012.90$9.0585.1%10.71--
$715.00Aug 2146.0053.00$49.5014.1%10.6713

Most actively traded options today. High liquidity = easy entry/exit. 84 active (total vol 611, top 208)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$730.00Jul 170.051.80$0.93188.2%2080.077
$700.00Jul 170.202.00$1.10163.6%450.13201
$680.00Jul 172.909.50$6.20106.5%230.48--
$790.00Aug 210.003.60$1.80200.0%200.06--
$660.00Jul 3129.1035.80$32.4520.6%120.6432
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$675.00Jul 170.208.90$4.55191.2%230.39--
$680.00Jul 173.9010.00$6.9587.8%230.52109
$600.00Jul 170.006.80$3.40200.0%210.10176
$575.00Jul 170.006.80$3.40200.0%100.0816
$560.00Aug 210.052.60$1.33191.7%100.04--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 101.9%, max 430.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$705.00Jul 17Jul 2492.1%25.9%255.7%11--
$710.00Jul 17Aug 786.4%37.8%128.6%312
$670.00Jul 17Jul 2458.8%27.8%111.0%7168
$650.00Jul 17Aug 1467.4%36.2%86.3%3--
$660.00Jul 17Jul 3173.1%40.4%81.0%22210
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$600.00Jul 17Aug 21201.0%37.9%430.1%30515
$630.00Jul 17Jul 2486.3%37.1%132.5%1249
$650.00Jul 17Aug 2167.4%35.4%90.3%6--
$675.00Jul 17Jul 2447.4%28.7%64.9%252
$700.00Jul 17Aug 2152.0%35.3%47.4%534

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 51 found (best R:R 44.45, avg 5.90)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$720.00$730.00Jul 17$0.27$9.73$0.2736.04$720.27
$710.00$720.00Jul 17$1.20$8.80$1.207.33$711.20
$740.00$790.00Aug 21$6.35$43.65$6.356.87$746.35
$750.00$760.00Aug 28$1.62$8.38$1.625.17$751.62
$685.00$690.00Jul 17$0.83$4.17$0.835.02$685.83
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$655.00$650.00Jul 17$0.11$4.89$0.1144.45$654.89
$650.00$630.00Jul 17$0.54$19.46$0.5436.04$649.46
$580.00$560.00Aug 21$0.84$19.16$0.8422.81$579.16
$675.00$665.00Jul 17$0.67$9.33$0.6713.93$674.33
$625.00$622.50Jul 17$0.20$2.30$0.2011.50$624.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 62 found (best R:R 79.00, avg 2.89)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$630.00$650.00Jul 17$19.75$19.75$0.2579.00$649.75
$650.00$655.00Jul 17$4.35$4.35$0.656.69$654.35
$670.00$675.00Jul 17$4.20$4.20$0.805.25$674.20
$680.00$685.00Jul 17$4.20$4.20$0.805.25$684.20
$660.00$665.00Jul 17$4.15$4.15$0.854.88$664.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$710.00$700.00Jul 17$9.65$9.65$0.3527.57$700.35
$700.00$690.00Jul 17$9.15$9.15$0.8510.76$690.85
$690.00$685.00Jul 17$4.10$4.10$0.904.56$685.90
$680.00$677.50Jul 24$1.90$1.90$0.603.17$678.10
$715.00$700.00Aug 21$9.65$9.65$5.351.80$705.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 19 found (avg debit $8.52, cheapest $1.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$680.00Jul 17Jul 24$3.9048.5%29.2%
$740.00Jul 31Aug 21$4.3239.5%33.2%
$670.00Jul 17Jul 24$4.5558.8%27.8%
$690.00Jul 17Jul 24$6.0334.6%31.8%
$685.00Jul 17Jul 24$6.4531.4%30.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$630.00Jul 17Jul 24$1.1286.3%37.1%
$590.00Jul 24Jul 31$1.4367.4%55.9%
$650.00Jul 17Jul 24$2.5367.4%32.5%
$600.00Jul 17Aug 21$2.65201.0%37.9%
$680.00Jul 17Jul 24$5.9548.5%29.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 1.63% of stock, avg 4.69%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$685.00Jul 17$2.00$9.05$11.05$673.95$696.051.63%
$675.00Jul 17$7.10$4.55$11.65$663.35$686.651.72%
$680.00Jul 17$6.20$6.95$13.15$666.85$693.151.94%
$690.00Jul 17$1.17$13.15$14.32$675.68$704.322.11%
$665.00Jul 17$15.10$3.88$18.98$646.02$683.982.80%
$680.00Jul 24$10.10$12.90$23.00$657.00$703.003.39%
$700.00Jul 17$1.10$22.30$23.40$676.60$723.403.45%
$655.00Jul 17$24.25$1.13$25.38$629.62$680.383.74%
$650.00Jul 17$28.60$1.02$29.62$620.38$679.624.36%
$710.00Jul 17$2.40$31.95$34.35$675.65$744.355.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 87 found (cheapest 0.34% of stock, avg 2.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$690.00$655.00Jul 17$1.17$1.13$2.30$652.70$692.30
$685.00$655.00Jul 17$2.00$1.13$3.13$651.87$688.13
$695.00$655.00Jul 17$2.40$1.13$3.53$651.47$698.53
$705.00$630.00Jul 24$1.90$1.60$3.50$626.50$708.50
$690.00$622.50Jul 17$1.17$2.40$3.57$618.93$693.57
$690.00$625.00Jul 17$1.17$2.60$3.77$621.23$693.77
$705.00$590.00Jul 24$1.90$2.40$4.30$585.70$709.30
$685.00$622.50Jul 17$2.00$2.40$4.40$618.10$689.40
$705.00$640.00Jul 24$1.90$2.53$4.43$635.57$709.43
$685.00$625.00Jul 17$2.00$2.60$4.60$620.40$689.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 97 found (best R:R 10.11, avg credit $8.04)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
622/625650/655Jul 17$4.55$0.4510.11$620.45$654.55
580/585680/685Aug 21$4.41$0.597.47$580.59$684.41
622/625670/675Jul 17$4.40$0.607.33$620.60$674.40
622/625680/685Jul 17$4.40$0.607.33$620.60$684.40
622/625660/665Jul 17$4.35$0.656.69$620.65$664.35
650/655670/675Jul 17$4.31$0.696.25$650.69$674.31
650/655680/685Jul 17$4.31$0.696.25$650.69$684.31
650/655660/665Jul 17$4.26$0.745.76$650.74$664.26
622/625665/670Jul 17$4.00$1.004.00$621.00$669.00
650/655665/670Jul 17$3.91$1.093.59$651.09$668.91

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$660.00$665.00$670.00Jul 17$0.35$4.6513.29
$680.00$685.00$690.00Jul 24$0.40$4.6011.50
$710.00$720.00$730.00Jul 17$0.93$9.079.75
$675.00$680.00$685.00Aug 21$0.80$4.205.25
$655.00$660.00$665.00Jul 17$0.85$4.154.88
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$650.00$660.00$670.00Jul 31$0.05$9.95199.00
$630.00$640.00$650.00Jul 24$0.09$9.91110.11
$690.00$700.00$710.00Jul 17$0.50$9.5019.00
$680.00$685.00$690.00Jul 17$2.00$3.001.50
$675.00$677.50$680.00Jul 24$1.50$1.000.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 47 found (best net $-3.20, 32 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$645.00$675.001:2Aug 21-$13.00$17.00
$690.00$710.001:2Aug 7-$4.95$15.05
$680.00$700.001:2Jul 31-$5.00$15.00
$630.00$650.001:2Jul 17-$8.85$11.15
$710.00$720.001:2Jul 17$0.00$10.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$630.00$590.001:2Jul 24-$3.20$36.80
$680.00$650.001:2Aug 7-$0.60$29.40
$600.00$575.001:2Jul 17-$3.40$21.60
$580.00$560.001:2Aug 21-$0.49$19.51
$622.50$600.001:2Jul 17-$4.40$18.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 4.12%, avg 1.37%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$680.00Aug 28$28.000.510.2%4.12%4.28%3--
$680.00Aug 21$25.100.510.2%3.70%3.85%1--
$685.00Aug 21$23.400.480.9%3.45%4.34%12
$680.00Jul 31$17.300.500.2%2.55%2.70%2--
$700.00Aug 21$16.800.413.1%2.47%5.58%2--
$690.00Aug 7$16.100.441.6%2.37%4.00%1--
$700.00Jul 31$11.200.363.1%1.65%4.75%69
$710.00Aug 7$8.300.324.6%1.22%5.80%23
$680.00Jul 24$7.100.470.2%1.05%1.20%2--
$740.00Aug 21$4.300.219.0%0.63%9.63%121

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 698
Total Puts 242
Put/Call Ratio 0.35
Net Difference 456

Prior's Put/Call Breakdown

Total Calls 172
Total Puts 115
Put/Call Ratio 0.67
Net Difference 57

Prior 7-Day Put/Call Summary

Total Calls 2,544
Total Puts 2,384
Average Put/Call Ratio 0.94
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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