Tour v346
REGN
REGENERON PHARMACEUT
$676.69 -0.33%
$672.60 (-0.60%)🌙
as of 07/17 07:13 PM
7/17 19:13

Option Volume

Detail
Current (07/17) 1,626
Calls: 1,167 (72%)
Puts: 459 (28%)
Prior (07/16) 940
Calls: 698 (74%)
Puts: 242 (26%)
Current vs Prior +72.98%
Calls: +67.19% (Calls)
Puts: +89.67% (Puts)
Prior 7-Day Total 4,694
Calls: 2,485 (53%)
Puts: 2,209 (47%)
Prior 7-Day Average 670
Calls: 355 (53%)
Puts: 315 (47%)
Current vs Prior 7-Day Avg +142.48%
Calls: +228.73%
Puts: +45.45%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $3.22M
Calls: $2.50M (78%)
Puts: $720.7K (22%)
Prior (07/16) $1.66M
Calls: $1.32M (80%)
Puts: $336.0K (20%)
Current vs Prior +94.02%
Calls: +88.83%
Puts: +114.48%
Prior 7-Day Total $10.09M
Calls: $6.68M (66%)
Puts: $3.40M (34%)
Prior 7-Day Average $1.44M
Calls: $954.9K (66%)
Puts: $486.4K (34%)
Current vs Prior 7-Day Avg +123.37%
Calls: +161.67%
Puts: +48.17%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.39
Prior (07/16) 0.35
Current vs Prior +13.44%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg -56.70%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 4,986
Calls: 3,551 (71%)
Puts: 1,435 (29%)
Prior (07/16) 4,944
Calls: 3,490 (71%)
Puts: 1,454 (29%)
Current vs Prior +0.85%
Prior 7-Day Total 20,299
Calls: 14,544 (72%)
Puts: 5,755 (28%)
Prior 7-Day Average 2,899
Calls: 2,077 (72%)
Puts: 822 (28%)
Current vs Prior 7-Day Avg +71.94%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.02% | 3.25%1.02% | 8.85%
Prior 2.07% | 3.70%2.07% | 9.03%
Current vs Prior +57.10% | +81.88%-50.72% | -1.96%
Prior 7-Day Avg 2.71% | 4.10%3.16% | 9.46%
Current vs 7-Day Avg +19.88% | +64.04%-67.71% | -6.43%
Prior 7-Day Eod 2.07% | 3.70%2.07% | 9.03%
Current vs 7-Day Eod +57.10% | +81.88%-50.72% | -1.96%
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

Strong bullish conviction with 78% of dollar volume in calls ($2.50M) vs puts ($720.7K). Elevated premium activity with dollar volume up 94% vs prior. Dollar volume significantly above 7-day average (123% higher). Above-average activity with volume up 73% vs prior.

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 3 of results (avg 9.5%, best 9.1%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$607.50Jul 1766.1072.40$69.259.1%10.90--
$600.00Jul 1773.6081.00$77.309.6%20.99--
$600.00Jul 2474.4082.00$78.209.7%10.8959
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. 39 found (avg delta 0.75, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$630.00Jul 1743.6049.80$46.7013.3%10.99--
$665.00Jul 178.1016.00$12.0565.6%40.99168
$600.00Jul 1773.6081.00$77.309.6%20.99--
$610.00Jul 2464.5071.40$67.9510.2%20.9123
$605.00Jul 1768.6076.00$72.3010.2%190.9023
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$690.00Jul 179.0016.40$12.7058.3%40.85--
$685.00Jul 174.0011.40$7.7096.1%20.832
$680.00Jul 170.058.90$4.48197.5%40.78112
$700.00Jul 3130.0038.50$34.2524.8%10.65--
$700.00Aug 1435.0043.00$39.0020.5%20.61--

Most actively traded options today. High liquidity = easy entry/exit. 117 active (total vol 906, top 202)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$730.00Jul 170.004.80$2.40200.0%2020.12207
$610.00Jul 1763.6071.00$67.3011.0%1040.90--
$750.00Aug 284.1012.30$8.20100.0%720.202
$700.00Aug 2116.0023.40$19.7037.6%490.4042
$650.00Aug 2143.0049.40$46.2013.9%410.67--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$680.00Aug 2125.0032.90$28.9527.3%250.49--
$695.00Aug 2133.8041.30$37.5520.0%110.578
$675.00Jul 170.004.80$2.40200.0%100.3612
$650.00Jul 240.057.80$3.93197.2%80.2020
$630.00Jul 240.054.80$2.42196.3%50.1218

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 27 strikes (avg 1030.4%, max 2752.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$625.00Jul 17Aug 211009.4%35.4%2752.8%37
$730.00Jul 17Aug 28792.0%33.9%2233.2%204208
$620.00Jul 17Jul 241076.4%51.2%2004.0%5--
$610.00Jul 17Jul 241209.4%58.1%1982.2%10623
$650.00Jul 17Aug 21663.9%34.2%1839.6%47105
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$600.00Jul 17Aug 21789.0%35.0%2155.8%3--
$640.00Jul 17Aug 28717.7%34.7%1965.6%519
$650.00Jul 17Aug 28663.9%33.6%1873.8%2--
$635.00Jul 17Aug 21619.9%34.7%1684.2%9125
$675.00Jul 17Jul 24206.7%25.6%706.6%1212

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 68 found (best R:R 65.67, avg 6.48)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$730.00$735.00Aug 21$0.20$4.80$0.2024.00$730.20
$710.00$715.00Jul 24$0.40$4.60$0.4011.50$710.40
$720.00$730.00Jul 31$0.90$9.10$0.9010.11$720.90
$750.00$770.00Aug 21$1.81$18.19$1.8110.05$751.81
$750.00$760.00Aug 28$0.95$9.05$0.959.53$750.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$650.00$640.00Jul 24$0.15$9.85$0.1565.67$649.85
$630.00$620.00Aug 21$0.15$9.85$0.1565.67$629.85
$635.00$600.00Jul 17$0.75$34.25$0.7545.67$634.25
$600.00$575.00Aug 21$1.05$23.95$1.0522.81$598.95
$660.00$650.00Jul 24$0.45$9.55$0.4521.22$659.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 78 found (best R:R 132.33, avg 3.61)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$620.00$640.00Jul 24$19.85$19.85$0.15132.33$639.85
$670.00$675.00Jul 17$4.83$4.83$0.1728.41$674.83
$610.00$620.00Jul 24$9.65$9.65$0.3527.57$619.65
$665.00$670.00Jul 17$4.80$4.80$0.2024.00$669.80
$630.00$640.00Jul 17$8.95$8.95$1.058.52$638.95
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$685.00$680.00Jul 17$3.22$3.22$1.781.81$681.78
$677.50$675.00Jul 24$1.50$1.50$1.001.50$676.00
$695.00$680.00Aug 21$8.60$8.60$6.401.34$686.40
$700.00$680.00Aug 14$11.40$11.40$8.601.33$688.60
$700.00$660.00Jul 31$19.25$19.25$20.750.93$680.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 30 found (avg debit $6.28, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$710.00Jul 17Jul 24$0.05488.8%29.4%
$740.00Aug 14Aug 21$0.2536.7%33.5%
$610.00Jul 17Jul 24$0.651209.4%58.1%
$640.00Jul 17Jul 24$0.70717.7%43.3%
$600.00Jul 17Jul 24$0.90789.0%72.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$650.00Jul 17Jul 24$0.53663.9%35.8%
$640.00Jul 17Jul 24$1.38717.7%43.3%
$590.00Jul 24Jul 31$1.3871.8%57.0%
$610.00Aug 21Aug 28$1.8535.1%35.2%
$600.00Jul 17Aug 21$4.33789.0%35.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 0.71% of stock, avg 5.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$675.00Jul 17$2.42$2.40$4.82$670.18$679.820.71%
$680.00Jul 17$2.40$4.48$6.88$673.12$686.881.02%
$685.00Jul 17$2.40$7.70$10.10$674.90$695.101.49%
$690.00Jul 17$2.40$12.70$15.10$674.90$705.102.23%
$680.00Jul 24$8.90$11.55$20.45$659.55$700.453.02%
$670.00Jul 24$14.65$7.00$21.65$648.35$691.653.20%
$662.50Jul 24$19.25$5.00$24.25$638.25$686.753.58%
$660.00Jul 24$21.75$4.38$26.13$633.87$686.133.86%
$650.00Jul 17$27.00$3.40$30.40$619.60$680.404.49%
$645.00Jul 17$32.15$3.40$35.55$609.45$680.555.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 102 found (cheapest 0.37% of stock, avg 2.83%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$710.00$635.00Jul 17$1.50$1.00$2.50$632.50$712.50
$680.00$635.00Jul 17$2.40$1.00$3.40$631.60$683.40
$685.00$635.00Jul 17$2.40$1.00$3.40$631.60$688.40
$690.00$635.00Jul 17$2.40$1.00$3.40$631.60$693.40
$730.00$635.00Jul 17$2.40$1.00$3.40$631.60$733.40
$710.00$675.00Jul 17$1.50$2.40$3.90$671.10$713.90
$710.00$640.00Jul 17$1.50$2.40$3.90$636.10$713.90
$680.00$675.00Jul 17$2.40$2.40$4.80$670.20$684.80
$680.00$640.00Jul 17$2.40$2.40$4.80$635.20$684.80
$685.00$675.00Jul 17$2.40$2.40$4.80$670.20$689.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 141 found (best R:R 49.00, avg credit $6.76)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
670/675680/685Jul 24$4.90$0.1049.00$670.10$684.90
610/620680/690Aug 21$9.10$0.9010.11$610.90$689.10
610/620625/650Aug 21$22.40$2.608.62$597.60$647.40
675/678680/685Jul 24$4.45$0.558.09$673.05$684.45
650/660665/680Jul 31$12.70$2.305.52$647.30$677.70
680/695700/710Aug 21$12.45$2.554.88$682.55$712.45
610/620690/700Aug 21$8.25$1.754.71$611.75$698.25
610/620700/710Aug 21$8.00$2.004.00$612.00$708.00
600/610625/650Aug 21$19.92$5.083.92$590.08$644.92
668/670680/685Jul 24$3.90$1.103.55$666.10$683.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 27 found (best R:R 39.00, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$690.00$700.00$710.00Aug 21$0.25$9.7539.00
$660.00$665.00$670.00Jul 17$0.20$4.8024.00
$600.00$610.00$620.00Jul 24$0.60$9.4015.67
$690.00$695.00$700.00Jul 31$0.30$4.7015.67
$700.00$710.00$720.00Aug 21$0.80$9.2011.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$640.00$650.00$660.00Jul 24$0.30$9.7032.33
$665.00$667.50$670.00Jul 24$0.15$2.3515.67
$640.00$660.00$680.00Aug 21$2.00$18.009.00
$662.50$665.00$667.50Jul 24$0.55$1.953.55
$675.00$680.00$685.00Jul 17$1.14$3.863.39

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 58 found (best net $-2.38, 48 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$730.00$765.001:2Jul 17-$4.40$30.60
$750.00$770.001:2Aug 21-$2.41$17.59
$710.00$730.001:2Jul 17-$3.30$16.70
$730.00$750.001:2Aug 28-$4.05$15.95
$640.00$660.001:2Jul 24-$5.05$14.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$630.00$590.001:2Jul 24-$2.38$37.62
$640.00$610.001:2Aug 28-$0.25$29.75
$600.00$575.001:2Aug 21-$2.48$22.52
$675.00$650.001:2Jul 17-$4.40$20.60
$660.00$640.001:2Aug 21-$5.80$14.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 33 found (best yield 3.72%, avg 1.07%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$680.00Aug 21$25.200.510.5%3.72%4.21%2125
$690.00Aug 21$20.000.452.0%2.96%4.92%115
$680.00Jul 31$16.400.490.5%2.42%2.91%2--
$700.00Aug 21$16.000.403.4%2.36%5.81%4942
$685.00Jul 31$14.000.451.2%2.07%3.30%1--
$700.00Aug 14$14.000.393.4%2.07%5.51%218
$690.00Jul 31$12.000.422.0%1.77%3.74%1612
$710.00Aug 21$12.000.354.9%1.77%6.70%1--
$695.00Jul 31$11.400.382.7%1.68%4.39%4--
$700.00Jul 31$10.000.353.4%1.48%4.92%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 1,167
Total Puts 459
Put/Call Ratio 0.39
Net Difference 708

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,485
Total Puts 2,209
Average Put/Call Ratio 0.91
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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