Tour v366
REGN
REGENERON PHARMACEUT
$672.15 -0.67%
7/20 19:00

Option Volume

Detail
Current (07/20) 1,254
Calls: 849 (68%)
Puts: 405 (32%)
Prior (07/17) 1,626
Calls: 1,167 (72%)
Puts: 459 (28%)
Current vs Prior -22.88%
Calls: -27.25% (Calls)
Puts: -11.76% (Puts)
Prior 7-Day Total 5,038
Calls: 3,129 (62%)
Puts: 1,909 (38%)
Prior 7-Day Average 719
Calls: 447 (62%)
Puts: 272 (38%)
Current vs Prior 7-Day Avg +74.24%
Calls: +89.93%
Puts: +48.51%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $2.19M
Calls: $1.41M (64%)
Puts: $784.9K (36%)
Prior (07/17) $3.22M
Calls: $2.50M (78%)
Puts: $720.7K (22%)
Current vs Prior -31.91%
Calls: -43.68%
Puts: +8.91%
Prior 7-Day Total $10.54M
Calls: $7.27M (69%)
Puts: $3.26M (31%)
Prior 7-Day Average $1.51M
Calls: $1.04M (69%)
Puts: $466.3K (31%)
Current vs Prior 7-Day Avg +45.62%
Calls: +35.42%
Puts: +68.33%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.48
Prior (07/17) 0.39
Current vs Prior +21.28%
Prior 7-Day Average 0.76
Current vs Prior 7-Day Avg -37.01%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 2,598
Calls: 1,560 (60%)
Puts: 1,038 (40%)
Prior (07/17) 4,986
Calls: 3,551 (71%)
Puts: 1,435 (29%)
Current vs Prior -47.89%
Prior 7-Day Total 22,148
Calls: 15,874 (72%)
Puts: 6,274 (28%)
Prior 7-Day Average 3,164
Calls: 2,267 (72%)
Puts: 896 (28%)
Current vs Prior 7-Day Avg -17.89%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 2.83% | 6.70%8.55% | 11.23%
Prior 3.25% | 6.72%1.02% | 8.85%
Current vs Prior -13.05% | -0.32%+738.93% | +26.89%
Prior 7-Day Avg 2.78% | 4.51%2.75% | 9.30%
Current vs 7-Day Avg +1.65% | +48.61%+210.57% | +20.81%
Prior 7-Day Eod 3.25% | 6.72%1.02% | 8.85%
Current vs 7-Day Eod -13.05% | -0.32%+738.93% | +26.89%
Sentiment BULLISHBEARISH

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 64% call dollar volume ($1.41M). Extreme bullish P/C ratio of 0.48 - heavy call buying (849 calls vs 405 puts). Call-heavy open interest (1,560 calls vs 1,038 puts) suggests bullish positioning. Declining open interest (down 48%) 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 -- 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. 8 found (avg delta 0.67, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$630.00Jul 2439.0046.90$42.9518.4%10.9613
$640.00Jul 2431.0037.20$34.1018.2%10.9422
$652.50Jul 3131.1037.70$34.4019.2%10.662
$665.00Jul 2410.0017.10$13.5552.4%30.651
$670.00Aug 1425.4033.40$29.4027.2%570.54132
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$680.00Jul 249.0015.70$12.3554.3%50.637
$672.50Jul 245.0012.60$8.8086.4%10.52--

Most actively traded options today. High liquidity = easy entry/exit. 55 active (total vol 896, top 246)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$690.00Aug 2116.2021.70$18.9529.0%2460.4115
$750.00Jul 311.407.90$4.65139.8%1210.149
$700.00Jul 240.004.80$2.40200.0%1160.169
$690.00Jul 240.003.50$1.75200.0%650.1715
$670.00Aug 1425.4033.40$29.4027.2%570.54132
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$672.50Aug 2123.6030.80$27.2026.5%560.48--
$660.00Aug 2118.0024.00$21.0028.6%450.4158
$660.00Aug 1415.9024.80$20.3543.7%340.40--
$645.00Jul 240.002.00$1.00200.0%110.10--
$670.00Aug 1420.0029.00$24.5036.7%60.46--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 28.9%, max 67.1%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$750.00Jul 31Aug 2856.5%33.8%67.1%1229
$700.00Jul 24Aug 1440.4%38.7%4.3%1179
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$590.00Jul 24Jul 3162.5%54.2%15.4%1039

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 35 found (best R:R 56.14, avg 6.40)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$730.00$750.00Jul 31$0.35$19.65$0.3556.14$730.35
$710.00$800.00Aug 7$9.75$80.25$9.758.23$719.75
$700.00$705.00Jul 31$0.60$4.40$0.607.33$700.60
$705.00$710.00Jul 24$0.72$4.28$0.725.94$705.72
$690.00$780.00Aug 21$14.80$75.20$14.805.08$704.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$640.00$615.00Jul 24$0.65$24.35$0.6537.46$639.35
$645.00$640.00Jul 24$0.20$4.80$0.2024.00$644.80
$650.00$645.00Jul 24$0.28$4.72$0.2816.86$649.72
$650.00$590.00Jul 31$10.40$49.60$10.404.77$639.60
$660.00$650.00Jul 24$1.90$8.10$1.904.26$658.10

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 40 found (best R:R 11.50, avg 1.17)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$630.00$640.00Jul 24$8.85$8.85$1.157.70$638.85
$640.00$665.00Jul 24$20.55$20.55$4.454.62$660.55
$665.00$672.50Jul 24$5.65$5.65$1.853.05$670.65
$652.50$675.00Jul 31$13.25$13.25$9.251.43$665.75
$685.00$690.00Jul 24$2.85$2.85$2.151.33$687.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$672.50$670.00Jul 24$2.30$2.30$0.2011.50$670.20
$672.50$670.00Aug 21$1.95$1.95$0.553.55$670.55
$680.00$672.50Jul 24$3.55$3.55$3.950.90$676.45
$670.00$660.00Jul 31$4.35$4.35$5.650.77$665.65
$670.00$660.00Aug 21$4.25$4.25$5.750.74$665.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $10.82, cheapest $1.80)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$750.00Jul 31Aug 28$2.1056.5%33.8%
$710.00Jul 24Jul 31$7.7733.3%46.3%
$700.00Jul 24Jul 31$8.1540.4%45.3%
$705.00Jul 24Jul 31$8.7036.9%47.3%
$685.00Jul 24Jul 31$12.3535.6%48.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$590.00Jul 24Jul 31$1.8062.5%54.2%
$650.00Jul 24Jul 31$11.2728.0%48.5%
$660.00Jul 24Jul 31$12.5727.3%46.9%
$670.00Jul 24Jul 31$13.6025.8%46.4%
$672.50Jul 24Aug 21$18.4030.4%33.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 2.48% of stock, avg 4.22%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$672.50Jul 24$7.90$8.80$16.70$655.80$689.202.48%
$665.00Jul 24$13.55$4.40$17.95$647.05$682.952.67%
$680.00Jul 24$6.00$12.35$18.35$661.65$698.352.73%
$640.00Jul 24$34.10$0.80$34.90$605.10$674.905.19%
$670.00Aug 14$29.40$24.50$53.90$616.10$723.908.02%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 69 found (cheapest 0.41% of stock, avg 2.98%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$690.00$645.00Jul 24$1.75$1.00$2.75$642.25$692.75
$690.00$650.00Jul 24$1.75$1.28$3.03$646.97$693.03
$690.00$660.00Jul 24$1.75$3.18$4.93$655.07$694.93
$685.00$645.00Jul 24$4.60$1.00$5.60$639.40$690.60
$685.00$650.00Jul 24$4.60$1.28$5.88$644.12$690.88
$690.00$665.00Jul 24$1.75$4.40$6.15$658.85$696.15
$680.00$645.00Jul 24$6.00$1.00$7.00$638.00$687.00
$680.00$650.00Jul 24$6.00$1.28$7.28$642.72$687.28
$685.00$660.00Jul 24$4.60$3.18$7.78$652.22$692.78
$675.00$645.00Jul 24$7.30$1.00$8.30$636.70$683.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 80 found (best R:R 5.82, avg credit $6.03)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
672/680685/690Jul 24$6.40$1.105.82$673.60$691.40
660/665685/690Jul 24$4.07$0.934.38$660.93$689.07
645/650665/672Jul 24$5.93$1.573.78$644.07$670.93
640/645665/672Jul 24$5.85$1.653.55$639.15$670.85
650/660665/672Jul 24$7.55$2.453.08$652.45$672.55
670/672680/685Jul 24$3.70$1.302.85$668.80$683.70
670/672675/680Jul 24$3.60$1.402.57$668.90$678.60
660/670685/700Jul 31$10.75$4.252.53$659.25$695.75
665/670680/685Jul 24$3.50$1.502.33$666.50$683.50
670/672700/705Jul 24$3.45$1.552.23$669.05$703.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 61.50, cheapest $0.08)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$675.00$680.00$685.00Jul 31$0.20$4.8024.00
$700.00$705.00$710.00Jul 24$0.43$4.5710.63
$710.00$730.00$750.00Jul 31$2.95$17.055.78
$685.00$690.00$695.00Jul 24$3.20$1.800.56
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$640.00$645.00$650.00Jul 24$0.08$4.9261.50
$590.00$615.00$640.00Jul 24$0.85$24.1528.41
$650.00$660.00$670.00Jul 31$1.15$8.857.70
$660.00$665.00$670.00Jul 24$0.88$4.124.68

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 $-2.65, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$670.00$700.001:2Aug 14-$3.30$26.70
$710.00$730.001:2Jul 31-$1.70$18.30
$730.00$750.001:2Jul 31-$4.30$15.70
$652.50$675.001:2Jul 31-$7.90$14.60
$685.00$700.001:2Jul 31-$4.15$10.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$590.00$550.001:2Jul 31-$2.65$37.35
$615.00$590.001:2Jul 24-$0.55$24.45
$660.00$635.001:2Aug 21-$3.20$21.80
$645.00$640.001:2Jul 24-$0.60$4.40
$650.00$645.001:2Jul 24-$0.72$4.28

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 2.57%, avg 1.06%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$675.00Jul 31$17.300.500.4%2.57%3.00%1--
$690.00Aug 21$16.200.412.7%2.41%5.07%24615
$680.00Jul 31$14.900.471.2%2.22%3.38%3056
$685.00Jul 31$12.900.431.9%1.92%3.83%1--
$700.00Aug 14$12.700.374.1%1.89%6.03%1--
$700.00Aug 7$10.300.354.1%1.53%5.68%14
$700.00Jul 31$7.800.324.1%1.16%5.30%2--
$710.00Aug 7$6.900.295.6%1.03%6.66%2--
$705.00Jul 31$5.900.304.9%0.88%5.77%13
$672.50Jul 24$5.000.490.1%0.74%0.80%56

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 849
Total Puts 405
Put/Call Ratio 0.48
Net Difference 444

Prior's Put/Call Breakdown

Total Calls 1,167
Total Puts 459
Put/Call Ratio 0.39
Net Difference 708

Prior 7-Day Put/Call Summary

Total Calls 3,129
Total Puts 1,909
Average Put/Call Ratio 0.76
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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