Tour v381
REGN
REGENERON PHARMACEUT
$675.19 +0.45%
$672.31 (-0.43%)🌙
as of 07/21 06:59 PM
7/21 18:59

Option Volume

Detail
Current (07/21) 3,024
Calls: 1,185 (39%)
Puts: 1,839 (61%)
Prior (07/20) 1,254
Calls: 849 (68%)
Puts: 405 (32%)
Current vs Prior +141.15%
Calls: +39.58% (Calls)
Puts: +354.07% (Puts)
Prior 7-Day Total 5,352
Calls: 3,553 (66%)
Puts: 1,799 (34%)
Prior 7-Day Average 764
Calls: 507 (66%)
Puts: 257 (34%)
Current vs Prior 7-Day Avg +295.52%
Calls: +133.46%
Puts: +615.56%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/21) $11.60M
Calls: $7.04M (61%)
Puts: $4.56M (39%)
Prior (07/20) $2.19M
Calls: $1.41M (64%)
Puts: $784.9K (36%)
Current vs Prior +429.19%
Calls: +400.62%
Puts: +480.43%
Prior 7-Day Total $10.96M
Calls: $7.50M (68%)
Puts: $3.46M (32%)
Prior 7-Day Average $1.57M
Calls: $1.07M (68%)
Puts: $493.9K (32%)
Current vs Prior 7-Day Avg +640.99%
Calls: +557.41%
Puts: +822.29%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 1.55
Prior (07/20) 0.48
Current vs Prior +225.32%
Prior 7-Day Average 0.65
Current vs Prior 7-Day Avg +137.93%
Sentiment BEARISH

Open Interest

Detail
Current (07/21) 2,899
Calls: 1,288 (44%)
Puts: 1,611 (56%)
Prior (07/20) 2,598
Calls: 1,560 (60%)
Puts: 1,038 (40%)
Current vs Prior +11.59%
Prior 7-Day Total 22,757
Calls: 16,221 (71%)
Puts: 6,536 (29%)
Prior 7-Day Average 3,251
Calls: 2,317 (71%)
Puts: 933 (29%)
Current vs Prior 7-Day Avg -10.83%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 2.47% | 6.61%8.68% | 11.49%
Prior 2.83% | 6.70%8.55% | 11.23%
Current vs Prior -12.76% | -1.44%+1.45% | +2.32%
Prior 7-Day Avg 2.91% | 4.90%3.41% | 9.49%
Current vs 7-Day Avg -15.36% | +34.70%+154.29% | +21.05%
Prior 7-Day Eod 2.83% | 6.70%8.55% | 11.23%
Current vs 7-Day Eod -12.76% | -1.44%+1.45% | +2.32%
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 61% call dollar volume ($7.04M). Massive premium surge with dollar volume up 429% vs prior. Dollar volume significantly above 7-day average (641% higher). Unusually high activity with volume up 141% vs prior - elevated interest.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 4 of results (avg 8.9%, best 6.9%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Aug 2184.0090.00$87.006.9%40.86--
$600.00Aug 2179.2086.90$83.059.3%4150.869
$600.00Jul 2472.1079.50$75.809.8%10.9258
$605.00Aug 2175.0082.70$78.859.8%3730.85--
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. 17 found (avg delta 0.69, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Jul 2472.1079.50$75.809.8%10.9258
$600.00Aug 2179.2086.90$83.059.3%4150.869
$650.00Jul 2423.0030.60$26.8028.4%10.86--
$595.00Aug 2184.0090.00$87.006.9%40.86--
$605.00Aug 2175.0082.70$78.859.8%3730.85--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$680.00Aug 2126.6034.80$30.7026.7%1100.5130
$680.00Aug 1424.0030.70$27.3524.5%1100.501
$677.50Jul 3118.7026.00$22.3532.7%10.50--

Most actively traded options today. High liquidity = easy entry/exit. 60 active (total vol 2.6K, top 415)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2179.2086.90$83.059.3%4150.869
$605.00Aug 2175.0082.70$78.859.8%3730.85--
$695.00Jul 240.004.70$2.35200.0%1010.201
$700.00Jul 240.002.00$1.00200.0%970.11112
$610.00Aug 2171.0078.70$74.8510.3%330.8413
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$660.00Aug 2117.0025.00$21.0038.1%2110.4077
$670.00Aug 2122.4029.80$26.1028.4%2070.46110
$670.00Aug 1419.1026.30$22.7031.7%2050.443
$660.00Aug 1416.2021.40$18.8027.7%1180.3815
$680.00Aug 1424.0030.70$27.3524.5%1100.501

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 71.8%, max 170.3%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$600.00Jul 24Aug 2199.6%38.2%160.9%41667
$735.00Jul 24Aug 2175.3%36.0%109.0%3--
$670.00Aug 14Aug 2137.4%36.1%3.8%3--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$590.00Jul 24Aug 21101.5%37.5%170.3%2019
$630.00Jul 24Aug 1467.7%38.6%75.2%3--
$672.50Jul 31Aug 2149.2%35.1%40.1%10756
$670.00Jul 31Aug 2149.5%36.1%37.4%258114
$677.50Jul 31Aug 2151.8%39.3%31.8%2--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 34 found (best R:R 54.56, avg 5.95)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$720.00$735.00Aug 21$2.15$12.85$2.155.98$722.15
$710.00$750.00Jul 31$5.95$34.05$5.955.72$715.95
$680.00$690.00Jul 24$2.68$7.32$2.682.73$682.68
$695.00$700.00Jul 24$1.35$3.65$1.352.70$696.35
$705.00$720.00Aug 21$4.65$10.35$4.652.23$709.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$630.00$590.00Jul 24$0.72$39.28$0.7254.56$629.28
$645.00$640.00Jul 24$0.10$4.90$0.1049.00$644.90
$662.50$660.00Jul 24$0.13$2.37$0.1318.23$662.37
$650.00$645.00Jul 24$0.50$4.50$0.509.00$649.50
$640.00$590.00Jul 31$5.52$44.48$5.528.06$634.48

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 43 found (best R:R 49.00, avg 2.28)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$600.00$650.00Jul 24$49.00$49.00$1.0049.00$649.00
$600.00$605.00Aug 21$4.20$4.20$0.805.25$604.20
$605.00$610.00Aug 21$4.00$4.00$1.004.00$609.00
$610.00$620.00Aug 21$7.95$7.95$2.053.88$617.95
$595.00$600.00Aug 21$3.95$3.95$1.053.76$598.95
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$677.50$672.50Aug 21$2.95$2.95$2.051.44$674.55
$660.00$655.00Jul 24$2.85$2.85$2.151.33$657.15
$670.00$660.00Aug 21$5.10$5.10$4.901.04$664.90
$650.00$640.00Jul 31$4.85$4.85$5.150.94$645.15
$680.00$670.00Aug 14$4.65$4.65$5.350.87$675.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $8.36, cheapest $0.33)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$670.00Aug 14Aug 21$2.9537.4%36.1%
$735.00Jul 24Aug 21$6.1075.3%36.0%
$600.00Jul 24Aug 21$7.2599.6%38.2%
$690.00Jul 24Jul 31$13.7029.9%50.6%
$675.00Jul 24Jul 31$14.1531.4%48.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$590.00Jul 24Jul 31$0.33101.5%57.0%
$670.00Jul 31Aug 14$3.1549.5%37.4%
$680.00Aug 14Aug 21$3.3539.2%39.2%
$672.50Jul 31Aug 21$6.0049.2%35.1%
$640.00Jul 24Jul 31$6.3546.2%47.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 4.24% of stock, avg 9.35%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$650.00Jul 24$26.80$1.80$28.60$621.40$678.604.24%
$660.00Aug 7$34.10$17.15$51.25$608.75$711.257.59%
$670.00Aug 14$30.10$22.70$52.80$617.20$722.807.82%
$680.00Aug 21$27.95$30.70$58.65$621.35$738.658.69%
$670.00Aug 21$33.05$26.10$59.15$610.85$729.158.76%
$610.00Aug 21$74.85$6.35$81.20$528.80$691.2012.03%
$605.00Aug 21$78.85$6.25$85.10$519.90$690.1012.60%
$600.00Aug 21$83.05$5.35$88.40$511.60$688.4013.09%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 70 found (cheapest 0.33% of stock, avg 3.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$700.00$655.00Jul 24$1.00$1.25$2.25$652.75$702.25
$700.00$650.00Jul 24$1.00$1.80$2.80$647.20$702.80
$700.00$652.50Jul 24$1.00$2.40$3.40$649.10$703.40
$690.00$655.00Jul 24$2.25$1.25$3.50$651.50$693.50
$695.00$655.00Jul 24$2.35$1.25$3.60$651.40$698.60
$735.00$655.00Jul 24$2.40$1.25$3.65$651.35$738.65
$690.00$650.00Jul 24$2.25$1.80$4.05$645.95$694.05
$695.00$650.00Jul 24$2.35$1.80$4.15$645.85$699.15
$735.00$650.00Jul 24$2.40$1.80$4.20$645.80$739.20
$690.00$652.50Jul 24$2.25$2.40$4.65$647.85$694.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 61 found (best R:R 24.00, avg credit $8.49)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
590/600610/620Aug 21$9.60$0.4024.00$590.40$619.60
600/605700/705Aug 21$4.75$0.2519.00$600.25$704.75
660/670700/705Aug 21$8.95$1.058.52$661.05$708.95
600/605610/620Aug 21$8.85$1.157.70$596.15$618.85
590/600620/635Aug 21$13.15$1.857.11$586.85$633.15
640/650680/690Jul 31$8.75$1.257.00$641.25$688.75
600/605635/640Aug 21$4.35$0.656.69$600.65$639.35
670/672700/705Aug 21$4.35$0.656.69$668.15$704.35
655/660695/700Jul 24$4.20$0.805.25$655.80$699.20
600/605620/635Aug 21$12.40$2.604.77$592.60$632.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 24.00, cheapest $0.20)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$600.00$605.00$610.00Aug 21$0.20$4.8024.00
$705.00$720.00$735.00Aug 21$2.50$12.505.00
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$660.00$670.00$680.00Aug 14$0.75$9.2512.33
$640.00$645.00$650.00Jul 24$0.40$4.6011.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 28 found (best net $-0.98, 18 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$700.00$735.001:2Jul 24-$3.80$31.20
$690.00$710.001:2Jul 31-$1.15$18.85
$640.00$670.001:2Aug 21-$14.15$15.85
$680.00$700.001:2Aug 21-$10.35$9.65
$705.00$720.001:2Aug 21-$6.00$9.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$630.00$590.001:2Jul 24-$0.98$39.02
$670.00$650.001:2Jul 31-$5.25$14.75
$600.00$590.001:2Aug 21-$2.05$7.95
$650.00$640.001:2Jul 31-$2.70$7.30
$640.00$630.001:2Jul 24-$3.64$6.36

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 3.52%, avg 1.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$680.00Aug 21$23.800.490.7%3.52%4.24%242
$680.00Jul 31$16.800.480.7%2.49%3.20%1679
$700.00Aug 21$15.200.393.7%2.25%5.93%1067
$705.00Aug 21$13.000.354.4%1.93%6.34%3315
$690.00Jul 31$11.900.412.2%1.76%3.96%1--
$720.00Aug 21$8.000.276.6%1.18%7.82%1--
$710.00Jul 31$5.100.275.2%0.76%5.91%12
$735.00Aug 21$5.100.228.9%0.76%9.61%1--
$680.00Jul 24$1.350.410.7%0.20%0.91%1624
$750.00Jul 31$0.100.1011.1%0.01%11.09%3125

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 1,185
Total Puts 1,839
Put/Call Ratio 1.55
Net Difference -654

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,553
Total Puts 1,799
Average Put/Call Ratio 0.65
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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