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