Tour v390
REGN
REGENERON PHARMACEUT
$651.18 -3.56%
$653.35 (+0.33%)🌙
as of 07/22 08:40 PM
7/22 20:40

Option Volume

Detail
Current (07/22) 1,681
Calls: 797 (47%)
Puts: 884 (53%)
Prior (07/21) 3,024
Calls: 1,185 (39%)
Puts: 1,839 (61%)
Current vs Prior -44.41%
Calls: -32.74% (Calls)
Puts: -51.93% (Puts)
Prior 7-Day Total 7,866
Calls: 4,532 (58%)
Puts: 3,334 (42%)
Prior 7-Day Average 1,123
Calls: 647 (58%)
Puts: 476 (42%)
Current vs Prior 7-Day Avg +49.59%
Calls: +23.10%
Puts: +85.60%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/22) $3.87M
Calls: $2.54M (66%)
Puts: $1.33M (34%)
Prior (07/21) $11.60M
Calls: $7.04M (61%)
Puts: $4.56M (39%)
Current vs Prior -66.64%
Calls: -63.96%
Puts: -70.78%
Prior 7-Day Total $21.30M
Calls: $14.01M (66%)
Puts: $7.29M (34%)
Prior 7-Day Average $3.04M
Calls: $2.00M (66%)
Puts: $1.04M (34%)
Current vs Prior 7-Day Avg +27.20%
Calls: +26.90%
Puts: +27.79%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 1.11
Prior (07/21) 1.55
Current vs Prior -28.53%
Prior 7-Day Average 0.66
Current vs Prior 7-Day Avg +67.26%
Sentiment BEARISH

Open Interest

Detail
Current (07/22) 4,680
Calls: 3,101 (66%)
Puts: 1,579 (34%)
Prior (07/21) 2,899
Calls: 1,288 (44%)
Puts: 1,611 (56%)
Current vs Prior +61.43%
Prior 7-Day Total 23,420
Calls: 16,260 (69%)
Puts: 7,160 (31%)
Prior 7-Day Average 3,345
Calls: 2,322 (69%)
Puts: 1,022 (31%)
Current vs Prior 7-Day Avg +39.88%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 2.30% | 6.65%9.25% | 11.43%
Prior 2.47% | 6.61%8.68% | 11.49%
Current vs Prior -6.59% | +0.66%+6.61% | -0.52%
Prior 7-Day Avg 2.77% | 5.20%4.16% | 9.74%
Current vs 7-Day Avg -16.95% | +27.84%+122.39% | +17.37%
Prior 7-Day Eod 2.47% | 6.61%8.68% | 11.49%
Current vs 7-Day Eod -6.59% | +0.66%+6.61% | -0.52%
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 66% call dollar volume ($2.54M). Light premium activity with dollar volume down 67% vs prior. Below-average activity with volume down 44% vs prior. Slightly bearish P/C ratio of 1.11.

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 NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 2 of results (avg 8.9%, best 8.7%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Aug 2187.1095.00$91.058.7%10.88--
$715.00Aug 2167.5074.00$70.759.2%10.79--

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. 23 found (avg delta 0.68, highest 0.88)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Jul 3145.0052.80$48.9016.0%10.8225
$600.00Aug 2159.1067.00$63.0512.5%1310.79418
$640.00Jul 2411.0018.60$14.8051.4%30.7821
$605.00Aug 2156.0063.00$59.5011.8%1310.77373
$637.50Jul 2413.0020.70$16.8545.7%30.76--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Aug 2187.1095.00$91.058.7%10.88--
$730.00Aug 2879.0087.80$83.4010.6%10.82--
$715.00Aug 2167.5074.00$70.759.2%10.79--
$670.00Jul 2415.6023.30$19.4539.6%10.763
$710.00Aug 2862.3070.90$66.6012.9%20.75--

Most actively traded options today. High liquidity = easy entry/exit. 78 active (total vol 1.1K, top 200)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2159.1067.00$63.0512.5%1310.79418
$605.00Aug 2156.0063.00$59.5011.8%1310.77373
$690.00Jul 240.101.60$0.85176.5%430.0873
$650.00Jul 3118.7025.80$22.2531.9%250.54117
$660.00Aug 2823.6031.40$27.5028.4%120.481
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 215.0013.50$9.2591.9%2000.21433
$605.00Aug 216.6014.60$10.6075.5%2000.2326
$627.50Jul 240.652.85$1.75125.7%800.14--
$670.00Aug 728.7037.40$33.0526.3%470.602
$670.00Aug 1431.2037.60$34.4018.6%460.5976

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 35.1%, max 56.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$670.00Jul 24Aug 2854.4%37.4%45.6%880
$690.00Jul 24Aug 2153.8%37.5%43.3%5373
$730.00Jul 31Aug 2155.3%38.7%42.7%213
$675.00Jul 24Aug 2152.5%37.6%39.4%946
$660.00Jul 24Aug 2848.6%37.6%29.0%1811
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$625.00Jul 24Aug 2159.6%38.2%56.0%51
$670.00Jul 24Aug 2154.4%37.8%43.7%35146
$600.00Aug 14Aug 2140.1%39.4%1.7%202434

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 49 found (best R:R 8.09, avg 2.22)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$725.00$730.00Aug 21$0.55$4.45$0.558.09$725.55
$680.00$760.00Aug 28$14.42$65.58$14.424.55$694.42
$700.00$725.00Aug 21$4.90$20.10$4.904.10$704.90
$660.00$670.00Jul 24$1.97$8.03$1.974.08$661.97
$730.00$740.00Aug 21$1.97$8.03$1.974.08$731.97
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$645.00$640.00Jul 24$0.83$4.17$0.835.02$644.17
$600.00$580.00Aug 21$3.55$16.45$3.554.63$596.45
$630.00$590.00Jul 31$7.32$32.68$7.324.46$622.68
$585.00$575.00Jul 31$2.10$7.90$2.103.76$582.90
$637.50$630.00Jul 24$1.93$5.57$1.932.89$635.57

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 58 found (best R:R 5.25, avg 1.15)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$637.50$640.00Jul 24$2.05$2.05$0.454.56$639.55
$600.00$605.00Aug 21$3.55$3.55$1.452.45$603.55
$640.00$650.00Jul 24$6.90$6.90$3.102.23$646.90
$610.00$650.00Jul 31$26.65$26.65$13.352.00$636.65
$650.00$652.50Jul 24$1.62$1.62$0.881.84$651.62
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$730.00$710.00Aug 28$16.80$16.80$3.205.25$713.20
$740.00$715.00Aug 21$20.30$20.30$4.704.32$719.70
$675.00$672.50Aug 21$1.95$1.95$0.553.55$673.05
$670.00$660.00Jul 24$7.50$7.50$2.503.00$662.50
$715.00$675.00Aug 21$29.55$29.55$10.452.83$685.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $10.65, cheapest $0.83)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$710.00Jul 31Aug 7$0.8355.1%43.8%
$730.00Jul 31Aug 21$3.5755.3%38.7%
$700.00Jul 31Aug 7$3.6047.4%44.9%
$675.00Jul 24Jul 31$8.7252.5%49.5%
$670.00Jul 24Aug 7$12.2254.4%43.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$600.00Aug 14Aug 21$2.1040.1%39.4%
$630.00Jul 24Jul 31$9.4539.7%49.5%
$670.00Jul 24Jul 31$10.5554.4%48.7%
$650.00Jul 24Jul 31$13.2535.7%50.0%
$625.00Jul 24Aug 21$13.7059.6%38.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 2.10% of stock, avg 6.63%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$650.00Jul 24$7.90$5.80$13.70$636.30$663.702.10%
$655.00Jul 24$5.63$8.80$14.43$640.57$669.432.22%
$640.00Jul 24$14.80$2.15$16.95$623.05$656.952.60%
$660.00Jul 24$5.75$11.95$17.70$642.30$677.702.72%
$637.50Jul 24$16.85$2.98$19.83$617.67$657.333.05%
$670.00Jul 24$3.78$19.45$23.23$646.77$693.233.57%
$650.00Jul 31$22.25$19.05$41.30$608.70$691.306.34%
$670.00Aug 7$16.00$33.05$49.05$620.95$719.057.53%
$670.00Aug 14$18.50$34.40$52.90$617.10$722.908.12%
$650.00Aug 21$31.15$26.20$57.35$592.65$707.358.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 81 found (cheapest 0.90% of stock, avg 3.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$685.00$640.00Jul 24$3.70$2.15$5.85$634.15$690.85
$670.00$640.00Jul 24$3.78$2.15$5.93$634.07$675.93
$685.00$625.00Jul 24$3.70$2.40$6.10$618.90$691.10
$670.00$625.00Jul 24$3.78$2.40$6.18$618.82$676.18
$685.00$645.00Jul 24$3.70$2.98$6.68$638.32$691.68
$685.00$637.50Jul 24$3.70$2.98$6.68$630.82$691.68
$670.00$645.00Jul 24$3.78$2.98$6.76$638.24$676.76
$670.00$637.50Jul 24$3.78$2.98$6.76$630.74$676.76
$655.00$640.00Jul 24$5.63$2.15$7.78$632.22$662.78
$660.00$640.00Jul 24$5.75$2.15$7.90$632.10$667.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 97 found (best R:R 8.09, avg credit $8.18)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
655/660670/675Jul 24$4.45$0.558.09$655.55$674.45
630/638640/650Jul 24$8.83$1.177.55$628.67$648.83
630/635650/655Jul 31$4.35$0.656.69$630.65$654.35
650/655670/675Jul 24$4.30$0.706.14$650.70$674.30
615/625650/660Aug 21$8.40$1.605.25$616.60$658.40
605/615650/660Aug 21$8.30$1.704.88$606.70$658.30
645/650670/675Jul 24$4.12$0.884.68$645.88$674.12
650/670675/690Aug 21$16.35$3.654.48$653.65$691.35
625/640660/675Aug 21$12.10$2.904.17$627.90$672.10
675/715730/740Aug 21$31.52$8.483.72$683.48$761.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 99.00, cheapest $0.10)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$660.00$670.00$680.00Aug 28$0.20$9.8049.00
$660.00$675.00$690.00Aug 21$1.80$13.207.33
$650.00$652.50$655.00Jul 24$0.97$1.531.58
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$605.00$615.00$625.00Aug 21$0.10$9.9099.00
$650.00$655.00$660.00Jul 24$0.15$4.8532.33
$645.00$650.00$655.00Jul 24$0.18$4.8226.78
$690.00$710.00$730.00Aug 28$2.30$17.707.70
$670.00$672.50$675.00Aug 21$0.35$2.156.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 38 found (best net $-2.80, 28 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$605.00$650.001:2Aug 21-$2.80$42.20
$700.00$725.001:2Aug 21-$1.95$23.05
$677.50$700.001:2Aug 7-$2.95$19.55
$655.00$675.001:2Jul 31-$2.35$17.65
$720.00$730.001:2Jul 31-$0.21$9.79
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$715.00$675.001:2Aug 21-$11.65$28.35
$600.00$580.001:2Aug 21-$2.15$17.85
$670.00$650.001:2Jul 31-$8.10$11.90
$670.00$660.001:2Jul 24-$4.45$5.55
$670.00$650.001:2Aug 21-$14.75$5.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 29 found (best yield 3.62%, avg 1.31%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$660.00Aug 28$23.600.481.4%3.62%4.98%121
$660.00Aug 21$22.000.481.4%3.38%4.73%113
$660.00Aug 14$19.500.471.4%2.99%4.35%1--
$670.00Aug 28$19.200.432.9%2.95%5.84%1--
$655.00Jul 31$16.400.500.6%2.52%3.11%1--
$662.50Aug 7$15.400.451.7%2.36%4.10%1--
$670.00Aug 14$15.400.412.9%2.36%5.26%2148
$680.00Aug 28$15.200.384.4%2.33%6.76%3--
$675.00Aug 21$14.500.403.7%2.23%5.88%739
$670.00Aug 7$11.500.402.9%1.77%4.66%15

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 797
Total Puts 884
Put/Call Ratio 1.11
Net Difference -87

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,532
Total Puts 3,334
Average Put/Call Ratio 0.66
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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