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