Tour v397
REGN
REGENERON PHARMACEUT
$656.01 +0.63%
7/24 03:34

Option Volume

Detail
Current (07/25) --
Calls: -- (--)
Puts: -- (--)
Prior (07/23) 759
Calls: 404 (53%)
Puts: 355 (47%)
Current vs Prior -100.00%
Calls: -100.00% (Calls)
Puts: -100.00% (Puts)
Prior 7-Day Total 9,571
Calls: 5,272 (55%)
Puts: 4,299 (45%)
Prior 7-Day Average 1,367
Calls: 753 (55%)
Puts: 614 (45%)
Current vs Prior 7-Day Avg -100.00%
Calls: -100.00%
Puts: -100.00%
Sentiment NEUTRAL

Dollar Volume

Detail
Current (07/25) --
Calls: -- (--)
Puts: -- (--)
Prior (07/23) $1.47M
Calls: $1.15M (78%)
Puts: $325.2K (22%)
Current vs Prior -100.00%
Calls: -100.00%
Puts: -100.00%
Prior 7-Day Total $24.65M
Calls: $16.40M (67%)
Puts: $8.25M (33%)
Prior 7-Day Average $3.52M
Calls: $2.34M (67%)
Puts: $1.18M (33%)
Current vs Prior 7-Day Avg -100.00%
Calls: -100.00%
Puts: -100.00%
Sentiment NEUTRAL

Put/Call Ratio

Detail
Current (07/25) 1.00
Prior (07/23) 0.88
Current vs Prior +13.80%
Prior 7-Day Average 0.78
Current vs Prior 7-Day Avg +29.02%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/25) 2,402
Calls: 1,699 (71%)
Puts: 703 (29%)
Prior (07/23) 2,241
Calls: 1,689 (75%)
Puts: 552 (25%)
Current vs Prior +7.18%
Prior 7-Day Total 24,938
Calls: 16,748 (67%)
Puts: 8,190 (33%)
Prior 7-Day Average 3,562
Calls: 2,392 (67%)
Puts: 1,170 (33%)
Current vs Prior 7-Day Avg -32.58%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 6.78% | 7.62%9.21% | 11.14%
Prior 1.64% | 7.02%9.33% | 11.62%
Current vs Prior +312.05% | +8.61%-1.28% | -4.10%
Prior 7-Day Avg 2.43% | 5.89%5.90% | 10.36%
Current vs 7-Day Avg +179.26% | +29.34%+55.96% | +7.61%
Prior 7-Day Eod 1.64% | 7.02%9.33% | 11.62%
Current vs 7-Day Eod +312.05% | +8.61%-1.28% | -4.10%
Sentiment BEARISHBULLISH

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

Light premium activity with dollar volume down 100% vs prior. Below-average activity with volume down 100% vs prior. Call-heavy open interest (1,699 calls vs 703 puts) suggests bullish positioning.

Smart Money NEUTRAL
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current NEUTRAL
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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. 3 found (avg delta 0.64, highest 0.78)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$650.00Jul 242.559.90$6.23118.0%--0.7844
$655.00Jul 240.807.80$4.30162.8%--0.5814
$650.00Aug 2129.5035.00$32.2517.1%--0.56136
PUTS (0)
No puts meet the criteria

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

No options available for this category

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 313.0%, max 737.3%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$670.00Jul 24Aug 14349.7%41.8%737.3%--230
$650.00Jul 24Aug 21191.4%37.9%404.4%--180
$660.00Jul 24Jul 31246.0%60.3%308.0%--42
$700.00Jul 31Aug 2156.8%38.0%49.5%--93
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$650.00Jul 24Aug 21191.4%37.9%404.4%--149
$630.00Jul 24Jul 31228.1%59.0%286.7%--54
$660.00Aug 21Aug 2839.3%39.0%0.7%--167

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 17 found (best R:R 10.63, avg 3.95)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$730.00$735.00Aug 21$0.43$4.57$0.4310.63$730.43
$735.00$740.00Aug 21$0.47$4.53$0.479.64$735.47
$660.00$670.00Jul 24$1.25$8.75$1.257.00$661.25
$655.00$660.00Jul 24$0.65$4.35$0.656.69$655.65
$710.00$730.00Aug 21$3.40$16.60$3.404.88$713.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$620.00$600.00Jul 31$4.50$15.50$4.503.44$615.50
$630.00$620.00Jul 31$2.30$7.70$2.303.35$627.70
$640.00$630.00Jul 24$2.37$7.63$2.373.22$637.63
$650.00$630.00Jul 31$8.10$11.90$8.101.47$641.90
$660.00$650.00Aug 21$6.05$3.95$6.050.65$653.95

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 1.53, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$660.00$670.00Jul 31$4.75$4.75$5.250.90$664.75
$650.00$700.00Aug 21$20.55$20.55$29.450.70$670.55
$650.00$655.00Jul 24$1.93$1.93$3.070.63$651.93
$670.00$680.00Jul 31$3.85$3.85$6.150.63$673.85
$680.00$700.00Jul 31$5.35$5.35$14.650.37$685.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$660.00$650.00Aug 21$6.05$6.05$3.951.53$653.95
$650.00$630.00Jul 31$8.10$8.10$11.900.68$641.90
$640.00$630.00Jul 24$2.37$2.37$7.630.31$637.63
$630.00$620.00Jul 31$2.30$2.30$7.700.30$627.70
$620.00$600.00Jul 31$4.50$4.50$15.500.29$615.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $12.76, cheapest $1.05)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$700.00Jul 31Aug 21$5.5556.8%38.0%
$670.00Jul 24Jul 31$12.95349.7%58.8%
$660.00Jul 24Jul 31$16.45246.0%60.3%
$650.00Jul 24Aug 21$26.02191.4%37.9%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$660.00Aug 21Aug 28$1.0539.3%39.0%
$630.00Jul 24Jul 31$10.17228.1%59.0%
$650.00Jul 24Jul 31$17.10191.4%59.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 2 found (cheapest 1.13% of stock, avg 4.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$650.00Jul 24$6.23$1.20$7.43$642.57$657.431.13%
$650.00Aug 21$32.25$24.35$56.60$593.40$706.608.63%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 27 found (cheapest 0.55% of stock, avg 3.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$670.00$650.00Jul 24$2.40$1.20$3.60$646.40$673.60
$690.00$650.00Jul 24$2.40$1.20$3.60$646.40$693.60
$670.00$640.00Jul 24$2.40$2.40$4.80$635.20$674.80
$690.00$640.00Jul 24$2.40$2.40$4.80$635.20$694.80
$660.00$650.00Jul 24$3.65$1.20$4.85$645.15$664.85
$660.00$640.00Jul 24$3.65$2.40$6.05$633.95$666.05
$700.00$600.00Jul 31$6.15$3.40$9.55$590.45$709.55
$700.00$620.00Jul 31$6.15$7.90$14.05$605.95$714.05
$680.00$600.00Jul 31$11.50$3.40$14.90$585.10$694.90
$700.00$630.00Jul 31$6.15$10.20$16.35$613.65$716.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 17 found (best R:R 2.45, avg credit $7.89)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
650/660705/710Aug 21$7.10$2.902.45$652.90$712.10
620/630660/670Jul 31$7.05$2.952.39$622.95$667.05
650/660700/705Aug 21$7.05$2.952.39$652.95$707.05
630/650680/700Jul 31$13.45$6.552.05$636.55$693.45
650/660735/740Aug 21$6.52$3.481.87$653.48$741.52
650/660730/735Aug 21$6.48$3.521.84$653.52$736.48
630/650660/670Jul 31$12.85$7.151.80$637.15$672.85
620/630670/680Jul 31$6.15$3.851.60$623.85$676.15
630/650670/680Jul 31$11.95$8.051.48$638.05$681.95
600/620680/700Jul 31$9.85$10.150.97$610.15$689.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 2 found (best R:R 10.11, cheapest $0.90)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$660.00$670.00$680.00Jul 31$0.90$9.1010.11
$650.00$655.00$660.00Jul 24$1.28$3.722.91
PUTS (0)
No puts found

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 14 found (best net $-0.80, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$680.00$700.001:2Jul 31-$0.80$19.20
$670.00$690.001:2Jul 24-$2.40$17.60
$710.00$730.001:2Aug 21-$2.85$17.15
$660.00$670.001:2Jul 24-$1.15$8.85
$650.00$655.001:2Jul 24-$2.37$2.63
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$650.00$630.001:2Jul 31-$2.10$17.90
$650.00$640.001:2Jul 24-$3.60$6.40
$630.00$620.001:2Jul 31-$5.60$4.40
$620.00$600.001:2Jul 31$1.10$18.90
$640.00$630.001:2Jul 24$2.34$7.66

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 2.59%, avg 1.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$670.00Aug 14$17.000.442.1%2.59%4.72%--150
$660.00Jul 31$16.000.490.6%2.44%3.05%--32
$670.00Jul 31$11.100.422.1%1.69%3.82%--62
$700.00Aug 21$10.100.296.7%1.54%8.25%--81
$705.00Aug 21$8.900.277.5%1.36%8.82%--48
$680.00Jul 31$7.000.343.7%1.07%4.72%--77
$710.00Aug 21$5.800.258.2%0.88%9.11%--11
$730.00Aug 21$2.900.1711.3%0.44%11.72%--14
$735.00Aug 21$2.550.1612.0%0.39%12.43%--74
$700.00Jul 31$2.000.226.7%0.30%7.01%--12

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 --
Total Puts --
Put/Call Ratio 1.00
Net Difference --

Prior's Put/Call Breakdown

Total Calls 404
Total Puts 355
Put/Call Ratio 0.88
Net Difference 49

Prior 7-Day Put/Call Summary

Total Calls 5,272
Total Puts 4,299
Average Put/Call Ratio 0.78
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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