Tour v423
REGN
REGENERON PHARMACEUT
$667.17 +1.70%
7/27 19:01

Option Volume

Detail
Current (07/27) 2,629
Calls: 1,009 (38%)
Puts: 1,620 (62%)
Prior (07/24) --
Calls: 404 (53%)
Puts: 355 (47%)
Current vs Prior +0.00%
Calls: +149.75% (Calls)
Puts: +356.34% (Puts)
Prior 7-Day Total 9,284
Calls: 5,100 (55%)
Puts: 4,184 (45%)
Prior 7-Day Average 1,547
Calls: 728 (55%)
Puts: 597 (45%)
Current vs Prior 7-Day Avg +69.91%
Calls: +38.49%
Puts: +171.03%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/27) $3.19M
Calls: $976.1K (31%)
Puts: $2.22M (69%)
Prior (07/24) --
Calls: $1.15M (78%)
Puts: $325.2K (22%)
Current vs Prior +0.00%
Calls: -15.04%
Puts: +581.11%
Prior 7-Day Total $24.01M
Calls: $15.96M (66%)
Puts: $8.05M (34%)
Prior 7-Day Average $4.00M
Calls: $2.28M (66%)
Puts: $1.15M (34%)
Current vs Prior 7-Day Avg -20.26%
Calls: -57.19%
Puts: +92.55%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/27) 1.61
Prior (07/24) 1.00
Current vs Prior +60.56%
Prior 7-Day Average 0.82
Current vs Prior 7-Day Avg +95.23%
Sentiment BEARISH

Open Interest

Detail
Current (07/27) 3,686
Calls: 2,019 (55%)
Puts: 1,667 (45%)
Prior (07/24) 2,402
Calls: 1,699 (71%)
Puts: 703 (29%)
Current vs Prior +53.46%
Prior 7-Day Total 24,750
Calls: 16,378 (66%)
Puts: 8,372 (34%)
Prior 7-Day Average 3,535
Calls: 2,339 (66%)
Puts: 1,196 (34%)
Current vs Prior 7-Day Avg +4.25%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 6.51% | 7.31%8.75% | 11.37%
Prior 6.78% | 7.62%9.21% | 11.14%
Current vs Prior -4.00% | -4.03%-4.93% | +2.03%
Prior 7-Day Avg 3.05% | 6.43%6.87% | 10.69%
Current vs 7-Day Avg +113.41% | +13.74%+27.36% | +6.39%
Prior 7-Day Eod 6.78% | 7.62%9.21% | 11.14%
Current vs 7-Day Eod -4.00% | -4.03%-4.93% | +2.03%
Sentiment BULLISHBULLISH

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
+
Add Card

🤖 AI Insights

Moderately bearish flow with 69% put dollar volume ($2.22M). Extreme bearish P/C ratio of 1.61 - heavy put buying. P/C ratio rising 61% - increased hedging/bearish positioning. Rising open interest (up 53%) indicates new positions being established.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 1 of results (avg 9.9%, best 9.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Sep 476.1084.00$80.059.9%20.82--
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 0.60, highest 0.83)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 2172.2080.00$76.1010.2%30.83555
$605.00Aug 2168.2076.00$72.1010.8%20.82--
$600.00Sep 476.1084.00$80.059.9%20.82--
$650.00Aug 2135.9043.00$39.4518.0%110.62--
$660.00Jul 3121.7029.00$25.3528.8%10.58--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Aug 2143.1049.00$46.0512.8%10.6537
$700.00Sep 446.8053.00$49.9012.4%320.62--
$680.00Aug 2131.0036.20$33.6015.5%20.55--
$680.00Aug 2832.5039.00$35.7518.2%550.54--
$680.00Sep 434.0041.00$37.5018.7%550.53--

Most actively traded options today. High liquidity = easy entry/exit. 88 active (total vol 2.5K, top 517)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$785.00Jul 310.407.50$3.95179.7%3790.11--
$715.00Jul 310.809.80$5.30169.8%3040.20--
$750.00Aug 70.208.70$4.45191.0%340.14--
$720.00Jul 312.005.50$3.7593.3%290.1612
$755.00Aug 70.058.20$4.13197.3%220.13--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Sep 44.0012.00$8.00100.0%5170.161
$650.00Aug 2115.6022.80$19.2037.5%1860.38176
$650.00Aug 2818.3026.00$22.1534.8%1860.381
$595.00Jul 310.003.30$1.65200.0%1100.071
$600.00Sep 46.3012.40$9.3565.2%950.18--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 25 strikes (avg 55.1%, max 116.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$670.00Jul 31Aug 2877.5%37.2%108.1%595
$660.00Jul 31Sep 472.9%36.5%99.9%23--
$680.00Jul 31Aug 2876.7%39.5%94.0%915
$700.00Jul 31Aug 2174.4%40.6%83.2%518
$770.00Aug 7Aug 2862.5%38.0%64.7%4--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$590.00Jul 31Sep 489.2%41.2%116.5%5291
$570.00Jul 31Sep 486.1%42.4%103.1%6911
$600.00Jul 31Sep 478.6%39.9%97.0%9722
$650.00Jul 31Aug 2874.7%39.1%91.1%1881
$640.00Jul 31Aug 2174.7%41.3%81.1%243

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 65 found (best R:R 54.56, avg 4.98)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$755.00$770.00Aug 7$0.68$14.32$0.6821.06$755.68
$750.00$755.00Aug 7$0.32$4.68$0.3214.62$750.32
$760.00$780.00Aug 14$2.07$17.93$2.078.66$762.07
$730.00$740.00Aug 7$1.17$8.83$1.177.55$731.17
$700.00$760.00Aug 14$9.08$50.92$9.085.61$709.08
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$580.00$570.00Aug 28$0.18$9.82$0.1854.56$579.82
$570.00$560.00Sep 4$0.48$9.52$0.4819.83$569.52
$580.00$570.00Sep 4$0.63$9.37$0.6314.87$579.37
$590.00$570.00Jul 31$1.57$18.43$1.5711.74$588.43
$605.00$580.00Aug 7$2.55$22.45$2.558.80$602.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 68 found (best R:R 4.00, avg 0.62)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$600.00$605.00Aug 21$4.00$4.00$1.004.00$604.00
$605.00$650.00Aug 21$32.65$32.65$12.352.64$637.65
$600.00$660.00Sep 4$41.65$41.65$18.352.27$641.65
$650.00$660.00Aug 21$5.80$5.80$4.201.38$655.80
$660.00$667.50Jul 31$4.15$4.15$3.351.24$664.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$700.00$680.00Aug 21$12.45$12.45$7.551.65$687.55
$700.00$680.00Sep 4$12.40$12.40$7.601.63$687.60
$675.00$670.00Aug 14$3.00$3.00$2.001.50$672.00
$680.00$670.00Aug 21$5.65$5.65$4.351.30$674.35
$675.00$670.00Aug 7$2.80$2.80$2.201.27$672.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 25 found (avg debit $3.28, cheapest $0.23)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$770.00Aug 7Aug 28$0.5062.5%38.0%
$760.00Aug 14Aug 28$0.7550.0%39.3%
$750.00Jul 31Aug 7$1.7284.8%58.1%
$700.00Jul 31Aug 7$2.7574.4%51.2%
$695.00Jul 31Aug 7$3.1073.5%51.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$550.00Aug 28Sep 4$0.2344.3%41.1%
$560.00Aug 28Sep 4$0.5947.2%44.5%
$570.00Jul 31Aug 14$1.3286.1%49.3%
$670.00Aug 7Aug 14$1.5552.8%45.3%
$580.00Aug 7Aug 14$1.6359.4%53.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 8.52% of stock, avg 9.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$680.00Aug 21$23.25$33.60$56.85$623.15$736.858.52%
$660.00Aug 21$33.65$24.30$57.95$602.05$717.958.69%
$650.00Aug 21$39.45$19.20$58.65$591.35$708.658.79%
$670.00Aug 28$30.70$30.30$61.00$609.00$731.009.14%
$680.00Aug 28$25.85$35.75$61.60$618.40$741.609.23%
$700.00Aug 21$15.65$46.05$61.70$638.30$761.709.25%
$600.00Aug 21$76.10$7.85$83.95$516.05$683.9512.58%
$600.00Sep 4$80.05$9.35$89.40$510.60$689.4013.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 100 found (cheapest 1.02% of stock, avg 3.48%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$780.00$580.00Aug 14$2.75$4.08$6.83$573.17$786.83
$780.00$600.00Aug 14$2.75$4.68$7.43$592.57$787.43
$780.00$595.00Aug 14$2.75$4.88$7.63$587.37$787.63
$780.00$590.00Aug 14$2.75$5.25$8.00$582.00$788.00
$770.00$560.00Aug 28$3.95$4.18$8.13$551.87$778.13
$760.00$580.00Aug 14$4.82$4.08$8.90$571.10$768.90
$740.00$610.00Aug 7$4.38$5.10$9.48$600.52$749.48
$760.00$600.00Aug 14$4.82$4.68$9.50$590.50$769.50
$770.00$570.00Aug 28$3.95$5.50$9.45$560.55$779.45
$750.00$610.00Aug 7$4.45$5.10$9.55$600.45$759.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 151 found (best R:R 6.14, avg credit $8.34)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
670/675695/700Aug 7$4.30$0.706.14$670.70$699.30
640/645680/685Jul 31$4.20$0.805.25$640.80$684.20
670/680700/710Aug 21$8.35$1.655.06$671.65$708.35
570/600605/650Aug 21$37.30$7.704.84$562.70$642.30
645/650680/685Jul 31$4.00$1.004.00$646.00$684.00
640/645660/668Jul 31$5.95$1.553.84$639.05$665.95
640/645675/680Jul 31$3.95$1.053.76$641.05$678.95
650/660700/710Aug 21$7.80$2.203.55$652.20$707.80
645/650660/668Jul 31$5.75$1.753.29$644.25$665.75
645/650675/680Jul 31$3.75$1.253.00$646.25$678.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 65.67, cheapest $0.15)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$670.00$672.50$675.00Jul 31$0.20$2.3011.50
$730.00$740.00$750.00Aug 7$1.24$8.767.06
$660.00$680.00$700.00Aug 21$2.80$17.206.14
$715.00$720.00$725.00Jul 31$2.23$2.771.24
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$560.00$570.00$580.00Sep 4$0.15$9.8565.67
$590.00$595.00$600.00Aug 14$0.17$4.8328.41
$610.00$615.00$620.00Aug 7$0.20$4.8024.00
$620.00$630.00$640.00Jul 31$0.94$9.069.64
$605.00$610.00$615.00Aug 7$0.65$4.356.69

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 48 found (best net $-6.80, 33 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$605.00$650.001:2Aug 21-$6.80$38.20
$750.00$785.001:2Jul 31-$5.17$29.83
$760.00$780.001:2Aug 14-$0.68$19.32
$730.00$750.001:2Jul 31-$3.51$16.49
$755.00$770.001:2Aug 7-$2.77$12.23
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$580.00$570.001:2Aug 14-$0.22$9.78
$560.00$550.001:2Sep 4-$0.49$9.51
$560.00$550.001:2Aug 28-$0.62$9.38
$630.00$620.001:2Jul 31-$2.77$7.23
$570.00$560.001:2Aug 28-$2.86$7.14

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 4.12%, avg 1.24%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$670.00Aug 28$27.500.510.4%4.12%4.55%11
$680.00Aug 28$22.200.461.9%3.33%5.25%215
$680.00Aug 21$19.500.461.9%2.92%4.85%343
$667.50Jul 31$17.500.520.1%2.62%2.67%27
$670.00Jul 31$17.000.500.4%2.55%2.97%494
$672.50Jul 31$15.300.480.8%2.29%3.09%21
$675.00Jul 31$14.400.471.2%2.16%3.33%214
$700.00Aug 21$13.700.354.9%2.05%6.97%2--
$680.00Jul 31$12.200.431.9%1.83%3.75%7--
$700.00Aug 14$9.900.344.9%1.48%6.40%2--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 1,009
Total Puts 1,620
Put/Call Ratio 1.61
Net Difference -611

Prior's Put/Call Breakdown

Total Calls 404
Total Puts 355
Put/Call Ratio 1.00
Net Difference 49

Prior 7-Day Put/Call Summary

Total Calls 5,100
Total Puts 4,184
Average Put/Call Ratio 0.82
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All