Tour
v423
REGN
REGENERON PHARMACEUT
$667.17
+1.70%
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
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
1,009
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 |
|---|---|---|---|---|
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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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