Tour v452
REGN
REGENERON PHARMACEUT
$695.18 +4.20%
7/28 19:01

Option Volume

Detail
Current (07/28) 1,539
Calls: 931 (60%)
Puts: 608 (40%)
Prior (07/27) 2,629
Calls: 1,009 (38%)
Puts: 1,620 (62%)
Current vs Prior -41.46%
Calls: -7.73% (Calls)
Puts: -62.47% (Puts)
Prior 7-Day Total 10,973
Calls: 5,411 (49%)
Puts: 5,562 (51%)
Prior 7-Day Average 1,828
Calls: 773 (49%)
Puts: 794 (51%)
Current vs Prior 7-Day Avg -15.85%
Calls: +20.44%
Puts: -23.48%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/28) $4.41M
Calls: $3.51M (80%)
Puts: $895.0K (20%)
Prior (07/27) $3.19M
Calls: $976.1K (31%)
Puts: $2.22M (69%)
Current vs Prior +38.12%
Calls: +259.90%
Puts: -59.60%
Prior 7-Day Total $25.55M
Calls: $15.61M (61%)
Puts: $9.93M (39%)
Prior 7-Day Average $4.26M
Calls: $2.23M (61%)
Puts: $1.42M (39%)
Current vs Prior 7-Day Avg +3.53%
Calls: +57.49%
Puts: -36.92%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/28) 0.65
Prior (07/27) 1.61
Current vs Prior -59.32%
Prior 7-Day Average 1.00
Current vs Prior 7-Day Avg -34.84%
Sentiment BULLISH

Open Interest

Detail
Current (07/28) 6,309
Calls: 3,990 (63%)
Puts: 2,319 (37%)
Prior (07/27) 3,686
Calls: 2,019 (55%)
Puts: 1,667 (45%)
Current vs Prior +71.16%
Prior 7-Day Total 23,492
Calls: 14,907 (63%)
Puts: 8,585 (37%)
Prior 7-Day Average 3,356
Calls: 2,129 (63%)
Puts: 1,226 (37%)
Current vs Prior 7-Day Avg +87.99%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 5.98% | 7.20%8.50% | 11.11%
Prior 6.51% | 7.31%8.75% | 11.37%
Current vs Prior -8.01% | -1.57%-2.88% | -2.26%
Prior 7-Day Avg 3.68% | 6.95%7.83% | 11.02%
Current vs 7-Day Avg +62.53% | +3.62%+8.61% | +0.83%
Prior 7-Day Eod 6.51% | 7.31%8.75% | 11.37%
Current vs 7-Day Eod -8.01% | -1.57%-2.88% | -2.26%
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
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🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($3.51M) vs puts ($895.0K). Below-average activity with volume down 41% vs prior. Bullish P/C ratio of 0.65. P/C ratio dropping 59% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 9.3%, best 9.1%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 1495.00104.00$99.509.0%10.901
$610.00Aug 2187.0095.80$91.409.6%100.87--
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. 29 found (avg delta 0.67, highest 0.90)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 1495.00104.00$99.509.0%10.901
$610.00Aug 2187.0095.80$91.409.6%100.87--
$630.00Jul 3165.4073.00$69.2011.0%10.86--
$615.00Aug 2182.3091.30$86.8010.4%100.86--
$650.00Jul 3147.5056.00$51.7516.4%90.8199
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Aug 720.6029.20$24.9034.5%20.51--
$700.00Aug 2125.0033.50$29.2529.1%10.5038

Most actively traded options today. High liquidity = easy entry/exit. 79 active (total vol 1.0K, top 157)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Aug 70.358.90$4.63184.7%1240.16--
$690.00Jul 3118.3024.90$21.6030.6%1020.5618
$715.00Aug 713.2018.20$15.7031.8%730.40--
$670.00Sep 445.0053.70$49.3517.6%280.64--
$660.00Aug 742.7050.10$46.4015.9%240.75--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$660.00Aug 2111.8015.00$13.4023.9%1570.29130
$600.00Aug 211.005.10$3.05134.4%1030.08500
$580.00Jul 310.004.80$2.40200.0%500.06--
$620.00Aug 212.409.10$5.75116.5%430.14279
$650.00Aug 216.7012.20$9.4558.2%160.23208

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 84.8%, max 203.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$650.00Jul 31Aug 2189.3%38.1%134.4%20234
$670.00Jul 31Sep 485.0%36.6%132.2%31--
$690.00Jul 31Aug 2880.2%36.7%118.3%10418
$675.00Jul 31Aug 2184.1%39.7%111.8%21--
$685.00Jul 31Aug 2181.6%38.7%110.9%43
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$600.00Jul 31Aug 21131.8%43.4%203.8%113500
$620.00Jul 31Sep 4100.6%40.6%147.5%2265
$680.00Jul 31Sep 484.4%36.4%132.0%632
$580.00Jul 31Aug 14137.6%64.0%114.8%541
$650.00Aug 7Aug 2153.0%38.1%39.2%17226

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 49 found (best R:R 79.00, avg 4.59)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$735.00$740.00Jul 31$0.20$4.80$0.2024.00$735.20
$740.00$800.00Aug 21$8.70$51.30$8.705.90$748.70
$725.00$760.00Aug 7$6.27$28.73$6.274.58$731.27
$720.00$725.00Jul 31$1.45$3.55$1.452.45$721.45
$685.00$690.00Aug 7$1.50$3.50$1.502.33$686.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$600.00$580.00Aug 14$0.25$19.75$0.2579.00$599.75
$650.00$560.00Aug 7$4.70$85.30$4.7018.15$645.30
$640.00$637.50Jul 31$0.22$2.28$0.2210.36$639.78
$650.00$620.00Aug 21$3.70$26.30$3.707.11$646.30
$600.00$590.00Jul 31$1.40$8.60$1.406.14$598.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 61 found (best R:R 11.50, avg 1.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$610.00$615.00Aug 21$4.60$4.60$0.4011.50$614.60
$630.00$650.00Jul 31$17.45$17.45$2.556.84$647.45
$660.00$667.50Jul 31$6.45$6.45$1.056.14$666.45
$670.00$675.00Jul 31$4.30$4.30$0.706.14$674.30
$685.00$690.00Jul 31$4.15$4.15$0.854.88$689.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$700.00$690.00Aug 7$4.55$4.55$5.450.83$695.45
$700.00$660.00Aug 21$15.85$15.85$24.150.66$684.15
$660.00$650.00Aug 21$3.95$3.95$6.050.65$656.05
$680.00$675.00Jul 31$1.95$1.95$3.050.64$678.05
$680.00$650.00Aug 7$10.20$10.20$19.800.52$669.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 22 found (avg debit $3.65, cheapest $0.28)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$800.00Aug 14Aug 21$0.5041.1%36.7%
$650.00Jul 31Aug 7$1.7589.3%53.0%
$660.00Jul 31Aug 7$2.2087.4%52.6%
$670.00Jul 31Aug 7$2.5085.0%52.2%
$725.00Jul 31Aug 7$3.3573.6%47.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$600.00Jul 31Aug 14$0.28131.8%55.8%
$610.00Aug 21Sep 4$1.4248.2%41.0%
$580.00Jul 31Aug 14$1.43137.6%64.0%
$650.00Aug 7Aug 21$2.3553.0%38.1%
$660.00Aug 21Aug 28$2.5539.9%38.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 6.16% of stock, avg 9.01%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$680.00Jul 31$29.05$13.80$42.85$637.15$722.856.16%
$675.00Jul 31$32.55$11.85$44.40$630.60$719.406.39%
$700.00Aug 7$22.15$24.90$47.05$652.95$747.056.77%
$670.00Jul 31$36.85$10.35$47.20$622.80$717.206.79%
$690.00Aug 7$27.85$20.35$48.20$641.80$738.206.93%
$700.00Aug 21$26.75$29.25$56.00$644.00$756.008.06%
$650.00Aug 7$53.50$7.10$60.60$589.40$710.608.72%
$650.00Aug 21$58.10$9.45$67.55$582.45$717.559.72%
$630.00Jul 31$69.20$4.75$73.95$556.05$703.9510.64%
$610.00Aug 21$91.40$5.93$97.33$512.67$707.3314.00%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 69 found (cheapest 0.74% of stock, avg 3.24%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$800.00$600.00Aug 21$2.10$3.05$5.15$594.85$805.15
$800.00$580.00Aug 14$1.60$3.83$5.43$574.57$805.43
$800.00$600.00Aug 14$1.60$4.08$5.68$594.32$805.68
$760.00$560.00Aug 7$4.63$2.40$7.03$552.97$767.03
$800.00$620.00Aug 21$2.10$5.75$7.85$612.15$807.85
$800.00$610.00Aug 21$2.10$5.93$8.03$601.97$808.03
$800.00$650.00Aug 21$2.10$9.45$11.55$638.45$811.55
$760.00$650.00Aug 7$4.63$7.10$11.73$638.27$771.73
$725.00$640.00Jul 31$7.55$4.70$12.25$627.75$737.25
$725.00$560.00Aug 7$10.90$2.40$13.30$546.70$738.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 89 found (best R:R 24.00, avg credit $8.45)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
630/635680/685Jul 31$4.80$0.2024.00$630.20$684.80
670/675680/685Jul 31$4.80$0.2024.00$670.20$684.80
620/630650/660Jul 31$9.50$0.5019.00$620.50$659.50
590/600630/650Jul 31$18.85$1.1516.39$581.15$648.85
690/700715/725Aug 7$9.35$0.6514.38$690.65$724.35
600/610675/685Aug 21$9.33$0.6713.93$600.67$684.33
630/635650/660Jul 31$9.05$0.959.53$625.95$659.05
638/640670/675Jul 31$4.52$0.489.42$635.48$674.52
600/610615/650Aug 21$31.58$3.429.23$578.42$646.58
590/600650/660Jul 31$8.95$1.058.52$591.05$658.95

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 11.50, cheapest $0.20)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$675.00$677.50$680.00Jul 31$0.20$2.3011.50
$715.00$720.00$725.00Jul 31$0.55$4.458.09
$735.00$740.00$745.00Jul 31$0.73$4.275.85
$730.00$735.00$740.00Jul 31$1.68$3.321.98
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$670.00$675.00$680.00Jul 31$0.45$4.5510.11
$580.00$590.00$600.00Jul 31$1.40$8.606.14
$680.00$690.00$700.00Aug 7$1.50$8.505.67
$635.00$637.50$640.00Jul 31$1.99$0.510.26

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 33 found (best net $-2.05, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$700.00$725.001:2Aug 21-$5.25$19.75
$750.00$770.001:2Jul 31-$2.85$17.15
$725.00$740.001:2Aug 21-$5.60$9.40
$615.00$650.001:2Aug 21-$29.40$5.60
$715.00$725.001:2Aug 7-$6.10$3.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$650.00$620.001:2Aug 21-$2.05$27.95
$600.00$580.001:2Aug 14-$3.58$16.42
$620.00$600.001:2Jul 31-$4.80$15.20
$680.00$660.001:2Aug 28-$9.40$10.60
$610.00$600.001:2Aug 21-$0.17$9.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 3.60%, avg 1.12%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$700.00Aug 21$25.000.500.7%3.60%4.29%1481
$700.00Aug 7$19.800.500.7%2.85%3.54%28
$710.00Aug 7$15.400.432.1%2.22%4.35%2--
$700.00Jul 31$14.100.480.7%2.03%2.72%1019
$725.00Aug 21$14.100.364.3%2.03%6.32%57
$715.00Aug 7$13.200.402.9%1.90%4.75%73--
$705.00Jul 31$11.000.441.4%1.58%2.99%1--
$725.00Aug 7$7.400.324.3%1.06%5.35%3--
$715.00Jul 31$7.000.362.9%1.01%3.86%2--
$740.00Aug 21$7.000.286.5%1.01%7.45%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 931
Total Puts 608
Put/Call Ratio 0.65
Net Difference 323

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,411
Total Puts 5,562
Average Put/Call Ratio 1.00
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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