Tour
v452
REGN
REGENERON PHARMACEUT
$695.18
+4.20%
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
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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