Tour v456
REGN
REGENERON PHARMACEUT
$695.42 +0.03%
$699.76 (+0.62%)🌙
as of 07/29 06:07 PM
7/29 18:07

Option Volume

Detail
Current (07/29) 3,855
Calls: 2,174 (56%)
Puts: 1,681 (44%)
Prior (07/28) 1,539
Calls: 931 (60%)
Puts: 608 (40%)
Current vs Prior +150.49%
Calls: +133.51% (Calls)
Puts: +176.48% (Puts)
Prior 7-Day Total 10,886
Calls: 5,175 (48%)
Puts: 5,711 (52%)
Prior 7-Day Average 1,814
Calls: 739 (48%)
Puts: 815 (52%)
Current vs Prior 7-Day Avg +112.47%
Calls: +194.07%
Puts: +106.04%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/29) $6.05M
Calls: $5.20M (86%)
Puts: $846.9K (14%)
Prior (07/28) $4.41M
Calls: $3.51M (80%)
Puts: $895.0K (20%)
Current vs Prior +37.16%
Calls: +47.99%
Puts: -5.38%
Prior 7-Day Total $26.74M
Calls: $16.63M (62%)
Puts: $10.11M (38%)
Prior 7-Day Average $4.46M
Calls: $2.38M (62%)
Puts: $1.44M (38%)
Current vs Prior 7-Day Avg +35.68%
Calls: +118.86%
Puts: -41.34%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/29) 0.77
Prior (07/28) 0.65
Current vs Prior +18.40%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg -25.61%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/29) 40,295
Calls: 22,588 (56%)
Puts: 17,707 (44%)
Prior (07/28) 6,309
Calls: 3,990 (63%)
Puts: 2,319 (37%)
Current vs Prior +538.69%
Prior 7-Day Total 24,815
Calls: 15,346 (62%)
Puts: 9,469 (38%)
Prior 7-Day Average 3,545
Calls: 2,192 (62%)
Puts: 1,352 (38%)
Current vs Prior 7-Day Avg +1036.67%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 6.36% | 7.31%8.67% | 11.07%
Prior 5.98% | 7.20%8.50% | 11.11%
Current vs Prior +6.21% | +1.56%+1.99% | -0.42%
Prior 7-Day Avg 4.07% | 7.02%8.90% | 11.34%
Current vs 7-Day Avg +56.08% | +4.22%-2.53% | -2.45%
Prior 7-Day Eod 5.98% | 7.20%8.50% | 11.11%
Current vs 7-Day Eod +6.21% | +1.56%+1.99% | -0.42%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 36.58% | 28.95%
Calls: 38.42% | 26.02%
Puts: 34.74% | 31.88%
Prior 45.00% | 29.67%
Calls: 51.91% | 33.66%
Puts: 38.10% | 25.69%
Current vs Prior -18.71% | -2.43%
Prior 7-Day Avg 45.00% | 29.67%
Calls: 51.91% | 33.66%
Puts: 38.10% | 25.69%
Current vs 7-Day Avg -18.71% | -2.43%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($5.20M) vs puts ($846.9K). Unusually high activity with volume up 150% vs prior - elevated interest. Volume explosion - 113% above 7-day average (3,855 vs avg 1,814). Rising open interest (up 539%) indicates new positions being established.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 11 of results (avg 8.1%, best 5.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Jul 31133.30141.20$137.255.8%--0.9211
$570.00Jul 31123.50131.30$127.406.1%--0.9124
$580.00Jul 31113.40121.30$117.356.7%--0.9111
$565.00Aug 21129.00139.00$134.007.5%--0.91122
$590.00Jul 31103.50111.60$107.557.5%--0.9271
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$795.00Aug 2196.00105.80$100.909.7%--0.8820

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. 53 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Jul 3193.20101.70$97.458.7%--1.00189
$610.00Jul 3184.0091.90$87.959.0%--0.9424
$620.00Jul 3174.2082.10$78.1510.1%--0.9327
$590.00Jul 31103.50111.60$107.557.5%--0.9271
$630.00Jul 3164.9072.80$68.8511.5%10.9218
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$795.00Aug 2196.00105.80$100.909.7%--0.8820
$760.00Aug 2165.0074.90$69.9514.2%--0.8010
$750.00Aug 2157.8066.20$62.0013.5%--0.7782
$740.00Aug 2151.0058.60$54.8013.9%--0.7231
$725.00Aug 736.4044.00$40.2018.9%10.68--

Most actively traded options today. High liquidity = easy entry/exit. 90 active (total vol 3.5K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$705.00Jul 3116.0020.50$18.2524.7%1.1K0.456
$770.00Jul 311.802.80$2.3043.5%4880.101
$700.00Jul 3116.2022.30$19.2531.7%2050.4821
$745.00Jul 310.255.10$2.68181.0%410.1313
$720.00Jul 318.0014.60$11.3058.4%370.3417
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$640.00Jul 310.004.80$2.40200.0%1.1K0.1044
$670.00Jul 315.0013.20$9.1090.1%2030.2966
$610.00Jul 310.052.20$1.13190.3%660.0514
$672.50Jul 316.0014.00$10.0080.0%240.3161
$600.00Jul 310.201.25$0.73143.8%200.0329

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 50 strikes (avg 140.8%, max 274.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$790.00Jul 31Aug 21139.9%42.3%230.8%134
$800.00Jul 31Aug 21103.2%39.1%164.3%13189
$710.00Jul 31Aug 28108.3%41.1%163.3%32
$660.00Jul 31Sep 4100.5%38.3%162.5%1342
$695.00Jul 31Aug 21106.9%41.1%159.7%317
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$580.00Jul 31Aug 21185.1%49.4%274.8%--200
$570.00Jul 31Aug 28197.9%53.2%272.0%173
$590.00Jul 31Sep 4156.2%43.3%260.2%2105
$595.00Jul 31Aug 21168.5%50.0%237.3%--70
$560.00Jul 31Aug 21211.6%63.9%231.4%--91

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 111 found (best R:R 199.00, avg 7.85)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$750.00$770.00Jul 31$0.25$19.75$0.2579.00$750.25
$805.00$810.00Aug 21$0.10$4.90$0.1049.00$805.10
$745.00$750.00Jul 31$0.13$4.87$0.1337.46$745.13
$785.00$790.00Jul 31$0.23$4.77$0.2320.74$785.23
$755.00$760.00Aug 21$0.35$4.65$0.3513.29$755.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$600.00$580.00Aug 7$0.10$19.90$0.10199.00$599.90
$620.00$605.00Aug 7$0.13$14.87$0.13114.38$619.87
$630.00$620.00Jul 31$0.28$9.72$0.2834.71$629.72
$610.00$600.00Jul 31$0.40$9.60$0.4024.00$609.60
$635.00$625.00Aug 21$0.50$9.50$0.5019.00$634.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 143 found (best R:R 65.67, avg 2.98)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$560.00$570.00Jul 31$9.85$9.85$0.1565.67$569.85
$580.00$590.00Jul 31$9.80$9.80$0.2049.00$589.80
$610.00$620.00Jul 31$9.80$9.80$0.2049.00$619.80
$660.00$662.50Aug 7$2.40$2.40$0.1024.00$662.40
$600.00$610.00Jul 31$9.50$9.50$0.5019.00$609.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$795.00$760.00Aug 21$30.95$30.95$4.057.64$764.05
$655.00$652.50Aug 21$2.20$2.20$0.307.33$652.80
$695.00$690.00Aug 21$4.10$4.10$0.904.56$690.90
$760.00$750.00Aug 21$7.95$7.95$2.053.88$752.05
$750.00$740.00Aug 21$7.20$7.20$2.802.57$742.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $3.85, cheapest $0.38)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$790.00Jul 31Aug 21$0.58139.9%42.3%
$800.00Jul 31Aug 21$1.77103.2%39.1%
$610.00Jul 31Aug 7$2.00110.3%70.5%
$705.00Jul 31Aug 7$2.05113.2%56.5%
$715.00Jul 31Aug 7$2.30107.5%54.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$595.00Jul 31Aug 21$0.38168.5%50.0%
$605.00Aug 7Aug 21$0.3873.6%46.7%
$580.00Jul 31Aug 7$0.40185.1%88.7%
$560.00Jul 31Aug 21$0.65211.6%63.9%
$570.00Jul 31Aug 28$0.85197.9%53.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 42 found (cheapest 5.97% of stock, avg 10.35%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$680.00Jul 31$28.95$12.60$41.55$638.45$721.555.97%
$675.00Jul 31$32.20$10.50$42.70$632.30$717.706.14%
$695.00Jul 31$21.60$21.50$43.10$651.90$738.106.20%
$670.00Jul 31$35.75$9.10$44.85$625.15$714.856.45%
$695.00Aug 7$25.25$23.90$49.15$645.85$744.157.07%
$660.00Jul 31$42.55$6.95$49.50$610.50$709.507.12%
$675.00Aug 7$35.95$14.85$50.80$624.20$725.807.30%
$725.00Aug 7$11.60$40.20$51.80$673.20$776.807.45%
$650.00Jul 31$50.65$5.45$56.10$593.90$706.108.07%
$670.00Aug 14$42.95$14.45$57.40$612.60$727.408.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 107 found (cheapest 1.18% of stock, avg 4.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$820.00$570.00Aug 28$3.88$4.30$8.18$561.82$828.18
$760.00$650.00Aug 14$4.80$8.65$13.45$636.55$773.45
$750.00$650.00Aug 14$6.90$8.65$15.55$634.45$765.55
$760.00$660.00Aug 14$4.80$11.95$16.75$643.25$776.75
$750.00$570.00Aug 28$12.45$4.30$16.75$553.25$766.75
$820.00$650.00Aug 28$3.88$13.95$17.83$632.17$837.83
$750.00$660.00Aug 14$6.90$11.95$18.85$641.15$768.85
$760.00$670.00Aug 14$4.80$14.45$19.25$650.75$779.25
$820.00$660.00Aug 28$3.88$15.35$19.23$640.77$839.23
$740.00$590.00Sep 4$16.05$4.95$21.00$569.00$761.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 109 found (best R:R 32.33, avg credit $8.46)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
600/610620/630Jul 31$9.70$0.3032.33$600.30$629.70
580/585640/650Aug 21$9.57$0.4322.26$575.43$649.57
600/610630/640Jul 31$9.55$0.4521.22$600.45$639.55
590/595650/660Jul 31$9.50$0.5019.00$585.50$659.50
690/695710/715Aug 7$4.75$0.2519.00$690.25$714.75
635/640650/660Aug 21$9.50$0.5019.00$630.50$659.50
600/610640/650Jul 31$9.45$0.5517.18$600.55$649.45
675/680710/715Aug 7$4.70$0.3015.67$675.30$714.70
690/695705/710Aug 7$4.70$0.3015.67$690.30$709.70
610/615650/660Jul 31$9.37$0.6314.87$605.63$659.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 39 found (best R:R 99.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$630.00$640.00$650.00Jul 31$0.10$9.9099.00
$620.00$630.00$640.00Jul 31$0.15$9.8565.67
$720.00$725.00$730.00Jul 31$0.10$4.9049.00
$570.00$580.00$590.00Jul 31$0.25$9.7539.00
$640.00$650.00$660.00Aug 21$0.30$9.7032.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$620.00$630.00$640.00Jul 31$0.34$9.6628.41
$740.00$750.00$760.00Aug 21$0.75$9.2512.33
$660.00$670.00$680.00Aug 14$1.45$8.555.90
$600.00$605.00$610.00Aug 21$0.79$4.215.33
$640.00$645.00$650.00Aug 21$0.95$4.054.26

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 67 found (best net $-2.06, 59 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$620.00$660.001:2Aug 7-$12.55$27.45
$670.00$700.001:2Aug 14-$8.35$21.65
$750.00$770.001:2Jul 31-$2.05$17.95
$725.00$740.001:2Aug 7-$2.80$12.20
$760.00$775.001:2Aug 21-$3.10$11.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$650.00$620.001:2Aug 7-$2.06$27.94
$725.00$695.001:2Aug 7-$7.60$22.40
$670.00$650.001:2Aug 7-$1.20$18.80
$600.00$580.001:2Aug 7-$3.80$16.20
$580.00$560.001:2Aug 21-$5.67$14.33

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 43 found (best yield 3.36%, avg 1.38%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$700.00Aug 21$23.400.490.7%3.36%4.02%186
$705.00Aug 21$22.100.471.4%3.18%4.56%253
$710.00Aug 28$21.900.452.1%3.15%5.25%2--
$700.00Aug 14$21.300.500.7%3.06%3.72%--22
$700.00Aug 7$19.000.490.7%2.73%3.39%77
$710.00Aug 21$18.600.442.1%2.67%4.77%112
$705.00Aug 7$16.600.461.4%2.39%3.76%1--
$710.00Aug 14$16.600.452.1%2.39%4.48%--13
$715.00Aug 21$16.500.412.8%2.37%5.19%17
$700.00Jul 31$16.200.480.7%2.33%2.99%20521

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 2,174
Total Puts 1,681
Put/Call Ratio 0.77
Net Difference 493

Prior's Put/Call Breakdown

Total Calls 931
Total Puts 608
Put/Call Ratio 0.65
Net Difference 323

Prior 7-Day Put/Call Summary

Total Calls 5,175
Total Puts 5,711
Average Put/Call Ratio 1.04
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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Price — Past 7 Days

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