Tour v472
REGN
REGENERON PHARMACEUT
$738.34 +6.17%
$735.94 (-0.33%)🌙
as of 07/30 06:05 PM
7/30 18:05

Option Volume

Detail
Current (07/30) 5,213
Calls: 4,194 (80%)
Puts: 1,019 (20%)
Prior (07/29) 3,855
Calls: 2,174 (56%)
Puts: 1,681 (44%)
Current vs Prior +35.23%
Calls: +92.92% (Calls)
Puts: -39.38% (Puts)
Prior 7-Day Total 13,487
Calls: 6,500 (48%)
Puts: 6,987 (52%)
Prior 7-Day Average 2,247
Calls: 928 (48%)
Puts: 998 (52%)
Current vs Prior 7-Day Avg +131.91%
Calls: +351.66%
Puts: +2.09%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/30) $19.74M
Calls: $16.99M (86%)
Puts: $2.74M (14%)
Prior (07/29) $6.05M
Calls: $5.20M (86%)
Puts: $846.9K (14%)
Current vs Prior +226.46%
Calls: +226.88%
Puts: +223.89%
Prior 7-Day Total $30.59M
Calls: $20.42M (67%)
Puts: $10.17M (33%)
Prior 7-Day Average $5.10M
Calls: $2.92M (67%)
Puts: $1.45M (33%)
Current vs Prior 7-Day Avg +287.14%
Calls: +482.56%
Puts: +88.83%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30) 0.24
Prior (07/29) 0.77
Current vs Prior -68.58%
Prior 7-Day Average 1.08
Current vs Prior 7-Day Avg -77.53%
Sentiment BULLISH

Open Interest

Detail
Current (07/30) 43,131
Calls: 24,249 (56%)
Puts: 18,882 (44%)
Prior (07/29) 40,295
Calls: 22,588 (56%)
Puts: 17,707 (44%)
Current vs Prior +7.04%
Prior 7-Day Total 62,512
Calls: 36,374 (58%)
Puts: 26,138 (42%)
Prior 7-Day Average 8,930
Calls: 5,196 (58%)
Puts: 3,734 (42%)
Current vs Prior 7-Day Avg +382.97%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.46% | 4.39%6.24% | 9.42%
Prior 6.36% | 7.31%8.67% | 11.07%
Current vs Prior -61.32% | -39.89%-28.07% | -14.87%
Prior 7-Day Avg 4.58% | 7.10%8.91% | 11.32%
Current vs 7-Day Avg -46.28% | -38.12%-30.02% | -16.78%
Prior 7-Day Eod 6.36% | 7.31%8.67% | 11.07%
Current vs 7-Day Eod -61.32% | -39.89%-28.07% | -14.87%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 70.10% | 57.75%
Calls: 69.15% | 51.87%
Puts: 71.05% | 63.64%
Prior 36.58% | 28.95%
Calls: 38.42% | 26.02%
Puts: 34.74% | 31.88%
Current vs Prior +91.63% | +99.48%
Prior 7-Day Avg 43.80% | 29.57%
Calls: 49.98% | 32.57%
Puts: 37.62% | 26.57%
Current vs 7-Day Avg +60.06% | +95.32%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($16.99M) vs puts ($2.74M). Massive premium surge with dollar volume up 226% vs prior. Dollar volume significantly above 7-day average (287% higher). Volume explosion - 132% above 7-day average (5,213 vs avg 2,247).

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 BULLISH
Prior NEUTRAL
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 25 of results (avg 7.6%, best 6.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Aug 21117.40124.70$121.056.0%--0.9227
$600.00Jul 31134.40143.00$138.706.2%--1.00189
$595.00Aug 21140.40149.50$144.956.3%40.934
$610.00Jul 31124.40132.50$128.456.3%--0.9524
$600.00Aug 21135.50144.40$139.956.4%3211.00556
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$850.00Aug 7107.60115.90$111.757.4%10.91--
$830.00Aug 787.8095.90$91.858.8%10.91--

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. 87 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Jul 31134.40143.00$138.706.2%--1.00189
$600.00Aug 21135.50144.40$139.956.4%3211.00556
$605.00Aug 21130.60139.50$135.056.6%3171.00511
$660.00Aug 776.1083.20$79.658.9%--0.9615
$670.00Jul 3164.8072.80$68.8011.6%--0.9689
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$850.00Aug 7107.60115.90$111.757.4%10.91--
$830.00Aug 787.8095.90$91.858.8%10.91--
$795.00Aug 2155.2063.60$59.4014.1%--0.8520
$775.00Aug 734.0043.00$38.5023.4%10.82--
$755.00Aug 719.7027.00$23.3531.3%10.67--

Most actively traded options today. High liquidity = easy entry/exit. 145 active (total vol 4.1K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$705.00Jul 3131.4038.40$34.9020.1%1.1K0.861.0K
$770.00Jul 310.252.50$1.38163.0%5050.12318
$785.00Jul 310.004.50$2.25200.0%4800.12373
$600.00Aug 21135.50144.40$139.956.4%3211.00556
$605.00Aug 21130.60139.50$135.056.6%3171.00511
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$695.00Jul 310.003.60$1.80200.0%720.107
$685.00Jul 310.000.65$0.33197.0%130.0310
$672.50Jul 310.004.30$2.15200.0%120.0961
$687.50Aug 70.004.40$2.20200.0%120.10--
$600.00Aug 210.051.20$0.63182.5%100.02587

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 51 strikes (avg 210.7%, max 465.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$640.00Jul 31Sep 4195.8%34.6%465.3%251
$660.00Jul 31Sep 4162.5%31.2%420.3%134
$610.00Jul 31Aug 21246.0%51.5%377.9%--60
$620.00Jul 31Aug 21229.2%48.8%369.2%--54
$650.00Jul 31Aug 21179.1%40.7%340.0%2226
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$650.00Jul 31Aug 28179.1%35.9%398.6%--93
$595.00Jul 31Aug 21271.4%56.8%378.0%170
$610.00Jul 31Aug 21246.0%51.5%377.9%--41
$660.00Jul 31Aug 28162.5%34.0%377.9%170
$620.00Jul 31Aug 21229.2%48.8%369.2%6533

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 97 found (best R:R 174.00, avg 12.08)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$775.00$785.00Jul 31$0.15$9.85$0.1565.67$775.15
$775.00$820.00Aug 7$1.18$43.82$1.1837.14$776.18
$790.00$800.00Aug 21$0.62$9.38$0.6215.13$790.62
$765.00$775.00Aug 7$1.22$8.78$1.227.20$766.22
$750.00$770.00Jul 31$2.62$17.38$2.626.63$752.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$687.50$670.00Aug 7$0.10$17.40$0.10174.00$687.40
$650.00$630.00Aug 7$0.20$19.80$0.2099.00$649.80
$660.00$650.00Aug 14$0.15$9.85$0.1565.67$659.85
$620.00$610.00Aug 21$0.20$9.80$0.2049.00$619.80
$625.00$620.00Aug 21$0.10$4.90$0.1049.00$624.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 146 found (best R:R 65.67, avg 4.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$650.00$660.00Aug 7$9.85$9.85$0.1565.67$659.85
$650.00$670.00Aug 14$19.70$19.70$0.3065.67$669.70
$620.00$640.00Aug 21$19.70$19.70$0.3065.67$639.70
$600.00$605.00Aug 21$4.90$4.90$0.1049.00$604.90
$620.00$650.00Aug 7$29.10$29.10$0.9032.33$649.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$830.00$775.00Aug 7$53.35$53.35$1.6532.33$776.65
$775.00$755.00Aug 7$15.15$15.15$4.853.12$759.85
$795.00$760.00Aug 21$26.15$26.15$8.852.95$768.85
$760.00$750.00Aug 21$6.00$6.00$4.001.50$754.00
$672.50$670.00Jul 31$1.40$1.40$1.101.27$671.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $3.47, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$675.00Jul 31Aug 7$0.05137.4%46.7%
$610.00Jul 31Aug 7$0.15246.0%83.3%
$620.00Jul 31Aug 7$0.15229.2%78.0%
$665.00Jul 31Aug 7$0.75154.2%52.1%
$670.00Jul 31Aug 7$0.85115.2%49.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$595.00Jul 31Aug 21$0.25271.4%56.8%
$610.00Jul 31Aug 21$0.25246.0%51.5%
$695.00Jul 31Aug 7$0.4598.3%35.5%
$600.00Jul 31Aug 7$0.47142.7%68.9%
$690.00Jul 31Aug 7$0.77101.2%38.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 58 found (cheapest 2.49% of stock, avg 9.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$730.00Jul 31$13.80$4.60$18.40$711.60$748.402.49%
$725.00Jul 31$17.20$3.53$20.73$704.27$745.732.81%
$720.00Jul 31$21.25$3.08$24.33$695.67$744.333.30%
$755.00Aug 7$7.45$23.35$30.80$724.20$785.804.17%
$725.00Aug 7$23.60$9.10$32.70$692.30$757.704.43%
$710.00Aug 7$34.05$4.33$38.38$671.62$748.385.20%
$720.00Aug 14$30.55$10.40$40.95$679.05$760.955.55%
$700.00Jul 31$39.85$2.25$42.10$657.90$742.105.70%
$775.00Aug 7$3.58$38.50$42.08$732.92$817.085.70%
$740.00Aug 21$21.65$21.75$43.40$696.60$783.405.88%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 124 found (cheapest 0.55% of stock, avg 2.59%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$785.00$695.00Jul 31$2.25$1.80$4.05$690.95$789.05
$775.00$695.00Jul 31$2.40$1.80$4.20$690.80$779.20
$785.00$700.00Jul 31$2.25$2.25$4.50$695.50$789.50
$775.00$700.00Jul 31$2.40$2.25$4.65$695.35$779.65
$785.00$720.00Jul 31$2.25$3.08$5.33$714.67$790.33
$775.00$720.00Jul 31$2.40$3.08$5.48$714.52$780.48
$785.00$725.00Jul 31$2.25$3.53$5.78$719.22$790.78
$750.00$695.00Jul 31$4.00$1.80$5.80$689.20$755.80
$775.00$725.00Jul 31$2.40$3.53$5.93$719.07$780.93
$750.00$700.00Jul 31$4.00$2.25$6.25$693.75$756.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 103 found (best R:R 32.33, avg credit $8.54)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
720/725745/750Aug 14$4.85$0.1532.33$720.15$749.85
610/620650/660Aug 21$9.50$0.5019.00$610.50$659.50
635/640650/660Aug 21$9.43$0.5716.54$630.57$659.43
640/645650/660Aug 21$9.42$0.5816.24$635.58$659.42
620/625650/660Aug 21$9.40$0.6015.67$615.60$659.40
630/635650/660Aug 21$9.40$0.6015.67$625.60$659.40
610/620640/650Aug 21$9.20$0.8011.50$610.80$649.20
620/625640/650Aug 21$9.10$0.9010.11$615.90$649.10
630/635640/650Aug 21$9.10$0.9010.11$625.90$649.10
650/660670/700Aug 14$26.05$3.956.59$633.95$696.05

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 49 found (best R:R 124.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$595.00$600.00$605.00Aug 21$0.10$4.9049.00
$710.00$715.00$720.00Aug 21$0.10$4.9049.00
$600.00$610.00$620.00Jul 31$0.25$9.7539.00
$720.00$725.00$730.00Aug 21$0.15$4.8532.33
$715.00$720.00$725.00Jul 31$0.20$4.8024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$660.00$670.00$680.00Aug 14$0.08$9.92124.00
$650.00$660.00$670.00Aug 14$0.10$9.9099.00
$625.00$630.00$635.00Aug 21$0.05$4.9599.00
$640.00$645.00$650.00Aug 21$0.08$4.9261.50
$690.00$695.00$700.00Aug 21$0.10$4.9049.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 100 found (best net $-1.22, 83 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$775.00$820.001:2Aug 7-$1.22$43.78
$700.00$740.001:2Sep 4-$4.45$35.55
$830.00$860.001:2Aug 21-$3.50$26.50
$770.00$790.001:2Aug 28-$1.75$18.25
$790.00$810.001:2Sep 4-$1.94$18.06
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$795.00$760.001:2Aug 21-$7.10$27.90
$680.00$660.001:2Aug 28-$1.28$18.72
$720.00$700.001:2Jul 31-$1.42$18.58
$650.00$630.001:2Aug 7-$1.70$18.30
$700.00$680.001:2Sep 4-$2.05$17.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 32 found (best yield 3.35%, avg 0.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$740.00Sep 4$24.700.510.2%3.35%3.57%11
$740.00Aug 21$17.500.500.2%2.37%2.60%837
$750.00Aug 28$16.300.451.6%2.21%3.79%845
$750.00Aug 21$13.200.431.6%1.79%3.37%10760
$745.00Aug 14$12.000.460.9%1.63%2.53%1--
$760.00Aug 28$12.000.382.9%1.63%4.56%33
$755.00Aug 21$10.700.402.3%1.45%3.71%230
$740.00Aug 7$10.300.500.2%1.40%1.62%13
$760.00Aug 21$9.100.362.9%1.23%4.17%127
$750.00Aug 14$9.000.411.6%1.22%2.80%--28

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 4,194
Total Puts 1,019
Put/Call Ratio 0.24
Net Difference 3,175

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,500
Total Puts 6,987
Average Put/Call Ratio 1.08
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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