Tour v477
REGN
REGENERON PHARMACEUT
$762.63 +3.29%
$755.00 (-1.00%)🌙
as of 07/31 07:04 PM
7/31 19:04

Option Volume

Detail
Current (07/31) 3,300
Calls: 1,937 (59%)
Puts: 1,363 (41%)
Prior (07/30) 5,213
Calls: 4,194 (80%)
Puts: 1,019 (20%)
Current vs Prior -36.70%
Calls: -53.81% (Calls)
Puts: +33.76% (Puts)
Prior 7-Day Total 15,676
Calls: 9,509 (61%)
Puts: 6,167 (39%)
Prior 7-Day Average 2,612
Calls: 1,358 (61%)
Puts: 881 (39%)
Current vs Prior 7-Day Avg +26.31%
Calls: +42.59%
Puts: +54.71%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $9.78M
Calls: $8.30M (85%)
Puts: $1.48M (15%)
Prior (07/30) $19.74M
Calls: $16.99M (86%)
Puts: $2.74M (14%)
Current vs Prior -50.45%
Calls: -51.13%
Puts: -46.19%
Prior 7-Day Total $38.73M
Calls: $30.37M (78%)
Puts: $8.36M (22%)
Prior 7-Day Average $6.45M
Calls: $4.34M (78%)
Puts: $1.19M (22%)
Current vs Prior 7-Day Avg +51.53%
Calls: +91.40%
Puts: +23.65%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 0.70
Prior (07/30) 0.24
Current vs Prior +189.61%
Prior 7-Day Average 0.89
Current vs Prior 7-Day Avg -21.35%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/31) 9,292
Calls: 7,515 (81%)
Puts: 1,777 (19%)
Prior (07/30) 43,131
Calls: 24,249 (56%)
Puts: 18,882 (44%)
Current vs Prior -78.46%
Prior 7-Day Total 102,744
Calls: 59,335 (58%)
Puts: 43,409 (42%)
Prior 7-Day Average 14,677
Calls: 8,476 (58%)
Puts: 6,201 (42%)
Current vs Prior 7-Day Avg -36.69%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 0.92% | 3.83%6.14% | 9.01%
Prior 2.46% | 4.39%6.24% | 9.42%
Current vs Prior +55.76% | +19.34%-1.61% | -4.30%
Prior 7-Day Avg 4.58% | 6.79%8.56% | 11.02%
Current vs 7-Day Avg -16.31% | -22.72%-28.34% | -18.22%
Prior 7-Day Eod 2.46% | 4.39%6.24% | 9.42%
Current vs 7-Day Eod +55.76% | +19.34%-1.61% | -4.30%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 70.10% | 57.75%
Calls: 69.15% | 51.87%
Puts: 71.05% | 63.64%
Prior 70.10% | 57.75%
Calls: 69.15% | 51.87%
Puts: 71.05% | 63.64%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 47.38% | 33.58%
Calls: 52.45% | 35.17%
Puts: 42.33% | 32.00%
Current vs 7-Day Avg +47.94% | +71.98%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($8.30M) vs puts ($1.48M). Light premium activity with dollar volume down 50% vs prior. Dollar volume significantly above 7-day average (52% higher). P/C ratio rising 190% - increased hedging/bearish positioning.

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 26 of results (avg 7.5%, best 5.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Aug 14141.10149.00$145.055.4%20.93--
$640.00Aug 14120.80128.00$124.405.8%10.93--
$630.00Jul 31128.80136.60$132.705.9%30.95--
$640.00Jul 31119.30126.60$122.955.9%70.9549
$650.00Aug 21112.10119.00$115.556.0%100.92135
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$850.00Sep 485.4093.00$89.208.5%10.87--

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. 78 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$695.00Jul 3163.4071.60$67.5012.1%41.00--
$690.00Jul 3168.9075.80$72.359.5%10.99--
$630.00Jul 31128.80136.60$132.705.9%30.95--
$640.00Jul 31119.30126.60$122.955.9%70.9549
$645.00Jul 31113.40121.60$117.507.0%40.94--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$850.00Sep 485.4093.00$89.208.5%10.87--
$800.00Aug 2140.4048.00$44.2017.2%20.73--

Most actively traded options today. High liquidity = easy entry/exit. 181 active (total vol 2.4K, top 305)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$800.00Aug 215.1012.50$8.8084.1%3050.27196
$750.00Jul 318.8016.70$12.7562.0%1820.79179
$770.00Jul 310.052.05$1.05190.5%1600.23380
$785.00Jul 310.004.30$2.15200.0%1020.18108
$740.00Jul 3119.4026.40$22.9030.6%350.84140
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$720.00Aug 286.2013.80$10.0076.0%1510.24--
$720.00Sep 48.0015.50$11.7563.8%1510.26--
$680.00Aug 140.004.80$2.40200.0%1460.0838
$677.50Aug 140.004.80$2.40200.0%1050.08--
$680.00Aug 210.456.60$3.53174.2%910.1059

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 44 strikes (avg 1302.8%, max 2952.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$680.00Jul 31Aug 281094.8%35.9%2952.4%717
$650.00Jul 31Aug 211414.9%47.1%2904.4%17225
$660.00Jul 31Aug 211308.0%44.2%2856.8%523
$640.00Jul 31Aug 141522.2%58.7%2494.5%849
$670.00Jul 31Aug 141201.4%46.9%2460.1%11227
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$670.00Jul 31Aug 211201.4%41.3%2809.4%3140
$680.00Jul 31Aug 211094.8%38.9%2714.8%9365
$650.00Jul 31Aug 141414.9%54.8%2483.2%273
$700.00Jul 31Aug 21880.5%34.9%2422.2%540
$725.00Jul 31Aug 21606.0%29.0%1987.3%134

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 82 found (best R:R 165.67, avg 9.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$800.00$820.00Aug 7$1.20$18.80$1.2015.67$801.20
$800.00$840.00Aug 14$2.70$37.30$2.7013.81$802.70
$790.00$795.00Aug 7$0.45$4.55$0.4510.11$790.45
$805.00$820.00Aug 21$1.80$13.20$1.807.33$806.80
$810.00$870.00Sep 4$8.60$51.40$8.605.98$818.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$675.00$650.00Aug 7$0.15$24.85$0.15165.67$674.85
$677.50$662.50Aug 14$0.10$14.90$0.10149.00$677.40
$697.50$687.50Aug 7$0.18$9.82$0.1854.56$697.32
$677.50$670.00Aug 21$0.18$7.32$0.1840.67$677.32
$670.00$645.00Aug 21$0.75$24.25$0.7532.33$669.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 126 found (best R:R 99.00, avg 5.61)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$700.00$710.00Jul 31$9.90$9.90$0.1099.00$709.90
$670.00$695.00Aug 7$24.70$24.70$0.3082.33$694.70
$670.00$680.00Jul 31$9.85$9.85$0.1565.67$679.85
$630.00$640.00Jul 31$9.75$9.75$0.2539.00$639.75
$690.00$695.00Jul 31$4.85$4.85$0.1532.33$694.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$850.00$740.00Sep 4$71.40$71.40$38.601.85$778.60
$800.00$755.00Aug 21$26.50$26.50$18.501.43$773.50
$735.00$730.00Aug 21$2.90$2.90$2.101.38$732.10
$750.00$740.00Aug 14$4.85$4.85$5.150.94$745.15
$750.00$745.00Aug 21$2.05$2.05$2.950.69$747.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 41 found (avg debit $4.00, cheapest $0.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$670.00Jul 31Aug 7$0.651201.4%65.1%
$700.00Jul 31Aug 7$0.95880.5%42.3%
$660.00Jul 31Aug 7$1.101308.0%71.3%
$640.00Jul 31Aug 14$1.451522.2%58.7%
$695.00Jul 31Aug 7$1.50459.9%47.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$630.00Aug 7Aug 21$0.2589.0%52.3%
$735.00Jul 31Aug 7$0.68491.4%29.1%
$730.00Jul 31Aug 7$0.88549.2%33.2%
$677.50Aug 14Aug 21$0.9344.0%39.2%
$670.00Jul 31Aug 21$1.001201.4%41.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 32 found (cheapest 3.80% of stock, avg 7.63%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$750.00Aug 7$21.35$7.65$29.00$721.00$779.003.80%
$735.00Jul 31$27.55$2.15$29.70$705.30$764.703.89%
$740.00Aug 7$28.70$4.20$32.90$707.10$772.904.31%
$730.00Jul 31$32.60$2.15$34.75$695.25$764.754.56%
$735.00Aug 7$32.70$2.83$35.53$699.47$770.534.66%
$755.00Aug 14$23.30$14.20$37.50$717.50$792.504.92%
$750.00Aug 14$26.55$13.35$39.90$710.10$789.905.23%
$730.00Aug 7$36.90$3.03$39.93$690.07$769.935.24%
$725.00Jul 31$38.20$2.15$40.35$684.65$765.355.29%
$725.00Aug 7$41.20$2.00$43.20$681.80$768.205.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 119 found (cheapest 0.42% of stock, avg 2.54%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$770.00$735.00Jul 31$1.05$2.15$3.20$731.80$773.20
$770.00$730.00Jul 31$1.05$2.15$3.20$726.80$773.20
$770.00$725.00Jul 31$1.05$2.15$3.20$721.80$773.20
$770.00$700.00Jul 31$1.05$2.15$3.20$696.80$773.20
$770.00$680.00Jul 31$1.05$2.15$3.20$676.80$773.20
$765.00$735.00Jul 31$1.13$2.15$3.28$731.72$768.28
$765.00$730.00Jul 31$1.13$2.15$3.28$726.72$768.28
$765.00$725.00Jul 31$1.13$2.15$3.28$721.72$768.28
$765.00$700.00Jul 31$1.13$2.15$3.28$696.72$768.28
$765.00$680.00Jul 31$1.13$2.15$3.28$676.72$768.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 86 found (best R:R 37.46, avg credit $6.71)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
708/710715/720Aug 7$4.87$0.1337.46$705.13$719.87
678/680695/700Aug 21$4.85$0.1532.33$675.15$699.85
680/685705/710Aug 21$4.85$0.1532.33$680.15$709.85
640/645660/690Aug 21$29.07$0.9331.26$615.93$689.07
680/685700/705Aug 21$4.75$0.2519.00$680.25$704.75
680/685710/715Aug 21$4.75$0.2519.00$680.25$714.75
680/685690/695Aug 21$4.70$0.3015.67$680.30$694.70
678/680705/710Aug 21$4.65$0.3513.29$675.35$709.65
678/680700/705Aug 21$4.55$0.4510.11$675.45$704.55
678/680710/715Aug 21$4.55$0.4510.11$675.45$714.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 44 found (best R:R 65.67, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$750.00$755.00$760.00Jul 31$0.08$4.9261.50
$720.00$725.00$730.00Aug 7$0.10$4.9049.00
$725.00$730.00$735.00Aug 7$0.10$4.9049.00
$705.00$710.00$715.00Aug 21$0.10$4.9049.00
$690.00$695.00$700.00Jul 31$0.20$4.8024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$720.00$730.00$740.00Sep 4$0.15$9.8565.67
$740.00$745.00$750.00Aug 21$0.45$4.5510.11
$705.00$707.50$710.00Aug 7$0.62$1.883.03
$700.00$702.50$705.00Aug 7$0.68$1.822.68
$720.00$725.00$730.00Aug 7$1.38$3.622.62

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 74 found (best net $-3.90, 65 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$710.00$750.001:2Aug 28-$3.90$36.10
$770.00$800.001:2Sep 4-$1.85$28.15
$800.00$820.001:2Aug 7-$0.15$19.85
$770.00$790.001:2Aug 28-$7.40$12.60
$805.00$820.001:2Aug 21-$3.40$11.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$670.00$645.001:2Aug 21-$1.65$23.35
$675.00$650.001:2Aug 7-$1.85$23.15
$725.00$700.001:2Jul 31-$2.15$22.85
$700.00$680.001:2Aug 14-$1.75$18.25
$700.00$680.001:2Jul 31-$2.15$17.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 32 found (best yield 3.15%, avg 1.23%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$770.00Sep 11$24.000.481.0%3.15%4.11%1--
$770.00Sep 4$22.900.481.0%3.00%3.97%2--
$770.00Aug 28$18.500.471.0%2.43%3.39%22
$765.00Aug 21$18.000.500.3%2.36%2.67%71
$770.00Aug 21$16.700.471.0%2.19%3.16%58
$790.00Sep 11$16.000.383.6%2.10%5.69%1--
$765.00Aug 14$15.200.490.3%1.99%2.30%2--
$780.00Aug 21$13.900.402.3%1.82%4.10%416
$775.00Aug 21$13.400.431.6%1.76%3.38%511
$790.00Aug 28$12.100.363.6%1.59%5.18%13

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 1,937
Total Puts 1,363
Put/Call Ratio 0.70
Net Difference 574

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 9,509
Total Puts 6,167
Average Put/Call Ratio 0.89
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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Chart Title

Price — Past 7 Days

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