Tour v487
REGN
REGENERON PHARMACEUT
$759.24 -0.44%
$750.00 (-1.22%)🌙
as of 08/03 06:50 PM
8/3 18:50

Option Volume

Detail
Current (08/03) 2,194
Calls: 1,436 (65%)
Puts: 758 (35%)
Prior (07/31) 3,300
Calls: 1,937 (59%)
Puts: 1,363 (41%)
Current vs Prior -33.52%
Calls: -25.86% (Calls)
Puts: -44.39% (Puts)
Prior 7-Day Total 17,295
Calls: 10,649 (62%)
Puts: 6,646 (38%)
Prior 7-Day Average 2,882
Calls: 1,521 (62%)
Puts: 949 (38%)
Current vs Prior 7-Day Avg -23.89%
Calls: -5.61%
Puts: -20.16%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/03) $9.20M
Calls: $7.82M (85%)
Puts: $1.38M (15%)
Prior (07/31) $9.78M
Calls: $8.30M (85%)
Puts: $1.48M (15%)
Current vs Prior -5.96%
Calls: -5.85%
Puts: -6.64%
Prior 7-Day Total $44.64M
Calls: $36.13M (81%)
Puts: $8.50M (19%)
Prior 7-Day Average $7.44M
Calls: $5.16M (81%)
Puts: $1.21M (19%)
Current vs Prior 7-Day Avg +23.62%
Calls: +51.46%
Puts: +13.47%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03) 0.53
Prior (07/31) 0.70
Current vs Prior -24.98%
Prior 7-Day Average 0.84
Current vs Prior 7-Day Avg -36.91%
Sentiment BULLISH

Open Interest

Detail
Current (08/03) 9,306
Calls: 6,557 (70%)
Puts: 2,749 (30%)
Prior (07/31) 9,292
Calls: 7,515 (81%)
Puts: 1,777 (19%)
Current vs Prior +0.15%
Prior 7-Day Total 107,356
Calls: 63,749 (59%)
Puts: 43,607 (41%)
Prior 7-Day Average 15,336
Calls: 9,107 (59%)
Puts: 6,229 (41%)
Current vs Prior 7-Day Avg -39.32%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 3.65% | 5.00%6.10% | 9.39%
Prior 3.83% | 5.25%6.14% | 9.01%
Current vs Prior -4.54% | -4.70%-0.52% | +4.17%
Prior 7-Day Avg 4.79% | 6.59%8.12% | 10.68%
Current vs 7-Day Avg -23.75% | -24.11%-24.81% | -12.05%
Prior 7-Day Eod 3.83% | 5.25%6.14% | 9.01%
Current vs 7-Day Eod -4.54% | -4.70%-0.52% | +4.17%
Sentiment BULLISHBULLISH

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 50.97% | 37.59%
Calls: 54.91% | 37.77%
Puts: 47.03% | 37.42%
Current vs 7-Day Avg +37.54% | +53.63%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($7.82M) vs puts ($1.38M). Bullish P/C ratio of 0.53. P/C ratio dropping 25% - sentiment shifting bullish. Call-heavy open interest (6,557 calls vs 2,749 puts) suggests bullish 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 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 14 of results (avg 6.9%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$615.00Aug 21141.60149.20$145.405.2%10.931
$610.00Aug 21146.30154.20$150.255.3%20.9336
$615.00Aug 7140.70148.30$144.505.3%10.951
$620.00Aug 21136.40144.20$140.305.6%10.9327
$620.00Aug 14136.10143.90$140.005.6%10.95--
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. 44 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$635.00Aug 21121.80129.40$125.606.1%11.005
$615.00Aug 7140.70148.30$144.505.3%10.951
$620.00Aug 14136.10143.90$140.005.6%10.95--
$675.00Aug 2183.0090.60$86.808.8%10.9443
$650.00Aug 14106.30114.10$110.207.1%10.946
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Aug 714.0022.00$18.0044.4%10.61--
$765.00Aug 713.3019.00$16.1535.3%20.56--
$765.00Aug 2123.0027.10$25.0516.4%10.53--

Most actively traded options today. High liquidity = easy entry/exit. 120 active (total vol 797, top 86)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$795.00Aug 70.053.70$1.88194.1%850.131
$800.00Aug 216.609.60$8.1037.0%730.25453
$750.00Aug 2124.6029.50$27.0518.1%610.57123
$785.00Aug 73.109.20$6.1599.2%190.27--
$830.00Aug 140.004.70$2.35200.0%100.10--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$710.00Aug 140.808.10$4.45164.0%860.15--
$707.50Aug 140.654.40$2.53148.2%540.11--
$715.00Aug 70.004.80$2.40200.0%300.12--
$745.00Aug 74.009.90$6.9584.9%300.32--
$685.00Aug 140.004.80$2.40200.0%150.09--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 33 strikes (avg 45.0%, max 166.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$660.00Aug 7Sep 1194.8%35.6%166.2%2--
$615.00Aug 7Aug 21131.0%60.9%115.0%22
$700.00Aug 7Aug 2162.8%33.4%88.3%67
$705.00Aug 7Aug 2158.7%33.8%73.8%756
$800.00Aug 7Aug 2845.2%31.8%42.1%87
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$695.00Aug 7Aug 2166.5%33.9%96.3%822
$700.00Aug 7Aug 2162.8%33.4%88.3%1242
$675.00Aug 7Aug 2162.8%35.0%79.7%718
$680.00Aug 7Sep 1157.8%33.6%71.9%95
$715.00Aug 7Aug 2150.5%32.5%55.2%3413

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 64 found (best R:R 49.00, avg 5.17)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$800.00$830.00Aug 14$0.80$29.20$0.8036.50$800.80
$820.00$860.00Aug 21$4.12$35.88$4.128.71$824.12
$800.00$805.00Aug 21$0.55$4.45$0.558.09$800.55
$805.00$820.00Aug 21$2.25$12.75$2.255.67$807.25
$780.00$785.00Aug 21$1.25$3.75$1.253.00$781.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$690.00$680.00Aug 7$0.20$9.80$0.2049.00$689.80
$680.00$675.00Aug 21$0.17$4.83$0.1728.41$679.83
$672.50$635.00Aug 21$1.35$36.15$1.3526.78$671.15
$710.00$707.50Aug 7$0.18$2.32$0.1812.89$709.82
$695.00$685.00Aug 21$0.73$9.27$0.7312.70$694.27

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 91 found (best R:R 159.00, avg 8.18)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$660.00$700.00Aug 7$39.75$39.75$0.25159.00$699.75
$620.00$650.00Aug 14$29.80$29.80$0.20149.00$649.80
$635.00$660.00Aug 21$24.60$24.60$0.4061.50$659.60
$700.00$705.00Aug 7$4.90$4.90$0.1049.00$704.90
$620.00$635.00Aug 21$14.70$14.70$0.3049.00$634.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$710.00$707.50Aug 14$1.92$1.92$0.583.31$708.08
$765.00$760.00Aug 21$3.00$3.00$2.001.50$762.00
$765.00$760.00Aug 7$2.80$2.80$2.201.27$762.20
$760.00$755.00Aug 7$2.55$2.55$2.451.04$757.45
$755.00$750.00Aug 7$2.45$2.45$2.550.96$752.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 34 found (avg debit $4.13, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$620.00Aug 14Aug 21$0.3076.6%59.0%
$800.00Aug 7Aug 14$0.7345.2%28.7%
$615.00Aug 7Aug 21$0.90131.0%60.9%
$660.00Aug 7Aug 14$0.9094.8%57.4%
$775.00Aug 7Aug 14$3.2042.7%31.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$685.00Aug 14Aug 21$0.2045.5%35.4%
$675.00Aug 7Aug 21$0.9862.8%35.0%
$695.00Aug 7Aug 21$0.9866.5%33.9%
$680.00Aug 7Aug 21$1.2557.8%34.0%
$700.00Aug 7Aug 21$1.4562.8%33.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 26 found (cheapest 3.32% of stock, avg 7.45%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$755.00Aug 7$14.40$10.80$25.20$729.80$780.203.32%
$750.00Aug 7$17.25$8.35$25.60$724.40$775.603.37%
$760.00Aug 7$12.95$13.35$26.30$733.70$786.303.46%
$770.00Aug 7$8.95$18.00$26.95$743.05$796.953.55%
$765.00Aug 7$10.85$16.15$27.00$738.00$792.003.56%
$740.00Aug 7$23.75$4.70$28.45$711.55$768.453.75%
$735.00Aug 7$27.65$2.53$30.18$704.82$765.183.98%
$730.00Aug 7$32.05$1.75$33.80$696.20$763.804.45%
$760.00Aug 14$18.40$16.75$35.15$724.85$795.154.63%
$720.00Aug 7$40.95$2.48$43.43$676.57$763.435.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 80 found (cheapest 0.97% of stock, avg 2.82%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$780.00$735.00Aug 7$4.80$2.53$7.33$727.67$787.33
$800.00$705.00Aug 14$3.15$4.30$7.45$697.55$807.45
$800.00$710.00Aug 14$3.15$4.45$7.60$702.40$807.60
$840.00$705.00Aug 14$3.83$4.30$8.13$696.87$848.13
$840.00$710.00Aug 14$3.83$4.45$8.28$701.72$848.28
$785.00$735.00Aug 7$6.15$2.53$8.68$726.32$793.68
$780.00$740.00Aug 7$4.80$4.70$9.50$730.50$789.50
$775.00$735.00Aug 7$7.10$2.53$9.63$725.37$784.63
$790.00$705.00Aug 14$5.98$4.30$10.28$694.72$800.28
$790.00$710.00Aug 14$5.98$4.45$10.43$699.57$800.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 56 found (best R:R 29.30, avg credit $6.51)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
708/710720/730Aug 14$9.67$0.3329.30$700.33$729.67
708/710755/760Aug 14$4.72$0.2816.86$705.28$759.72
680/685705/710Aug 21$4.70$0.3015.67$680.30$709.70
680/690710/720Aug 7$9.35$0.6514.38$680.65$719.35
708/710730/735Aug 7$4.58$0.4210.90$705.42$734.58
675/680695/700Aug 21$4.42$0.587.62$675.58$699.42
675/680700/705Aug 21$4.42$0.587.62$675.58$704.42
695/700705/710Aug 21$4.42$0.587.62$695.58$709.42
708/710735/745Aug 14$8.77$1.237.13$701.23$743.77
708/710725/730Aug 7$4.33$0.676.46$705.67$729.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$765.00$770.00$775.00Aug 7$0.05$4.9599.00
$700.00$705.00$710.00Aug 7$0.10$4.9049.00
$760.00$765.00$770.00Aug 7$0.20$4.8024.00
$700.00$705.00$710.00Aug 21$0.35$4.6513.29
$730.00$735.00$740.00Aug 7$0.50$4.509.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$735.00$740.00$745.00Aug 7$0.08$4.9261.50
$750.00$755.00$760.00Aug 7$0.10$4.9049.00
$755.00$760.00$765.00Aug 7$0.25$4.7519.00
$675.00$680.00$685.00Aug 21$0.63$4.376.94
$740.00$750.00$760.00Aug 14$1.45$8.555.90

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 51 found (best net $-1.55, 42 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$800.00$830.001:2Aug 14-$1.55$28.45
$660.00$700.001:2Aug 7-$20.05$19.95
$775.00$790.001:2Aug 14-$1.66$13.34
$805.00$820.001:2Aug 21-$3.05$11.95
$790.00$800.001:2Aug 14-$0.32$9.68
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$635.00$610.001:2Aug 21-$4.05$20.95
$705.00$690.001:2Aug 14-$1.26$13.74
$690.00$680.001:2Aug 7-$0.35$9.65
$740.00$725.001:2Aug 21-$5.45$9.55
$695.00$685.001:2Aug 21-$1.87$8.13

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 27 found (best yield 2.59%, avg 1.13%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$770.00Aug 28$19.700.451.4%2.59%4.01%24
$760.00Aug 21$17.500.500.1%2.30%2.41%230
$780.00Sep 4$16.400.412.7%2.16%4.89%1--
$765.00Aug 21$15.900.470.8%2.09%2.85%97
$780.00Aug 28$15.500.402.7%2.04%4.78%1--
$760.00Aug 14$14.800.520.1%1.95%2.05%8--
$770.00Aug 21$13.400.431.4%1.76%3.18%412
$775.00Aug 21$12.300.402.1%1.62%3.70%116
$790.00Aug 28$11.200.344.0%1.48%5.53%24
$780.00Aug 21$10.000.372.7%1.32%4.05%419

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 1,436
Total Puts 758
Put/Call Ratio 0.53
Net Difference 678

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 10,649
Total Puts 6,646
Average Put/Call Ratio 0.84
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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