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