Tour v490
REGN
REGENERON PHARMACEUT
$760.66 +0.19%
$764.00 (+0.44%)🌙
as of 08/04 07:07 PM
8/4 19:07

Option Volume

Detail
Current (08/04) 1,251
Calls: 490 (39%)
Puts: 761 (61%)
Prior (08/03) 2,194
Calls: 1,436 (65%)
Puts: 758 (35%)
Current vs Prior -42.98%
Calls: -65.88% (Calls)
Puts: +0.40% (Puts)
Prior 7-Day Total 18,730
Calls: 11,681 (62%)
Puts: 7,049 (38%)
Prior 7-Day Average 3,121
Calls: 1,668 (62%)
Puts: 1,007 (38%)
Current vs Prior 7-Day Avg -59.93%
Calls: -70.64%
Puts: -24.43%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/04) $1.91M
Calls: $1.60M (83%)
Puts: $318.5K (17%)
Prior (08/03) $9.20M
Calls: $7.82M (85%)
Puts: $1.38M (15%)
Current vs Prior -79.18%
Calls: -79.59%
Puts: -76.89%
Prior 7-Day Total $52.36M
Calls: $42.80M (82%)
Puts: $9.55M (18%)
Prior 7-Day Average $8.73M
Calls: $6.11M (82%)
Puts: $1.36M (18%)
Current vs Prior 7-Day Avg -78.06%
Calls: -73.90%
Puts: -76.66%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/04) 1.55
Prior (08/03) 0.53
Current vs Prior +194.22%
Prior 7-Day Average 0.79
Current vs Prior 7-Day Avg +97.43%
Sentiment BEARISH

Open Interest

Detail
Current (08/04) 5,431
Calls: 3,367 (62%)
Puts: 2,064 (38%)
Prior (08/03) 9,306
Calls: 6,557 (70%)
Puts: 2,749 (30%)
Current vs Prior -41.64%
Prior 7-Day Total 114,421
Calls: 68,617 (60%)
Puts: 45,804 (40%)
Prior 7-Day Average 16,345
Calls: 9,802 (60%)
Puts: 6,543 (40%)
Current vs Prior 7-Day Avg -66.77%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 3.05% | 4.65%5.97% | 9.29%
Prior 3.65% | 5.00%6.10% | 9.39%
Current vs Prior -16.55% | -6.89%-2.23% | -1.10%
Prior 7-Day Avg 5.08% | 6.30%7.66% | 10.36%
Current vs 7-Day Avg -39.97% | -26.11%-22.07% | -10.34%
Prior 7-Day Eod 3.65% | 5.00%6.10% | 9.39%
Current vs 7-Day Eod -16.55% | -6.89%-2.23% | -1.10%
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 54.55% | 41.60%
Calls: 57.37% | 40.37%
Puts: 51.74% | 42.84%
Current vs 7-Day Avg +28.50% | +38.82%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($1.60M) vs puts ($318.5K). Light premium activity with dollar volume down 79% vs prior. Below-average activity with volume down 43% vs prior. Extreme bearish P/C ratio of 1.55 - heavy put buying.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 7 of results (avg 8.2%, best 6.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$635.00Aug 21123.20130.80$127.006.0%10.94--
$665.00Aug 2193.60101.40$97.508.0%10.92--
$675.00Aug 2184.4091.80$88.108.4%10.91--
$680.00Aug 2179.3087.00$83.159.3%10.91--
$680.00Sep 1886.0094.50$90.259.4%10.86--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$880.00Sep 18117.40125.10$121.256.4%10.891

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. 32 found (avg delta 0.74, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Aug 757.3064.70$61.0012.1%10.95--
$635.00Aug 21123.20130.80$127.006.0%10.94--
$665.00Aug 2193.60101.40$97.508.0%10.92--
$690.00Aug 767.0074.60$70.8010.7%10.91--
$710.00Aug 747.4054.90$51.1514.7%10.915
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$880.00Sep 18117.40125.10$121.256.4%10.891
$800.00Aug 2143.0050.40$46.7015.8%10.772
$790.00Aug 2839.2046.00$42.6016.0%10.66--
$770.00Aug 2827.7032.80$30.2516.9%10.54--

Most actively traded options today. High liquidity = easy entry/exit. 90 active (total vol 354, top 72)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$850.00Sep 186.209.90$8.0546.0%700.1895
$800.00Aug 213.5010.00$6.7596.3%160.24520
$755.00Aug 79.9017.00$13.4552.8%130.5822
$770.00Aug 72.409.50$5.95119.3%130.3513
$700.00Aug 2161.0068.50$64.7511.6%110.8573
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$745.00Aug 71.058.30$4.68154.9%720.2814
$750.00Aug 72.109.90$6.00130.0%70.347
$700.00Aug 285.007.50$6.2540.0%50.17--
$710.00Sep 189.1016.70$12.9058.9%40.24101
$755.00Aug 2116.4018.90$17.6514.2%30.44--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 23 strikes (avg 28.6%, max 170.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$850.00Aug 7Sep 1887.4%32.3%170.7%7195
$690.00Aug 7Aug 2880.4%36.4%121.2%34
$710.00Aug 7Aug 2159.1%36.1%63.6%418
$700.00Aug 7Aug 2153.9%38.4%40.3%1273
$780.00Aug 7Sep 1842.7%31.8%34.3%39
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$750.00Aug 7Sep 1838.2%30.5%25.1%87
$745.00Aug 7Aug 2139.3%31.5%24.7%7325
$740.00Aug 14Aug 2834.6%31.0%11.6%21
$700.00Aug 28Sep 1835.1%32.2%8.9%880
$720.00Sep 4Sep 1831.9%30.7%3.8%374

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 59 found (best R:R 99.00, avg 5.60)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$870.00$880.00Sep 11$0.10$9.90$0.1099.00$870.10
$780.00$850.00Aug 7$2.23$67.77$2.2330.39$782.23
$820.00$825.00Aug 21$0.38$4.62$0.3812.16$820.38
$790.00$820.00Aug 14$3.00$27.00$3.009.00$793.00
$850.00$895.00Sep 18$4.90$40.10$4.908.18$854.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$670.00$660.00Aug 28$0.40$9.60$0.4024.00$669.60
$725.00$650.00Aug 21$4.65$70.35$4.6515.13$720.35
$735.00$730.00Aug 14$0.43$4.57$0.4310.63$734.57
$700.00$670.00Aug 28$2.80$27.20$2.809.71$697.20
$700.00$640.00Sep 18$7.32$52.68$7.327.20$692.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 75 found (best R:R 65.67, avg 3.83)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$700.00$710.00Aug 7$9.85$9.85$0.1565.67$709.85
$635.00$665.00Aug 21$29.50$29.50$0.5059.00$664.50
$690.00$700.00Aug 7$9.80$9.80$0.2049.00$699.80
$665.00$675.00Aug 21$9.40$9.40$0.6015.67$674.40
$690.00$700.00Aug 21$9.30$9.30$0.7013.29$699.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$740.00$735.00Aug 14$4.02$4.02$0.984.10$735.98
$880.00$750.00Sep 18$94.55$94.55$35.452.67$785.45
$770.00$760.00Aug 28$6.50$6.50$3.501.86$763.50
$800.00$755.00Aug 21$29.05$29.05$15.951.82$770.95
$790.00$770.00Aug 28$12.35$12.35$7.651.61$777.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 25 found (avg debit $6.54, cheapest $1.03)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$820.00Aug 14Aug 21$1.0338.4%32.1%
$810.00Sep 11Sep 18$2.3531.5%31.3%
$710.00Aug 7Aug 14$2.6559.1%34.2%
$690.00Aug 7Aug 21$3.2580.4%40.8%
$700.00Aug 7Aug 21$3.7553.9%38.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$710.00Sep 4Sep 11$1.7032.4%31.8%
$720.00Sep 4Sep 11$1.7031.9%31.2%
$700.00Aug 28Sep 18$4.6035.1%32.2%
$750.00Aug 7Aug 14$5.2038.2%31.9%
$740.00Aug 14Aug 28$6.0034.6%31.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 4.26% of stock, avg 6.68%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$760.00Aug 14$16.75$15.65$32.40$727.60$792.404.26%
$750.00Aug 14$22.70$11.20$33.90$716.10$783.904.46%
$750.00Aug 21$26.75$15.35$42.10$707.90$792.105.53%
$760.00Aug 28$26.40$23.75$50.15$709.85$810.156.59%
$725.00Aug 21$43.75$7.05$50.80$674.20$775.806.68%
$770.00Aug 28$22.05$30.25$52.30$717.70$822.306.88%
$800.00Aug 21$6.75$46.70$53.45$746.55$853.457.03%
$750.00Sep 18$40.60$26.70$67.30$682.70$817.308.85%
$720.00Sep 18$59.70$15.20$74.90$645.10$794.909.85%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 97 found (cheapest 0.78% of stock, avg 3.27%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$825.00$650.00Aug 21$3.50$2.40$5.90$644.10$830.90
$820.00$650.00Aug 21$3.88$2.40$6.28$643.72$826.28
$850.00$745.00Aug 7$2.15$4.68$6.83$738.17$856.83
$820.00$730.00Aug 14$2.85$4.35$7.20$722.80$827.20
$820.00$735.00Aug 14$2.85$4.78$7.63$727.37$827.63
$850.00$750.00Aug 7$2.15$6.00$8.15$741.85$858.15
$780.00$745.00Aug 7$4.38$4.68$9.06$735.94$789.06
$800.00$650.00Aug 21$6.75$2.40$9.15$640.85$809.15
$775.00$745.00Aug 7$5.07$4.68$9.75$735.25$784.75
$790.00$730.00Aug 14$5.85$4.35$10.20$719.80$800.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 83 found (best R:R 11.50, avg credit $8.35)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
725/730795/800Sep 18$4.60$0.4011.50$725.40$799.60
720/725750/755Sep 18$4.50$0.509.00$720.50$754.50
725/730810/815Sep 18$4.10$0.904.56$725.90$814.10
730/735755/760Aug 14$4.03$0.974.15$730.97$759.03
720/730760/770Sep 11$7.90$2.103.76$722.10$767.90
725/730770/780Sep 18$7.85$2.153.65$722.15$777.85
745/750765/770Aug 7$3.77$1.233.07$746.23$768.77
660/670690/750Aug 28$44.60$15.402.90$625.40$734.60
710/720770/780Sep 18$7.25$2.752.64$712.75$777.25
700/710720/750Sep 18$21.15$8.852.39$688.85$741.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 39.00, cheapest $0.19)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$770.00$775.00$780.00Aug 7$0.19$4.8125.32
$760.00$775.00$790.00Aug 14$0.70$14.3020.43
$750.00$760.00$770.00Aug 28$1.25$8.757.00
$690.00$700.00$710.00Aug 21$1.50$8.505.67
$710.00$725.00$740.00Aug 21$2.65$12.354.66
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$700.00$710.00$720.00Sep 18$0.25$9.7539.00
$745.00$750.00$755.00Aug 21$0.35$4.6513.29
$710.00$720.00$730.00Sep 11$0.90$9.1010.11
$740.00$750.00$760.00Aug 14$2.05$7.953.88
$720.00$725.00$730.00Sep 18$1.35$3.652.70

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 44 found (best net $-0.65, 31 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$825.00$850.001:2Sep 18-$4.05$20.95
$800.00$820.001:2Aug 21-$1.01$18.99
$775.00$790.001:2Aug 14-$0.75$14.25
$775.00$790.001:2Aug 21-$4.60$10.40
$760.00$775.001:2Aug 14-$5.15$9.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$700.00$670.001:2Aug 28-$0.65$29.35
$745.00$725.001:2Aug 21-$0.70$19.30
$760.00$740.001:2Aug 28-$5.85$14.15
$750.00$730.001:2Sep 18-$12.60$7.40
$670.00$660.001:2Aug 28-$2.65$7.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 3.58%, avg 1.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$770.00Sep 18$27.200.491.2%3.58%4.80%1--
$770.00Sep 11$23.800.481.2%3.13%4.36%2--
$780.00Sep 18$22.000.442.5%2.89%5.43%1--
$770.00Aug 28$19.000.461.2%2.50%3.73%2--
$795.00Sep 18$16.400.374.5%2.16%6.67%1--
$800.00Sep 18$14.700.355.2%1.93%7.10%10346
$810.00Sep 18$11.800.316.5%1.55%8.04%1--
$815.00Sep 18$11.500.297.1%1.51%8.66%1--
$775.00Aug 21$11.000.411.9%1.45%3.33%117
$800.00Sep 4$9.800.315.2%1.29%6.46%3--

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 490
Total Puts 761
Put/Call Ratio 1.55
Net Difference -271

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 11,681
Total Puts 7,049
Average Put/Call Ratio 0.79
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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