Tour v492
REGN
REGENERON PHARMACEUT
$768.58 +1.04%
$770.24 (+0.22%)🌙
as of 08/05 07:09 PM
8/5 19:09

Option Volume

Detail
Current (08/05) 2,188
Calls: 824 (38%)
Puts: 1,364 (62%)
Prior (08/04) 1,251
Calls: 490 (39%)
Puts: 761 (61%)
Current vs Prior +74.90%
Calls: +68.16% (Calls)
Puts: +79.24% (Puts)
Prior 7-Day Total 19,981
Calls: 12,171 (61%)
Puts: 7,810 (39%)
Prior 7-Day Average 2,854
Calls: 1,738 (61%)
Puts: 1,115 (39%)
Current vs Prior 7-Day Avg -23.35%
Calls: -52.61%
Puts: +22.25%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/05) $4.76M
Calls: $3.80M (80%)
Puts: $951.9K (20%)
Prior (08/04) $1.91M
Calls: $1.60M (83%)
Puts: $318.5K (17%)
Current vs Prior +148.35%
Calls: +138.27%
Puts: +198.86%
Prior 7-Day Total $54.27M
Calls: $44.40M (82%)
Puts: $9.87M (18%)
Prior 7-Day Average $7.75M
Calls: $6.34M (82%)
Puts: $1.41M (18%)
Current vs Prior 7-Day Avg -38.67%
Calls: -40.04%
Puts: -32.51%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05) 1.66
Prior (08/04) 1.55
Current vs Prior +6.59%
Prior 7-Day Average 0.87
Current vs Prior 7-Day Avg +91.22%
Sentiment BEARISH

Open Interest

Detail
Current (08/05) 5,870
Calls: 3,632 (62%)
Puts: 2,238 (38%)
Prior (08/04) 5,431
Calls: 3,367 (62%)
Puts: 2,064 (38%)
Current vs Prior +8.08%
Prior 7-Day Total 117,450
Calls: 70,285 (60%)
Puts: 47,165 (40%)
Prior 7-Day Average 16,778
Calls: 10,040 (60%)
Puts: 6,737 (40%)
Current vs Prior 7-Day Avg -65.01%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 2.43% | 4.31%5.41% | 8.54%
Prior 3.05% | 4.65%5.97% | 9.29%
Current vs Prior -20.23% | -7.32%-9.31% | -8.11%
Prior 7-Day Avg 4.55% | 5.87%7.20% | 10.09%
Current vs 7-Day Avg -46.50% | -26.57%-24.78% | -15.45%
Prior 7-Day Eod 3.05% | 4.65%5.97% | 9.29%
Current vs 7-Day Eod -20.23% | -7.32%-9.31% | -8.11%
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 58.14% | 45.61%
Calls: 59.83% | 42.97%
Puts: 56.45% | 48.26%
Current vs 7-Day Avg +20.57% | +26.61%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($3.80M) vs puts ($951.9K). Massive premium surge with dollar volume up 148% vs prior. Above-average activity with volume up 75% vs prior. Extreme bearish P/C ratio of 1.66 - 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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 6.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$650.00Sep 18120.70128.30$124.506.1%10.9218
$670.00Aug 2197.10105.00$101.057.8%10.91--
$675.00Aug 2192.20100.00$96.108.1%20.91--
$700.00Sep 1877.0084.40$80.709.2%10.82--
$690.00Sep 1182.2090.30$86.259.4%10.871
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$880.00Sep 18108.90117.00$112.957.2%20.882

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. 39 found (avg delta 0.71, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Aug 1467.0074.60$70.8010.7%170.9421
$650.00Sep 18120.70128.30$124.506.1%10.9218
$670.00Aug 2197.10105.00$101.057.8%10.91--
$675.00Aug 2192.20100.00$96.108.1%20.91--
$697.50Aug 768.2075.80$72.0010.6%20.90--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$880.00Sep 18108.90117.00$112.957.2%20.882
$790.00Aug 1423.0031.30$27.1530.6%250.72--
$785.00Aug 1419.7027.50$23.6033.1%410.66--
$775.00Aug 77.8016.00$11.9068.9%40.611
$785.00Aug 2124.3032.40$28.3528.6%10.61--

Most actively traded options today. High liquidity = easy entry/exit. 104 active (total vol 995, top 140)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$850.00Sep 184.3012.50$8.4097.6%1290.19165
$765.00Sep 1833.8037.50$35.6510.4%600.549
$765.00Aug 1415.2020.10$17.6527.8%580.552
$700.00Aug 1467.0074.60$70.8010.7%170.9421
$770.00Aug 74.0012.80$8.40104.8%160.5123
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$670.00Sep 182.908.70$5.80100.0%1400.1233
$665.00Sep 182.156.50$4.33100.5%1070.104
$750.00Aug 143.007.70$5.3587.9%970.272
$785.00Aug 1419.7027.50$23.6033.1%410.66--
$790.00Aug 1423.0031.30$27.1530.6%250.72--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 64.9%, max 255.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$700.00Aug 7Sep 18111.1%31.2%255.9%2--
$810.00Aug 7Sep 1872.1%30.5%136.1%8--
$800.00Aug 7Sep 1861.8%30.6%101.6%10355
$755.00Aug 7Aug 2146.1%30.2%52.7%633
$760.00Aug 7Sep 1840.6%28.6%41.9%1072
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$720.00Aug 7Sep 487.3%30.3%187.9%473
$625.00Aug 7Aug 21191.0%69.5%174.6%355
$750.00Aug 7Sep 1853.2%28.9%84.4%636
$725.00Aug 7Aug 1469.5%38.0%82.9%4--
$760.00Aug 7Aug 1440.6%28.1%44.6%33

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 59 found (best R:R 134.71, avg 10.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$870.00$890.00Sep 4$0.35$19.65$0.3556.14$870.35
$795.00$800.00Aug 7$0.10$4.90$0.1049.00$795.10
$800.00$810.00Aug 7$0.20$9.80$0.2049.00$800.20
$790.00$815.00Aug 14$1.72$23.28$1.7213.53$791.72
$780.00$795.00Aug 7$1.60$13.40$1.608.38$781.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$720.00$625.00Aug 7$0.70$94.30$0.70134.71$719.30
$690.00$660.00Aug 21$0.30$29.70$0.3099.00$689.70
$705.00$690.00Aug 21$0.48$14.52$0.4830.25$704.52
$665.00$660.00Sep 18$0.18$4.82$0.1826.78$664.82
$760.00$750.00Aug 7$0.53$9.47$0.5317.87$759.47

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 78 found (best R:R 49.00, avg 2.27)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$710.00$720.00Aug 7$9.80$9.80$0.2049.00$719.80
$675.00$705.00Aug 21$28.50$28.50$1.5019.00$703.50
$700.00$735.00Aug 14$31.95$31.95$3.0510.48$731.95
$720.00$755.00Aug 7$31.85$31.85$3.1510.11$751.85
$697.50$700.00Aug 7$2.20$2.20$0.307.33$699.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$775.00$770.00Aug 7$3.95$3.95$1.053.76$771.05
$880.00$775.00Sep 18$81.10$81.10$23.903.39$798.90
$785.00$780.00Aug 14$3.70$3.70$1.302.85$781.30
$790.00$785.00Aug 14$3.55$3.55$1.452.45$786.45
$785.00$780.00Aug 21$3.15$3.15$1.851.70$781.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 26 found (avg debit $5.99, cheapest $0.40)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$890.00Sep 4Sep 11$0.4035.7%33.0%
$700.00Aug 7Aug 14$1.00111.1%40.5%
$880.00Aug 21Sep 11$1.3746.3%33.7%
$800.00Aug 7Aug 21$5.1061.8%32.0%
$780.00Aug 7Aug 14$5.3043.2%33.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$625.00Aug 7Aug 21$0.70191.0%69.5%
$750.00Aug 7Aug 14$1.1053.2%26.5%
$720.00Aug 7Aug 21$1.6087.3%34.1%
$725.00Aug 7Aug 14$1.7069.5%38.0%
$660.00Aug 21Sep 18$2.0049.0%34.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 2.13% of stock, avg 5.97%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$770.00Aug 7$8.40$7.95$16.35$753.65$786.352.13%
$775.00Aug 7$5.20$11.90$17.10$757.90$792.102.22%
$760.00Aug 7$14.15$4.78$18.93$741.07$778.932.46%
$760.00Aug 14$20.40$9.50$29.90$730.10$789.903.89%
$780.00Aug 14$10.90$19.90$30.80$749.20$810.804.01%
$785.00Aug 14$8.45$23.60$32.05$752.95$817.054.17%
$750.00Aug 14$27.05$5.35$32.40$717.60$782.404.22%
$790.00Aug 14$5.75$27.15$32.90$757.10$822.904.28%
$770.00Aug 21$20.20$19.80$40.00$730.00$810.005.20%
$780.00Aug 21$15.55$25.20$40.75$739.25$820.755.30%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 111 found (cheapest 0.75% of stock, avg 2.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$810.00$725.00Aug 7$3.70$2.10$5.80$719.20$815.80
$800.00$725.00Aug 7$3.90$2.10$6.00$719.00$806.00
$795.00$725.00Aug 7$4.00$2.10$6.10$718.90$801.10
$810.00$720.00Aug 7$3.70$3.45$7.15$712.85$817.15
$835.00$705.00Aug 21$4.30$2.93$7.23$697.77$842.23
$775.00$725.00Aug 7$5.20$2.10$7.30$717.70$782.30
$800.00$720.00Aug 7$3.90$3.45$7.35$712.65$807.35
$795.00$720.00Aug 7$4.00$3.45$7.45$712.55$802.45
$780.00$725.00Aug 7$5.60$2.10$7.70$717.30$787.70
$820.00$705.00Aug 21$4.88$2.93$7.81$697.19$827.81

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 122 found (best R:R 37.46, avg credit $7.50)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
665/670760/765Sep 18$4.87$0.1337.46$665.13$764.87
680/685760/765Sep 18$4.72$0.2816.86$680.28$764.72
665/670730/740Sep 18$8.97$1.038.71$661.03$738.97
680/685730/740Sep 18$8.82$1.187.47$676.18$738.82
770/780790/800Aug 21$8.15$1.854.41$771.85$798.15
770/775795/800Aug 7$4.05$0.954.26$770.95$799.05
665/670700/730Sep 18$24.12$5.884.10$645.88$724.12
680/685700/730Sep 18$23.97$6.033.98$661.03$723.97
660/690705/755Aug 21$39.55$10.453.78$650.45$744.55
665/670740/750Sep 18$7.87$2.133.69$662.13$747.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$760.00$770.00$780.00Aug 21$0.05$9.95199.00
$810.00$820.00$830.00Sep 18$0.35$9.6527.57
$700.00$710.00$720.00Aug 7$0.40$9.6024.00
$800.00$810.00$820.00Sep 18$0.70$9.3013.29
$755.00$760.00$765.00Aug 7$0.40$4.6011.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$670.00$675.00$680.00Sep 18$0.08$4.9261.50
$690.00$705.00$720.00Aug 21$1.64$13.368.15
$720.00$730.00$740.00Sep 4$1.40$8.606.14
$660.00$665.00$670.00Sep 18$1.29$3.712.88
$750.00$760.00$770.00Aug 7$2.64$7.362.79

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 55 found (best net $-2.05, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$765.00$800.001:2Sep 18-$4.75$30.25
$700.00$735.001:2Aug 14-$6.90$28.10
$790.00$815.001:2Aug 14-$2.31$22.69
$800.00$820.001:2Aug 21-$0.76$19.24
$870.00$890.001:2Sep 4-$2.45$17.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$720.00$625.001:2Aug 7-$2.05$92.95
$660.00$625.001:2Aug 21-$4.75$30.25
$690.00$660.001:2Aug 21-$1.85$28.15
$750.00$725.001:2Aug 14-$2.25$22.75
$740.00$720.001:2Aug 21-$3.00$17.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 2.84%, avg 1.05%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$770.00Aug 28$21.800.500.2%2.84%3.02%1--
$800.00Sep 18$18.800.384.1%2.45%6.53%9355
$770.00Aug 21$16.700.510.2%2.17%2.36%1--
$810.00Sep 18$15.600.335.4%2.03%7.42%6--
$800.00Sep 11$13.500.364.1%1.76%5.84%59
$780.00Aug 21$13.400.431.5%1.74%3.23%523
$790.00Aug 28$13.300.382.8%1.73%4.52%1--
$770.00Aug 14$12.600.500.2%1.64%1.82%38
$775.00Aug 14$10.500.450.8%1.37%2.20%97
$810.00Sep 11$10.400.325.4%1.35%6.74%12

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 824
Total Puts 1,364
Put/Call Ratio 1.66
Net Difference -540

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 12,171
Total Puts 7,810
Average Put/Call Ratio 0.87
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All