Tour
v492
REGN
REGENERON PHARMACEUT
$768.58
+1.04%
$770.24 (+0.22%)
as of 08/05 07:09 PM
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
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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
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
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 |
|---|---|---|---|---|
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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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