Tour v456
REGN
REGENERON PHARMACEUT
$695.46 +0.04%
7/29 14:07

Option Volume

Detail
Current (07/29 2:05pm) 1,549
Calls: 1,052 (68%)
Puts: 497 (32%)
Prior (04/29) 4,590
Calls: 3,049 (66%)
Puts: 1,541 (34%)
Current vs Prior -66.25%
Calls: -65.50% (Calls)
Puts: -67.75% (Puts)
Prior 7-Day Total 6,498
Calls: 3,766 (58%)
Puts: 2,732 (42%)
Prior 7-Day Average 3,249
Calls: 538 (58%)
Puts: 390 (42%)
Current vs Prior 7-Day Avg -52.32%
Calls: +95.54%
Puts: +27.34%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/29 2:05pm) $3.62M
Calls: $3.13M (86%)
Puts: $490.1K (14%)
Prior (04/29) $6.85M
Calls: $2.90M (42%)
Puts: $3.96M (58%)
Current vs Prior -47.15%
Calls: +8.04%
Puts: -87.61%
Prior 7-Day Total $10.44M
Calls: $4.47M (43%)
Puts: $5.97M (57%)
Prior 7-Day Average $5.22M
Calls: $638.8K (43%)
Puts: $853.2K (57%)
Current vs Prior 7-Day Avg -30.63%
Calls: +390.37%
Puts: -42.56%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/29 2:05pm) 0.47
Prior (04/29) 0.51
Current vs Prior -6.53%
Prior 7-Day Average 1.08
Current vs Prior 7-Day Avg -56.39%
Sentiment BULLISH

Open Interest

Detail
Current (07/29 2:05pm) 40,295
Calls: 22,588 (56%)
Puts: 17,707 (44%)
Prior (04/29) 43,155
Calls: 22,111 (51%)
Puts: 21,044 (49%)
Current vs Prior -6.63%
Prior 7-Day Total 83,804
Calls: 43,193 (52%)
Puts: 40,611 (48%)
Prior 7-Day Average 41,902
Calls: 21,596 (52%)
Puts: 20,305 (48%)
Current vs Prior 7-Day Avg -3.84%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 5.98% | 7.01%8.18% | 10.88%
Prior 7.25% | 8.60%-- | --
Current vs Prior -17.45% | -18.45%-- | --
Prior 7-Day Avg 5.43% | 7.27%-- | --
Current vs 7-Day Avg +10.12% | -3.61%-- | --
Prior 7-Day Eod 7.25% | 8.60%-- | --
Current vs 7-Day Eod -17.45% | -18.45%-- | --
Sentiment BULLISH--

Relative Spread

Detail
Expiry | Next
Current 36.58% | 28.95%
Calls: 38.42% | 26.02%
Puts: 34.74% | 31.88%
Prior 8.81% | 16.35%
Calls: 10.57% | 19.20%
Puts: 7.05% | 13.50%
Current vs Prior +315.21% | +77.06%
Prior 7-Day Avg 8.81% | 16.35%
Calls: 10.57% | 19.20%
Puts: 7.05% | 13.50%
Current vs 7-Day Avg +315.21% | +77.06%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($3.13M) vs puts ($490.1K). Below-average activity with volume down 66% vs prior. Extreme bullish P/C ratio of 0.47 - heavy call buying (1,052 calls vs 497 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 8.0%, best 5.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Jul 31132.80140.30$136.555.5%--0.9311
$570.00Jul 31122.80130.40$126.606.0%--0.9324
$580.00Jul 31113.00120.50$116.756.4%--0.9211
$565.00Aug 21129.00137.90$133.456.7%--0.91122
$590.00Jul 31103.00110.60$106.807.1%--0.9471
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$795.00Aug 2197.10105.80$101.458.6%--0.8820

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. 49 found (avg delta 0.75, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Jul 3193.00100.90$96.958.1%--0.97189
$590.00Jul 31103.00110.60$106.807.1%--0.9471
$560.00Jul 31132.80140.30$136.555.5%--0.9311
$570.00Jul 31122.80130.40$126.606.0%--0.9324
$580.00Jul 31113.00120.50$116.756.4%--0.9211
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$795.00Aug 2197.10105.80$101.458.6%--0.8820
$760.00Aug 2165.9074.90$70.4012.8%--0.8010
$750.00Aug 2157.7066.00$61.8513.4%--0.7682
$740.00Aug 2150.0058.20$54.1015.2%--0.7231
$725.00Aug 2139.4048.00$43.7019.7%10.655

Most actively traded options today. High liquidity = easy entry/exit. 55 active (total vol 1.3K, top 414)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Jul 311.253.00$2.1382.2%4140.091
$700.00Jul 3113.9021.90$17.9044.7%1990.4821
$705.00Jul 3114.5019.70$17.1030.4%1360.456
$745.00Jul 310.055.10$2.58195.7%410.1313
$720.00Jul 317.0013.50$10.2563.4%350.3317
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$670.00Jul 314.0012.40$8.20102.4%2030.2766
$640.00Jul 310.004.80$2.40200.0%1310.1044
$672.50Jul 315.0013.20$9.1090.1%240.2961
$660.00Aug 219.4014.00$11.7039.3%120.28225
$695.00Jul 3114.9022.70$18.8041.5%50.48--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 41 strikes (avg 136.0%, max 260.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$610.00Jul 31Aug 21141.9%44.7%217.1%--60
$790.00Jul 31Aug 21134.1%42.4%216.2%134
$620.00Jul 31Aug 21131.2%41.7%214.3%--54
$800.00Jul 31Aug 21105.7%40.8%159.4%1189
$705.00Jul 31Aug 21100.1%40.0%150.0%13759
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$570.00Jul 31Aug 28191.3%53.1%260.0%--73
$590.00Jul 31Sep 4151.2%44.0%243.4%2105
$560.00Jul 31Aug 21203.6%63.6%220.4%--91
$610.00Jul 31Aug 21141.9%44.7%217.1%--32
$595.00Jul 31Aug 21159.5%50.4%216.5%--70

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 91 found (best R:R 199.00, avg 7.61)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$755.00$760.00Aug 7$0.15$4.85$0.1532.33$755.15
$760.00$765.00Aug 7$0.15$4.85$0.1532.33$760.15
$750.00$770.00Jul 31$1.27$18.73$1.2714.75$751.27
$750.00$755.00Aug 7$0.34$4.66$0.3413.71$750.34
$790.00$800.00Aug 21$1.45$8.55$1.455.90$791.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$600.00$580.00Aug 7$0.10$19.90$0.10199.00$599.90
$620.00$605.00Aug 7$0.18$14.82$0.1882.33$619.82
$580.00$560.00Aug 21$0.45$19.55$0.4543.44$579.55
$620.00$610.00Aug 21$0.38$9.62$0.3825.32$619.62
$600.00$590.00Sep 4$0.48$9.52$0.4819.83$599.52

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 120 found (best R:R 65.67, avg 3.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$570.00$580.00Jul 31$9.85$9.85$0.1565.67$579.85
$590.00$600.00Jul 31$9.85$9.85$0.1565.67$599.85
$610.00$620.00Jul 31$9.75$9.75$0.2539.00$619.75
$600.00$605.00Aug 21$4.85$4.85$0.1532.33$604.85
$620.00$630.00Jul 31$9.60$9.60$0.4024.00$629.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$795.00$760.00Aug 21$31.05$31.05$3.957.86$763.95
$760.00$750.00Aug 21$8.55$8.55$1.455.90$751.45
$652.50$650.00Jul 31$2.10$2.10$0.405.25$650.40
$750.00$740.00Aug 21$7.75$7.75$2.253.44$742.25
$740.00$725.00Aug 21$10.40$10.40$4.602.26$729.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 41 found (avg debit $3.37, cheapest $0.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$790.00Jul 31Aug 21$0.58134.1%42.4%
$610.00Jul 31Aug 7$1.25141.9%70.3%
$620.00Jul 31Aug 7$1.45131.2%64.4%
$705.00Jul 31Aug 7$1.60100.1%50.9%
$750.00Jul 31Aug 7$1.6289.7%48.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$620.00Jul 31Aug 7$0.25131.2%64.4%
$580.00Jul 31Aug 7$0.40178.3%88.3%
$605.00Aug 7Aug 21$0.5873.1%47.0%
$560.00Jul 31Aug 21$0.65203.6%63.6%
$610.00Jul 31Aug 21$0.80141.9%44.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 36 found (cheapest 5.62% of stock, avg 10.66%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$695.00Jul 31$20.30$18.80$39.10$655.90$734.105.62%
$670.00Jul 31$34.70$8.20$42.90$627.10$712.906.17%
$695.00Aug 7$24.60$21.90$46.50$648.50$741.506.69%
$650.00Jul 31$50.40$2.58$52.98$597.02$702.987.62%
$670.00Aug 14$41.25$12.95$54.20$615.80$724.207.79%
$700.00Aug 21$25.75$28.65$54.40$645.60$754.407.82%
$695.00Aug 21$28.25$26.60$54.85$640.15$749.857.89%
$690.00Aug 21$31.90$24.30$56.20$633.80$746.208.08%
$680.00Aug 21$37.20$19.80$57.00$623.00$737.008.20%
$675.00Aug 21$40.45$16.90$57.35$617.65$732.358.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 99 found (cheapest 1.70% of stock, avg 4.39%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$725.00$652.50Jul 31$7.15$4.68$11.83$640.67$736.83
$725.00$657.50Jul 31$7.15$5.35$12.50$645.00$737.50
$750.00$650.00Aug 14$5.75$7.55$13.30$636.70$763.30
$720.00$652.50Jul 31$10.25$4.68$14.93$637.57$734.93
$750.00$570.00Aug 28$10.95$4.38$15.33$554.67$765.33
$725.00$670.00Jul 31$7.15$8.20$15.35$654.65$740.35
$720.00$657.50Jul 31$10.25$5.35$15.60$641.90$735.60
$750.00$660.00Aug 14$5.75$9.85$15.60$644.40$765.60
$715.00$652.50Jul 31$11.50$4.68$16.18$636.32$731.18
$725.00$672.50Jul 31$7.15$9.10$16.25$656.25$741.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 102 found (best R:R 30.25, avg credit $7.91)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
615/620650/660Jul 31$9.68$0.3230.25$610.32$659.68
595/600605/610Aug 21$4.82$0.1826.78$595.18$609.82
615/620640/650Jul 31$9.48$0.5218.23$610.52$649.48
590/595650/660Jul 31$9.30$0.7013.29$585.70$659.30
575/580650/660Jul 31$9.23$0.7711.99$570.77$659.23
625/635650/660Aug 21$9.15$0.8510.76$625.85$659.15
595/600660/665Aug 21$4.57$0.4310.63$595.43$664.57
595/600665/670Aug 21$4.57$0.4310.63$595.43$669.57
590/595640/650Jul 31$9.10$0.9010.11$585.90$649.10
595/600640/650Aug 21$9.07$0.939.75$590.93$649.07

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 37 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$560.00$570.00$580.00Jul 31$0.10$9.9099.00
$580.00$590.00$600.00Jul 31$0.10$9.9099.00
$670.00$675.00$680.00Jul 31$0.05$4.9599.00
$610.00$620.00$630.00Jul 31$0.15$9.8565.67
$690.00$695.00$700.00Jul 31$0.10$4.9049.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$580.00$585.00$590.00Aug 21$0.30$4.7015.67
$660.00$670.00$680.00Aug 14$0.75$9.2512.33
$650.00$660.00$670.00Aug 14$0.80$9.2011.50
$740.00$750.00$760.00Aug 21$0.80$9.2011.50
$620.00$630.00$640.00Jul 31$1.44$8.565.94

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 70 found (best net $-11.70, 62 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$620.00$660.001:2Aug 7-$11.70$28.30
$670.00$700.001:2Aug 14-$6.05$23.95
$720.00$740.001:2Aug 7-$0.81$19.19
$750.00$770.001:2Jul 31-$0.86$19.14
$760.00$775.001:2Aug 21-$2.51$12.49
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$650.00$620.001:2Aug 7-$2.41$27.59
$670.00$650.001:2Aug 7-$0.65$19.35
$580.00$560.001:2Aug 21-$3.60$16.40
$600.00$580.001:2Aug 7-$3.75$16.25
$680.00$660.001:2Aug 28-$8.15$11.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 33 found (best yield 3.41%, avg 1.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$700.00Aug 21$23.700.490.7%3.41%4.06%--86
$705.00Aug 21$20.500.461.4%2.95%4.32%153
$700.00Aug 14$19.400.500.7%2.79%3.44%--22
$700.00Aug 7$18.400.500.7%2.65%3.30%27
$710.00Aug 21$18.000.442.1%2.59%4.68%112
$715.00Aug 21$16.000.412.8%2.30%5.11%17
$710.00Aug 14$15.000.442.1%2.16%4.25%--13
$705.00Jul 31$14.500.451.4%2.08%3.46%1366
$705.00Aug 7$14.200.461.4%2.04%3.41%1--
$720.00Aug 21$14.000.383.5%2.01%5.54%--45

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 1,052
Total Puts 497
Put/Call Ratio 0.47
Net Difference 555

Prior's Put/Call Breakdown

Total Calls 3,049
Total Puts 1,541
Put/Call Ratio 0.51
Net Difference 1,508

Prior 7-Day Put/Call Summary

Total Calls 3,766
Total Puts 2,732
Average Put/Call Ratio 1.08
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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