Tour v472
REGN
REGENERON PHARMACEUT
$719.07 +3.40%
7/30 14:06

Option Volume

Detail
Current (07/30 2:05pm) 3,518
Calls: 2,918 (83%)
Puts: 600 (17%)
Prior (07/29) 1,549
Calls: 1,052 (68%)
Puts: 497 (32%)
Current vs Prior +127.11%
Calls: +177.38% (Calls)
Puts: +20.72% (Puts)
Prior 7-Day Total 8,047
Calls: 4,818 (60%)
Puts: 3,229 (40%)
Prior 7-Day Average 2,682
Calls: 688 (60%)
Puts: 461 (40%)
Current vs Prior 7-Day Avg +31.15%
Calls: +323.95%
Puts: +30.07%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/30 2:05pm) $10.50M
Calls: $9.11M (87%)
Puts: $1.40M (13%)
Prior (07/29) $3.62M
Calls: $3.13M (86%)
Puts: $490.1K (14%)
Current vs Prior +189.97%
Calls: +190.74%
Puts: +185.04%
Prior 7-Day Total $14.07M
Calls: $7.60M (54%)
Puts: $6.46M (46%)
Prior 7-Day Average $4.69M
Calls: $1.09M (54%)
Puts: $923.3K (46%)
Current vs Prior 7-Day Avg +124.02%
Calls: +738.39%
Puts: +51.31%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30 2:05pm) 0.21
Prior (07/29) 0.47
Current vs Prior -56.48%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -76.63%
Sentiment BULLISH

Open Interest

Detail
Current (07/30 2:05pm) 43,131
Calls: 24,249 (56%)
Puts: 18,882 (44%)
Prior (07/29) 40,295
Calls: 22,588 (56%)
Puts: 17,707 (44%)
Current vs Prior +7.04%
Prior 7-Day Total 124,099
Calls: 65,781 (53%)
Puts: 58,318 (47%)
Prior 7-Day Average 41,366
Calls: 21,927 (53%)
Puts: 19,439 (47%)
Current vs Prior 7-Day Avg +4.27%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.27% | 4.12%5.95% | 9.13%
Prior 3.62% | 5.95%8.18% | 10.88%
Current vs Prior -37.14% | -30.81%-27.25% | -16.12%
Prior 7-Day Avg 5.62% | 7.18%8.18% | 10.88%
Current vs 7-Day Avg -59.51% | -42.71%-27.25% | -16.12%
Prior 7-Day Eod 3.62% | 5.95%8.67% | 11.07%
Current vs 7-Day Eod -37.14% | -30.81%-31.36% | -17.49%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 70.10% | 57.75%
Calls: 69.15% | 51.87%
Puts: 71.05% | 63.64%
Prior 45.00% | 29.67%
Calls: 51.91% | 33.66%
Puts: 38.10% | 25.69%
Current vs Prior +55.78% | +94.64%
Prior 7-Day Avg 26.91% | 23.01%
Calls: 31.24% | 26.43%
Puts: 22.57% | 19.59%
Current vs 7-Day Avg +160.55% | +150.98%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($9.11M) vs puts ($1.40M). Massive premium surge with dollar volume up 190% vs prior. Dollar volume significantly above 7-day average (124% higher). Unusually high activity with volume up 127% vs prior - elevated interest.

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 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 18 of results (avg 7.3%, best 5.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Jul 31125.30132.40$128.855.5%--0.9371
$595.00Aug 21122.40130.00$126.206.0%40.964
$600.00Jul 31115.10122.40$118.756.1%--1.00189
$600.00Aug 21117.50125.00$121.256.2%2320.96556
$605.00Aug 21112.60120.10$116.356.4%2280.95511
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$850.00Aug 7127.00135.00$131.006.1%10.93--
$830.00Aug 7107.70115.00$111.356.6%10.92--

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. 74 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Jul 31115.10122.40$118.756.1%--1.00189
$595.00Aug 21122.40130.00$126.206.0%40.964
$600.00Aug 21117.50125.00$121.256.2%2320.96556
$670.00Jul 3145.0053.00$49.0016.3%--0.9589
$605.00Aug 21112.60120.10$116.356.4%2280.95511
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$850.00Aug 7127.00135.00$131.006.1%10.93--
$830.00Aug 7107.70115.00$111.356.6%10.92--
$795.00Aug 2172.4081.20$76.8011.5%--0.9120
$775.00Aug 753.7060.00$56.8511.1%10.89--
$755.00Aug 734.8041.50$38.1517.6%10.83--

Most actively traded options today. High liquidity = easy entry/exit. 107 active (total vol 2.9K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$705.00Jul 3112.4018.90$15.6541.5%1.1K0.761.0K
$785.00Jul 310.004.30$2.15200.0%3740.10373
$770.00Jul 310.000.35$0.18194.4%2670.02318
$600.00Aug 21117.50125.00$121.256.2%2320.96556
$605.00Aug 21112.60120.10$116.356.4%2280.95511
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$695.00Jul 310.003.20$1.60200.0%490.147
$685.00Jul 310.000.65$0.33197.0%130.0410
$672.50Jul 310.001.65$0.83198.8%120.0661
$687.50Aug 70.057.10$3.58196.9%120.18--
$600.00Aug 210.052.35$1.20191.7%90.04587

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 47 strikes (avg 188.7%, max 459.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$800.00Jul 31Sep 11141.1%27.5%413.7%212
$640.00Jul 31Sep 4152.8%32.1%376.7%251
$790.00Jul 31Aug 21128.7%28.9%345.6%1235
$610.00Jul 31Aug 21200.4%46.1%334.7%--60
$620.00Jul 31Aug 21184.5%44.5%314.2%--54
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$590.00Jul 31Sep 4232.4%41.6%459.2%--104
$595.00Jul 31Aug 21224.4%45.0%398.8%170
$580.00Jul 31Aug 21248.6%50.1%396.0%1200
$585.00Jul 31Aug 21240.5%55.1%336.1%123
$610.00Jul 31Aug 21200.4%46.1%334.7%--41

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 80 found (best R:R 49.00, avg 7.09)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$740.00$745.00Aug 7$0.23$4.77$0.2320.74$740.23
$740.00$745.00Jul 31$0.25$4.75$0.2519.00$740.25
$770.00$820.00Aug 28$3.40$46.60$3.4013.71$773.40
$745.00$750.00Jul 31$0.35$4.65$0.3513.29$745.35
$750.00$770.00Jul 31$1.47$18.53$1.4712.61$751.47
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$670.00$660.00Aug 7$0.20$9.80$0.2049.00$669.80
$630.00$625.00Aug 21$0.13$4.87$0.1337.46$629.87
$650.00$645.00Aug 14$0.15$4.85$0.1532.33$649.85
$635.00$630.00Aug 21$0.15$4.85$0.1532.33$634.85
$660.00$650.00Aug 14$0.40$9.60$0.4024.00$659.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 121 found (best R:R 109.00, avg 4.27)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$665.00$670.00Jul 31$4.80$4.80$0.2024.00$669.80
$695.00$700.00Jul 31$4.80$4.80$0.2024.00$699.80
$620.00$640.00Aug 21$19.05$19.05$0.9520.05$639.05
$600.00$610.00Jul 31$9.45$9.45$0.5517.18$609.45
$610.00$620.00Aug 7$9.45$9.45$0.5517.18$619.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$830.00$775.00Aug 7$54.50$54.50$0.50109.00$775.50
$850.00$830.00Aug 7$19.65$19.65$0.3556.14$830.35
$775.00$755.00Aug 7$18.70$18.70$1.3014.38$756.30
$795.00$760.00Aug 21$29.70$29.70$5.305.60$765.30
$755.00$725.00Aug 7$22.60$22.60$7.403.05$732.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 40 found (avg debit $3.53, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$790.00Jul 31Aug 21$0.25128.7%28.9%
$800.00Jul 31Aug 21$0.25141.1%31.7%
$610.00Jul 31Aug 7$0.30200.4%73.9%
$820.00Aug 21Aug 28$0.5837.0%34.3%
$750.00Jul 31Aug 7$0.6068.0%27.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$660.00Jul 31Aug 7$0.05121.0%45.0%
$585.00Jul 31Aug 21$0.25240.5%55.1%
$610.00Jul 31Aug 21$0.25200.4%46.1%
$645.00Aug 14Aug 21$0.7042.0%37.2%
$600.00Jul 31Aug 7$1.07115.0%69.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 48 found (cheapest 2.07% of stock, avg 9.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$725.00Jul 31$4.38$10.50$14.88$710.12$739.882.07%
$700.00Jul 31$19.80$2.63$22.43$677.57$722.433.12%
$695.00Jul 31$24.60$1.60$26.20$668.80$721.203.64%
$690.00Jul 31$29.20$1.18$30.38$659.62$720.384.22%
$700.00Aug 7$26.35$6.90$33.25$666.75$733.254.62%
$695.00Aug 7$29.65$5.38$35.03$659.97$730.034.87%
$690.00Aug 7$33.50$4.80$38.30$651.70$728.305.33%
$680.00Jul 31$39.25$0.73$39.98$640.02$719.985.56%
$720.00Aug 21$21.50$19.80$41.30$678.70$761.305.74%
$755.00Aug 7$3.18$38.15$41.33$713.67$796.335.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 105 found (cheapest 0.44% of stock, avg 2.06%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$745.00$690.00Jul 31$2.00$1.18$3.18$686.82$748.18
$740.00$690.00Jul 31$2.25$1.18$3.43$686.57$743.43
$745.00$695.00Jul 31$2.00$1.60$3.60$691.40$748.60
$740.00$695.00Jul 31$2.25$1.60$3.85$691.15$743.85
$745.00$677.50Jul 31$2.00$2.15$4.15$673.35$749.15
$745.00$667.50Jul 31$2.00$2.15$4.15$663.35$749.15
$740.00$677.50Jul 31$2.25$2.15$4.40$673.10$744.40
$740.00$667.50Jul 31$2.25$2.15$4.40$663.10$744.40
$730.00$690.00Jul 31$3.40$1.18$4.58$685.42$734.58
$745.00$700.00Jul 31$2.00$2.63$4.63$695.37$749.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 108 found (best R:R 70.43, avg credit $7.60)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
605/610620/640Aug 21$19.72$0.2870.43$590.28$639.72
600/605620/640Aug 21$19.58$0.4246.62$585.42$639.58
600/605660/675Aug 7$14.65$0.3541.86$590.35$674.65
605/610665/670Aug 21$4.82$0.1826.78$605.18$669.82
605/610640/650Aug 21$9.62$0.3825.32$600.38$649.62
635/640650/660Aug 21$9.60$0.4024.00$630.40$659.60
600/605675/685Aug 7$9.55$0.4521.22$595.45$684.55
630/635650/660Aug 21$9.55$0.4521.22$625.45$659.55
605/610660/665Aug 21$4.77$0.2320.74$605.23$664.77
625/630650/660Aug 21$9.53$0.4720.28$620.47$659.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 42 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$595.00$600.00$605.00Aug 21$0.05$4.9599.00
$670.00$675.00$680.00Aug 21$0.05$4.9599.00
$630.00$640.00$650.00Jul 31$0.20$9.8049.00
$660.00$665.00$670.00Jul 31$0.10$4.9049.00
$665.00$670.00$675.00Jul 31$0.10$4.9049.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$650.00$660.00$670.00Aug 7$0.15$9.8565.67
$620.00$625.00$630.00Aug 21$0.08$4.9261.50
$650.00$660.00$670.00Aug 14$0.20$9.8049.00
$600.00$605.00$610.00Aug 21$0.14$4.8634.71
$695.00$700.00$705.00Aug 21$0.15$4.8532.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 106 found (best net $-2.35, 92 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$830.00$860.001:2Aug 21-$2.10$27.90
$670.00$700.001:2Aug 14-$7.00$23.00
$620.00$660.001:2Aug 7-$19.95$20.05
$670.00$700.001:2Sep 4-$16.95$13.05
$760.00$775.001:2Aug 21-$2.92$12.08
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$830.00$775.001:2Aug 7-$2.35$52.65
$680.00$660.001:2Aug 28-$1.31$18.69
$795.00$760.001:2Aug 21-$17.40$17.60
$700.00$680.001:2Aug 28-$3.25$16.75
$687.50$670.001:2Aug 7-$1.22$16.28

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 2.66%, avg 0.79%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$720.00Aug 21$19.100.510.1%2.66%2.79%145
$740.00Sep 4$14.500.402.9%2.02%4.93%11
$720.00Aug 14$14.000.510.1%1.95%2.08%--10
$735.00Aug 21$12.800.412.2%1.78%4.00%--76
$730.00Aug 21$12.400.431.5%1.72%3.24%--17
$730.00Aug 14$9.800.421.5%1.36%2.88%1--
$740.00Aug 21$9.500.372.9%1.32%4.23%637
$720.00Aug 7$9.200.500.1%1.28%1.41%84
$750.00Aug 21$8.500.304.3%1.18%5.48%8760
$750.00Aug 28$8.000.324.3%1.11%5.41%--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 2,918
Total Puts 600
Put/Call Ratio 0.21
Net Difference 2,318

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,818
Total Puts 3,229
Average Put/Call Ratio 0.88
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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