Tour v492
REGN
REGENERON PHARMACEUT
$772.11 +0.46%
$770.00 (-0.27%)🌙
as of 08/06 07:08 PM
(8/5 19:09) ◀
|
Thursday, August 6, 2026 (7:08pm)
January 2026
|
▶
◀ 8/6 19:08

Option Volume

Detail
ℹ
Current (08/06) 1,225
Calls: 667 (54%)
Puts: 558 (46%)
Prior (08/05) 2,188
Calls: 824 (38%)
Puts: 1,364 (62%)
Current vs Prior -44.01%
Calls: -19.05% (Calls)
Puts: -59.09% (Puts)
Prior 7-Day Total 19,540
Calls: 11,986 (61%)
Puts: 7,554 (39%)
Prior 7-Day Average 2,791
Calls: 1,712 (61%)
Puts: 1,079 (39%)
Current vs Prior 7-Day Avg -56.12%
Calls: -61.05%
Puts: -48.29%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (08/06) $7.46M
Calls: $3.76M (50%)
Puts: $3.71M (50%)
Prior (08/05) $4.76M
Calls: $3.80M (80%)
Puts: $951.9K (20%)
Current vs Prior +56.94%
Calls: -1.21%
Puts: +289.28%
Prior 7-Day Total $55.84M
Calls: $47.23M (85%)
Puts: $8.61M (15%)
Prior 7-Day Average $7.98M
Calls: $6.75M (85%)
Puts: $1.23M (15%)
Current vs Prior 7-Day Avg -6.45%
Calls: -44.32%
Puts: +201.29%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (08/06) 0.84
Prior (08/05) 1.66
Current vs Prior -49.46%
Prior 7-Day Average 0.87
Current vs Prior 7-Day Avg -4.14%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (08/06) 5,166
Calls: 3,068 (59%)
Puts: 2,098 (41%)
Prior (08/05) 5,870
Calls: 3,632 (62%)
Puts: 2,238 (38%)
Current vs Prior -11.99%
Prior 7-Day Total 119,634
Calls: 71,898 (60%)
Puts: 47,736 (40%)
Prior 7-Day Average 17,090
Calls: 10,271 (60%)
Puts: 6,819 (40%)
Current vs Prior 7-Day Avg -69.77%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 1.98% | 3.61%5.09% | 8.43%
Prior 2.43% | 4.31%5.41% | 8.54%
Current vs Prior -18.56% | -16.37%-5.96% | -1.29%
Prior 7-Day Avg 3.97% | 5.45%6.72% | 9.69%
Current vs 7-Day Avg -50.04% | -33.76%-24.25% | -13.05%
Prior 7-Day Eod 2.43% | 4.31%5.41% | 8.54%
Current vs 7-Day Eod -18.56% | -16.37%-5.96% | -1.29%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
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 61.73% | 49.62%
Calls: 62.30% | 45.58%
Puts: 61.16% | 53.68%
Current vs 7-Day Avg +13.57% | +16.37%
Liquidity Expensive
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🤖 AI Insights

Elevated premium activity with dollar volume up 57% vs prior. Below-average activity with volume down 44% vs prior. P/C ratio dropping 49% - sentiment shifting bullish.

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 NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 5 of results (avg 7.1%, best 5.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$650.00Sep 18123.20130.30$126.755.6%20.93--
$655.00Aug 21114.00121.30$117.656.2%10.92--
$690.00Sep 1886.9093.70$90.307.5%170.86--
$680.00Aug 2189.4096.60$93.007.7%110.9244
$685.00Aug 2184.6091.90$88.258.3%10.913
PUTS (0)
No puts meet the criteria

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. 28 found (avg delta 0.70, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Aug 733.1039.10$36.1016.6%10.958
$650.00Sep 18123.20130.30$126.755.6%20.93--
$740.00Aug 728.2034.70$31.4520.7%10.92--
$655.00Aug 21114.00121.30$117.656.2%10.92--
$680.00Aug 2189.4096.60$93.007.7%110.9244
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Aug 1413.5021.30$17.4044.8%20.58--
$785.00Sep 1833.6041.10$37.3520.1%30.55--

Most actively traded options today. High liquidity = easy entry/exit. 76 active (total vol 311, top 63)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$790.00Aug 217.6014.90$11.2564.9%630.3637
$690.00Sep 1886.9093.70$90.307.5%170.86--
$680.00Aug 2189.4096.60$93.007.7%110.9244
$850.00Sep 183.7010.80$7.2597.9%100.18--
$780.00Aug 71.008.00$4.50155.6%90.3411
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Aug 282.007.80$4.90118.4%250.138
$710.00Aug 281.258.60$4.93149.1%250.151
$770.00Aug 2114.2021.20$17.7039.5%110.482
$745.00Aug 141.108.80$4.95155.6%50.22--
$750.00Aug 141.009.90$5.45163.3%30.2596

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 38.5%, max 137.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$750.00Aug 7Sep 1869.7%29.4%137.2%5--
$740.00Aug 7Sep 1860.6%29.6%104.4%392
$760.00Aug 7Sep 1856.0%28.7%94.9%264
$765.00Aug 7Sep 1848.5%28.4%70.7%865
$780.00Aug 7Sep 1851.1%30.5%67.3%10158
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$735.00Aug 7Aug 1460.6%31.1%94.7%23
$770.00Aug 7Aug 2841.8%28.8%45.0%21
$730.00Aug 14Sep 1836.9%30.2%22.1%351
$700.00Aug 28Sep 1837.1%32.4%14.6%2891
$740.00Aug 14Sep 1833.9%29.6%14.3%335

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 48 found (best R:R 149.00, avg 7.36)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$870.00$880.00Sep 4$0.20$9.80$0.2049.00$870.20
$775.00$780.00Aug 7$0.38$4.62$0.3812.16$775.38
$840.00$850.00Sep 11$1.42$8.58$1.426.04$841.42
$800.00$830.00Aug 21$5.65$24.35$5.654.31$805.65
$830.00$850.00Sep 18$4.05$15.95$4.053.94$834.05
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$690.00$660.00Aug 21$0.20$29.80$0.20149.00$689.80
$740.00$690.00Aug 21$3.35$46.65$3.3513.93$736.65
$730.00$690.00Aug 14$3.00$37.00$3.0012.33$727.00
$710.00$700.00Sep 18$0.75$9.25$0.7512.33$709.25
$750.00$745.00Aug 14$0.50$4.50$0.509.00$749.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 60 found (best R:R 70.43, avg 3.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$655.00$680.00Aug 21$24.65$24.65$0.3570.43$679.65
$750.00$760.00Aug 7$9.50$9.50$0.5019.00$759.50
$680.00$685.00Aug 21$4.75$4.75$0.2519.00$684.75
$740.00$750.00Aug 7$9.35$9.35$0.6514.38$749.35
$735.00$740.00Aug 7$4.65$4.65$0.3513.29$739.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$770.00$760.00Aug 21$4.80$4.80$5.200.92$765.20
$785.00$750.00Sep 18$16.40$16.40$18.600.88$768.60
$780.00$755.00Aug 14$11.20$11.20$13.800.81$768.80
$750.00$745.00Sep 18$2.05$2.05$2.950.69$747.95
$740.00$735.00Aug 14$1.65$1.65$3.350.49$738.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $7.90, cheapest $1.60)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$850.00Sep 11Sep 18$1.6029.6%29.3%
$800.00Aug 21Aug 28$3.5031.3%30.8%
$790.00Aug 21Aug 28$3.9530.9%30.7%
$745.00Aug 14Aug 21$4.0532.9%30.4%
$750.00Aug 7Aug 14$5.3569.7%30.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$735.00Aug 7Aug 14$1.9760.6%31.1%
$740.00Aug 14Aug 21$2.9033.9%30.3%
$690.00Aug 14Aug 21$3.5035.1%45.3%
$700.00Aug 28Sep 18$3.6037.1%32.4%
$710.00Aug 28Sep 18$4.3233.3%30.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 1.69% of stock, avg 6.27%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$770.00Aug 7$7.45$5.60$13.05$756.95$783.051.69%
$780.00Aug 14$9.95$17.40$27.35$752.65$807.353.54%
$750.00Aug 14$27.45$5.45$32.90$717.10$782.904.26%
$745.00Aug 14$30.90$4.95$35.85$709.15$780.854.64%
$735.00Aug 7$36.10$0.53$36.63$698.37$771.634.74%
$770.00Aug 21$19.40$17.70$37.10$732.90$807.104.81%
$770.00Aug 28$23.95$21.15$45.10$724.90$815.105.84%
$750.00Sep 18$45.15$20.95$66.10$683.90$816.108.56%
$740.00Sep 18$51.75$17.35$69.10$670.90$809.108.95%
$730.00Sep 18$58.55$14.50$73.05$656.95$803.059.46%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 68 found (cheapest 0.65% of stock, avg 2.59%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$780.00$735.00Aug 7$4.50$0.53$5.03$729.97$785.03
$775.00$735.00Aug 7$4.88$0.53$5.41$729.59$780.41
$830.00$660.00Aug 21$2.80$3.50$6.30$653.70$836.30
$880.00$690.00Sep 4$2.85$3.55$6.40$683.60$886.40
$830.00$690.00Aug 21$2.80$3.70$6.50$683.50$836.50
$870.00$690.00Sep 4$3.05$3.55$6.60$683.40$876.60
$830.00$740.00Aug 21$2.80$7.05$9.85$730.15$839.85
$780.00$770.00Aug 7$4.50$5.60$10.10$759.90$790.10
$775.00$770.00Aug 7$4.88$5.60$10.48$759.52$785.48
$785.00$730.00Aug 14$8.15$3.20$11.35$718.65$796.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 107 found (best R:R 24.00, avg credit $7.38)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
745/750760/765Sep 18$4.80$0.2024.00$745.20$764.80
745/750775/780Sep 18$4.75$0.2519.00$745.25$779.75
730/740750/760Sep 18$8.90$1.108.09$731.10$758.90
725/730760/765Sep 18$4.40$0.607.33$725.60$764.40
725/730775/780Sep 18$4.35$0.656.69$725.65$779.35
690/695760/765Sep 18$4.30$0.706.14$690.70$764.30
740/745760/765Sep 18$4.30$0.706.14$740.70$764.30
735/740770/775Aug 14$4.25$0.755.67$735.75$774.25
690/695775/780Sep 18$4.25$0.755.67$690.75$779.25
740/745775/780Sep 18$4.25$0.755.67$740.75$779.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 65.67, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$780.00$790.00$800.00Aug 21$0.15$9.8565.67
$730.00$740.00$750.00Sep 18$0.20$9.8049.00
$740.00$750.00$760.00Sep 18$0.55$9.4517.18
$775.00$780.00$785.00Aug 14$0.35$4.6513.29
$770.00$775.00$780.00Aug 14$0.45$4.5510.11
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$745.00$750.00$755.00Aug 14$0.25$4.7519.00
$740.00$745.00$750.00Sep 18$0.50$4.509.00
$730.00$735.00$740.00Aug 14$2.35$2.651.13

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 37 found (best net $-0.35, 29 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$830.00$850.001:2Sep 18-$3.20$16.80
$770.00$790.001:2Aug 28-$6.45$13.55
$690.00$730.001:2Sep 18-$26.80$13.20
$750.00$765.001:2Aug 14-$6.65$8.35
$870.00$880.001:2Sep 4-$2.65$7.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$740.00$690.001:2Aug 21-$0.35$49.65
$785.00$750.001:2Sep 18-$4.55$30.45
$690.00$660.001:2Aug 21-$3.30$26.70
$760.00$740.001:2Aug 21-$1.20$18.80
$725.00$710.001:2Sep 18-$5.65$9.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 3.50%, avg 0.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$775.00Sep 18$27.000.500.4%3.50%3.87%22
$780.00Sep 18$24.000.481.0%3.11%4.13%1147
$790.00Aug 28$11.600.392.3%1.50%3.82%4--
$780.00Aug 21$10.000.431.0%1.30%2.32%2--
$775.00Aug 14$8.300.470.4%1.07%1.45%5--
$800.00Aug 28$8.100.333.6%1.05%4.66%37
$790.00Aug 21$7.600.362.3%0.98%3.30%6337
$830.00Sep 18$7.100.257.5%0.92%8.42%229
$780.00Aug 14$6.200.421.0%0.80%1.82%33
$800.00Aug 21$4.900.293.6%0.63%4.25%1506

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 667
Total Puts 558
Put/Call Ratio 0.84
Net Difference 109

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 11,986
Total Puts 7,554
Average Put/Call Ratio 0.87
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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