Regeneron Pharmaceuticals
REGN · NASDAQ
$807.48+$25.44 (+3.25%)TodayMarket closed ·
Prev close $782.04
REGN options chain
Calls and puts around the current price
By Fri, Oct 30 options price a move of ±$47.75 (5.9%), between $759.73 and $855.23.
- At-the-money implied volatility
- 44.9%
- Put/call open interest
- 0.76
- Total open interest
- 688
- Underlying price
- $807.48
| Calls | Puts | |||||||
|---|---|---|---|---|---|---|---|---|
| Ask | Bid | Strike | Bid | Ask | ||||
| $42.40 | $36.00 | 780 | $10.00 | $16.90 | ||||
| $39.30 | $33.00 | 785 | $11.10 | $18.50 | ||||
| $36.30 | $30.00 | 790 | $13.10 | $20.40 | ||||
| $33.50 | $27.00 | 795 | $15.00 | $22.30 | ||||
| $30.70 | $24.00 | 800 | $16.90 | $24.30 | ||||
| $27.90 | $21.20 | 805 | $19.80 | $26.60 | ||||
REGN $807.48 | ||||||||
| $25.70 | $18.00 | 810 | $21.30 | $29.10 | ||||
| $23.70 | $17.00 | 815 | $24.00 | $31.60 | ||||
| $19.60 | $14.00 | 820 | $27.60 | $34.40 | ||||
| $19.30 | $12.00 | 825 | $30.40 | $37.40 | ||||
| $17.70 | $11.00 | 830 | $32.00 | $40.60 | ||||
| $17.70 | $9.00 | 835 | $35.60 | $44.00 | ||||
Volatility smile
Implied volatility by strike for Fri, Oct 30, calls and puts averaged.
Unusual options activity
The latest large trades, newest first
| Contract | Premium | Sentiment |
|---|---|---|
| REGN 840C Jan 19 | $180.10K | neutral |
| REGN 790C Nov 20 | $69.74K | bullish |
| REGN 790C Nov 20 | $67.17K | neutral |
| REGN 790C Nov 20 | $239.54K | bullish |
| REGN 790C Nov 20 | $67.10K | bullish |
| REGN 790C Nov 20 | $74.88K | neutral |
| REGN 790C Nov 20 | $86.13K | bullish |
| REGN 790C Jan 19 | $59.68K | neutral |
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