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Regeneron Pharmaceuticals Inc REGN 902.9 -27.77 -2.98%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.353
Put Call Ratio (OI)
0.993
Put Call Ratio (Vol)
1.48
IV Rank
42.5
IV Percentile
53.9
Max pain
835

Delta exposure (2026-11-05)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
1.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-876.3
876.3
View values by strike
REGN · Delta exposure · 2026-11-05. Delta-weighted share equivalents.
StrikeCallsPuts
260.00 99.8 -8.63
270.00 0 -6.56
280.00 600 -571
290.00 393 -18.4
300.00 1.86 K -45.1
310.00 298 -74.6
320.00 289 -48.9
330.00 95.9 -234
340.00 192 -44.7
350.00 1.28 K -58.5
360.00 195 -707
370.00 1.05 K -73.4
380.00 1.38 K -143
390.00 1.39 K -175
400.00 3.04 K -348
410.00 886 -251
420.00 1.27 K -419
430.00 594 -177
440.00 395 -260
450.00 2.53 K -338
460.00 2.57 K -261
470.00 792 -461
480.00 1.96 K -417
490.00 689 -4.23 K
500.00 5.95 K -4.92 K
510.00 1.37 K -327
515.00 0 -3.63
520.00 2.05 K -910
525.00 0 -11.6
530.00 2.51 K -549
535.00 0 -4.23
540.00 2.81 K -373
550.00 5.69 K -782
555.00 0 -1.03
560.00 3.6 K -342
565.00 195 0
570.00 3.56 K -352
575.00 98.8 -30.1
580.00 5.44 K -1.21 K
585.00 194 -1.19
590.00 4.92 K -891
595.00 95.8 -7.21
600.00 12 K -3.57 K
605.00 99.3 -4.99
610.00 4.13 K -645
615.00 0 -24.2
620.00 5.2 K -1.24 K
625.00 0 -11.2
630.00 4.74 K -1.3 K
635.00 0 -22.6
640.00 9.5 K -1.21 K
645.00 0 -16
650.00 14.6 K -2.58 K
655.00 93.6 -38.3
660.00 8.75 K -1.67 K
665.00 2.14 K -47.9
670.00 5.23 K -2.33 K
675.00 1.37 K -16.4
680.00 9.97 K -2.17 K
685.00 494 -48.6
690.00 9.19 K -296
695.00 584 -58.1
700.00 39 K -10 K
705.00 660 -19.2
710.00 2.73 K -500
715.00 876 -167
720.00 38.2 K -5.19 K
725.00 1.84 K -138
730.00 4.14 K -750
735.00 485 -45.2
740.00 57.6 K -6.95 K
745.00 2.25 K -80.1
750.00 13 K -2.87 K
755.00 2.18 K -33.4
760.00 32.4 K -6.44 K
765.00 1.15 K -57.2
770.00 8.87 K -403
775.00 461 -67.1
780.00 68.3 K -14.2 K
785.00 6.79 K -60
790.00 28.3 K -3.89 K
792.50 296 0
795.00 10.2 K -278
797.50 289 0
800.00 68.7 K -5.99 K
802.50 0 -9.19
805.00 1.94 K -113
807.50 0 -3.96
810.00 13.3 K -1.53 K
812.50 96.1 0
815.00 2.99 K -92.4
817.50 0 -27
820.00 35.6 K -19.2 K
822.50 96.1 -4.2
825.00 2.16 K -91.5
827.50 91 -87
830.00 7.72 K -598
835.00 33.8 K -70.6
840.00 40.9 K -9.64 K
845.00 729 -195
850.00 12.6 K -691
855.00 2.11 K -136
860.00 30.1 K -5.6 K
865.00 900 -547
870.00 6 K -623
875.00 544 -254
880.00 67.5 K -4.46 K
885.00 576 -1.35 K
890.00 8.78 K -1.14 K
895.00 399 -5.12 K
900.00 71.1 K -5.58 K
905.00 513 -205
910.00 12.9 K -619
915.00 1.78 K -473
920.00 25.6 K -5.34 K
925.00 452 -34.4 K
930.00 5.46 K -3.84 K
935.00 642 -2.16 K
940.00 17.1 K -4.65 K
945.00 400 -422
950.00 6.3 K -6.29 K
955.00 370 -154
960.00 25.3 K -6.96 K
965.00 362 -414
970.00 6.95 K -10.6 K
975.00 169 -341
980.00 13.5 K -1.46 K
985.00 69.9 -5.14 K
990.00 1.15 K 0
995.00 47.9 0
1000.00 39.8 K -756
1010.00 5.11 K -884
1020.00 8.67 K -145
1030.00 2.85 K -634
1040.00 6.88 K -174
1050.00 2.03 K -8.73 K
1060.00 2.48 K -868
1070.00 1.3 K 0
1080.00 10.1 K -125
1090.00 223 0
1100.00 14.7 K 0
1110.00 79.7 -6.8 K
1120.00 4.19 K 0
1130.00 3.98 K -3.78 K
1140.00 4.42 K -234
1150.00 641 0
1160.00 2.4 K 0
1170.00 289 0
1180.00 4.61 K 0
1200.00 12.1 K -193
1220.00 859 0
1240.00 1.5 K -98
1260.00 895 0
1280.00 82.7 -98
1300.00 354 0
1320.00 12.6 0
1340.00 4.41 0
1360.00 5.73 0
1720.00 233 0
1780.00 116 0