REGN · Delta exposure

Regeneron Pharmaceuticals Inc REGN 781.49 -11.77 -1.48%

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ATM IV

0.284

Put Call Ratio (OI)

0.792

Put Call Ratio (Vol)

1.39

IV Rank

29.2

IV Percentile

7.51

Max Pain

710

Delta exposure (2026-09-11)

Delta

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.

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Moneyness

Regeneron Pharmaceuticals Inc REGN 781.49 -11.77 -1.48%

Delta exposure (2026-09-11) Delta 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. Got it

Delta exposure (2026-09-11)

Delta

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.