ThetaOwl

REGN

Regeneron Pharmaceuticals, Inc.Healthcare
$761.85
Bullish
Mkt Cap: $80.54B|Float: 98.6M|SI: 2.5%|DTC: 4.0
Data as of market close Apr 2, 2026
IV Rank
100
IV Pctl
89%
HV 20d
26.0%
52W Range
$475-$820
ATR(14)
$19.40
Exp. Move
±2.2%
P/C Ratio
0.96
Earnings
Apr 29
GEX Positive
DEX Long
Net Call Premium
IV High
Max Pain Below
Exp. Move Moderate

REGN Key Options Data

IV Rank
100%
Total GEX
$0.00B
Total DEX
$1.0M
Max Pain
$745.00
Expected Move
±2.2%
Put/Call OI
0.96
Net Premium
$3.7M
Spot Price
$761.85

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-108±$17.00±2.2%$744.85$778.85
2026-04-1715±$49.30±6.5%$712.55$811.15
2026-04-2422±$33.40±4.4%$728.45$795.25
2026-05-0129±$43.55±5.7%$718.30$805.40
2026-05-0836±$43.55±5.7%$718.30$805.40
2026-05-1543±$98.35±12.9%$663.50$860.20

Explore REGN options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.