REGN
Regeneron Pharmaceuticals, Inc.Close $649.76EOD onlyThis page reflects REGN options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 570.00 | 137.60 | 75.90 | 82.80 | 0.00 | 0 | 0 | 113.7% | 0.945 | 0.0020 | -1.578 | 0.053 | 0.029 |
| 680.00 | 2.25 | 23.00 | 1.00 | 0.00 | 2 | 2 | 100.6% | 0.284 | 0.0070 | -4.120 | 0.163 | 0.010 |
| 700.00 | 0.25 | 0.00 | 1.90 | 0.05 | 149 | 84 | 54.4% | 0.034 | 0.0029 | -0.496 | 0.036 | 0.001 |
| 705.00 | 14.20 | 0.00 | 4.60 | 0.00 | 3 | 8 | 72.6% | 0.068 | 0.0038 | -1.157 | 0.063 | 0.002 |
| 710.00 | 0.40 | 0.00 | 4.40 | 0.20 | 1 | 20 | 76.1% | 0.062 | 0.0033 | -1.117 | 0.058 | 0.002 |
| 712.50 | 2.00 | 0.00 | 4.60 | 0.00 | 3 | 68 | 79.2% | 0.062 | 0.0032 | -1.167 | 0.059 | 0.002 |
| 715.00 | 0.32 | 0.00 | 4.60 | 0.00 | 4 | 10 | 81.3% | 0.060 | 0.0030 | -1.169 | 0.057 | 0.002 |
| 717.50 | 7.67 | 0.00 | 4.50 | 0.00 | 1 | 6 | 83.0% | 0.057 | 0.0029 | -1.148 | 0.055 | 0.002 |
| 720.00 | 0.10 | 0.00 | 4.50 | 0.00 | 1 | 26 | 85.1% | 0.055 | 0.0027 | -1.150 | 0.054 | 0.002 |
| 722.50 | 19.00 | 0.00 | 4.50 | 0.00 | 0 | 4 | 87.2% | 0.054 | 0.0026 | -1.151 | 0.053 | 0.002 |
| 725.00 | 5.50 | 0.00 | 4.50 | 0.00 | 1 | 4 | 89.3% | 0.052 | 0.0025 | -1.153 | 0.052 | 0.002 |
| 727.50 | 11.10 | 0.00 | 4.50 | 0.00 | 0 | 1 | 91.3% | 0.051 | 0.0024 | -1.155 | 0.050 | 0.002 |
| 730.00 | 0.41 | 0.00 | 4.50 | 0.00 | 4 | 56 | 93.3% | 0.050 | 0.0023 | -1.156 | 0.049 | 0.002 |
| 732.50 | 10.00 | 0.00 | 4.50 | 0.00 | 2 | 47 | 95.3% | 0.048 | 0.0022 | -1.157 | 0.048 | 0.002 |
| 735.00 | 3.14 | 0.00 | 4.50 | 0.00 | 1 | 1 | 97.3% | 0.047 | 0.0021 | -1.159 | 0.047 | 0.002 |
| 740.00 | 0.15 | 0.10 | 0.60 | -0.15 | 5 | 143 | 70.7% | 0.007 | 0.0006 | -0.167 | 0.009 | 0.000 |
| 742.50 | 9.50 | 0.00 | 4.40 | 0.00 | 2 | 43 | 102.7% | 0.043 | 0.0019 | -1.136 | 0.044 | 0.001 |
| 745.00 | 2.37 | 0.00 | 4.40 | 0.00 | 7 | 7 | 104.6% | 0.042 | 0.0018 | -1.136 | 0.043 | 0.001 |
| 747.50 | 2.30 | 0.00 | 4.40 | 0.00 | 82 | 41 | 106.5% | 0.041 | 0.0017 | -1.137 | 0.043 | 0.001 |
| 750.00 | 0.25 | 0.00 | 4.40 | 0.00 | 3 | 13 | 108.4% | 0.040 | 0.0017 | -1.138 | 0.042 | 0.001 |
| 755.00 | 1.46 | 0.00 | 4.40 | 0.00 | 32 | 24 | 112.2% | 0.039 | 0.0016 | -1.139 | 0.041 | 0.001 |
| 760.00 | 0.25 | 0.00 | 4.40 | 0.00 | 33 | 87 | 115.8% | 0.037 | 0.0015 | -1.139 | 0.039 | 0.001 |
| 762.50 | 5.30 | 0.00 | 4.40 | 0.00 | 0 | 19 | 117.7% | 0.037 | 0.0014 | -1.139 | 0.039 | 0.001 |
| 770.00 | 5.78 | 0.00 | 4.40 | 0.00 | 1 | 2 | 123.1% | 0.035 | 0.0013 | -1.139 | 0.037 | 0.001 |
| 780.00 | 0.05 | 0.00 | 4.30 | 0.00 | 1 | 4 | 129.5% | 0.032 | 0.0011 | -1.113 | 0.034 | 0.001 |
| 790.00 | 0.20 | 0.00 | 4.30 | 0.00 | 2 | 0 | 136.4% | 0.030 | 0.0010 | -1.112 | 0.033 | 0.001 |
| 800.00 | 2.38 | 0.00 | 4.30 | 0.00 | 12 | 12 | 143.0% | 0.028 | 0.0009 | -1.111 | 0.031 | 0.001 |
| 810.00 | 16.20 | 0.00 | 4.30 | 0.00 | 1 | 2 | 149.6% | 0.027 | 0.0009 | -1.109 | 0.030 | 0.001 |
| 820.00 | 4.80 | 0.00 | 4.30 | 0.00 | 3 | 4 | 156.0% | 0.025 | 0.0008 | -1.108 | 0.028 | 0.001 |
| 830.00 | 2.61 | 0.00 | 4.30 | 0.00 | 12 | 15 | 162.3% | 0.024 | 0.0007 | -1.106 | 0.027 | 0.001 |
| 840.00 | 2.27 | 0.00 | 4.30 | 0.00 | 4 | 5 | 168.4% | 0.023 | 0.0007 | -1.104 | 0.026 | 0.001 |
| 850.00 | 0.05 | 0.00 | 4.30 | 0.00 | 1 | 2 | 174.4% | 0.022 | 0.0006 | -1.102 | 0.025 | 0.001 |
| 900.00 | 6.88 | 0.00 | 0.00 | 0.00 | 14 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 940.00 | 1.10 | 0.00 | 0.05 | 0.00 | 5 | 35 | 131.3% | 0.000 | 0.0000 | -0.006 | 0.000 | 0.000 |
| 1000.00 | 0.20 | 0.00 | 4.30 | 0.00 | 1 | 8 | 253.1% | 0.014 | 0.0003 | -1.066 | 0.017 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 520.00 | 2.59 | 0.00 | 4.30 | 0.00 | 94 | 76 | 158.1% | -0.025 | 0.0008 | -1.100 | 0.028 | -0.001 |
| 590.00 | 0.15 | 0.00 | 3.20 | -0.45 | 2 | 65 | 76.4% | -0.041 | 0.0024 | -0.807 | 0.042 | -0.001 |
| 600.00 | 0.15 | 0.05 | 1.75 | -1.10 | 8 | 69 | 57.6% | -0.029 | 0.0024 | -0.456 | 0.032 | -0.001 |
| 630.00 | 2.80 | 0.05 | 5.70 | -5.55 | 11 | 16 | 57.5% | -0.226 | 0.0109 | -2.062 | 0.145 | -0.008 |
| 640.00 | 4.70 | 2.25 | 5.80 | -10.98 | 7 | 15 | 42.6% | -0.307 | 0.0172 | -1.774 | 0.169 | -0.011 |
| 650.00 | 8.75 | 3.70 | 11.20 | 5.95 | 1 | 7 | 47.1% | -0.495 | 0.0176 | -2.222 | 0.192 | -0.018 |
| 655.00 | 2.02 | 7.50 | 13.80 | 0.00 | 0 | 1 | 46.5% | -0.583 | 0.0174 | -2.139 | 0.188 | -0.021 |
| 660.00 | 3.40 | 12.00 | 16.80 | 0.00 | 7 | 142 | 46.1% | -0.668 | 0.0164 | -1.961 | 0.175 | -0.025 |
| 662.50 | 3.80 | 12.40 | 19.30 | 0.00 | 11 | 15 | 50.0% | -0.691 | 0.0146 | -2.061 | 0.169 | -0.026 |
| 665.00 | 4.65 | 15.50 | 21.20 | 0.00 | 13 | 14 | 50.8% | -0.723 | 0.0137 | -1.989 | 0.161 | -0.027 |
| 667.50 | 5.10 | 17.70 | 23.30 | 0.00 | 1 | 1 | 52.4% | -0.748 | 0.0127 | -1.949 | 0.153 | -0.028 |
| 670.00 | 32.85 | 19.80 | 25.60 | -13.15 | 2 | 189 | 54.7% | -0.768 | 0.0116 | -1.949 | 0.147 | -0.029 |
| 675.00 | 5.00 | 24.30 | 30.20 | 0.00 | 0 | 1 | 59.0% | -0.801 | 0.0098 | -1.917 | 0.134 | -0.030 |
| 677.50 | 45.00 | 25.70 | 32.60 | 0.00 | 3 | 4 | 61.5% | -0.813 | 0.0091 | -1.921 | 0.129 | -0.031 |
| 680.00 | 51.75 | 29.20 | 35.00 | 0.00 | 1 | 32 | 64.0% | -0.824 | 0.0084 | -1.920 | 0.124 | -0.031 |
| 685.00 | 11.00 | 33.00 | 40.00 | 0.00 | 5 | 6 | 69.7% | -0.840 | 0.0073 | -1.975 | 0.117 | -0.032 |
| 690.00 | 56.80 | 37.90 | 44.90 | 0.00 | 1 | 59 | 74.7% | -0.854 | 0.0064 | -1.985 | 0.110 | -0.033 |
| 695.00 | 52.13 | 42.70 | 49.80 | -11.32 | 2 | 7 | 51.1% | -0.960 | 0.0035 | -0.445 | 0.041 | -0.037 |
| 700.00 | 58.82 | 47.40 | 55.00 | -19.18 | 1 | 17 | 54.5% | -0.966 | 0.0029 | -0.419 | 0.037 | -0.037 |
| 705.00 | 20.52 | 53.70 | 59.70 | 0.00 | 2 | 6 | 64.5% | -0.954 | 0.0031 | -0.673 | 0.047 | -0.037 |
| 710.00 | 81.75 | 58.20 | 64.60 | 0.00 | 1 | 7 | 65.0% | -0.965 | 0.0025 | -0.521 | 0.037 | -0.038 |
| 712.50 | 24.10 | 59.60 | 67.10 | 0.00 | 2 | 21 | 58.7% | -0.982 | 0.0016 | -0.231 | 0.021 | -0.038 |
| 715.00 | 70.54 | 62.50 | 69.60 | 45.59 | 11 | 20 | 63.9% | -0.977 | 0.0018 | -0.337 | 0.026 | -0.038 |
| 717.50 | 17.70 | 65.20 | 72.10 | 0.00 | 0 | 5 | 67.3% | -0.975 | 0.0018 | -0.389 | 0.028 | -0.038 |
| 720.00 | 71.69 | 68.00 | 75.00 | 43.09 | 10 | 18 | 74.1% | -0.967 | 0.0021 | -0.571 | 0.035 | -0.038 |
| 722.50 | 19.80 | 70.20 | 77.10 | 0.00 | 0 | 4 | 70.9% | -0.977 | 0.0016 | -0.387 | 0.027 | -0.039 |
| 725.00 | 98.34 | 72.90 | 79.50 | 0.00 | 3 | 10 | 73.6% | -0.976 | 0.0016 | -0.413 | 0.027 | -0.039 |
| 730.00 | 36.69 | 79.10 | 84.50 | 0.00 | 2 | 2 | 85.5% | -0.964 | 0.0019 | -0.724 | 0.038 | -0.039 |
| 735.00 | 29.97 | 82.60 | 89.50 | 0.00 | 0 | 2 | 78.1% | -0.982 | 0.0012 | -0.329 | 0.021 | -0.040 |
| 740.00 | 119.30 | 88.10 | 94.50 | 0.00 | 1 | 1 | 85.9% | -0.978 | 0.0013 | -0.461 | 0.025 | -0.040 |
| 747.50 | 37.05 | 95.30 | 102.00 | 0.00 | 0 | 2 | 88.5% | -0.982 | 0.0010 | -0.378 | 0.021 | -0.040 |
| 757.50 | 47.56 | 105.10 | 112.00 | 0.00 | 0 | 1 | 93.2% | -0.986 | 0.0008 | -0.321 | 0.018 | -0.041 |
| 760.00 | 60.95 | 107.90 | 114.40 | 0.00 | 0 | 1 | 96.8% | -0.984 | 0.0009 | -0.373 | 0.019 | -0.041 |
| 770.00 | 58.54 | 115.90 | 124.40 | 0.00 | 1 | 0 | 143.7% | -0.938 | 0.0018 | -2.017 | 0.059 | -0.040 |
| 800.00 | 93.70 | 148.40 | 154.40 | 0.00 | 0 | 1 | 126.9% | -0.985 | 0.0006 | -0.492 | 0.018 | -0.043 |
| 970.00 | 263.20 | 315.70 | 324.40 | 0.00 | 0 | 0 | 270.6% | -0.971 | 0.0005 | -2.027 | 0.032 | -0.052 |
| 1110.00 | 403.20 | 456.30 | 464.40 | 0.00 | 0 | 0 | 209.0% | -1.000 | 0.0000 | 0.098 | 0.001 | -0.061 |
| 1130.00 | 423.10 | 475.70 | 484.40 | 0.00 | 0 | 0 | 346.0% | -0.979 | 0.0003 | -1.978 | 0.024 | -0.061 |
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.