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Regeneron Pharmaceuticals Inc REGN

HEALTHCARE · BIOTECHNOLOGY
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Market dataready · fetched 2026-10-15T20:05:55.163Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:03.718884194Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:56:22.742483+00:00

Share price$796.34
1D+0.2%
AH$792$796$801$805$8105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMREGN
Sold putSold callAH

Regeneron Pharmaceuticals Inc options

Live interpolated REGN call and put midpoint premiums by absolute delta.Regeneron Pharmaceuticals Inc$1.98$5.45$8.93$12.41$15.89$770.82$783.32$795.82$808.32$820.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $796.34OPTION PRICELive REGN spot · $796.34REGN PRICE$2.35$3.33$4.24$5.02$5.46$6.04$6.81$7.63$8.58$9.54$11.05$12.83$14.89$2.46$2.56$3.30$4.05$4.76$5.48$6.38$7.32$8.34$9.64$10.94$12.77$14.76
PutsExpensive1.40×
CallsCheap0.93×
SkewBullish-4.73 pp
Implied moveBullish±$13.19
TiltBullish2.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ814.8551.1%2.6%777.8653.4%2.6%
25Δ811.9353.4%2.4%785.2640.6%1.7%
30Δ808.7754.2%2.1%787.6740.7%1.5%
35Δ805.1251.9%1.7%790.0840.8%1.3%
40Δ801.8246.9%1.4%792.3139.5%1.1%
45Δ798.9943.3%1.1%794.5438.2%0.9%
50Δ796.7341.5%0.9%796.5537.6%0.8%
55Δ794.5439.8%0.7%798.4937.0%0.6%
60Δ792.5838.5%0.6%800.4536.5%0.5%
65Δ790.6337.3%0.5%802.4836.3%0.4%
70Δ788.3737.2%0.4%804.5136.0%0.3%
75Δ785.9737.6%0.3%806.9436.2%0.3%
80Δ783.3337.7%0.2%809.5036.4%0.2%

20Δ

Calls
Pseudo strike
814.85
IV
51.1%
B/E move
2.6%
Puts
Pseudo strike
777.86
IV
53.4%
B/E move
2.6%

25Δ

Calls
Pseudo strike
811.93
IV
53.4%
B/E move
2.4%
Puts
Pseudo strike
785.26
IV
40.6%
B/E move
1.7%

30Δ

Calls
Pseudo strike
808.77
IV
54.2%
B/E move
2.1%
Puts
Pseudo strike
787.67
IV
40.7%
B/E move
1.5%

35Δ

Calls
Pseudo strike
805.12
IV
51.9%
B/E move
1.7%
Puts
Pseudo strike
790.08
IV
40.8%
B/E move
1.3%

40Δ

Calls
Pseudo strike
801.82
IV
46.9%
B/E move
1.4%
Puts
Pseudo strike
792.31
IV
39.5%
B/E move
1.1%

45Δ

Calls
Pseudo strike
798.99
IV
43.3%
B/E move
1.1%
Puts
Pseudo strike
794.54
IV
38.2%
B/E move
0.9%

50Δ

Calls
Pseudo strike
796.73
IV
41.5%
B/E move
0.9%
Puts
Pseudo strike
796.55
IV
37.6%
B/E move
0.8%

55Δ

Calls
Pseudo strike
794.54
IV
39.8%
B/E move
0.7%
Puts
Pseudo strike
798.49
IV
37.0%
B/E move
0.6%

60Δ

Calls
Pseudo strike
792.58
IV
38.5%
B/E move
0.6%
Puts
Pseudo strike
800.45
IV
36.5%
B/E move
0.5%

65Δ

Calls
Pseudo strike
790.63
IV
37.3%
B/E move
0.5%
Puts
Pseudo strike
802.48
IV
36.3%
B/E move
0.4%

70Δ

Calls
Pseudo strike
788.37
IV
37.2%
B/E move
0.4%
Puts
Pseudo strike
804.51
IV
36.0%
B/E move
0.3%

75Δ

Calls
Pseudo strike
785.97
IV
37.6%
B/E move
0.3%
Puts
Pseudo strike
806.94
IV
36.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
783.33
IV
37.7%
B/E move
0.2%
Puts
Pseudo strike
809.50
IV
36.4%
B/E move
0.2%