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Regeneron Pharmaceuticals Inc REGN

HEALTHCARE · BIOTECHNOLOGY
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Market dataready · fetched 2026-10-16T21:49:17.830Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T20:44:18.609583292Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:49:16.980959+00:00

Share price$790.74
1D-1.2%
AH$786$790$794$798$8025:30 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$3.48$12.08$20.69$29.30$37.91$737.89$763.30$788.72$814.13$839.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive REGN spot · $790.74REGN PRICE$4.41$5.11$6.42$7.88$9.88$11.52$13.55$15.78$18.21$20.99$23.85$27.75$32.48$4.48$5.34$6.89$8.63$10.37$12.37$14.61$16.93$19.43$22.55$26.08$30.48$35.42
PutsExpensive1.13×
CallsCheap0.90×
SkewBearish+0.34 pp
Implied moveBearish±$28.16
TiltBearish3.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ827.5237.1%5.2%759.9735.8%4.5%
25Δ816.1732.0%3.9%768.7532.0%3.5%
30Δ810.4431.5%3.3%773.8032.2%3.0%
35Δ805.4131.3%2.9%778.4932.5%2.6%
40Δ801.1632.4%2.6%783.1632.3%2.3%
45Δ796.5531.8%2.2%787.6932.3%2.0%
50Δ792.0831.8%1.9%792.1332.4%1.7%
55Δ787.7331.8%1.6%796.5732.2%1.4%
60Δ783.2931.7%1.4%801.0431.9%1.2%
65Δ778.7631.8%1.1%805.8132.1%0.9%
70Δ774.1831.4%0.9%810.8732.2%0.8%
75Δ768.8831.8%0.7%816.6132.5%0.6%
80Δ762.8532.2%0.6%822.8832.6%0.4%

20Δ

Calls
Pseudo strike
827.52
IV
37.1%
B/E move
5.2%
Puts
Pseudo strike
759.97
IV
35.8%
B/E move
4.5%

25Δ

Calls
Pseudo strike
816.17
IV
32.0%
B/E move
3.9%
Puts
Pseudo strike
768.75
IV
32.0%
B/E move
3.5%

30Δ

Calls
Pseudo strike
810.44
IV
31.5%
B/E move
3.3%
Puts
Pseudo strike
773.80
IV
32.2%
B/E move
3.0%

35Δ

Calls
Pseudo strike
805.41
IV
31.3%
B/E move
2.9%
Puts
Pseudo strike
778.49
IV
32.5%
B/E move
2.6%

40Δ

Calls
Pseudo strike
801.16
IV
32.4%
B/E move
2.6%
Puts
Pseudo strike
783.16
IV
32.3%
B/E move
2.3%

45Δ

Calls
Pseudo strike
796.55
IV
31.8%
B/E move
2.2%
Puts
Pseudo strike
787.69
IV
32.3%
B/E move
2.0%

50Δ

Calls
Pseudo strike
792.08
IV
31.8%
B/E move
1.9%
Puts
Pseudo strike
792.13
IV
32.4%
B/E move
1.7%

55Δ

Calls
Pseudo strike
787.73
IV
31.8%
B/E move
1.6%
Puts
Pseudo strike
796.57
IV
32.2%
B/E move
1.4%

60Δ

Calls
Pseudo strike
783.29
IV
31.7%
B/E move
1.4%
Puts
Pseudo strike
801.04
IV
31.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
778.76
IV
31.8%
B/E move
1.1%
Puts
Pseudo strike
805.81
IV
32.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
774.18
IV
31.4%
B/E move
0.9%
Puts
Pseudo strike
810.87
IV
32.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
768.88
IV
31.8%
B/E move
0.7%
Puts
Pseudo strike
816.61
IV
32.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
762.85
IV
32.2%
B/E move
0.6%
Puts
Pseudo strike
822.88
IV
32.6%
B/E move
0.4%