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Regeneron Pharmaceuticals Inc REGN

HEALTHCARE · BIOTECHNOLOGY
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Market dataready · fetched 2026-10-16T00:21:16.206Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:41:00.687585464Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:21:15.272351+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$6.98$31.19$55.39$79.60$103.80$681.63$739.21$796.79$854.37$911.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive REGN spot · $796.34REGN PRICE$9.60$12.68$16.94$20.54$25.53$29.14$34.68$40.56$46.93$54.37$62.11$71.43$81.96$10.81$14.54$19.25$23.55$29.74$33.55$39.44$46.27$54.36$62.28$71.85$82.55$96.83
PutsExpensive1.15×
CallsExpensive1.24×
SkewBullish-0.36 pp
Implied moveBearish±$74.12
TiltBearish7.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ885.5136.2%12.4%730.4936.6%9.6%
25Δ868.2235.9%10.6%744.5636.7%8.3%
30Δ856.6937.8%9.7%756.4837.9%7.4%
35Δ841.6837.0%8.3%769.3337.4%6.3%
40Δ830.1638.3%7.5%780.8638.8%5.7%
45Δ816.5536.7%6.2%793.1836.8%4.6%
50Δ804.9537.3%5.4%804.7736.7%3.9%
55Δ793.1737.6%4.7%816.5736.8%3.3%
60Δ781.2637.7%4.0%829.0837.2%2.7%
65Δ768.9338.0%3.4%841.4836.8%2.2%
70Δ756.3937.9%2.8%855.0036.8%1.7%
75Δ742.8738.0%2.3%869.3836.5%1.2%
80Δ728.4037.9%1.8%886.8836.7%0.8%

20Δ

Calls
Pseudo strike
885.51
IV
36.2%
B/E move
12.4%
Puts
Pseudo strike
730.49
IV
36.6%
B/E move
9.6%

25Δ

Calls
Pseudo strike
868.22
IV
35.9%
B/E move
10.6%
Puts
Pseudo strike
744.56
IV
36.7%
B/E move
8.3%

30Δ

Calls
Pseudo strike
856.69
IV
37.8%
B/E move
9.7%
Puts
Pseudo strike
756.48
IV
37.9%
B/E move
7.4%

35Δ

Calls
Pseudo strike
841.68
IV
37.0%
B/E move
8.3%
Puts
Pseudo strike
769.33
IV
37.4%
B/E move
6.3%

40Δ

Calls
Pseudo strike
830.16
IV
38.3%
B/E move
7.5%
Puts
Pseudo strike
780.86
IV
38.8%
B/E move
5.7%

45Δ

Calls
Pseudo strike
816.55
IV
36.7%
B/E move
6.2%
Puts
Pseudo strike
793.18
IV
36.8%
B/E move
4.6%

50Δ

Calls
Pseudo strike
804.95
IV
37.3%
B/E move
5.4%
Puts
Pseudo strike
804.77
IV
36.7%
B/E move
3.9%

55Δ

Calls
Pseudo strike
793.17
IV
37.6%
B/E move
4.7%
Puts
Pseudo strike
816.57
IV
36.8%
B/E move
3.3%

60Δ

Calls
Pseudo strike
781.26
IV
37.7%
B/E move
4.0%
Puts
Pseudo strike
829.08
IV
37.2%
B/E move
2.7%

65Δ

Calls
Pseudo strike
768.93
IV
38.0%
B/E move
3.4%
Puts
Pseudo strike
841.48
IV
36.8%
B/E move
2.2%

70Δ

Calls
Pseudo strike
756.39
IV
37.9%
B/E move
2.8%
Puts
Pseudo strike
855.00
IV
36.8%
B/E move
1.7%

75Δ

Calls
Pseudo strike
742.87
IV
38.0%
B/E move
2.3%
Puts
Pseudo strike
869.38
IV
36.5%
B/E move
1.2%

80Δ

Calls
Pseudo strike
728.40
IV
37.9%
B/E move
1.8%
Puts
Pseudo strike
886.88
IV
36.7%
B/E move
0.8%