REGN option chain Regeneron Pharmaceuticals, Inc.
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±13.4% (677.40–886.60) · ATM IV 34.0% · P/C open interest 0.74
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 382.00 | 390.70 | 1 | 59.2% | 0.99 | 0.0001 | 0.000 | 400 | 0 | 4.90 | 31 | 74.6% | -0.01 | 0.0001 | -0.019 | ||
| 372.00 | 380.90 | 1 | 58.4% | 0.99 | 0.0001 | 0.000 | 410 | 0 | 4.90 | 6 | 72.2% | -0.01 | 0.0001 | -0.021 | ||
| 362.10 | 371.00 | 1 | 56.2% | 0.99 | 0.0001 | 0.000 | 420 | 0 | 4.90 | 60 | 69.8% | -0.01 | 0.0001 | -0.024 | ||
| 352.30 | 361.20 | 2 | 55.3% | 0.99 | 0.0001 | 0.000 | 430 | 0 | 4.90 | 13 | 67.5% | -0.01 | 0.0001 | -0.026 | ||
| 342.50 | 351.40 | 1 | 54.2% | 0.99 | 0.0001 | 0.000 | 440 | 0 | 4.90 | 10 | 65.3% | -0.01 | 0.0001 | -0.029 | ||
| 332.60 | 341.50 | 4 | 52.2% | 0.99 | 0.0001 | 0.000 | 450 | 0 | 4.90 | 43 | 63.1% | -0.01 | 0.0001 | -0.032 | ||
| 322.80 | 331.70 | 1 | 51.1% | 0.99 | 0.0002 | 0.000 | 460 | 0 | 4.90 | 39 | 60.9% | -0.01 | 0.0002 | -0.035 | ||
| 313.00 | 321.90 | 1 | 50.0% | 0.99 | 0.0002 | 0.000 | 470 | 0 | 7.20 | 11 | 63.3% | -0.01 | 0.0002 | -0.038 | ||
| 303.30 | 311.60 | 47.3% | 0.98 | 0.0002 | 0.000 | 480 | 0.0500 | 7.20 | 32 | 61.1% | -0.02 | 0.0002 | -0.042 | |||
| 293.50 | 302.20 | 1 | 47.6% | 0.98 | 0.0002 | 0.000 | 490 | 0.0500 | 7.30 | 2 | 10 | 59.1% | -0.02 | 0.0002 | -0.046 | |
| 283.70 | 292.60 | 6 | 47.0% | 0.98 | 0.0003 | -0.001 | 500 | 0.0500 | 7.30 | 2 | 68 | 56.9% | -0.02 | 0.0003 | -0.051 | |
| 275.00 | 282.90 | 12 | 48.6% | 0.98 | 0.0003 | -0.007 | 510 | 0 | 4.90 | 28 | 50.7% | -0.02 | 0.0003 | -0.056 | ||
| 264.30 | 273.00 | 4 | 44.9% | 0.97 | 0.0003 | -0.014 | 520 | 0.0500 | 7.90 | 16 | 53.7% | -0.03 | 0.0004 | -0.061 | ||
| 254.70 | 263.00 | 12 | 43.5% | 0.97 | 0.0004 | -0.022 | 530 | 0 | 4.90 | 7 | 46.8% | -0.03 | 0.0004 | -0.067 | ||
| 245.00 | 253.90 | 9 | 43.7% | 0.97 | 0.0004 | -0.029 | 540 | 0.0500 | 8.30 | 79 | 50.1% | -0.03 | 0.0004 | -0.073 | ||
| 235.50 | 244.00 | 24 | 42.6% | 0.96 | 0.0005 | -0.038 | 550 | 0.0500 | 8.40 | 97 | 48.2% | -0.04 | 0.0005 | -0.080 | ||
| 225.00 | 234.60 | 10 | 40.6% | 0.96 | 0.0006 | -0.047 | 560 | 0.0500 | 8.30 | 34 | 46.2% | -0.04 | 0.0006 | -0.087 | ||
| 217.40 | 224.80 | 8 | 42.3% | 0.95 | 0.0006 | -0.056 | 570 | 0.7000 | 8.50 | 37 | 45.2% | -0.05 | 0.0006 | -0.095 | ||
| 208.40 | 215.00 | 14 | 41.7% | 0.94 | 0.0007 | -0.066 | 580 | 0.5000 | 8.80 | 1 | 93 | 43.3% | -0.06 | 0.0007 | -0.103 | |
| 198.70 | 206.00 | 2 | 41.0% | 0.94 | 0.0008 | -0.076 | 590 | 1.30 | 9.30 | 2 | 41 | 42.7% | -0.06 | 0.0008 | -0.112 | |
| 189.40 | 196.80 | 18 | 40.4% | 0.93 | 0.0009 | -0.087 | 600 | 1.70 | 8.00 | 1 | 177 | 39.9% | -0.07 | 0.0009 | -0.121 | |
| 180.30 | 187.60 | 14 | 39.8% | 0.92 | 0.0010 | -0.098 | 610 | 2.30 | 8.50 | 39 | 39.0% | -0.08 | 0.0010 | -0.131 | ||
| 170.30 | 179.00 | 14 | 38.9% | 0.91 | 0.0011 | -0.110 | 620 | 1.55 | 10.00 | 143 | 37.8% | -0.09 | 0.0011 | -0.141 | ||
| 161.40 | 170.00 | 24 | 38.4% | 0.90 | 0.0012 | -0.122 | 630 | 3.10 | 11.00 | 58 | 37.9% | -0.10 | 0.0012 | -0.152 | ||
| 153.20 | 161.00 | 47 | 38.2% | 0.89 | 0.0013 | -0.135 | 640 | 4.10 | 12.00 | 70 | 37.3% | -0.12 | 0.0013 | -0.163 | ||
| 144.70 | 152.40 | 29 | 37.9% | 0.87 | 0.0014 | -0.147 | 650 | 5.40 | 13.40 | 1 | 49 | 37.0% | -0.13 | 0.0015 | -0.174 | |
| 136.40 | 143.90 | 27 | 37.5% | 0.86 | 0.0016 | -0.160 | 660 | 6.90 | 15.00 | 34 | 36.8% | -0.15 | 0.0016 | -0.186 | ||
| 119.80 | 127.60 | 28 | 36.7% | 0.82 | 0.0018 | -0.186 | 680 | 10.30 | 18.40 | 107 | 36.1% | -0.18 | 0.0019 | -0.209 | ||
| 104.30 | 112.40 | 1 | 210 | 36.1% | 0.78 | 0.0021 | -0.212 | 700 | 14.70 | 22.50 | 200 | 35.4% | -0.22 | 0.0022 | -0.232 | |
| 90.00 | 97.90 | 4 | 205 | 35.6% | 0.73 | 0.0024 | -0.235 | 720 | 21.20 | 25.90 | 1 | 194 | 34.5% | -0.27 | 0.0025 | -0.253 |
| 76.40 | 84.40 | 11 | 81 | 35.0% | 0.68 | 0.0027 | -0.255 | 740 | 26.60 | 34.70 | 88 | 34.6% | -0.33 | 0.0028 | -0.271 | |
| 64.20 | 72.20 | 6 | 104 | 34.6% | 0.62 | 0.0029 | -0.270 | 760 | 34.40 | 42.30 | 226 | 34.2% | -0.38 | 0.0030 | -0.284 | |
| 53.30 | 61.00 | 506 | 34.2% | 0.56 | 0.0030 | -0.280 | 780 | 43.60 | 51.30 | 248 | 33.9% | -0.45 | 0.0031 | -0.291 | ||
| 43.30 | 51.20 | 290 | 33.7% | 0.50 | 0.0031 | -0.283 | 800 | 53.90 | 61.50 | 133 | 33.6% | -0.51 | 0.0032 | -0.292 | ||
| 35.00 | 43.30 | 1 | 289 | 33.7% | 0.44 | 0.0031 | -0.280 | 820 | 65.70 | 73.20 | 22 | 33.4% | -0.57 | 0.0032 | -0.287 | |
| 28.00 | 36.00 | 329 | 33.6% | 0.39 | 0.0030 | -0.272 | 840 | 78.60 | 86.20 | 46 | 33.3% | -0.63 | 0.0031 | -0.276 | ||
| 22.00 | 29.30 | 167 | 33.3% | 0.33 | 0.0028 | -0.259 | 860 | 92.00 | 100.50 | 8 | 33.0% | -0.69 | 0.0030 | -0.261 | ||
| 17.00 | 24.30 | 320 | 33.3% | 0.28 | 0.0026 | -0.243 | 880 | 107.80 | 114.90 | 2 | 32.9% | -0.74 | 0.0028 | -0.242 | ||
| 12.60 | 21.10 | 2 | 337 | 33.6% | 0.24 | 0.0024 | -0.225 | 900 | 124.00 | 130.80 | 2 | 32.8% | -0.78 | 0.0026 | -0.222 | |
| 9.60 | 17.70 | 148 | 33.8% | 0.20 | 0.0022 | -0.206 | 920 | 141.00 | 147.90 | 32.9% | -0.82 | 0.0024 | -0.202 | |||
| 6.00 | 15.40 | 78 | 33.7% | 0.17 | 0.0019 | -0.187 | 940 | 158.60 | 167.00 | 33.8% | -0.86 | 0.0022 | -0.182 | |||
| 4.00 | 13.30 | 193 | 34.0% | 0.15 | 0.0017 | -0.168 | 960 | 177.10 | 185.00 | 34.0% | -0.89 | 0.0020 | -0.163 | |||
| 2.60 | 11.10 | 54 | 34.2% | 0.12 | 0.0015 | -0.151 | 980 | 196.20 | 203.60 | 34.4% | -0.92 | 0.0018 | -0.148 | |||
| 2.20 | 9.80 | 2 | 248 | 35.2% | 0.10 | 0.0013 | -0.135 | 1,000 | 214.90 | 222.60 | 34.0% | -0.94 | 0.0016 | -0.139 | ||
| 0.7000 | 9.30 | 22 | 34.7% | 0.09 | 0.0012 | -0.127 | 1,010 | 224.80 | 232.30 | 34.4% | -0.95 | 0.0016 | -0.130 | |||
| 0.3000 | 9.10 | 67 | 35.2% | 0.09 | 0.0012 | -0.120 | 1,020 | 234.10 | 243.00 | 35.4% | -0.96 | 0.0016 | -0.118 | |||
| 1.00 | 9.00 | 1 | 36.7% | 0.08 | 0.0011 | -0.113 | 1,030 | 244.00 | 252.90 | 36.1% | -0.97 | 0.0015 | -0.100 | |||
| 0.7000 | 9.10 | 40 | 37.5% | 0.07 | 0.0010 | -0.106 | 1,040 | 253.80 | 262.70 | 35.9% | -0.98 | 0.0014 | -0.093 | |||
| 0.0500 | 9.00 | 3 | 37.8% | 0.07 | 0.0009 | -0.100 | 1,050 | 263.70 | 272.60 | 36.1% | -0.98 | 0.0012 | -0.085 | |||
| 0.0500 | 8.50 | 36 | 38.3% | 0.06 | 0.0009 | -0.094 | 1,060 | 273.70 | 282.60 | 37.0% | -0.99 | 0.0008 | -0.114 | |||
| 0.0500 | 8.70 | 39.4% | 0.06 | 0.0008 | -0.089 | 1,070 | 283.70 | 292.60 | 38.0% | -0.99 | 0.0005 | -0.143 | ||||
| 0.6000 | 8.60 | 14 | 40.7% | 0.05 | 0.0008 | -0.084 | 1,080 | 293.70 | 302.60 | 38.9% | -1.00 | 0.0003 | -0.143 | |||
| 0 | 8.10 | 40.6% | 0.05 | 0.0007 | -0.079 | 1,090 | 303.70 | 312.60 | 39.8% | -1.00 | 0.0001 | -0.143 | ||||
| 0.0500 | 8.40 | 138 | 41.4% | 0.04 | 0.0006 | -0.074 | 1,100 | 313.70 | 322.60 | 40.7% | -1.00 | 0.0000 | -0.143 | |||
| 0.0500 | 8.30 | 42.5% | 0.04 | 0.0006 | -0.070 | 1,110 | 323.70 | 332.60 | 41.6% | -1.00 | 0.0000 | -0.143 | ||||
| 0.0500 | 8.20 | 2 | 43.3% | 0.04 | 0.0006 | -0.066 | 1,120 | 333.70 | 342.60 | 42.4% | -1.00 | 0.0000 | -0.143 | |||
| 0.0500 | 8.10 | 44.0% | 0.04 | 0.0005 | -0.062 | 1,130 | 343.70 | 352.60 | 43.3% | -1.00 | 0.0000 | -0.143 | ||||
| 0.0500 | 8.00 | 16 | 44.7% | 0.03 | 0.0005 | -0.058 | 1,140 | 353.70 | 362.60 | 44.2% | -1.00 | 0.0000 | -0.143 | |||
| 0 | 4.90 | 41.5% | 0.03 | 0.0005 | -0.055 | 1,150 | 363.70 | 372.60 | 45.0% | -1.00 | 0.0000 | -0.143 | ||||
| 0 | 4.90 | 2 | 42.3% | 0.03 | 0.0004 | -0.052 | 1,160 | 373.70 | 382.60 | 45.9% | -1.00 | 0.0000 | -0.143 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.