REGN chaîne d'options Regeneron Pharmaceuticals, Inc.
Chaque ligne correspond à un strike. La moitié gauche concerne le call, la moitié droite le put. Le bid/ask correspond aux cotations actuelles des acheteurs et vendeurs ; le volume indique les contrats échangés lors de cette séance ; l'open interest représente les contrats en cours. La ligne mise en évidence est la plus proche du cours de l'action.
Cette échéance intègre un mouvement d'environ ±17.9% (645.78–927.08) · ATM IV 34.9% · P/C open interest 1.25
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Offre | Demander | 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 | Offre | Demander | Vol | OI | IV | Δ | Γ | Θ | |
| 389.30 | 398.20 | 42.0% | 0.99 | 0.0001 | 0.000 | 400 | 0 | 4.90 | 12 | 57.9% | -0.01 | 0.0001 | -0.017 | |||
| 379.20 | 388.30 | 33.9% | 0.99 | 0.0001 | 0.000 | 410 | 0 | 4.90 | 7 | 56.1% | -0.01 | 0.0001 | -0.019 | |||
| 370.00 | 378.60 | 41.7% | 0.99 | 0.0001 | 0.000 | 420 | 0 | 4.90 | 44 | 54.3% | -0.01 | 0.0001 | -0.022 | |||
| 360.00 | 368.90 | 39.7% | 0.99 | 0.0001 | 0.000 | 430 | 0 | 4.90 | 72 | 52.5% | -0.01 | 0.0001 | -0.024 | |||
| 350.20 | 359.30 | 1 | 39.6% | 0.99 | 0.0002 | 0.000 | 440 | 0 | 4.90 | 11 | 50.8% | -0.01 | 0.0002 | -0.027 | ||
| 341.00 | 349.60 | 1 | 39.7% | 0.98 | 0.0002 | 0.000 | 450 | 0 | 4.90 | 10 | 49.1% | -0.02 | 0.0002 | -0.030 | ||
| 331.00 | 340.00 | 39.9% | 0.98 | 0.0002 | 0.000 | 460 | 0 | 4.90 | 3 | 47.5% | -0.02 | 0.0002 | -0.033 | |||
| 321.30 | 330.40 | 39.4% | 0.98 | 0.0002 | -0.004 | 470 | 0 | 4.90 | 7 | 45.9% | -0.02 | 0.0002 | -0.037 | |||
| 312.00 | 320.90 | 40.1% | 0.98 | 0.0003 | -0.009 | 480 | 0 | 4.90 | 23 | 44.3% | -0.02 | 0.0003 | -0.041 | |||
| 302.30 | 311.40 | 39.6% | 0.97 | 0.0003 | -0.014 | 490 | 0 | 4.90 | 25 | 42.7% | -0.03 | 0.0003 | -0.045 | |||
| 293.00 | 302.00 | 1 | 39.9% | 0.97 | 0.0003 | -0.019 | 500 | 0.0500 | 8.40 | 16 | 45.8% | -0.03 | 0.0003 | -0.049 | ||
| 284.30 | 292.60 | 2 | 40.7% | 0.97 | 0.0004 | -0.025 | 510 | 0.0500 | 8.60 | 9 | 44.4% | -0.04 | 0.0004 | -0.054 | ||
| 274.30 | 283.30 | 1 | 39.6% | 0.96 | 0.0004 | -0.031 | 520 | 0.0500 | 8.90 | 11 | 43.1% | -0.04 | 0.0004 | -0.059 | ||
| 265.70 | 274.00 | 3 | 40.1% | 0.96 | 0.0005 | -0.037 | 530 | 0.0500 | 9.20 | 23 | 41.9% | -0.05 | 0.0005 | -0.065 | ||
| 255.80 | 264.90 | 4 | 39.2% | 0.95 | 0.0005 | -0.044 | 540 | 0.0500 | 9.50 | 18 | 40.5% | -0.05 | 0.0005 | -0.071 | ||
| 246.70 | 255.80 | 5 | 39.1% | 0.94 | 0.0006 | -0.051 | 550 | 1.30 | 9.80 | 12 | 40.4% | -0.06 | 0.0006 | -0.077 | ||
| 237.70 | 247.00 | 10 | 39.1% | 0.94 | 0.0006 | -0.058 | 560 | 1.00 | 10.00 | 16 | 38.7% | -0.07 | 0.0006 | -0.083 | ||
| 230.20 | 237.90 | 1 | 39.8% | 0.93 | 0.0007 | -0.066 | 570 | 1.95 | 11.00 | 10 | 38.7% | -0.07 | 0.0007 | -0.090 | ||
| 220.80 | 229.00 | 21 | 39.1% | 0.92 | 0.0008 | -0.074 | 580 | 3.10 | 12.00 | 21 | 38.6% | -0.08 | 0.0008 | -0.097 | ||
| 211.80 | 220.00 | 20 | 38.5% | 0.91 | 0.0008 | -0.082 | 590 | 4.20 | 13.00 | 31 | 38.4% | -0.09 | 0.0008 | -0.104 | ||
| 202.70 | 211.00 | 8 | 37.8% | 0.90 | 0.0009 | -0.090 | 600 | 5.50 | 13.90 | 382 | 38.0% | -0.10 | 0.0009 | -0.112 | ||
| 194.20 | 203.00 | 3 | 37.9% | 0.89 | 0.0010 | -0.099 | 610 | 6.70 | 15.00 | 43 | 37.6% | -0.11 | 0.0010 | -0.120 | ||
| 186.30 | 195.00 | 1 | 38.1% | 0.88 | 0.0010 | -0.107 | 620 | 8.30 | 17.00 | 35 | 37.8% | -0.12 | 0.0011 | -0.128 | ||
| 178.00 | 186.00 | 5 | 37.5% | 0.87 | 0.0011 | -0.116 | 630 | 9.90 | 18.00 | 89 | 37.3% | -0.14 | 0.0012 | -0.136 | ||
| 169.70 | 178.00 | 4 | 37.2% | 0.86 | 0.0012 | -0.125 | 640 | 11.60 | 20.00 | 45 | 37.2% | -0.15 | 0.0012 | -0.143 | ||
| 161.70 | 170.00 | 29 | 37.0% | 0.84 | 0.0013 | -0.134 | 650 | 13.50 | 22.00 | 29 | 37.0% | -0.16 | 0.0013 | -0.151 | ||
| 153.90 | 163.00 | 18 | 37.0% | 0.83 | 0.0014 | -0.142 | 660 | 15.70 | 24.00 | 10 | 36.9% | -0.18 | 0.0014 | -0.160 | ||
| 139.00 | 148.00 | 19 | 36.7% | 0.79 | 0.0016 | -0.159 | 680 | 20.20 | 29.00 | 13 | 36.5% | -0.21 | 0.0016 | -0.175 | ||
| 124.50 | 133.00 | 42 | 36.0% | 0.76 | 0.0017 | -0.175 | 700 | 25.50 | 34.00 | 33 | 36.0% | -0.25 | 0.0018 | -0.190 | ||
| 111.40 | 120.00 | 31 | 35.9% | 0.72 | 0.0019 | -0.189 | 720 | 31.90 | 40.00 | 27 | 35.6% | -0.29 | 0.0019 | -0.203 | ||
| 99.90 | 106.70 | 30 | 35.7% | 0.68 | 0.0020 | -0.201 | 740 | 39.10 | 46.90 | 29 | 35.2% | -0.33 | 0.0021 | -0.215 | ||
| 87.00 | 95.00 | 48 | 35.1% | 0.64 | 0.0021 | -0.211 | 760 | 47.30 | 55.00 | 39 | 35.0% | -0.37 | 0.0022 | -0.224 | ||
| 76.80 | 84.10 | 87 | 35.0% | 0.59 | 0.0022 | -0.218 | 780 | 56.50 | 63.90 | 34 | 34.7% | -0.42 | 0.0023 | -0.231 | ||
| 67.20 | 74.60 | 69 | 34.9% | 0.55 | 0.0023 | -0.223 | 800 | 66.50 | 75.00 | 34 | 34.8% | -0.47 | 0.0024 | -0.235 | ||
| 60.70 | 65.50 | 32 | 35.3% | 0.50 | 0.0023 | -0.224 | 820 | 77.70 | 84.90 | 21 | 34.4% | -0.51 | 0.0024 | -0.236 | ||
| 49.60 | 58.00 | 66 | 34.5% | 0.46 | 0.0023 | -0.223 | 840 | 89.60 | 96.80 | 6 | 34.2% | -0.56 | 0.0024 | -0.235 | ||
| 42.80 | 50.40 | 45 | 34.4% | 0.42 | 0.0022 | -0.220 | 860 | 102.50 | 111.00 | 7 | 34.4% | -0.61 | 0.0024 | -0.232 | ||
| 35.90 | 45.00 | 24 | 34.4% | 0.38 | 0.0022 | -0.214 | 880 | 116.10 | 123.80 | 1 | 34.0% | -0.65 | 0.0024 | -0.225 | ||
| 30.20 | 39.00 | 112 | 34.2% | 0.34 | 0.0021 | -0.206 | 900 | 130.60 | 139.10 | 1 | 34.1% | -0.69 | 0.0023 | -0.217 | ||
| 25.20 | 34.70 | 22 | 34.3% | 0.30 | 0.0020 | -0.197 | 920 | 146.00 | 154.80 | 2 | 34.2% | -0.73 | 0.0022 | -0.207 | ||
| 21.80 | 30.40 | 36 | 34.5% | 0.27 | 0.0019 | -0.187 | 940 | 162.10 | 171.70 | 34.4% | -0.77 | 0.0022 | -0.196 | |||
| 18.00 | 26.70 | 53 | 34.5% | 0.24 | 0.0018 | -0.176 | 960 | 179.00 | 188.20 | 34.4% | -0.80 | 0.0020 | -0.185 | |||
| 15.00 | 23.10 | 28 | 34.5% | 0.21 | 0.0017 | -0.165 | 980 | 196.60 | 204.90 | 34.4% | -0.83 | 0.0020 | -0.175 | |||
| 12.00 | 19.60 | 3 | 16 | 34.2% | 0.19 | 0.0016 | -0.154 | 1,000 | 214.40 | 223.10 | 34.7% | -0.86 | 0.0018 | -0.165 | ||
| 11.00 | 18.40 | 25 | 34.3% | 0.18 | 0.0015 | -0.148 | 1,010 | 223.20 | 232.20 | 34.6% | -0.88 | 0.0018 | -0.160 | |||
| 10.00 | 18.60 | 15 | 34.9% | 0.17 | 0.0014 | -0.142 | 1,020 | 232.40 | 242.00 | 35.0% | -0.89 | 0.0018 | -0.155 | |||
| 8.80 | 17.60 | 7 | 34.9% | 0.16 | 0.0014 | -0.137 | 1,030 | 242.00 | 250.50 | 34.8% | -0.90 | 0.0018 | -0.148 | |||
| 7.80 | 16.80 | 4 | 35.0% | 0.15 | 0.0013 | -0.132 | 1,040 | 251.30 | 260.00 | 34.9% | -0.92 | 0.0017 | -0.141 | |||
| 6.40 | 15.70 | 11 | 34.8% | 0.14 | 0.0012 | -0.126 | 1,050 | 261.20 | 269.50 | 35.4% | -0.93 | 0.0017 | -0.139 | |||
| 5.80 | 15.00 | 3 | 35.0% | 0.13 | 0.0012 | -0.121 | 1,060 | 270.60 | 279.50 | 35.8% | -0.94 | 0.0016 | -0.145 | |||
| 5.00 | 14.20 | 3 | 35.0% | 0.12 | 0.0011 | -0.116 | 1,070 | 280.20 | 288.50 | 35.2% | -0.95 | 0.0016 | -0.148 | |||
| 4.10 | 13.60 | 5 | 35.0% | 0.11 | 0.0011 | -0.111 | 1,080 | 290.00 | 298.30 | 35.6% | -0.96 | 0.0016 | -0.147 | |||
| 4.00 | 12.80 | 5 | 35.3% | 0.11 | 0.0010 | -0.106 | 1,090 | 299.50 | 307.90 | 35.1% | -0.97 | 0.0014 | -0.161 | |||
| 3.00 | 12.20 | 7 | 35.2% | 0.10 | 0.0010 | -0.101 | 1,100 | 309.40 | 318.10 | 36.1% | -0.98 | 0.0012 | -0.135 | |||
| 2.35 | 11.70 | 1 | 35.2% | 0.09 | 0.0009 | -0.097 | 1,110 | 319.30 | 327.70 | 35.5% | -0.98 | 0.0010 | -0.094 | |||
| 2.00 | 11.20 | 4 | 35.4% | 0.09 | 0.0009 | -0.092 | 1,120 | 329.20 | 338.00 | 37.4% | -0.99 | 0.0007 | -0.090 | |||
| 1.30 | 10.70 | 3 | 35.3% | 0.08 | 0.0008 | -0.088 | 1,130 | 339.20 | 348.00 | 37.6% | -0.99 | 0.0004 | -0.090 | |||
| 1.00 | 10.00 | 3 | 35.3% | 0.08 | 0.0008 | -0.084 | 1,140 | 349.20 | 358.00 | 38.4% | -1.00 | 0.0002 | -0.090 | |||
| 0.4500 | 9.90 | 5 | 35.5% | 0.07 | 0.0008 | -0.080 | 1,150 | 359.10 | 367.90 | 38.4% | -1.00 | 0.0001 | -0.090 | |||
| 0.1000 | 9.70 | 12 | 35.7% | 0.07 | 0.0007 | -0.077 | 1,160 | 369.00 | 377.90 | 38.8% | -1.00 | 0.0000 | -0.090 | |||
Strikes affichés : dans une fourchette de ±50 % par rapport au prix du sous-jacent. Valeur intrinsèque = max(0, prix − strike) pour les calls, max(0, strike − prix) pour les puts ; valeur extrinsèque = prix de l'option − valeur intrinsèque. Greeks et IV tels que calculés par le flux de la bourse.
Smile de volatilité — Mar 19, 2027
Page volatilité →Volatilité implicite par strike pour cette échéance. Les puts hors de la monnaie affichent généralement une IV plus élevée que les calls — c'est le skew.