REGN Optionskette Regeneron Pharmaceuticals, Inc.
Jede Zeile entspricht einem Strike. Die linke Hälfte zeigt den Call, die rechte den Put. Geld-/Briefkurs sind die aktuellen Quotes von Käufern und Verkäufern; Volumen sind die in dieser Sitzung gehandelten Kontrakte; Open Interest sind die offenen Kontrakte. Die hervorgehobene Zeile liegt dem Aktienkurs am nächsten.
Dieser Verfallstermin preist einen Move von etwa ±21.4% (614.30–949.70) · ATM IV 35.2% · P/C Open Interest 7.20
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Geldkurs | Fragen | 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 | Geldkurs | Fragen | Vol | OI | IV | Δ | Γ | Θ | |
| 332.00 | 340.70 | 40.0% | 0.97 | 0.0003 | 0.000 | 460 | 0.0500 | 8.20 | 44.2% | -0.03 | 0.0003 | -0.041 | ||||
| 323.00 | 331.40 | 39.6% | 0.97 | 0.0003 | 0.000 | 470 | 0.0500 | 8.40 | 43.0% | -0.04 | 0.0003 | -0.045 | ||||
| 313.20 | 322.10 | 39.3% | 0.96 | 0.0003 | 0.000 | 480 | 0.1000 | 8.60 | 41.8% | -0.04 | 0.0003 | -0.049 | ||||
| 304.00 | 312.70 | 38.9% | 0.96 | 0.0004 | 0.000 | 490 | 0.6000 | 8.90 | 41.1% | -0.04 | 0.0004 | -0.053 | ||||
| 295.00 | 303.60 | 38.9% | 0.95 | 0.0004 | 0.000 | 500 | 0.0500 | 9.20 | 39.4% | -0.05 | 0.0004 | -0.057 | ||||
| 277.00 | 285.80 | 38.8% | 0.94 | 0.0005 | -0.006 | 520 | 1.10 | 10.10 | 38.3% | -0.06 | 0.0005 | -0.066 | ||||
| 259.00 | 268.00 | 38.1% | 0.93 | 0.0006 | -0.019 | 540 | 3.00 | 12.00 | 38.1% | -0.07 | 0.0006 | -0.076 | ||||
| 242.00 | 250.70 | 38.0% | 0.91 | 0.0007 | -0.034 | 560 | 5.20 | 14.60 | 2 | 38.1% | -0.09 | 0.0007 | -0.086 | |||
| 225.00 | 233.90 | 37.7% | 0.90 | 0.0008 | -0.049 | 580 | 7.90 | 17.00 | 37.6% | -0.11 | 0.0008 | -0.098 | ||||
| 209.00 | 218.20 | 37.8% | 0.88 | 0.0009 | -0.064 | 600 | 11.20 | 20.80 | 1 | 37.7% | -0.13 | 0.0009 | -0.109 | |||
| 193.10 | 202.10 | 37.3% | 0.85 | 0.0010 | -0.079 | 620 | 14.90 | 24.00 | 37.2% | -0.15 | 0.0011 | -0.120 | ||||
| 178.00 | 186.90 | 37.1% | 0.83 | 0.0012 | -0.094 | 640 | 19.50 | 28.90 | 37.2% | -0.18 | 0.0012 | -0.132 | ||||
| 163.00 | 172.80 | 37.1% | 0.80 | 0.0013 | -0.108 | 660 | 24.50 | 33.80 | 41 | 36.9% | -0.21 | 0.0013 | -0.143 | |||
| 153.00 | 161.90 | 36.7% | 0.78 | 0.0014 | -0.118 | 675 | 28.60 | 37.40 | 36.5% | -0.23 | 0.0014 | -0.150 | ||||
| 149.20 | 159.00 | 2 | 36.7% | 0.77 | 0.0014 | -0.122 | 680 | 29.90 | 39.00 | 20 | 36.4% | -0.24 | 0.0014 | -0.153 | ||
| 146.20 | 155.60 | 36.7% | 0.76 | 0.0014 | -0.125 | 685 | 31.50 | 40.60 | 36.4% | -0.25 | 0.0015 | -0.155 | ||||
| 142.50 | 152.00 | 36.6% | 0.76 | 0.0015 | -0.128 | 690 | 33.20 | 41.90 | 5 | 36.3% | -0.25 | 0.0015 | -0.158 | |||
| 139.20 | 148.90 | 36.5% | 0.75 | 0.0015 | -0.131 | 695 | 34.70 | 43.80 | 36.3% | -0.26 | 0.0016 | -0.160 | ||||
| 136.00 | 145.70 | 36.4% | 0.74 | 0.0015 | -0.134 | 700 | 36.50 | 45.00 | 36.2% | -0.27 | 0.0016 | -0.162 | ||||
| 133.00 | 142.00 | 36.3% | 0.73 | 0.0015 | -0.137 | 705 | 38.20 | 47.00 | 36.2% | -0.28 | 0.0016 | -0.165 | ||||
| 129.40 | 139.00 | 36.1% | 0.72 | 0.0016 | -0.140 | 710 | 39.80 | 48.70 | 36.1% | -0.29 | 0.0016 | -0.167 | ||||
| 126.20 | 135.90 | 36.1% | 0.71 | 0.0016 | -0.143 | 715 | 41.70 | 50.00 | 35.9% | -0.30 | 0.0017 | -0.169 | ||||
| 123.10 | 133.00 | 36.1% | 0.71 | 0.0016 | -0.146 | 720 | 43.50 | 52.00 | 35.9% | -0.31 | 0.0017 | -0.171 | ||||
| 120.20 | 130.00 | 36.0% | 0.70 | 0.0016 | -0.148 | 725 | 45.40 | 54.00 | 35.8% | -0.31 | 0.0017 | -0.173 | ||||
| 117.20 | 126.70 | 1 | 35.9% | 0.69 | 0.0017 | -0.151 | 730 | 47.40 | 56.00 | 3 | 35.8% | -0.32 | 0.0017 | -0.174 | ||
| 114.20 | 123.90 | 35.9% | 0.68 | 0.0017 | -0.153 | 735 | 49.30 | 58.00 | 35.8% | -0.33 | 0.0018 | -0.176 | ||||
| 111.30 | 121.00 | 35.8% | 0.67 | 0.0017 | -0.156 | 740 | 51.40 | 60.00 | 35.7% | -0.34 | 0.0018 | -0.178 | ||||
| 108.40 | 118.00 | 2 | 35.7% | 0.66 | 0.0017 | -0.158 | 745 | 53.40 | 62.00 | 35.6% | -0.35 | 0.0018 | -0.179 | |||
| 105.60 | 115.00 | 35.6% | 0.65 | 0.0018 | -0.160 | 750 | 55.60 | 64.00 | 35.5% | -0.36 | 0.0018 | -0.181 | ||||
| 103.00 | 112.40 | 35.5% | 0.64 | 0.0018 | -0.162 | 755 | 57.70 | 66.00 | 35.4% | -0.37 | 0.0019 | -0.182 | ||||
| 100.10 | 109.80 | 35.5% | 0.63 | 0.0018 | -0.164 | 760 | 59.80 | 68.40 | 35.4% | -0.38 | 0.0019 | -0.183 | ||||
| 97.50 | 107.00 | 35.5% | 0.63 | 0.0018 | -0.166 | 765 | 62.20 | 71.00 | 35.4% | -0.39 | 0.0019 | -0.184 | ||||
| 95.40 | 104.00 | 1 | 35.4% | 0.62 | 0.0018 | -0.168 | 770 | 64.50 | 73.00 | 35.3% | -0.40 | 0.0019 | -0.185 | |||
| 92.20 | 101.70 | 35.3% | 0.61 | 0.0018 | -0.169 | 775 | 66.70 | 75.00 | 35.1% | -0.41 | 0.0019 | -0.186 | ||||
| 89.40 | 99.00 | 35.2% | 0.60 | 0.0018 | -0.171 | 780 | 69.20 | 77.80 | 35.2% | -0.42 | 0.0020 | -0.187 | ||||
| 87.20 | 96.90 | 1 | 35.2% | 0.59 | 0.0018 | -0.172 | 785 | 71.60 | 80.00 | 35.0% | -0.43 | 0.0020 | -0.188 | |||
| 84.70 | 94.00 | 35.1% | 0.58 | 0.0019 | -0.173 | 790 | 74.30 | 82.60 | 35.0% | -0.44 | 0.0020 | -0.189 | ||||
| 82.40 | 92.00 | 35.2% | 0.57 | 0.0019 | -0.175 | 795 | 76.90 | 85.00 | 34.9% | -0.45 | 0.0020 | -0.189 | ||||
| 80.10 | 89.80 | 35.2% | 0.56 | 0.0019 | -0.176 | 800 | 79.60 | 88.00 | 35.0% | -0.46 | 0.0020 | -0.190 | ||||
| 77.90 | 87.00 | 35.0% | 0.55 | 0.0019 | -0.177 | 805 | 82.30 | 90.00 | 34.8% | -0.47 | 0.0020 | -0.190 | ||||
| 75.70 | 85.00 | 35.0% | 0.54 | 0.0019 | -0.177 | 810 | 85.00 | 93.00 | 34.8% | -0.48 | 0.0020 | -0.190 | ||||
| 73.60 | 83.00 | 35.1% | 0.53 | 0.0019 | -0.178 | 815 | 88.00 | 96.00 | 34.8% | -0.49 | 0.0020 | -0.190 | ||||
| 71.70 | 81.00 | 35.1% | 0.52 | 0.0019 | -0.179 | 820 | 90.80 | 99.00 | 34.9% | -0.50 | 0.0021 | -0.190 | ||||
| 69.70 | 79.00 | 35.1% | 0.52 | 0.0019 | -0.179 | 825 | 93.80 | 101.00 | 34.6% | -0.51 | 0.0021 | -0.190 | ||||
| 67.70 | 77.00 | 35.1% | 0.51 | 0.0019 | -0.180 | 830 | 96.80 | 104.00 | 34.6% | -0.52 | 0.0021 | -0.190 | ||||
| 65.80 | 75.00 | 1 | 35.0% | 0.50 | 0.0019 | -0.180 | 835 | 99.90 | 108.00 | 34.8% | -0.53 | 0.0021 | -0.190 | |||
| 64.00 | 73.00 | 35.0% | 0.49 | 0.0019 | -0.180 | 840 | 102.90 | 111.00 | 34.8% | -0.54 | 0.0021 | -0.190 | ||||
| 62.10 | 71.00 | 35.0% | 0.48 | 0.0019 | -0.180 | 845 | 106.10 | 114.00 | 34.8% | -0.55 | 0.0021 | -0.189 | ||||
| 60.40 | 69.00 | 34.9% | 0.47 | 0.0019 | -0.180 | 850 | 109.30 | 117.00 | 34.7% | -0.56 | 0.0021 | -0.189 | ||||
| 58.60 | 67.00 | 34.9% | 0.46 | 0.0019 | -0.180 | 855 | 112.50 | 120.00 | 34.7% | -0.57 | 0.0021 | -0.188 | ||||
| 56.80 | 65.60 | 35.0% | 0.45 | 0.0019 | -0.180 | 860 | 115.80 | 123.00 | 34.6% | -0.58 | 0.0021 | -0.187 | ||||
| 55.30 | 64.00 | 35.0% | 0.45 | 0.0019 | -0.180 | 865 | 119.30 | 127.00 | 34.8% | -0.59 | 0.0021 | -0.186 | ||||
| 53.60 | 62.00 | 34.9% | 0.44 | 0.0019 | -0.180 | 870 | 122.30 | 130.00 | 34.6% | -0.59 | 0.0021 | -0.185 | ||||
| 52.00 | 61.00 | 35.0% | 0.43 | 0.0019 | -0.179 | 875 | 125.90 | 134.00 | 34.8% | -0.60 | 0.0021 | -0.184 | ||||
| 50.50 | 59.00 | 34.9% | 0.42 | 0.0019 | -0.179 | 880 | 129.10 | 137.00 | 34.6% | -0.61 | 0.0021 | -0.183 | ||||
| 44.50 | 53.00 | 2 | 34.9% | 0.39 | 0.0018 | -0.176 | 900 | 143.30 | 151.20 | 34.6% | -0.65 | 0.0021 | -0.178 | |||
| 39.10 | 48.00 | 35.0% | 0.36 | 0.0018 | -0.172 | 920 | 158.60 | 166.00 | 34.7% | -0.69 | 0.0020 | -0.172 | ||||
| 34.20 | 43.00 | 34.9% | 0.33 | 0.0017 | -0.167 | 940 | 173.60 | 182.00 | 34.7% | -0.72 | 0.0020 | -0.164 | ||||
| 29.80 | 39.00 | 35.0% | 0.30 | 0.0017 | -0.162 | 960 | 189.60 | 198.00 | 34.6% | -0.75 | 0.0019 | -0.155 | ||||
| 25.90 | 35.00 | 35.0% | 0.27 | 0.0016 | -0.156 | 980 | 206.20 | 215.00 | 34.8% | -0.78 | 0.0019 | -0.146 | ||||
| 22.60 | 32.00 | 35.1% | 0.25 | 0.0015 | -0.149 | 1,000 | 223.50 | 232.00 | 34.8% | -0.81 | 0.0018 | -0.138 | ||||
| 19.50 | 28.90 | 35.2% | 0.23 | 0.0014 | -0.142 | 1,020 | 241.50 | 250.00 | 35.2% | -0.84 | 0.0018 | -0.128 | ||||
| 16.90 | 26.00 | 35.2% | 0.21 | 0.0014 | -0.135 | 1,040 | 259.50 | 268.00 | 35.4% | -0.86 | 0.0017 | -0.120 | ||||
| 14.60 | 24.00 | 35.5% | 0.19 | 0.0013 | -0.128 | 1,060 | 277.30 | 286.00 | 35.1% | -0.88 | 0.0016 | -0.113 | ||||
| 12.60 | 21.90 | 35.6% | 0.17 | 0.0012 | -0.121 | 1,080 | 296.30 | 305.00 | 35.5% | -0.91 | 0.0016 | -0.104 | ||||
| 10.80 | 20.00 | 35.7% | 0.16 | 0.0011 | -0.115 | 1,100 | 315.60 | 324.00 | 35.9% | -0.93 | 0.0016 | -0.089 | ||||
| 9.30 | 18.00 | 35.8% | 0.14 | 0.0010 | -0.108 | 1,120 | 334.70 | 343.00 | 35.8% | -0.95 | 0.0016 | -0.079 | ||||
| 8.00 | 17.00 | 36.2% | 0.13 | 0.0010 | -0.102 | 1,140 | 354.30 | 362.00 | 35.1% | -0.97 | 0.0014 | -0.097 | ||||
| 6.90 | 15.00 | 36.1% | 0.12 | 0.0009 | -0.096 | 1,160 | 374.00 | 382.90 | 37.4% | -0.98 | 0.0010 | -0.111 | ||||
Angezeigte Strikes: innerhalb von ±50 % des Basiswertpreises. Innerer Wert = max(0, Kurs − Strike) bei Calls, max(0, Strike − Kurs) bei Puts; Zeitwert = Optionspreis − innerer Wert. Greeks und IV gemäß Berechnung des Börsendatenfeeds.
Volatility Smile — May 21, 2027
Volatilitätsseite →Implizite Volatilität je Strike für diesen Verfallstermin. Out-of-the-money-Puts werden in der Regel mit höherer IV bepreist als Calls — der Skew.