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Regeneron Pharmaceuticals Inc REGN 902.9 -27.77 -2.98%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.353
Put Call Ratio (OI)
0.993
Put Call Ratio (Vol)
1.48
IV Rank
42.5
IV Percentile
53.9
Max pain
835

Gamma exposure (2026-11-05)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
1.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-876.3
876.3
View values by strike
REGN · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
260.00 11.4 -419
270.00 0 -327
280.00 -5.21e-5 -22.9 K
290.00 192 -959
300.00 1.08 K -2.38 K
310.00 105 -4.11 K
320.00 260 -2.73 K
330.00 92.7 -12.9 K
340.00 192 -2.05 K
350.00 719 -3.4 K
360.00 154 -28.6 K
370.00 1.11 K -3.89 K
380.00 823 -7.66 K
390.00 545 -9.59 K
400.00 2.25 K -18.3 K
410.00 586 -14.7 K
420.00 1.06 K -21.7 K
430.00 393 -9.41 K
440.00 269 -12.4 K
450.00 2.55 K -17.2 K
460.00 1.78 K -14.8 K
470.00 607 -23.7 K
480.00 1.84 K -24.2 K
490.00 719 -146 K
500.00 6.98 K -174 K
510.00 2.05 K -15.5 K
515.00 0 -340
520.00 2.64 K -52.5 K
525.00 0 -747
530.00 4.62 K -25.8 K
535.00 0 -407
540.00 5.14 K -31.4 K
550.00 11.3 K -48.6 K
555.00 0 -108
560.00 6.96 K -28.1 K
565.00 381 0
570.00 7.73 K -30.6 K
575.00 129 -3.37 K
580.00 14 K -89.9 K
585.00 459 -134
590.00 13.9 K -54.2 K
595.00 296 -853
600.00 28.4 K -251 K
605.00 104 -606
610.00 11.4 K -44.3 K
615.00 0 -2.39 K
620.00 11.5 K -81.6 K
625.00 0 -1.26 K
630.00 16.2 K -91 K
635.00 0 -2.08 K
640.00 33.5 K -72.5 K
645.00 0 -1.56 K
650.00 60.6 K -150 K
655.00 474 -4.64 K
660.00 40 K -110 K
665.00 7.11 K -6.56 K
670.00 14.5 K -93.6 K
675.00 4.04 K -2 K
680.00 52.9 K -155 K
685.00 1.1 K -4.54 K
690.00 37 K -35.1 K
695.00 2.3 K -5.95 K
700.00 250 K -611 K
705.00 3.76 K -3.37 K
710.00 15.8 K -34.8 K
715.00 3.91 K -21.7 K
720.00 284 K -433 K
725.00 9.33 K -24.4 K
730.00 24.7 K -71.5 K
735.00 2.54 K -6.78 K
740.00 505 K -501 K
745.00 17.3 K -12.5 K
750.00 111 K -413 K
755.00 18.3 K -5.82 K
760.00 364 K -586 K
765.00 9.51 K -11.4 K
770.00 77.3 K -60.2 K
775.00 4.35 K -12.9 K
780.00 977 K -900 K
785.00 76.8 K -12.6 K
790.00 355 K -463 K
792.50 1.5 K 0
795.00 156 K -45.3 K
797.50 3.01 K 0
800.00 1.14 M -446 K
802.50 0 -1.61 K
805.00 30.1 K -21.5 K
807.50 0 -1.17 K
810.00 251 K -184 K
812.50 1.23 K 0
815.00 55.9 K -14.2 K
817.50 0 -9.09 K
820.00 751 K -1.35 M
822.50 1.39 K -1.45 K
825.00 52.1 K -28.8 K
827.50 2.16 K -31 K
830.00 194 K -82.1 K
835.00 693 K -16.2 K
840.00 1.04 M -522 K
845.00 25.6 K -29.4 K
850.00 438 K -71.4 K
855.00 93.2 K -20.3 K
860.00 805 K -300 K
865.00 48.1 K -154 K
870.00 163 K -103 K
875.00 27.4 K -33.8 K
880.00 4.25 M -371 K
885.00 43.7 K -179 K
890.00 476 K -196 K
895.00 25.4 K -1.57 M
900.00 3.34 M -626 K
905.00 58.5 K -50.8 K
910.00 927 K -106 K
915.00 345 K -60.5 K
920.00 1.2 M -609 K
925.00 63.8 K -2.03 M
930.00 531 K -343 K
935.00 152 K -155 K
940.00 733 K -221 K
945.00 97.7 K -24.9 K
950.00 666 K -289 K
955.00 67.8 K -8 K
960.00 1.11 M -269 K
965.00 52.1 K -17.7 K
970.00 315 K -200 K
975.00 30.5 K -12.5 K
980.00 893 K -39.3 K
985.00 10.5 K -153 K
990.00 102 K 0
995.00 4.71 K 0
1000.00 2.99 M -17.1 K
1010.00 171 K -23.4 K
1020.00 443 K -3.72 K
1030.00 76.4 K -15.5 K
1040.00 376 K -2.55 K
1050.00 70 K -185 K
1060.00 149 K -16.2 K
1070.00 39.9 K 0
1080.00 338 K -2.3 K
1090.00 9.58 K 0
1100.00 1.25 M 0
1110.00 4.06 K -91.5 K
1120.00 361 K 0
1130.00 79.9 K -62.5 K
1140.00 481 K -3.75 K
1150.00 19.9 K 0
1160.00 128 K 0
1170.00 5.34 K 0
1180.00 161 K 0
1200.00 331 K -1.7 K
1220.00 30.8 K 0
1240.00 55.6 K -654
1260.00 29 K 0
1280.00 7.23 K -589
1300.00 13.9 K 0
1320.00 1.6 K 0
1340.00 575 0
1360.00 726 0
1720.00 11.5 K 0
1780.00 12.7 K 0