REGN
$467.98
Regeneron Pharmaceutical
$3.96
.85%

Option Analysis for Regeneron Pharmaceutical

-
Options
3.6%
Average
-
Liquidity
Strategies:
Long Calls
Covered Calls
Long Puts
Short Strangle
Options expiring on Friday, November 17, 2017
Calls
Puts
Priced Move
Price
Volume
Open Interest
Strike
Open Interest
Volume
Price
Priced Move
7.9%
$204.80
1.0
4.0
$300.00
16.0
5.0
$0.60
36.0%
0.9%
$167.10
1.0
17.0
$305.00
278.0
2.0
$0.60
35.0%
8.0%
$195.20
1.0
4.0
$310.00
15.0
1.0
$1.20
34.0%
-14.0%
$82.50
8.0
3.0
$320.00
53.0
2.0
$1.45
31.9%
-13.2%
$81.28
3.0
3.0
$325.00
35.0
5.0
$1.20
30.8%
0.3%
$139.60
1.0
27.0
$330.00
12.0
10.0
$1.60
29.8%
6.1%
$161.40
1.0
8.0
$335.00
85.0
10.0
$1.80
28.8%
-0.3%
$126.50
1.0
2.0
$340.00
14.0
1.0
$2.64
27.9%
-2.4%
$111.71
1.0
5.0
$345.00
12.0
10.0
$2.20
26.7%
-6.4%
$88.18
1.0
21.0
$350.00
53.0
10.0
$2.60
25.8%
-2.0%
$103.50
2.0
10.0
$355.00
9.0
2.0
$2.60
24.7%
-3.1%
$93.48
1.0
3.0
$360.00
18.0
13.0
$3.61
23.8%
0.8%
$106.70
1.0
16.0
$365.00
32.0
2.0
$4.60
23.0%
-4.3%
$77.97
1.0
4.0
$370.00
79.0
10.0
$4.45
21.9%
5.9%
$120.50
1.0
7.0
$375.00
207.0
1.0
$6.13
21.2%
3.3%
$103.60
2.0
22.0
$380.00
73.0
1.0
$5.40
20.0%
7.2%
$116.70
2.0
9.0
$385.00
54.0
2.0
$7.10
19.2%
0.9%
$82.08
1.0
8.0
$390.00
45.0
4.0
$8.10
18.4%
1.5%
$80.14
1.0
10.0
$395.00
15.0
2.0
$9.10
17.5%
3.5%
$84.17
2.0
128.0
$400.00
88.0
1.0
$8.00
16.2%
2.7%
$75.40
2.0
28.0
$405.00
32.0
1.0
$10.70
15.7%
2.1%
$68.00
2.0
16.0
$410.00
15.0
2.0
$13.02
15.2%
1.9%
$61.69
3.0
6.0
$415.00
26.0
6.0
$12.40
14.0%
3.0%
$62.00
2.0
16.0
$420.00
43.0
1.0
$12.10
12.8%
10.2%
$90.90
2.0
14.0
$425.00
229.0
2.0
$13.80
12.1%
4.7%
$60.00
2.0
72.0
$430.00
150.0
4.0
$17.10
11.8%
3.8%
$50.80
11.0
23.0
$435.00
11.0
2.0
$15.80
10.4%
4.8%
$50.50
1.0
24.0
$440.00
29.0
1.0
$17.70
9.8%
6.2%
$52.00
1.0
74.0
$445.00
26.0
1.0
$19.20
9.0%
5.9%
$45.66
1.0
54.0
$450.00
133.0
40.0
$21.20
8.4%
6.4%
$43.00
1.0
11.0
$455.00
62.0
25.0
$24.60
8.0%
7.2%
$41.50
50.0
90.0
$460.00
13.0
2.0
$25.20
7.1%
6.0%
$31.20
12.0
145.0
$465.00
35.0
10.0
$30.70
7.2%
7.3%
$32.00
6.0
145.0
$470.00
37.0
4.0
$32.52
6.5%
8.7%
$33.60
11.0
74.0
$475.00
31.0
2.0
$32.60
5.5%
7.8%
$24.40
51.0
135.0
$480.00
33.0
2.0
$33.00
4.5%
8.3%
$22.02
2.0
70.0
$485.00
23.0
10.0
$40.70
5.1%
9.1%
$20.47
3.0
65.0
$490.00
40.0
4.0
$43.64
4.6%
10.5%
$22.18
2.0
140.0
$495.00
39.0
2.0
$48.50
4.6%
10.5%
$17.30
5.0
71.0
$500.00
44.0
5.0
$45.60
2.9%
12.3%
$20.70
1.0
17.0
$505.00
5.0
5.0
$48.80
2.5%
11.9%
$13.70
4.0
15.0
$510.00
17.0
1.0
$52.70
2.3%
13.5%
$16.00
2.0
61.0
$515.00
23.0
1.0
$56.20
2.0%
13.6%
$11.80
3.0
31.0
$520.00
48.0
10.0
$68.55
3.5%
14.3%
$10.00
3.0
33.0
$525.00
7.0
10.0
$72.45
3.3%
15.9%
$12.20
3.0
6.0
$530.00
29.0
1.0
$66.70
1.0%
16.9%
$7.20
4.0
37.0
$540.00
10.0
7.0
$66.40
-1.2%
19.0%
$6.80
2.0
206.0
$550.00
2.0
1.0
$69.80
-2.6%
19.9%
$6.10
1.0
16.0
$555.00
10.0
10.0
$59.20
-5.9%
20.8%
$5.50
3.0
29.0
$560.00
1.0
1.0
$87.40
-1.0%
23.5%
$3.00
13.0
189.0
$575.00
1.0
1.0
$105.90
-0.2%
24.7%
$3.45
1.0
14.0
$580.00
2.0
2.0
$131.10
4.1%
25.8%
$3.63
6.0
8.0
$585.00
6.0
1.0
$115.00
-0.4%
26.7%
$3.10
2.0
7.0
$590.00
5.0
5.0
$116.50
-1.2%
29.0%
$3.50
3.0
109.0
$600.00
1.0
1.0
$116.20
-3.4%
45.4%
$0.50
24.0
23.0
$680.00
1.0
1.0
$187.30
-5.3%
Option Activity Ahead of Earnings