REGN
$519.60
Regeneron Pharmaceutical
$12.81
2.53%

Option Analysis for Regeneron Pharmaceutical

0.0%
Options
3.8%
Average
-
Liquidity
Strategies:
Long Calls
Covered Calls
Long Puts
Short Strangle
Options expiring on Friday, August 04, 2017
Calls
Puts
Priced Move
Price
Volume
Open Interest
Strike
Open Interest
Volume
Price
Priced Move
-2.0%
$69.30
1.0
2.0
$440.00
7.0
5.0
$1.94
15.7%
-4.0%
$48.60
2.0
2.0
$450.00
11.0
5.0
$2.70
13.9%
-3.2%
$35.70
2.0
2.0
$467.50
12.0
10.0
$5.00
11.0%
-1.5%
$31.80
1.0
10.0
$480.00
47.0
46.0
$9.40
9.4%
-0.8%
$33.00
1.0
1.0
$482.50
27.0
27.0
$8.63
8.8%
-0.8%
$30.40
4.0
20.0
$485.00
40.0
6.0
$9.33
8.5%
-0.7%
$28.43
3.0
3.0
$487.50
42.0
20.0
$11.35
8.4%
-0.3%
$28.00
80.0
8.0
$490.00
45.0
36.0
$11.35
7.9%
-0.4%
$25.00
2.0
3.0
$492.50
5.0
3.0
$13.90
7.9%
-0.2%
$23.55
6.0
6.0
$495.00
32.0
2.0
$13.60
7.4%
0.3%
$21.14
35.0
118.0
$500.00
5.0
20.0
$15.25
6.7%
0.7%
$20.60
2.0
3.0
$502.50
1.0
3.0
$15.70
6.3%
0.6%
$17.96
10.0
55.0
$505.00
22.0
3.0
$16.90
6.1%
1.3%
$16.10
12.0
28.0
$510.00
1.0
2.0
$19.05
5.5%
1.3%
$11.16
4.0
6.0
$515.00
6.0
12.0
$26.43
6.0%
2.2%
$11.20
22.0
2.0
$520.00
10.0
10.0
$24.29
4.6%
3.1%
$10.50
2.0
133.0
$525.00
10.0
10.0
$29.30
4.6%
3.6%
$8.24
11.0
25.0
$530.00
7.0
2.0
$35.70
4.9%
3.7%
$6.30
2.0
13.0
$532.50
1.0
1.0
$41.52
5.5%
4.6%
$6.20
1.0
2.0
$537.50
1.0
1.0
$45.48
5.3%
5.0%
$5.80
14.0
236.0
$540.00
5.0
1.0
$46.21
5.0%
7.5%
$3.80
1.0
1.0
$555.00
5.0
5.0
$48.80
2.6%
10.1%
$2.24
3.0
3.0
$570.00
10.0
10.0
$67.60
3.3%
11.9%
$1.58
6.0
63.0
$580.00
2.0
4.0
$72.01
2.2%
Option Activity Ahead of Earnings