REGN
$362.01
Regeneron Pharmaceutical
($6.94)
(1.88%)

Option Analysis for Regeneron Pharmaceutical

-
Options
3.6%
Average
-
Liquidity
Strategies:
Long Calls
Covered Calls
Long Puts
Short Strangle
Options expiring on Friday, February 17, 2017
Calls
Puts
Priced Move
Price
Volume
Open Interest
Strike
Open Interest
Volume
Price
Priced Move
-4.1%
$177.05
1.0
1.0
$170.00
4.0
4.0
$1.05
53.3%
15.1%
$231.60
2.0
2.0
$185.00
14.0
1.0
$0.65
49.1%
-4.3%
$146.50
3.0
3.0
$200.00
24.0
1.0
$0.40
44.9%
-3.7%
$98.50
1.0
1.0
$250.00
35.0
1.0
$1.10
31.2%
-3.8%
$83.40
1.0
1.0
$265.00
11.0
1.0
$2.00
27.4%
12.5%
$137.20
1.0
2.0
$270.00
146.0
1.0
$2.40
26.1%
2.6%
$96.50
1.0
1.0
$275.00
19.0
1.0
$2.70
24.8%
-1.7%
$75.70
1.0
2.0
$280.00
106.0
1.0
$3.00
23.5%
16.1%
$135.39
1.0
5.0
$285.00
112.0
1.0
$3.50
22.2%
-0.8%
$69.17
1.0
1.0
$290.00
61.0
1.0
$4.00
21.0%
1.4%
$72.05
2.0
4.0
$295.00
58.0
3.0
$5.40
20.0%
4.3%
$77.45
1.0
4.0
$300.00
130.0
11.0
$5.62
18.7%
24.9%
$147.10
1.0
4.0
$305.00
18.0
1.0
$5.70
17.3%
5.6%
$72.22
2.0
14.0
$310.00
72.0
3.0
$6.90
16.3%
4.1%
$61.84
3.0
5.0
$315.00
130.0
42.0
$5.10
14.4%
10.4%
$79.80
1.0
16.0
$320.00
60.0
1.0
$6.60
13.4%
12.4%
$82.00
5.0
10.0
$325.00
20.0
1.0
$10.60
13.2%
6.9%
$56.90
1.0
55.0
$330.00
76.0
10.0
$11.50
12.0%
2.8%
$37.14
2.0
17.0
$335.00
29.0
10.0
$13.60
11.2%
6.8%
$46.60
1.0
25.0
$340.00
95.0
1.0
$13.80
9.9%
7.6%
$44.60
2.0
24.0
$345.00
15.0
3.0
$30.30
13.1%
7.2%
$38.20
1.0
55.0
$350.00
205.0
8.0
$13.50
7.0%
10.0%
$43.20
2.0
16.0
$355.00
17.0
7.0
$12.80
5.5%
8.6%
$33.00
90.0
98.0
$360.00
139.0
1.0
$22.80
6.9%
8.9%
$29.24
11.0
7.0
$365.00
192.0
4.0
$25.50
6.2%
9.5%
$26.56
22.0
31.0
$370.00
16.0
1.0
$17.77
2.7%
10.3%
$24.16
7.0
9.0
$375.00
147.0
1.0
$27.60
4.0%
12.6%
$27.50
1.0
24.0
$380.00
139.0
2.0
$31.60
3.8%
11.9%
$20.20
101.0
121.0
$385.00
133.0
2.0
$25.12
0.6%
12.5%
$17.20
2.0
44.0
$390.00
82.0
2.0
$37.00
2.5%
15.1%
$21.70
3.0
31.0
$395.00
68.0
31.0
$25.88
-2.0%
14.4%
$14.00
3.0
220.0
$400.00
28.0
2.0
$45.13
2.0%
15.8%
$14.30
1.0
47.0
$405.00
44.0
3.0
$43.90
0.3%
16.7%
$12.50
1.0
49.0
$410.00
47.0
3.0
$47.40
-0.2%
21.8%
$25.80
1.0
27.0
$415.00
53.0
1.0
$56.93
1.1%
18.3%
$8.40
13.0
541.0
$420.00
83.0
3.0
$60.00
0.6%
19.4%
$7.30
104.0
34.0
$425.00
48.0
5.0
$64.24
0.3%
21.5%
$10.00
2.0
55.0
$430.00
23.0
2.0
$52.70
-4.2%
24.4%
$15.35
30.0
59.0
$435.00
6.0
2.0
$35.10
-10.5%
22.9%
$4.90
2.0
60.0
$440.00
16.0
10.0
$39.49
-10.6%
24.1%
$4.30
5.0
98.0
$445.00
23.0
2.0
$58.00
-6.9%
25.4%
$3.80
4.0
88.0
$450.00
18.0
2.0
$42.99
-12.4%
27.0%
$4.70
4.0
18.0
$455.00
30.0
1.0
$46.60
-12.8%
29.4%
$8.60
2.0
17.0
$460.00
30.0
1.0
$53.52
-12.3%
29.6%
$4.07
4.0
46.0
$465.00
3.0
2.0
$51.79
-14.1%
30.5%
$2.40
1.0
38.0
$470.00
7.0
1.0
$70.30
-10.4%
33.1%
$1.85
5.0
56.0
$480.00
15.0
1.0
$57.00
-16.8%
35.7%
$1.25
1.0
44.0
$490.00
12.0
1.0
$72.60
-15.3%
38.5%
$1.55
1.0
232.0
$500.00
4.0
4.0
$81.90
-15.5%
43.8%
$0.55
1.0
59.0
$520.00
1.0
1.0
$122.30
-9.9%
49.3%
$0.40
5.0
377.0
$540.00
1.0
1.0
$96.30
-22.6%
Option Activity Ahead of Earnings