REGN
$381.32
Regeneron Pharmaceutical
$.54
.14%

Option Analysis for Regeneron Pharmaceutical

-
Options
2.8%
Average
-
Liquidity
Strategies:
Long Calls
Covered Calls
Long Puts
Short Strangle
Options expiring on Friday, February 16, 2018
Calls
Puts
Priced Move
Price
Volume
Open Interest
Strike
Open Interest
Volume
Price
Priced Move
-2.3%
$72.50
1.0
2.0
$300.00
52.0
1.0
$1.80
21.8%
0.6%
$53.70
1.0
6.0
$330.00
62.0
7.0
$5.30
14.8%
1.9%
$48.50
1.0
3.0
$340.00
53.0
9.0
$7.50
12.8%
1.0%
$35.00
4.0
19.0
$350.00
128.0
1.0
$9.60
10.7%
2.1%
$34.50
4.0
4.0
$355.00
60.0
10.0
$11.30
9.9%
3.9%
$36.21
4.0
45.0
$360.00
83.0
3.0
$21.69
11.3%
4.5%
$33.44
1.0
33.0
$365.00
42.0
1.0
$16.55
8.6%
4.8%
$29.80
2.0
75.0
$370.00
130.0
3.0
$26.50
9.9%
5.0%
$25.42
12.0
57.0
$375.00
90.0
1.0
$21.40
7.3%
5.5%
$22.30
62.0
9.0
$380.00
267.0
6.0
$20.83
5.8%
6.2%
$20.08
13.0
30.0
$385.00
128.0
1.0
$22.40
4.9%
7.3%
$19.00
5.0
34.0
$390.00
42.0
3.0
$29.22
5.4%
7.9%
$16.60
3.0
17.0
$395.00
55.0
1.0
$34.70
5.5%
8.4%
$13.50
1.0
210.0
$400.00
164.0
5.0
$34.50
4.1%
9.6%
$13.10
1.0
69.0
$405.00
57.0
2.0
$31.40
2.0%
10.3%
$10.70
10.0
23.0
$410.00
91.0
25.0
$38.60
2.6%
11.3%
$9.40
7.0
22.0
$415.00
7.0
2.0
$48.80
4.0%
12.1%
$7.60
2.0
23.0
$420.00
153.0
1.0
$47.00
2.2%
13.0%
$5.90
3.0
161.0
$425.00
42.0
5.0
$56.00
3.2%
14.1%
$5.00
3.0
237.0
$430.00
88.0
1.0
$51.59
0.8%
15.2%
$4.10
7.0
15.0
$435.00
42.0
5.0
$59.80
1.6%
16.1%
$2.80
53.0
139.0
$440.00
136.0
25.0
$61.97
0.9%
17.8%
$4.30
2.0
38.0
$445.00
5.0
1.0
$63.70
0.0%
18.8%
$3.10
1.0
275.0
$450.00
207.0
1.0
$78.20
2.5%
19.8%
$1.93
1.0
40.0
$455.00
110.0
3.0
$46.70
-7.1%
21.7%
$4.20
6.0
11.0
$460.00
23.0
1.0
$75.90
-0.7%
22.7%
$3.00
1.0
29.0
$465.00
17.0
1.0
$80.30
-0.9%
24.0%
$2.95
2.0
62.0
$470.00
158.0
1.0
$85.73
-0.8%
24.8%
$0.75
1.0
93.0
$475.00
76.0
1.0
$100.58
1.8%
26.1%
$0.70
101.0
114.0
$480.00
20.0
1.0
$94.70
-1.0%
27.5%
$1.05
2.0
36.0
$485.00
11.0
10.0
$43.55
-15.8%
28.6%
$0.50
11.0
62.0
$490.00
3.0
5.0
$61.00
-12.5%
30.2%
$1.50
1.0
4.0
$495.00
30.0
60.0
$47.50
-17.4%
31.3%
$0.50
30.0
188.0
$500.00
2.0
1.0
$136.50
4.7%
32.6%
$0.70
1.0
12.0
$505.00
1.0
2.0
$54.00
-18.3%
33.9%
$0.40
1.0
20.0
$510.00
2.0
20.0
$72.56
-14.7%
36.5%
$0.65
30.0
81.0
$520.00
1.0
3.0
$136.00
-0.7%
39.1%
$0.25
5.0
4.0
$530.00
13.0
3.0
$62.55
-22.6%
42.1%
$1.80
1.0
23.0
$540.00
1.0
1.0
$71.70
-22.8%
44.8%
$7.14
1.0
3.0
$545.00
4.0
4.0
$138.50
-6.6%
44.3%
$0.20
1.0
162.0
$550.00
2.0
1.0
$139.12
-7.8%
49.5%
$0.16
46.0
86.0
$570.00
1.0
1.0
$110.21
-20.6%
50.9%
$0.35
3.0
6.0
$575.00
8.0
1.0
$93.40
-26.3%
52.2%
$0.20
23.0
104.0
$580.00
1.0
1.0
$97.90
-26.4%
57.5%
$0.40
1.0
52.0
$600.00
10.0
10.0
$114.00
-27.5%
83.9%
$1.35
2.0
6.0
$700.00
1.0
1.0
$205.90
-29.6%
Option Activity Ahead of Earnings