REGN
$371.18
Regeneron Pharmaceutical
($1.84)
(.49%)

Option Analysis for Regeneron Pharmaceutical

-
Options
3.4%
Average
-
Liquidity
Strategies:
Long Calls
Covered Calls
Long Puts
Short Strangle
Options expiring on Friday, May 19, 2017
Calls
Puts
Priced Move
Price
Volume
Open Interest
Strike
Open Interest
Volume
Price
Priced Move
-2.1%
$113.50
1.0
1.0
$250.00
18.0
10.0
$0.69
32.8%
1.0%
$100.00
1.0
1.0
$275.00
17.0
1.0
$1.80
26.4%
-1.5%
$85.50
2.0
2.0
$280.00
18.0
2.0
$2.16
25.1%
1.4%
$86.20
1.0
4.0
$290.00
62.0
2.0
$3.10
22.7%
-1.2%
$71.81
1.0
10.0
$295.00
194.0
12.0
$3.67
21.5%
2.2%
$79.20
1.0
113.0
$300.00
195.0
1.0
$4.05
20.3%
-0.7%
$63.70
3.0
13.0
$305.00
125.0
2.0
$4.80
19.1%
2.4%
$70.00
2.0
13.0
$310.00
177.0
4.0
$5.60
18.0%
3.7%
$70.00
1.0
9.0
$315.00
68.0
11.0
$6.30
16.8%
3.4%
$63.70
5.0
18.0
$320.00
100.0
8.0
$7.40
15.8%
4.1%
$61.48
1.0
27.0
$325.00
142.0
3.0
$8.20
14.7%
3.2%
$52.90
1.0
15.0
$330.00
96.0
15.0
$7.40
13.1%
5.0%
$54.75
5.0
23.0
$335.00
49.0
9.0
$11.00
12.7%
3.7%
$45.00
10.0
39.0
$340.00
101.0
4.0
$10.64
11.3%
4.6%
$43.40
7.0
47.0
$345.00
179.0
2.0
$14.70
11.0%
4.6%
$38.18
11.0
132.0
$350.00
759.0
6.0
$15.90
10.0%
5.4%
$36.30
3.0
140.0
$355.00
108.0
5.0
$17.02
8.9%
5.6%
$31.90
2.0
608.0
$360.00
92.0
6.0
$20.40
8.5%
6.5%
$30.20
27.0
152.0
$365.00
204.0
5.0
$21.27
7.4%
6.7%
$26.06
25.0
348.0
$370.00
37.0
31.0
$23.90
6.8%
7.7%
$24.76
3.0
77.0
$375.00
145.0
52.0
$26.90
6.2%
8.2%
$21.72
4.0
147.0
$380.00
82.0
2.0
$28.94
5.4%
9.1%
$19.90
6.0
59.0
$385.00
36.0
11.0
$33.00
5.2%
9.8%
$17.60
3.0
143.0
$390.00
24.0
1.0
$34.90
4.3%
10.7%
$15.80
1.0
57.0
$395.00
11.0
3.0
$38.60
4.0%
11.5%
$13.98
1.0
175.0
$400.00
81.0
9.0
$34.10
1.4%
12.6%
$12.90
2.0
51.0
$405.00
39.0
4.0
$41.90
2.2%
13.5%
$11.20
8.0
60.0
$410.00
21.0
1.0
$44.60
1.6%
14.3%
$9.24
5.0
33.0
$415.00
7.0
1.0
$48.90
1.4%
15.4%
$8.30
4.0
128.0
$420.00
7.0
1.0
$56.20
2.0%
16.4%
$7.00
16.0
127.0
$425.00
39.0
2.0
$59.10
1.4%
17.6%
$6.60
31.0
75.0
$430.00
25.0
1.0
$61.60
0.7%
18.7%
$5.70
1.0
31.0
$435.00
18.0
1.0
$74.41
2.9%
20.2%
$6.20
38.0
77.0
$440.00
20.0
5.0
$70.20
0.4%
21.1%
$4.50
1.0
91.0
$445.00
42.0
2.0
$75.29
0.4%
22.2%
$3.60
8.0
148.0
$450.00
23.0
1.0
$74.90
-1.1%
23.5%
$3.50
7.0
69.0
$455.00
8.0
2.0
$91.90
2.2%
24.6%
$2.65
2.0
34.0
$460.00
13.0
8.0
$87.80
-0.3%
26.0%
$2.60
3.0
16.0
$465.00
51.0
1.0
$118.50
6.6%
27.2%
$2.00
2.0
37.0
$470.00
4.0
5.0
$95.20
-1.0%
28.5%
$1.85
4.0
17.0
$475.00
4.0
1.0
$90.00
-3.7%
29.7%
$1.47
11.0
49.0
$480.00
12.0
1.0
$104.38
-1.2%
31.0%
$1.36
1.0
12.0
$485.00
4.0
3.0
$92.50
-5.7%
32.3%
$0.92
1.0
9.0
$490.00
5.0
2.0
$95.90
-6.2%
33.6%
$0.95
8.0
72.0
$495.00
6.0
5.0
$99.50
-6.6%
34.9%
$0.75
7.0
312.0
$500.00
38.0
2.0
$138.70
2.7%
Option Activity Ahead of Earnings