Regeneron Pharmaceuticals, Inc. options tape
Read from CBOE's delayed chain on 23 September 2026, with Regeneron Pharmaceuticals, Inc. at $800.00: open interest within 90 days was 9,942 call and 6,927 put contracts, a put/call ratio of 0.7; the day's volume was 433 calls and 279 puts (0.64). The most call open interest sits at the $1,100.00 strike (1,108 contracts) and the most put open interest at $280.00 (526). The at-the-money straddle for 25 September 2026, 2 days out, was priced at 2.6% of spot. For 16 October 2026, implied volatility was 30.0% at the put 5% below spot and 28.2% at the call 5% above, +1.8 points.
Where the open interest sits
| Side | Strike | Open interest |
|---|---|---|
| Calls | $1,100.00 | 1,108 |
| Puts | $280.00 | 526 |
The strike with the most open interest on each side, across expiries within 90 days.
Strikes where the day's volume was at least twice the open interest
| Contract | Volume | Open interest before | Premium traded |
|---|---|---|---|
| 16 October 2026 call at $805.00 | 205 | 22 | $453,050 |
Volume of at least 200 contracts and at least twice the open interest, with at least $25,000 of premium at the mid; contracts expiring the same day are left out. Premium is mid price times volume times 100.
Source
CBOE delayed quotes for REGN, the free 15-minute-delayed chain, read once a day. Figures describe positioning; they are not a forecast.
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