Regeneron Pharmaceuticals REGN
$904.35 +$1.45 (+0.16%)
Market closed · Nov 7, 9:50 pm ET · Last extended-hours $900.00 -0.48%
Open$887.22
Prev close$902.90
Day range$887.04 – $911.64
Volume1.12M
Market cap$93.55B
P/E (TTM)20.0
Dividend yield0.41%
Average implied volatility across the listed chain right now: 40%. Implied volatility measures how big a price swing the options market is pricing in — there is no fixed “normal” level, it varies a lot by stock.
Open interest by strike
Nearest listed expiry only. Calls above the line, puts below — clusters mark strikes where the market has built up the most open positions.
Implied volatility by strike
The “volatility smile”: strikes far from the current price often price in richer implied volatility than at-the-money strikes.
Calls
| Expiry | Strike | Last | Bid/Ask | Volume | Open interest | IV |
|---|---|---|---|---|---|---|
| 13 Nov 2026 | $905.00 | $20.11 | $14.70/$23.00 | 0 | 0 | 41% |
| 13 Nov 2026 | $900.00 | $23.01 | $17.50/$26.00 | 4 | 3 | 41% |
| 13 Nov 2026 | $910.00 | $14.00 | $12.10/$20.70 | 1 | 5 | 40% |
| 13 Nov 2026 | $895.00 | $25.01 | $20.30/$29.00 | 0 | 1 | 42% |
| 13 Nov 2026 | $915.00 | $14.00 | $9.70/$17.40 | 1 | 1 | 39% |
| 13 Nov 2026 | $890.00 | $28.09 | $23.30/$31.90 | 0 | 5 | 42% |
| 13 Nov 2026 | $920.00 | $13.95 | $7.60/$16.30 | 0 | 6 | 40% |
| 13 Nov 2026 | $885.00 | $31.17 | $26.50/$35.00 | 0 | 0 | 42% |
| 13 Nov 2026 | $925.00 | $11.78 | $5.80/$14.50 | 1 | 1 | 39% |
| 13 Nov 2026 | $880.00 | $34.25 | $30.00/$38.50 | 0 | 8 | 42% |
| 13 Nov 2026 | $930.00 | $10.92 | $4.20/$12.30 | 0 | 1 | 38% |
| 13 Nov 2026 | $875.00 | $37.84 | $33.60/$42.00 | 0 | 0 | 42% |
| 13 Nov 2026 | $935.00 | $9.41 | $2.95/$11.60 | 0 | 3 | 39% |
| 13 Nov 2026 | $937.50 | $8.66 | $2.35/$11.00 | 0 | 0 | 39% |
| 13 Nov 2026 | $870.00 | $45.00 | $37.80/$46.00 | 3 | 1 | 43% |
Puts
| Expiry | Strike | Last | Bid/Ask | Volume | Open interest | IV |
|---|---|---|---|---|---|---|
| 13 Nov 2026 | $905.00 | $21.48 | $14.00/$22.00 | 0 | 0 | 39% |
| 13 Nov 2026 | $900.00 | $15.13 | $11.70/$20.00 | 4 | 108 | 39% |
| 13 Nov 2026 | $910.00 | $21.20 | $16.60/$25.00 | 8 | 3 | 39% |
| 13 Nov 2026 | $895.00 | $16.38 | $9.50/$18.00 | 0 | 1 | 40% |
| 13 Nov 2026 | $915.00 | $27.18 | $19.80/$26.60 | 0 | 2 | 38% |
| 13 Nov 2026 | $890.00 | $14.46 | $7.70/$16.00 | 0 | 1 | 40% |
| 13 Nov 2026 | $920.00 | $30.34 | $23.30/$29.20 | 0 | 5 | 38% |
| 13 Nov 2026 | $885.00 | $12.54 | $5.90/$14.60 | 0 | 1 | 40% |
| 13 Nov 2026 | $925.00 | $33.82 | $25.90/$32.40 | 0 | 2 | 37% |
| 13 Nov 2026 | $880.00 | $10.62 | $4.40/$13.00 | 0 | 1 | 41% |
| 13 Nov 2026 | $930.00 | $37.32 | $28.90/$35.80 | 0 | 5 | 36% |
| 13 Nov 2026 | $875.00 | $9.22 | $3.00/$11.80 | 0 | 1 | 41% |
| 13 Nov 2026 | $935.00 | $40.82 | $32.30/$40.30 | 0 | 4 | 37% |
| 13 Nov 2026 | $937.50 | $42.57 | $34.20/$42.60 | 0 | 0 | 37% |
| 13 Nov 2026 | $870.00 | $6.00 | $1.95/$10.60 | 1 | 2 | 41% |
Open interest = contracts currently outstanding (not yet closed out). Higher open interest generally means a strike/expiry is more actively traded and easier to get in and out of.
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