Regeneron Pharmaceuticals Inc. (REGN) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Regeneron Pharmaceuticals...

NASDAQ: REGN · Real-Time Price · USD
600.00
0.00 (0.00%)
At close: Oct 03, 2025, 3:59 PM
603.00
0.50%
After-hours: Oct 03, 2025, 07:29 PM EDT

Regeneron Pharmaceuticals Greeks

Delta, Gamma, Theta, and Vega Greek Charts for REGN options.

Delta Table

Strike Price Delta Gamma Theta Vega
350.00 0.8811 0.0010 -3.9995 0.1863
360.00 0.8752 0.0010 -3.986 0.1934
370.00 0.8691 0.0012 -3.9626 0.2005
380.00 0.8684 0.0012 -3.7211 0.2011
390.00 0.8586 0.0014 -3.7767 0.2132
400.00 0.8500 0.0015 -3.7875 0.2230
410.00 0.8486 0.0016 -3.5722 0.2239
420.00 0.8353 0.0018 -3.6638 0.2390
430.00 0.8271 0.0019 -3.5933 0.2478
440.00 0.8163 0.0021 -3.5731 0.2589
450.00 0.8104 0.0023 -3.3876 0.2654
460.00 0.8339 0.0021 -2.8549 0.2244
470.00 0.7905 0.0029 -3.1945 0.2844
480.00 0.7709 0.0033 -3.2013 0.3046
490.00 0.7601 0.0037 -3.0746 0.3124
500.00 0.7996 0.0031 -2.4172 0.2497
505.00 0.7285 0.0046 -3.0105 0.3403
510.00 0.7196 0.0049 -2.932 0.3477
515.00 0.7066 0.0053 -2.9097 0.3582
520.00 0.6934 0.0057 -2.8674 0.3686
525.00 0.6814 0.0062 -2.7691 0.3789
530.00 0.7034 0.0063 -2.4544 0.3482
535.00 0.6487 0.0075 -2.6481 0.4039
540.00 0.6292 0.0084 -2.5812 0.4183
542.50 0.6187 0.0088 -2.5379 0.4262
545.00 0.6044 0.0092 -2.5535 0.4353
547.50 0.5945 0.0098 -2.4896 0.4422
550.00 0.5801 0.0104 -2.4575 0.4522
552.50 0.5610 0.0110 -2.4649 0.4646
555.00 0.5467 0.0119 -2.4014 0.4741
557.50 0.5265 0.0127 -2.393 0.4865
560.00 0.4936 0.0135 -2.4057 0.5085
562.50 0.4856 0.0146 -2.3003 0.5107
565.00 0.4812 0.0159 -2.2055 0.5090
567.50 0.4424 0.0171 -2.2256 0.5319
570.00 0.4324 0.0192 -2.1212 0.5337
572.50 0.3662 0.0200 -2.1971 0.5694
575.00 0.3339 0.0223 -2.1214 0.5821
577.50 0.2745 0.0234 -2.1473 0.6046
580.00 0.2265 0.0260 -2.0747 0.6187
582.50 0.1681 0.0286 -2.0239 0.6324
585.00 0.0881 0.0261 -2.0979 0.6445
587.50 0.0214 0.0275 -2.0369 0.6483
590.00 -0.0535 0.0295 -1.943 0.6461
592.50 -0.1796 0.0378 -1.6983 0.6234
595.00 -0.2901 0.0366 -1.5859 0.5842
597.50 -0.3273 0.0307 -1.5944 0.5736
600.00 -0.4919 0.0265 -1.3623 0.4583
602.50 -0.6149 0.0085 -1.1902 0.3108
605.00 -0.6386 0.0085 -1.14 0.3045
607.50 -0.6604 0.0084 -1.102 0.2977
610.00 -0.6867 0.0084 -1.0281 0.2881
612.50 -0.7229 0.0085 -0.8925 0.2723
615.00 -0.7355 0.0081 -0.8996 0.2660
617.50 -0.7249 0.0072 -1.0495 0.2713
620.00 -0.7632 0.0073 -0.8773 0.2508
625.00 -0.8172 0.0068 -0.6801 0.2154
630.00 -0.8559 0.0060 -0.5513 0.1845
635.00 -0.88 0.0053 -0.4815 0.1626
640.00 -0.9176 0.0043 -0.3226 0.1236
645.00 -0.8776 0.0044 -0.6015 0.1649
650.00 -0.9175 0.0036 -0.39 0.1237
655.00 -0.9479 0.0028 -0.2279 0.0867
660.00 -0.8995 0.0034 -0.5869 0.1432
665.00 -0.9018 0.0032 -0.6086 0.1407
670.00 -0.9561 0.0021 -0.2262 0.0756
675.00 -0.9088 0.0028 -0.6249 0.1333
680.00 -0.911 0.0026 -0.64 0.1309
690.00 -0.9165 0.0023 -0.6533 0.1249
700.00 -0.9218 0.0021 -0.6588 0.1188
710.00 -0.9254 0.0019 -0.6741 0.1146
720.00 -0.9265 0.0018 -0.712 0.1133
730.00 -0.9294 0.0016 -0.7257 0.1098
740.00 -0.9349 0.0015 -0.701 0.1032
750.00 -0.9376 0.0014 -0.706 0.0999