Regeneron Pharmaceuticals... (REGN)
NASDAQ: REGN
· Real-Time Price · USD
600.00
0.00 (0.00%)
At close: Oct 03, 2025, 3:59 PM
603.50
0.58%
After-hours: Oct 03, 2025, 07:59 PM EDT
REGN Delta Exposure By Expiry
The total Delta Exposure (DEX) for REGN across all expirations shows 1,997,595.48 net shares that market makers must hedge, with 5,385,040.92 from calls and 3,387,445.44 from puts. The put-call delta ratio of 0.63 suggests neutral market maker positioning.
REGN DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 10, 25 | 99,962.88 | -25,583.1 | 74,379.78 | 0.26 |
| Oct 17, 25 | 372,139.98 | -388,915.44 | -16,775.46 | 1.05 |
| Oct 24, 25 | 33,150.6 | -14,902.56 | 18,248.04 | 0.45 |
| Oct 31, 25 | 66,913.2 | -76,477.5 | -9,564.3 | 1.14 |
| Nov 7, 25 | 12,787.32 | -5,533.56 | 7,253.76 | 0.43 |
| Nov 14, 25 | 205.14 | 0 | 205.14 | 0.00 |
| Nov 21, 25 | 412,872.72 | -382,688.46 | 30,184.26 | 0.93 |
| Dec 19, 25 | 650,569.08 | -574,605.96 | 75,963.12 | 0.88 |
| Jan 16, 26 | 725,591.1 | -927,558.84 | -201,967.74 | 1.28 |
| Feb 20, 26 | 140,446.32 | -93,772.2 | 46,674.12 | 0.67 |
| Mar 20, 26 | 1,547,483.82 | -224,591.28 | 1,322,892.54 | 0.15 |
| May 15, 26 | 3,214.38 | -7,711.14 | -4,496.76 | 2.40 |
| Jun 18, 26 | 351,980.94 | -225,279.24 | 126,701.7 | 0.64 |
| Sep 18, 26 | 193,138.98 | -52,981.44 | 140,157.54 | 0.27 |
| Dec 18, 26 | 685,478.46 | -352,867.44 | 332,611.02 | 0.51 |
| Jan 15, 27 | 8,927.1 | -15,666.96 | -6,739.86 | 1.75 |
| Jan 21, 28 | 80,178.9 | -18,310.32 | 61,868.58 | 0.23 |