Regeneron Pharmaceuticals... (REGN)
NASDAQ: REGN
· Real-Time Price · USD
580.43
14.46 (2.55%)
At close: Aug 15, 2025, 3:59 PM
579.00
-0.25%
After-hours: Aug 15, 2025, 07:57 PM EDT
REGN Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for REGN across all expirations is 3,219.35 shares per 1% move, with 23,878.18 from calls and 20,658.83 from puts. The put-call GEX ratio of 0.87 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Sep 19, 25 expiration with 2,005.1 net GEX, which may act as a magnet point for price action. Near-term exposure for Aug 22, 25 suggests possible volatility from negative gamma effects.
REGN GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 22, 25 | 1,289.5 | -2,188.12 | -898.62 | 1.70 |
| Aug 29, 25 | 1,013.45 | -241.21 | 772.24 | 0.24 |
| Sep 5, 25 | 438.62 | -73.07 | 365.55 | 0.17 |
| Sep 12, 25 | 100.47 | -38.95 | 61.52 | 0.39 |
| Sep 19, 25 | 6,499.49 | -4,494.39 | 2,005.1 | 0.69 |
| Sep 26, 25 | 136.69 | -39 | 97.69 | 0.29 |
| Oct 17, 25 | 4.93 | -506.17 | -501.24 | 102.67 |
| Nov 21, 25 | 1,983.89 | -2,591.95 | -608.06 | 1.31 |
| Dec 19, 25 | 3,534.16 | -2,566.71 | 967.45 | 0.73 |
| Jan 16, 26 | 3,205.52 | -3,736.44 | -530.92 | 1.17 |
| Feb 20, 26 | 84.66 | -368.67 | -284.01 | 4.35 |
| Mar 20, 26 | 1,368.99 | -1,460.14 | -91.15 | 1.07 |
| Jun 18, 26 | 1,311.95 | -916.52 | 395.43 | 0.70 |
| Sep 18, 26 | 193.96 | -163.71 | 30.25 | 0.84 |
| Dec 18, 26 | 2,711.9 | -1,273.78 | 1,438.12 | 0.47 |