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

Regeneron Pharmaceuticals...

NASDAQ: REGN · Real-Time Price · USD
563.90
8.39 (1.51%)
At close: Sep 26, 2025, 3:59 PM
565.00
0.20%
After-hours: Sep 26, 2025, 07:49 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 0.8893 0.0010 -3.1952 0.1886
360.00 0.8832 0.0010 -3.192 0.1969
370.00 0.8780 0.0012 -3.1557 0.2037
380.00 0.8721 0.0012 -3.1225 0.2113
390.00 0.8664 0.0014 -3.0753 0.2184
400.00 0.8620 0.0015 -2.9806 0.2238
410.00 0.8541 0.0016 -2.9691 0.2334
420.00 0.8467 0.0017 -2.9214 0.2421
430.00 0.8384 0.0019 -2.8767 0.2521
440.00 0.8288 0.0021 -2.8403 0.2633
450.00 0.8198 0.0023 -2.7788 0.2732
460.00 0.8086 0.0027 -2.7288 0.2858
470.00 0.7973 0.0029 -2.6501 0.2986
475.00 0.7920 0.0031 -2.6145 0.3031
480.00 0.8042 0.0031 -2.363 0.2843
485.00 0.7784 0.0035 -2.543 0.3172
490.00 0.8151 0.0029 -2.0993 0.2578
495.00 0.7624 0.0041 -2.4762 0.3332
500.00 0.7533 0.0043 -2.4397 0.3423
505.00 0.7458 0.0046 -2.3706 0.3497
510.00 0.7358 0.0050 -2.3258 0.3591
515.00 0.7216 0.0053 -2.3219 0.3722
520.00 0.7111 0.0059 -2.2525 0.3818
525.00 0.6959 0.0064 -2.2324 0.3948
530.00 0.7226 0.0063 -1.9305 0.3564
535.00 0.6957 0.0072 -1.9629 0.3837
540.00 0.6403 0.0086 -2.1111 0.4413
542.50 0.6316 0.0090 -2.0635 0.4483
545.00 0.6459 0.0092 -1.9206 0.4289
547.50 0.6065 0.0101 -2.017 0.4673
550.00 0.5956 0.0107 -1.9795 0.4744
552.50 0.5811 0.0114 -1.9579 0.4843
555.00 0.5453 0.0121 -2.0089 0.5133
557.50 0.5675 0.0129 -1.8237 0.4891
560.00 0.5104 0.0138 -1.9589 0.5338
562.50 0.5109 0.0150 -1.8554 0.5287
565.00 0.4625 0.0159 -1.8987 0.5623
567.50 0.4965 0.0180 -1.6876 0.5299
570.00 0.4617 0.0199 -1.6756 0.5520
572.50 0.4179 0.0220 -1.6636 0.5785
575.00 0.3684 0.0241 -1.6751 0.6045
577.50 0.2814 0.0240 -1.7645 0.6445
580.00 0.2795 0.0318 -1.5813 0.6407
582.50 0.1957 0.0338 -1.5831 0.6686
585.00 0.0936 0.0285 -1.6915 0.6884
587.50 0.0194 0.0371 -1.548 0.6931
590.00 -0.0727 0.0365 -1.4993 0.6885
592.50 -0.1527 0.0336 -1.4828 0.6755
595.00 -0.2873 0.0368 -1.3226 0.6281
600.00 -0.6112 0.0098 -0.9005 0.3332
605.00 -0.6614 0.0095 -0.8352 0.3179
610.00 -0.6728 0.0079 -0.9795 0.3136
615.00 -0.727 0.0079 -0.8247 0.2889
620.00 -0.8233 0.0078 -0.4809 0.2253
625.00 -0.7926 0.0067 -0.7093 0.2486
630.00 -0.8356 0.0061 -0.5708 0.2152
635.00 -0.872 0.0054 -0.4509 0.1818
640.00 -0.8787 0.0048 -0.4653 0.1752
645.00 -0.8852 0.0044 -0.4745 0.1685
650.00 -0.8896 0.0040 -0.491 0.1639
655.00 -0.8948 0.0037 -0.4983 0.1583
660.00 -0.8982 0.0034 -0.5133 0.1546
670.00 -0.9051 0.0030 -0.5331 0.1467
680.00 -0.9145 0.0026 -0.5228 0.1358
690.00 -0.9205 0.0023 -0.528 0.1286
700.00 -0.9196 0.0021 -0.5868 0.1297
710.00 -0.9259 0.0019 -0.5748 0.1219
720.00 -0.925 0.0018 -0.6285 0.1230
730.00 -0.9334 0.0016 -0.582 0.1123