Option Greeks measure how an option's price responds to changes in the stock price (delta and gamma), time (theta), implied volatility (vega), and interest rates (rho).

Gamma, theta, and vega are largest for strikes near the Regeneron Pharmaceuticals stock price and shrink for strikes far above or below it. Theta grows as expiration gets closer, while vega is larger for expirations further out. Call delta runs from 0 to 1 and put delta from -1 to 0, near 0.50 and -0.50 at the money, and roughly estimates the chance that an option finishes in the money.

Regeneron Pharmaceuticals IV rank is 34, so implied volatility is in the lower part of its one-year range. Higher implied volatility raises option premiums and daily time decay (theta), and spreads delta and gamma across a wider range of strikes. Over the past year, 30-day implied volatility ranged from 25.6% to 49.2%. See the REGN implied volatility history for a longer view.

Across all open Regeneron Pharmaceuticals options on Nov 4, 2026, net gamma exposure was $16.94M and net delta exposure was $954.1M per 1% move in the stock. The REGN gamma exposure chart shows where that gamma sits by strike.

Regeneron Pharmaceuticals discovers, develops, and commercializes products that fight eye disease, cardiovascular disease, cancer, and inflammation.