REGN gamma levels.
Where REGN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- REGN $762.81 · up 2.18% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 800 (above price · 37.19 / 4.88% away); ↯ Surge, live flow 700 (below price · 62.81 / 8.23% away); ‖ call wall — ceiling, sticky 800 (above price · 37.19 / 4.88% away); ‖ put wall — floor, slippery 600 (below price · 162.81 / 21.34% away); ⚡ gamma flip 712.35 (below price · 50.46 / 6.62% away); ↘ Reversal 600 (below price · 162.81 / 21.34% away)
- Expected move today ±26.9
- Strikes nearest the money (high to low): 775 positive, 770 positive, 765 positive, 760 positive, 755 positive, 752.5 positive
- Since yesterday's close, positioning grew at 805, 850, 890 and faded at 720, 735, 745.
- Event pricing: the options market prices an unusually large move into 2026-10-30 (±$65.80 by that date, about 1.8x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
- ATM implied volatility 32.9%