File: REGNHealth CareCLIPPED · 2026-06-30

REGN

Regeneron Pharmaceuticals

Sector benchmark XLV

623.54

−1.3%

±2.0%into Jul 2611.01–636.07±4.5%monthly595.24–651.84Pullback · —Knife · —Momentum · —DP short-vol · 53% ▴ above 20d

Price · 6 months · dailyprice50-day200-day

Option levels

6m high810.08

6m low600.66

Vol vs 20d avg0.7× · quiet

Off 52-wk high-23.0%

Dark pool FINRA · T+1

Short-vol ratio53% · above 20d

Off-exchange share31%

vs own 1-yr (z)0.3

full dark-pool history →

Sector RS vs XLV

−24.5%vs XLV · 63 sessions

REGN vs XLV · 3m−24.5%

REGN vs XLV · 6m−22.0%

ratio of closes, rebased — a relative read, not a peer percentile

Gamma profile CBOE delayed

Call wall622.50

Zero-gamma625.00

Put wall632.50

Spot vs zero-γ0.2% below

Dealer postureshort gamma · chases moves

nearest expiry 2026-07-02 · heuristics · full profile →

Auto-note //Sitting below zero-gamma (625.00) — dealer hedging chases moves below it. The 622.50 call wall is the nearest-expiry ceiling heuristic; 632.50 is the floor. Options price ±2.0% into Jul 2. Dark-pool short volume at 53% and above vs its 20-day.

Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.