File: REGNHealth Care · Large capCLIPPED · 2026-09-14
REGN
Regeneron PharmaceuticalsMkt cap $65B
Sector benchmark XLV
Sector benchmark XLV
793.74
+1.6%
±3.0%into Sep 18758.39–804.59±3.0%monthly758.39–804.59Pullback · —Knife · FadedMomentum · —DP short-vol · 50% ▾ easing
Price · 6 months · daily
6m high852.03
6m low600.66
Vol vs 20d avg1.0×
Off 52-wk high-6.8%
Dark pool FINRA · T+1
Short-vol ratio50% · easing
Off-exchange share31%
vs own 1-yr (z)1.0
Sector RS vs XLV
+18.4%vs XLV · 63 sessions
REGN vs XLV · 3m+18.4%
REGN vs XLV · 6m−5.2%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall765.00
Zero-gamma780.00
Put wall795.00
Spot vs zero-γ1.8% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
7 Jul → 11 Sep · full history →
Session over session 9 Sep → 11 Sep
Expected move · monthly 18 Sep2.96%−0.58 pp
Call and put wallheld their strikes
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Holding above zero-gamma (780.00) — dealer hedging dampens moves above it. The 765.00 call wall is the nearest-expiry ceiling heuristic; 795.00 is the floor. Options price ±3.0% into Sep 18. Dark-pool short volume at 50% and easing 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.