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Regeneron Pharmaceuticals Inc (REGN) Options Trading Heats Up on Drug Data

Option volume on Regeneron Pharmaceuticals Inc (REGN) is on track for a yearly high after the company reported promising drug results

Apr 1, 2016 at 10:51 AM
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Drugmaker Regeneron Pharmaceuticals Inc (NASDAQ:REGN) is up 5.8% to $381.32 today on news that its eczema drug, dupilumab -- a joint venture with Sanofi SA (ADR) (NYSE:SNY) -- showed positive results in two Phase 3 trials. And as the stock makes its biggest upward move in a month, action is heating up in the REGN option pits.

So far today, REGN options are trading at six times their average intraday rate, with calls outnumbering puts by about 2-to-1. In fact, with 2,806 calls and 1,386 puts exchanged so far today, option volume is currently on pace to approach a total of 16,000 contracts -- which would represent a new annual high for the drug stock.

Average daily volume on REGN options tends to be light -- but today's trend toward calls over puts is more of the same. In fact, the security has a Schaeffer's put/call open interest ratio (SOIR) of 0.87 -- which ranks lower than 100% of the past year's worth of readings, as near-term options traders are more call-skewed now than at any other time in the past 12 months.

REGN shares are still down nearly 30% year-to-date -- due in part to poorly received earnings in early February -- and traders who were betting on a bigger rebound may be disappointed. Even with today's bounce, REGN remains under pressure from its descending 40-day moving average. In fact, the stock is currently attempting to close above this trendline for the first time since mid-December.

But Regeneron Pharmaceuticals Inc (NASDAQ:REGN) could get some help challenging this trendline resistance if analysts come around in light of today's news. Specifically, 11 brokerage firms -- more than half of those providing coverage -- rate the stock a "hold" or "strong sell."

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