REGN Attracts Options Bulls After Trump Treatment

The equity could be ripe for a short squeeze, too

Digital Content Manager
Oct 5, 2020 at 1:00 PM
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Regeneron Pharmaceuticals Inc (NASDAQ:REGN) is getting a boost this afternoon, up 6.7% at $602.62, amid news that U.S. President Donald Trump has been receiving intravenous doses of the pharmaceutical company's experimental antibody cocktail to treat COVID-19 -- which hospitalized the president over the weekend. It was reported that Trump is also taking a steroid, dexamethasone, and Gilead Sciences' antiviral drug, remdesivir.

The pop has REGN testing support at the 120-day moving average, which previously rejected the equity back in mid-September. The $620 mark is still looming overhead as a potential ceiling for the stock, preventing it from recapturing its July 20 all-time high of $664.64. 

Calls are flying off the shelves in response. So far, 15,000 calls have exchanged hands -- 18 times the intraday average. Most popular is the weekly 10/9 630-strike call, followed by the 600-strike call in the same series, with positions being opened at both. 

Options could be the way to go, for those looking to speculate on REGN's next move. The equity's Schaeffer's Volatility Index (SVI) of 55% is higher than just 6% of readings from the past 12 months. This means short-term options are attractively priced right now, from a volatility standpoint. 

An unwinding of pessimism could put some wind at the equity's back, should this positive price action continue. Short interest fell 0.6% in the last two reporting periods, but still makes up 10.9% of the stock's available float and would take nearly 14 days to cover, at REGN's average pace of trading. 

 

 

 

 

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