REGN (Regeneron Pharmaceuticals Inc)
Expected Move & Straddle Price History
The expected move for REGN is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current REGN Expected Move
30-Day Straddle
$48.60
7-Day Straddle
$23.05
Avg IV
0.4%
IV Rank
3%
Implied one-standard-deviation move through the next 30 days. Compare to REGN's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
REGN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260911 | $48.60 | $23.05 | 0.4% | 3% |
| 20260910 | $54.60 | $28.45 | 0.4% | 4% |
| 20260909 | $57.50 | $28.60 | 0.5% | 4% |
| 20260908 | $57.30 | $32.10 | 0.4% | 4% |
| 20260904 | $51.05 | $22.15 | 0.4% | 4% |
| 20260903 | $52.70 | $24.70 | 0.5% | 5% |
| 20260902 | $57.10 | $27.15 | 0.5% | 5% |
| 20260901 | $52.65 | $27.10 | 0.5% | 5% |
| 20260831 | $51.15 | $18.50 | 0.4% | 4% |
| 20260828 | $44.90 | $20.00 | 0.4% | 4% |
| 20260827 | $48.05 | $25.40 | 0.5% | 5% |
| 20260826 | $50.40 | $28.30 | 0.6% | 7% |
| 20260825 | $51.80 | $28.90 | 0.5% | 6% |
| 20260824 | $53.95 | $20.60 | 0.5% | 5% |
| 20260821 | $49.00 | $25.20 | 0.6% | 8% |
| 20260820 | $50.45 | $28.65 | 0.6% | 8% |
| 20260819 | $55.30 | $32.20 | 0.6% | 9% |
| 20260818 | $49.65 | $29.25 | 0.6% | 8% |
| 20260817 | $50.35 | $18.55 | 0.5% | 6% |
| 20260814 | $45.50 | $24.30 | 0.3% | 1% |
| 20260813 | $47.70 | $25.50 | 0.4% | 2% |
| 20260812 | $48.65 | $27.25 | 0.3% | 0% |
| 20260811 | $51.30 | $30.15 | 0.3% | 0% |
| 20260810 | $53.20 | $19.35 | 0.3% | 0% |
| 20260806 | $55.80 | $29.60 | 0.5% | 2% |
| 20260805 | $54.20 | $30.35 | 0.5% | 2% |
| 20260804 | $56.50 | $32.40 | 0.4% | 1% |
| 20260803 | $58.20 | $26.25 | 0.4% | 1% |
| 20260731 | $51.45 | $28.20 | 0.5% | 2% |
| 20260730 | $50.40 | $28.85 | 0.4% | 0% |
| 20260729 | $62.60 | $48.95 | 0.5% | 3% |
| 20260728 | $60.40 | $47.55 | 0.5% | 2% |
| 20260727 | $60.95 | $41.60 | 0.5% | 2% |
| 20260724 | $56.95 | $43.80 | 0.5% | 2% |
| 20260723 | $59.35 | $44.70 | 0.5% | 3% |
| 20260722 | $57.35 | $41.30 | 0.5% | 2% |
| 20260721 | $56.80 | $44.45 | 0.5% | 1% |
| 20260720 | $55.60 | $17.10 | 0.5% | 2% |
| 20260716 | $54.55 | $23.30 | 0.4% | 1% |
| 20260715 | $54.05 | $24.40 | 0.4% | 1% |
| 20260714 | $55.70 | $26.80 | 0.4% | 1% |
| 20260713 | $57.45 | $21.40 | 0.4% | 1% |
| 20260710 | $54.05 | $20.20 | 0.5% | 2% |
| 20260709 | $54.95 | $23.55 | 0.5% | 2% |
| 20260708 | $56.35 | $23.00 | 0.5% | 2% |
| 20260707 | $57.50 | $29.75 | 0.4% | 0% |
| 20260706 | $55.60 | $22.05 | 0.4% | 1% |
| 20260702 | $53.80 | $23.25 | 0.5% | 1% |
| 20260701 | $51.55 | $22.40 | 0.5% | 1% |
| 20260630 | $50.35 | $22.45 | 0.4% | 1% |
| 20260629 | $54.05 | $15.25 | 0.5% | 1% |
| 20260626 | $41.25 | $20.00 | 0.4% | 1% |
| 20260625 | $41.50 | $20.75 | 0.4% | 1% |
| 20260624 | $43.50 | $24.55 | 0.4% | 1% |
| 20260623 | $44.55 | $25.20 | 0.4% | 1% |
| 20260622 | $45.65 | $17.85 | 0.4% | 0% |
| 20260618 | $40.80 | $19.70 | 0.5% | 2% |
| 20260617 | $40.65 | $24.20 | 0.5% | 5% |
| 20260616 | $42.10 | $25.65 | 0.5% | 4% |
| 20260615 | $42.90 | $16.25 | 0.5% | 5% |