REGN · Expected Move
Regeneron Pharmaceuticals Inc
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).
REGN straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current REGN Expected Move
30-Day Straddle
$68.25
7-Day Straddle
$48.45
30-Day ATM IV
36.5%
IV Rank
77%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261028 | $68.25 | $48.45 | 36.5% | 77% |
| 20261027 | $69.15 | $49.05 | 36.5% | 77% |
| 20261026 | $71.30 | $41.80 | 37.6% | 84% |
| 20261023 | $68.70 | $44.95 | 37.9% | 86% |
| 20261022 | $70.95 | $48.10 | 38.2% | 89% |
| 20261021 | $66.50 | $47.20 | 36.2% | 74% |
| 20261020 | $66.80 | $47.75 | 35.8% | 72% |
| 20261019 | $65.05 | $22.40 | 35.7% | 71% |
| 20261016 | $66.55 | $28.15 | 38.0% | 87% |
| 20261015 | $67.75 | $27.30 | 37.6% | 85% |
| 20261014 | $65.85 | $30.00 | 36.8% | 79% |
| 20261013 | $64.20 | $29.20 | 36.5% | 77% |
| 20261012 | $63.55 | $20.85 | 35.5% | 70% |
| 20261009 | $58.65 | $22.05 | 35.1% | 67% |
| 20261008 | $58.80 | $26.15 | 35.4% | 69% |
| 20261007 | $60.45 | $27.00 | 35.4% | 69% |
| 20261006 | $59.70 | $27.60 | 34.8% | 65% |
| 20261005 | $59.85 | $17.15 | 35.0% | 67% |
| 20261002 | $57.15 | $21.40 | 35.0% | 66% |
| 20261001 | $62.00 | $26.25 | 36.8% | 79% |
| 20260930 | $62.50 | $28.20 | 36.1% | 74% |
| 20260929 | $62.85 | $28.75 | 35.4% | 69% |
| 20260928 | $63.70 | $19.45 | 34.5% | 63% |
| 20260925 | $50.45 | $22.90 | 31.1% | 39% |
| 20260924 | $51.55 | $26.70 | 30.0% | 32% |
| 20260923 | $53.50 | $27.90 | 29.1% | 25% |
| 20260922 | $54.50 | $27.95 | 28.9% | 24% |
| 20260921 | $55.10 | $20.65 | 29.0% | 25% |
| 20260918 | $49.95 | $22.80 | 28.9% | 24% |
| 20260917 | $51.35 | $26.10 | 29.1% | 25% |
| 20260916 | $54.15 | $29.55 | 30.7% | 36% |
| 20260915 | $54.75 | $30.95 | 30.4% | 35% |
| 20260914 | $56.75 | $21.25 | 29.9% | 31% |
| 20260911 | $48.60 | $23.05 | 28.6% | 22% |
| 20260910 | $54.60 | $28.45 | 30.3% | 34% |
| 20260909 | $57.50 | $28.60 | 31.0% | 39% |
| 20260908 | $57.30 | $32.10 | 30.5% | 23% |
| 20260904 | $51.05 | $22.15 | 28.3% | 13% |
| 20260903 | $52.70 | $24.70 | 27.7% | 10% |
| 20260902 | $57.10 | $27.15 | 29.2% | 17% |
| 20260901 | $52.65 | $27.10 | 26.9% | 7% |
| 20260831 | $51.15 | $18.50 | 26.8% | 6% |
| 20260828 | $44.90 | $20.00 | 25.6% | 1% |
| 20260827 | $48.05 | $25.40 | 26.6% | 5% |
| 20260826 | $50.40 | $28.30 | 27.1% | 8% |
| 20260825 | $51.80 | $28.90 | 26.3% | 4% |
| 20260824 | $53.95 | $20.60 | 27.3% | 8% |
| 20260821 | $49.00 | $25.20 | 26.6% | 5% |
| 20260820 | $50.45 | $28.65 | 27.0% | 7% |
| 20260819 | $55.30 | $32.20 | 28.7% | 15% |
| 20260818 | $49.65 | $29.25 | 26.4% | 5% |
| 20260817 | $50.35 | $18.55 | 26.1% | 3% |
| 20260814 | $45.50 | $24.30 | 25.4% | 0% |
| 20260813 | $47.70 | $25.50 | 26.0% | 0% |
| 20260812 | $48.65 | $27.25 | 26.6% | 0% |
| 20260811 | $51.30 | $30.15 | 27.6% | 0% |
| 20260810 | $53.20 | $19.35 | 28.0% | 0% |
| 20260807 | — | — | 28.4% | 0% |
| 20260806 | $55.80 | $29.60 | 31.7% | 13% |
| 20260805 | $54.20 | $30.35 | 30.8% | 9% |
More on REGN
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.