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
$43.00
7-Day Straddle
$21.05
Avg IV
0.5%
IV Rank
5%
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 |
|---|---|---|---|---|
| 20260613 | $43.00 | $21.05 | 0.5% | 5% |
| 20260612 | $43.15 | $19.90 | 0.4% | 3% |
| 20260611 | $42.40 | $22.85 | 0.4% | 3% |
| 20260610 | $45.55 | $25.45 | 0.4% | 4% |
| 20260609 | $46.95 | $27.70 | 0.4% | 3% |
| 20260608 | $46.80 | $18.60 | 0.4% | 3% |
| 20260605 | $5.78 | $5.78 | 4.7% | 100% |
| 20260604 | $45.30 | $25.95 | 0.4% | 29% |
| 20260603 | $47.20 | $26.40 | 0.5% | 37% |
| 20260602 | $44.50 | $27.70 | 0.5% | 39% |
| 20260601 | $45.80 | $16.40 | 0.4% | 27% |
| 20260529 | $41.30 | $19.05 | 0.5% | 52% |
| 20260528 | $39.70 | $22.10 | 0.5% | 39% |
| 20260527 | $43.45 | $24.65 | 0.5% | 48% |
| 20260526 | $47.75 | $25.20 | 0.5% | 48% |
| 20260522 | $43.40 | $18.70 | 0.6% | 68% |
| 20260521 | $42.45 | $24.60 | 0.6% | 66% |
| 20260520 | $45.00 | $26.00 | 0.6% | 66% |
| 20260519 | $46.70 | $27.20 | 0.6% | 62% |
| 20260518 | $46.20 | $21.80 | 0.5% | 53% |
| 20260515 | $58.90 | $32.05 | 0.4% | 30% |
| 20260514 | $62.70 | $35.80 | 0.4% | 29% |
| 20260513 | $62.90 | $37.75 | 0.4% | 27% |
| 20260512 | $63.40 | $39.00 | 0.4% | 30% |
| 20260511 | $62.40 | $25.05 | 0.4% | 36% |
| 20260510 | $62.55 | $28.00 | 0.4% | 29% |
| 20260508 | $57.50 | $27.95 | 0.5% | 58% |
| 20260507 | $58.20 | $30.00 | 0.5% | 46% |
| 20260506 | $62.65 | $32.25 | 0.5% | 47% |
| 20260505 | $60.40 | $35.65 | 0.5% | 46% |
| 20260504 | $62.35 | $22.25 | 0.5% | 42% |
| 20260502 | $55.60 | $26.10 | 0.6% | 61% |
| 20260501 | $55.90 | $27.15 | 0.5% | 50% |
| 20260430 | $60.75 | $31.95 | 0.5% | 43% |
| 20260429 | $61.85 | $37.00 | 0.5% | 49% |
| 20260428 | $80.45 | $60.70 | 0.6% | 60% |
| 20260427 | $82.55 | $55.00 | 0.5% | 57% |
| 20260424 | $79.35 | $57.25 | 0.6% | 61% |
| 20260423 | $80.55 | $56.20 | 0.6% | 58% |
| 20260422 | $75.75 | $55.60 | 0.6% | 56% |
| 20260421 | $77.00 | $56.20 | 0.5% | 47% |
| 20260420 | $76.20 | $30.50 | 0.5% | 47% |
| 20260417 | $72.80 | $32.10 | 0.6% | 58% |
| 20260416 | $74.55 | $34.45 | 0.6% | 51% |
| 20260415 | $75.50 | $38.50 | 0.6% | 53% |
| 20260414 | $77.00 | $42.65 | 0.6% | 55% |
| 20260413 | $81.10 | $25.00 | 0.6% | 50% |
| 20260410 | $77.25 | $28.50 | 0.6% | 53% |
| 20260409 | $78.60 | $32.55 | 0.5% | 49% |
| 20260408 | $82.70 | $35.85 | 0.5% | 42% |
| 20260407 | $86.35 | $40.60 | 0.5% | 49% |
| 20260406 | $87.65 | $26.95 | 0.6% | 53% |
| 20260402 | $83.90 | $33.40 | 0.6% | 51% |
| 20260401 | $81.55 | $33.65 | 0.5% | 38% |
| 20260331 | $83.30 | $34.50 | 0.5% | 47% |
| 20260330 | $82.90 | $23.80 | 0.6% | 49% |
| 20260327 | $65.25 | $27.85 | 0.5% | 43% |
| 20260326 | $65.65 | $30.40 | 0.5% | 43% |
| 20260325 | $66.20 | $30.15 | 0.5% | 43% |
| 20260324 | $67.00 | $34.20 | 0.5% | 40% |