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
$61.05
7-Day Straddle
$46.15
Avg IV
0.5%
IV Rank
2%
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 |
|---|---|---|---|---|
| 20260729 | $61.05 | $46.15 | 0.5% | 2% |
| 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% |
| 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% |