RGNX · Expected Move

REGENXBIO Inc.

The expected move for RGNX 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).

RGNX straddle price & implied vol

60 sessions

Bars: 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 RGNX Expected Move
30-Day Straddle
$3.88
7-Day Straddle
$3.45
30-Day ATM IV
166.0%
IV Rank
47%
Implied one-standard-deviation move through the next 30 days. Compare to RGNX'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.
RGNX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $3.88 $3.45 166.0% 47%
20261106 $5.10 $3.25 157.8% 42%
20261105 $4.90 $4.90 185.4% 57%
20261104 $3.40 $3.40 183.0% 56%
20261103 $4.90 $4.90 153.6% 40%
20261102 $3.35 $3.35 220.3% 75%
20261030 $3.05 $3.05 166.7% 47%
20261029 $3.18 $3.18 193.7% 61%
20261028 $3.42 $3.42 184.2% 56%
20261027 $5.00 $5.00 235.2% 84%
20261026 $1.50 $1.50 158.6% 46%
20261023 $2.70 $2.70 — —
20261022 $2.20 $2.20 179.2% 56%
20261021 $2.30 $2.30 247.7% 91%
20261020 $2.33 $2.33 154.2% 44%
20261019 $3.00 $3.00 165.2% 49%
20261016 $3.50 $0.50 266.5% 100%
20261015 $2.50 $0.62 147.3% 54%
20261014 $3.50 $0.50 — —
20261013 $3.30 $2.60 194.5% 87%
20261012 $4.70 $0.88 — —
20261009 $4.95 $0.68 177.9% 75%
20261008 $4.95 $1.05 176.6% 75%
20261007 $4.95 $1.12 174.4% 73%
20261006 $3.17 $2.62 140.1% 50%
20261005 $3.52 $0.95 — —
20261002 $2.70 $2.70 181.2% 78%
20261001 $2.70 $2.70 168.5% 69%
20260930 $1.27 $1.27 — —
20260929 $2.70 $2.70 114.7% 32%
20260928 $2.70 $2.70 209.5% 97%
20260925 $2.83 $2.83 209.6% 97%
20260924 $1.12 $1.12 210.6% 98%
20260923 $2.75 $2.75 — —
20260922 $1.25 $1.25 124.7% 31%
20260921 $1.73 $1.73 199.0% 72%
20260918 $1.35 $0.70 79.5% 6%
20260917 $3.60 $3.10 192.5% 68%
20260916 $3.03 $0.93 — —
20260915 $1.70 $0.90 120.3% 26%
20260914 $2.00 $3.23 — —
20260911 $1.85 $1.00 114.5% 23%
20260910 $2.88 $1.25 213.9% 71%
20260909 $1.75 $1.10 78.5% 5%
20260908 $2.62 $2.00 138.5% 34%
20260904 $2.27 $1.20 102.3% 17%
20260903 $2.58 $3.03 117.4% 24%
20260902 $1.55 $1.55 92.9% 12%
20260901 $3.00 $3.00 123.1% 27%
20260831 $3.12 $3.12 120.2% 26%
20260828 $1.65 $1.65 82.5% 7%
20260827 $1.65 $1.65 107.9% 18%
20260826 $3.17 $3.17 — —
20260825 $1.77 $1.77 95.7% 13%
20260824 $1.48 $1.48 — —
20260821 $2.20 $3.93 106.6% 18%
20260820 $4.60 $2.08 156.9% 41%
20260819 $3.90 $2.73 117.1% 23%
20260818 $2.45 $3.12 99.5% 15%
20260817 $3.80 $2.33 172.8% 48%

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.