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REGN - Regeneron Pharmaceuticals
Implied Volatility Analysis

Implied Volatility:
31.9%
Put/Call-Ratio:
0.70

Regeneron Pharmaceuticals has an Implied Volatility (IV) of 31.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for REGN is 23 and the Implied Volatility Percentile (IVP) is 14. The current Implied Volatility Index for REGN is -0.97 standard deviations away from its 1 year mean.

Market Cap$80.04B
Next Earnings Date2/3/2023 (57d)
Implied Volatility (IV) 30d
31.90
Implied Volatility Rank (IVR) 1y
22.89
Implied Volatility Percentile (IVP) 1y
14.23
Historical Volatility (HV) 30d
18.60
IV / HV
1.72
Open Interest
50.31K
Option Volume
3.32K
Put/Call Ratio (Volume)
0.70

Data was calculated after the 12/7/2022 closing.

This stock chart shows REGN Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for REGN Regeneron Pharmaceuticals over a one year time horizon.
Tradingview Chart →

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