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REGN

Regeneron Pharmaceuticals

$739.95
-1.00% ($1.20)
Market Cap: $78.61B
Open Interest: 54.6K
Option Volume: 1.9K
Dividend

Next Earnings
8/2/2023 (58d)
Implied Volatility
29.3%
IV Min 1y:
22.5%
IV Max 1y:
48.2%
IV Rank 1y
26
IV Percentile 1y
10
IV ZScore 1y
-1.16
Historical Volatility 30d
25.81%
IV/HV
1.13
Put/Call Ratio
0.98
Regeneron Pharmaceuticals has an Implied Volatility (IV) of 29.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for REGN is 26 and the Implied Volatility Percentile (IVP) is 10. The current Implied Volatility Index for REGN is -1.2 standard deviations away from its 1 year mean of 35.3%.
Data as of 6/2/2023

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.