Regeneron Pharmaceuticals has an Implied Volatility (IV) of 33.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for REGN is 35 and the Implied Volatility Percentile (IVP) is 32. The current Implied Volatility Index for REGN is -0.50 standard deviations away from its 1 year mean.
Market Cap | $65.62B |
---|---|
Next Earnings Date | 8/4/2022 (38d) |
Implied Volatility (IV) 30d | 32.96 |
Implied Volatility Rank (IVR) 1y | 34.95 |
Implied Volatility Percentile (IVP) 1y | 32.41 |
Historical Volatility (HV) 30d | 40.58 |
IV / HV | 0.81 |
Open Interest | 30.95K |
Option Volume | 724.00 |
Put/Call Ratio (Volume) | 0.65 |
Data was calculated after the 6/24/2022 closing.