← Back to Stock / ETF implied volatility screener

REGN - Regeneron Pharmaceuticals
Implied Volatility Analysis

Implied Volatility:
33.0%
Put/Call-Ratio:
0.65

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 Date8/4/2022 (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.

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 →

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.