Regeneron Pharmaceuticals Inc REGN 902.9 -27.77 -2.98%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
REGN / Comparative study
3 signals / 492 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.58
42.52
Mean
53.89
Window
-29.6%
ATM IV
z -0.18
0.35
Mean
0.36
Window
+18.9%
IV Percentile
z -0.15
53.85
Mean
58.77
Window
-33.4%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.70 | 0.89 |
| ATM IV | 0.70 | 1.00 | 0.71 |
| IV Percent... | 0.89 | 0.71 | 1.00 |
Source observations
Data inspector
1-50 of 492
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-05 | 902.9 | 42.52 | 0.35 | 53.85 |
| 2026-11-04 | 930.67 | 50.86 | 0.35 | 50.39 |
| 2026-11-03 | 973.36 | 56.15 | 0.36 | 60.94 |
| 2026-11-02 | 961.26 | 59.55 | 0.37 | 68.24 |
| 2026-10-30 | 927.89 | 50.64 | 0.35 | 50.59 |
| 2026-10-29 | 818.77 | 60.58 | 0.38 | 70.47 |
| 2026-10-28 | 813.27 | 66.18 | 0.39 | 79.84 |
| 2026-10-27 | 816.1 | 62.54 | 0.38 | 74.31 |
| 2026-10-26 | 807.67 | 63.76 | 0.38 | 75.79 |
| 2026-10-23 | 805.02 | 64.31 | 0.39 | 76.28 |
| 2026-10-22 | 819.09 | 62.68 | 0.38 | 74.7 |
| 2026-10-21 | 805.67 | 56.17 | 0.36 | 61.66 |
| 2026-10-20 | 807.48 | 53.22 | 0.35 | 56.52 |
| 2026-10-19 | 782.04 | 53.62 | 0.36 | 57.94 |
| 2026-10-15 | 796.34 | 58.42 | 0.37 | 64.57 |
| 2026-10-14 | 778.36 | 58.39 | 0.37 | 64.17 |
| 2026-10-13 | 753.12 | 53.07 | 0.35 | 55.12 |
| 2026-10-12 | 762.81 | 49.36 | 0.34 | 48.22 |
| 2026-10-09 | 746.54 | 50.04 | 0.34 | 49.61 |
| 2026-10-08 | 739.57 | 51.31 | 0.35 | 50.79 |
| 2026-10-07 | 742.12 | 53.12 | 0.35 | 53.94 |
| 2026-10-06 | 738.72 | 48.26 | 0.34 | 42.13 |
| 2026-10-05 | 726.47 | 54.78 | 0.36 | 56.92 |
| 2026-10-02 | 735.2 | 45.51 | 0.33 | 37.4 |
| 2026-10-01 | 734.81 | 48.86 | 0.34 | 44.09 |
| 2026-09-30 | 758.27 | 65.57 | 0.39 | 71.65 |
| 2026-09-29 | 750.51 | 49.08 | 0.34 | 45.67 |
| 2026-09-28 | 752.25 | 49.92 | 0.34 | 47.43 |
| 2026-09-25 | 788.04 | 31.21 | 0.29 | 10.63 |
| 2026-09-24 | 796.02 | 33.16 | 0.3 | 12.65 |
| 2026-09-23 | 801.82 | 31.22 | 0.29 | 10.67 |
| 2026-09-22 | 803.9 | 31.7 | 0.29 | 11.07 |
| 2026-09-21 | 798.17 | 31.85 | 0.29 | 11.11 |
| 2026-09-18 | 784.85 | 27.3 | 0.28 | 6.32 |
| 2026-09-17 | 789.45 | 29.67 | 0.29 | 8.3 |
| 2026-09-16 | 774.61 | 34.94 | 0.3 | 15.02 |
| 2026-09-15 | 774.11 | 34.51 | 0.3 | 12.65 |
| 2026-09-14 | 793.74 | 33.91 | 0.3 | 11.9 |
| 2026-09-11 | 781.49 | 29.23 | 0.28 | 7.51 |
| 2026-09-10 | 793.26 | 37.32 | 0.31 | 17.79 |
| 2026-09-09 | 807.65 | 36.9 | 0.31 | 16.6 |
| 2026-09-08 | 810.31 | 38.77 | 0.31 | 21.34 |
| 2026-09-04 | 827.72 | 31.13 | 0.29 | 8.7 |
| 2026-09-03 | 843.47 | 31.54 | 0.29 | 8.7 |
| 2026-09-02 | 852.03 | 34.56 | 0.3 | 10.67 |
| 2026-09-01 | 823.82 | 30 | 0.29 | 7.54 |
| 2026-08-31 | 799.08 | 23.66 | 0.27 | 3.19 |
| 2026-08-28 | 794.19 | 18.02 | 0.25 | 0.4 |
| 2026-08-27 | 807.71 | 23.1 | 0.27 | 1.98 |
| 2026-08-26 | 814.79 | 22.46 | 0.26 | 1.59 |