Regeneron Pharmaceuticals Inc REGN 902.9 -27.77 -2.98%
Expected move
November 05, 2026 close · $903.70| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±2.1% ±$19.43 | $884.27 – $923.13 | $880.29 – $927.11 | $861.95 – $945.45 |
| 2 sessions | ±2.6% ±$23.77 | $879.93 – $927.47 | $874.87 – $932.53 | $852.46 – $954.94 |
| 3 sessions | ±3.1% ±$28.47 | $875.23 – $932.17 | $869.81 – $937.59 | $843.15 – $964.25 |
| 1 week | ±3.8% ±$34.52 | $869.18 – $938.22 | $861.50 – $945.90 | $830.14 – $977.26 |
| 2 weeks | ±5.1% ±$46.27 | $857.43 – $949.97 | $846.50 – $960.90 | $805.02 – $1002.38 |
| 3 weeks | ±6.2% ±$55.58 | $848.12 – $959.28 | $834.57 – $972.83 | $786.22 – $1021.18 |
| 1 month | ±7.3% ±$66.42 | $837.28 – $970.12 | $820.83 – $986.57 | $762.90 – $1044.50 |
Earnings: priced against what happened
Average implied move
±5.81%
Average actual move
5.80%
Beyond the implied move
3 / 7
Median IV change
-22.81%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 30, 2026 | ±4.47% | +13.33% | 2.98× | — |
| July 30, 2026 | ±5.73% | +6.17% | 1.08× | — |
| April 29, 2026 | ±7.11% | -6.21% | 0.87× | — |
| January 30, 2026 | ±5.64% | -1.07% | 0.19× | — |
| August 01, 2025 | ±6.02% | +2.46% | 0.41× | 50.5% → 39.8% |
| April 29, 2025 | ±6.16% | -6.87% | 1.11× | — |
| February 04, 2025 | ±5.50% | +4.53% | 0.82× | 48.3% → 36.6% |