Regeneron Pharmaceuticals Inc (REGN) Expected Move

Tracking the REGN expected move helps you see how far Regeneron Pharmaceuticals Inc's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Regeneron Pharmaceuticals Inc's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the REGN expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For REGN, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The REGN expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Regeneron Pharmaceuticals Inc is unlikely to go.

Regeneron Pharmaceuticals, Inc. discovers, invents, develops, manufactures, and commercializes medicines for treating various diseases worldwide. The company's products include EYLEA injection to treat wet age-related macular degeneration and diabetic macular edema; myopic choroidal neovascularization; and diabetic retinopathy, as well as macular edema following retinal vein occlusion, including macular edema following central retinal vein occlusion and macular edema following branch retinal vein occlusion. It also provides Dupixent injection to treat atopic dermatitis and asthma in adults and pediatrics; Libtayo injection to treat metastatic or locally advanced cutaneous squamous cell carcinoma;Praluent injection for heterozygous familial hypercholesterolemia or clinical atherosclerotic cardiovascular disease in adults; REGEN-COV for covid-19; and Kevzara solution for treating rheumatoid arthritis in adults.

In addition, the company offers Inmazeb injection for infection caused by Zaire ebolavirus; ARCALYST injection for cryopyrin-associated periodic syndromes, including familial cold auto-inflammatory syndrome and muckle-wells syndrome; and ZALTRAP injection for intravenous infusion to treat metastatic colorectal cancer; and develops product candidates for treating patients with eye, allergic and inflammatory, cardiovascular and metabolic, infectious, and rare diseases; and cancer, pain, and hematologic conditions. It has collaboration and license agreements with Sanofi; Bayer; Teva Pharmaceutical Industries Ltd.; Mitsubishi Tanabe Pharma Corporation; Alnylam Pharmaceuticals, Inc.; Roche Pharmaceuticals; and Kiniksa Pharmaceuticals, Ltd., as well as has an agreement with the U.S. Department of Health and Human Services, as well as with Zai Lab Limited; Intellia Therapeutics, Inc.; Biomedical Advanced Research Development Authority; and AstraZeneca PLC. The company was incorporated in 1988 and is headquartered in Tarrytown, New York.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the REGN expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Regeneron Pharmaceuticals Inc expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about REGN.