REGN 预期波动历史 Regeneron Pharmaceuticals, Inc.
每个交易日收盘后,我们记录期权市场对各到期日的定价——均在结果揭晓前留存。到期日过后,实际结果会附记于原始预估值旁。预估值在事后绝不修改。 如何解读这些统计数据 · 记录开始于 Aug 31, 2026
已解决的比较项121
收盘价处于区间内55%
|实际值| 低于预期值55%
平均预期波动幅度±4.7%
平均|实际|波动幅度4.3%
平均绝对误差2.6pt
隐含与已实现波动率,按到期日
每个到期日:琥珀色轮廓框为最接近到期时记录的预期涨跌幅;实心柱为股票实际涨跌幅。柱形下方标注带符号的具体数值。
预期(已记录)实际
已记录(等待结果)
| 快照 | 到期时间 | DTE | 当时现货价 | 预期涨跌幅 | 区间 | 方法 |
|---|---|---|---|---|---|---|
| Oct 19 | Oct 23 | 4 | 782.04 | ±2.9% | 759.64–804.44 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 790.74 | ±3.6% | 762.59–818.89 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 778.36 | ±3.8% | 748.41–808.31 | em-1.0 |
| Oct 13 | Oct 23 | 10 | 753.12 | ±3.9% | 724.02–782.22 | em-1.0 |
| Oct 09 | Oct 23 | 14 | 746.54 | ±4.1% | 715.59–777.49 | em-1.0 |
| Oct 08 | Oct 23 | 15 | 739.57 | ±4.6% | 705.62–773.52 | em-1.0 |
| Oct 07 | Oct 23 | 16 | 742.12 | ±4.6% | 707.67–776.57 | em-1.0 |
| Oct 06 | Oct 23 | 17 | 738.72 | ±4.7% | 703.82–773.62 | em-1.0 |
| Oct 05 | Oct 23 | 18 | 726.47 | ±5.1% | 689.22–763.72 | em-1.0 |
| Oct 02 | Oct 23 | 21 | 735.20 | ±5.4% | 695.30–775.10 | em-1.0 |
| Oct 01 | Oct 23 | 22 | 734.81 | ±5.7% | 692.81–776.81 | em-1.0 |
| Sep 23 | Oct 23 | 30 | 803.90 | ±6.8% | 749.30–858.50 | em-1.0 |
| Sep 22 | Oct 23 | 31 | 800.00 | ±6.9% | 744.90–855.10 | em-1.0 |
| Sep 21 | Oct 23 | 32 | 790.16 | ±7.0% | 734.76–845.57 | em-1.0 |
| Sep 18 | Oct 23 | 35 | 774.54 | ±7.9% | 713.54–835.54 | em-1.0 |
| Sep 17 | Oct 23 | 36 | 774.54 | ±7.9% | 713.54–835.54 | em-1.0 |
| Sep 16 | Oct 23 | 37 | 775.64 | ±7.9% | 714.44–836.84 | em-1.0 |
| Sep 15 | Oct 23 | 38 | 781.49 | ±8.1% | 718.39–844.59 | em-1.0 |
| Sep 14 | Oct 23 | 39 | 781.49 | ±8.1% | 718.39–844.59 | em-1.0 |
| Sep 11 | Oct 23 | 42 | 793.26 | ±8.6% | 724.81–861.71 | em-1.0 |
| Sep 10 | Oct 23 | 43 | 807.65 | ±8.7% | 737.55–877.75 | em-1.0 |
| Sep 09 | Oct 23 | 44 | 806.63 | ±8.7% | 736.23–877.03 | em-1.0 |
| Sep 08 | Oct 23 | 45 | 827.72 | ±8.5% | 757.17–898.27 | em-1.0 |
| Sep 07 | Oct 23 | 46 | 827.72 | ±8.5% | 757.17–898.27 | em-1.0 |
| Sep 04 | Oct 23 | 49 | 853.20 | ±8.6% | 780.10–926.30 | em-1.0 |
| Sep 03 | Oct 23 | 50 | 845.04 | ±8.8% | 770.34–919.74 | em-1.0 |
| Oct 19 | Oct 30 | 11 | 782.04 | ±6.2% | 733.89–830.19 | em-1.0 |
| Oct 16 | Oct 30 | 14 | 790.74 | ±6.8% | 736.74–844.74 | em-1.0 |
| Oct 14 | Oct 30 | 16 | 778.36 | ±6.9% | 724.56–832.16 | em-1.0 |
| Oct 13 | Oct 30 | 17 | 753.12 | ±7.1% | 699.97–806.27 | em-1.0 |
已归档快照
| 快照 | 已到期 | 预期值 | 实际值 | 在区间内? | 现货价 → 收盘价 |
|---|---|---|---|---|---|
| Oct 16, 2026 | Oct 16 | ±0.7% | +0.0% | 区间内 | 790.74 → 790.74 |
| Oct 14, 2026 | Oct 16 | ±2.0% | +1.6% | 区间内 | 778.36 → 790.74 |
| Oct 13, 2026 | Oct 16 | ±2.3% | +5.0% | 区间外 | 753.12 → 790.74 |
| Oct 09, 2026 | Oct 16 | ±3.0% | +5.9% | 区间外 | 746.54 → 790.74 |
| Oct 08, 2026 | Oct 16 | ±3.5% | +6.9% | 区间外 | 739.57 → 790.74 |
| Oct 07, 2026 | Oct 16 | ±3.6% | +6.6% | 区间外 | 742.12 → 790.74 |
| Oct 06, 2026 | Oct 16 | ±3.7% | +7.0% | 区间外 | 738.72 → 790.74 |
| Oct 05, 2026 | Oct 16 | ±3.8% | +8.8% | 区间外 | 726.47 → 790.74 |
| Oct 02, 2026 | Oct 16 | ±4.2% | +7.6% | 区间外 | 735.20 → 790.74 |
| Oct 01, 2026 | Oct 16 | ±4.7% | +7.6% | 区间外 | 734.81 → 790.74 |
| Sep 23, 2026 | Oct 16 | ±5.9% | -1.6% | 区间内 | 803.90 → 790.74 |
| Sep 22, 2026 | Oct 16 | ±5.9% | -1.2% | 区间内 | 800.00 → 790.74 |
| Sep 21, 2026 | Oct 16 | ±6.0% | +0.1% | 区间内 | 790.16 → 790.74 |
| Sep 18, 2026 | Oct 16 | ±7.0% | +2.1% | 区间内 | 774.54 → 790.74 |
| Sep 17, 2026 | Oct 16 | ±7.0% | +2.1% | 区间内 | 774.54 → 790.74 |
| Sep 16, 2026 | Oct 16 | ±7.1% | +1.9% | 区间内 | 775.64 → 790.74 |
| Sep 15, 2026 | Oct 16 | ±7.3% | +1.2% | 区间内 | 781.49 → 790.74 |
| Sep 14, 2026 | Oct 16 | ±7.3% | +1.2% | 区间内 | 781.49 → 790.74 |
| Sep 11, 2026 | Oct 16 | ±7.9% | -0.3% | 区间内 | 793.26 → 790.74 |
| Sep 10, 2026 | Oct 16 | ±8.2% | -2.1% | 区间内 | 807.65 → 790.74 |
| Sep 09, 2026 | Oct 16 | ±8.0% | -2.0% | 区间内 | 806.63 → 790.74 |
| Sep 08, 2026 | Oct 16 | ±8.0% | -4.5% | 区间内 | 827.72 → 790.74 |
| Sep 07, 2026 | Oct 16 | ±8.0% | -4.5% | 区间内 | 827.72 → 790.74 |
| Sep 04, 2026 | Oct 16 | ±8.0% | -7.3% | 区间内 | 853.20 → 790.74 |
| Sep 03, 2026 | Oct 16 | ±8.1% | -6.4% | 区间内 | 845.04 → 790.74 |
| Sep 02, 2026 | Oct 16 | ±7.9% | -1.2% | 区间内 | 800.23 → 790.74 |
| Sep 01, 2026 | Oct 16 | ±7.9% | -1.2% | 区间内 | 800.23 → 790.74 |
| Aug 31, 2026 | Oct 16 | ±7.9% | -1.3% | 区间内 | 801.00 → 790.74 |
| Oct 09, 2026 | Oct 09 | ±0.7% | +0.0% | 区间内 | 746.54 → 746.54 |
| Oct 08, 2026 | Oct 09 | ±1.6% | +0.9% | 区间内 | 739.57 → 746.54 |
| Oct 07, 2026 | Oct 09 | ±2.0% | +0.6% | 区间内 | 742.12 → 746.54 |
| Oct 06, 2026 | Oct 09 | ±2.3% | +1.1% | 区间内 | 738.72 → 746.54 |
| Oct 05, 2026 | Oct 09 | ±2.6% | +2.8% | 区间外 | 726.47 → 746.54 |
| Oct 02, 2026 | Oct 09 | ±2.9% | +1.5% | 区间内 | 735.20 → 746.54 |
| Oct 01, 2026 | Oct 09 | ±3.6% | +1.6% | 区间内 | 734.81 → 746.54 |
| Sep 23, 2026 | Oct 09 | ±4.8% | -7.1% | 区间外 | 803.90 → 746.54 |
| Sep 22, 2026 | Oct 09 | ±4.9% | -6.7% | 区间外 | 800.00 → 746.54 |
| Sep 21, 2026 | Oct 09 | ±4.9% | -5.5% | 区间外 | 790.16 → 746.54 |
| Sep 18, 2026 | Oct 09 | ±6.1% | -3.6% | 区间内 | 774.54 → 746.54 |
| Sep 17, 2026 | Oct 09 | ±6.1% | -3.6% | 区间内 | 774.54 → 746.54 |
| Sep 16, 2026 | Oct 09 | ±6.2% | -3.8% | 区间内 | 775.64 → 746.54 |
| Sep 15, 2026 | Oct 09 | ±6.2% | -4.5% | 区间内 | 781.49 → 746.54 |
| Sep 14, 2026 | Oct 09 | ±6.2% | -4.5% | 区间内 | 781.49 → 746.54 |
| Sep 11, 2026 | Oct 09 | ±6.9% | -5.9% | 区间内 | 793.26 → 746.54 |
| Sep 10, 2026 | Oct 09 | ±7.1% | -7.6% | 区间外 | 807.65 → 746.54 |
| Sep 09, 2026 | Oct 09 | ±6.8% | -7.5% | 区间外 | 806.63 → 746.54 |
| Sep 08, 2026 | Oct 09 | ±7.3% | -9.8% | 区间外 | 827.72 → 746.54 |
| Sep 07, 2026 | Oct 09 | ±7.3% | -9.8% | 区间外 | 827.72 → 746.54 |
| Sep 04, 2026 | Oct 09 | ±7.1% | -12.5% | 区间外 | 853.20 → 746.54 |
| Sep 03, 2026 | Oct 09 | ±7.2% | -11.7% | 区间外 | 845.04 → 746.54 |
| Sep 02, 2026 | Oct 09 | ±7.1% | -6.7% | 区间内 | 800.23 → 746.54 |
| Sep 01, 2026 | Oct 09 | ±7.1% | -6.7% | 区间内 | 800.23 → 746.54 |
| Aug 31, 2026 | Oct 09 | ±7.1% | -6.8% | 区间内 | 801.00 → 746.54 |
| Oct 02, 2026 | Oct 02 | ±0.7% | +0.0% | 区间内 | 735.20 → 735.20 |
| Oct 01, 2026 | Oct 02 | ±1.7% | +0.1% | 区间内 | 734.81 → 735.20 |
| Sep 23, 2026 | Oct 02 | ±3.5% | -8.5% | 区间外 | 803.90 → 735.20 |
| Sep 22, 2026 | Oct 02 | ±3.8% | -8.1% | 区间外 | 800.00 → 735.20 |
| Sep 21, 2026 | Oct 02 | ±3.7% | -7.0% | 区间外 | 790.16 → 735.20 |
| Sep 18, 2026 | Oct 02 | ±4.8% | -5.1% | 区间外 | 774.54 → 735.20 |
| Sep 17, 2026 | Oct 02 | ±4.8% | -5.1% | 区间外 | 774.54 → 735.20 |
结果通过比较记录的价格区间与到期日收盘价得出。各行显示所用方法版本(与当前版本不同时);当前版本: em-1.0.