REGN volatility Regeneron Pharmaceuticals, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.27.6%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.29.0%
HV6028.8%
IV − HV20 spread
-1.4pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
36
स्वयं-इतिहास पर्सेंटाइलWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
5/60 दिन रिकॉर्ड किए गए
Cboe delayed options data · के अनुसार 00:41 UTC · इनकी गणना कैसे की जाती है
IV term structure
प्रत्येक सूचीबद्ध एक्सपायरी के लिए at-the-money इम्प्लाइड वोलैटिलिटी, शेष दिनों के अनुसार प्लॉट की गई।
| समाप्त होती है | DTE | ATM IV | 25Δ स्क्यूThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 27.4% | +2.7pt | ±1.6% |
| Sep 11, 2026 | 7 | 22.8% | -1.6pt | ±2.8% |
| Sep 18, 2026 | 14 | 26.7% | -1.6pt | ±4.4% |
| Sep 25, 2026 | 21 | 27.8% | +2.1pt | ±5.5% |
| Oct 02, 2026 | 28 | 27.2% | +0.2pt | ±6.1% |
| Oct 09, 2026 | 35 | 28.5% | +1.1pt | ±7.1% |
| Oct 16, 2026 | 42 | 29.0% | +2.0pt | ±8.0% |
| Oct 23, 2026 | 49 | 29.1% | +0.9pt | ±8.6% |
| Nov 20, 2026 | 77 | 32.1% | +0.9pt | ±11.8% |
| Dec 18, 2026 | 105 | 32.0% | +0.8pt | ±13.7% |
| Jan 15, 2027 | 133 | 31.8% | +1.6pt | ±15.4% |
| Feb 19, 2027 | 168 | 33.2% | +3.0pt | ±18.1% |
| Mar 19, 2027 | 196 | 33.7% | +2.4pt | ±19.6% |
| Jun 17, 2027 | 286 | 34.3% | +2.8pt | ±24.1% |
| Sep 17, 2027 | 378 | 34.8% | +4.1pt | ±28.0% |
| Jan 21, 2028 | 504 | 35.1% | +4.2pt | ±32.5% |
Volatility smile — Sep 18, 2026
strike के अनुसार implied volatility। puts की ओर झुकाव (बाईं ओर अधिक) skew है: downside protection की कीमत upside से अधिक।
callsputs
Implied बनाम realized, दैनिक रिकॉर्ड
IV30HV20