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Regeneron Pharmaceuticals Inc REGN 781.49 -11.77 -1.48%

Previous-day view · Fri Sep 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

REGN / Comparative study

3 signals / 504 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -1.24
29.23
Mean
55.23
Window
-34.6%
ATM IV z -1.32
0.28
Mean
0.36
Window
+10.2%
IV Percentile z -1.66
7.51
Mean
61.2
Window
-89.4%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.62 0.89
ATM IV 0.62 1.00 0.62
IV Percent... 0.89 0.62 1.00
Source observations

Data inspector

1-50 of 504
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
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
2026-09-07 827.72 18.14 0.25 0.79
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
2026-08-25 833.56 24.68 0.27 3.17
2026-08-24 828.5 23.23 0.27 1.59
2026-08-21 834.04 24.14 0.27 1.98
2026-08-20 826.64 24.54 0.27 1.98
2026-08-19 840.84 34.77 0.3 8.33
2026-08-18 810.24 26.12 0.28 2.38
2026-08-17 805.93 23.89 0.27 1.59
2026-08-14 803.48 21.99 0.26 0.79
2026-08-13 805.97 22.45 0.26 0.79
2026-08-12 797.99 24.83 0.27 0.79
2026-08-11 797 30.71 0.29 2.38
2026-08-10 808.05 27.97 0.28 0.8
2026-08-07 784.36 28.26 0.28 0.79
2026-08-06 772.11 33.2 0.3 2.38
2026-08-05 768.58 35.4 0.3 5.16
2026-08-04 760.66 41.62 0.32 15.87
2026-08-03 759.24 39.13 0.31 12.75
2026-07-31 762.63 51.68 0.35 45.24
2026-07-30 738.34 43.15 0.32 18.65
2026-07-29 695.42 68.01 0.4 75
2026-07-28 695.18 67.22 0.39 73.41
2026-07-27 667.17 71.05 0.41 77.69
2026-07-24 656.01 64.42 0.39 69.05
2026-07-23 651.91 67.32 0.4 73.02
2026-07-22 651.18 61.85 0.38 66.67
2026-07-21 675.19 58.53 0.37 58.73
2026-07-20 672.15 55.56 0.36 52.99
2026-07-17 676.69 51.87 0.35 44.84
2026-07-16 678.94 51.27 0.35 44.44
2026-07-15 664.45 52.13 0.35 45.24
2026-07-14 656.12 52.17 0.35 45.63
2026-07-13 663.09 52 0.35 45.02
2026-07-10 664.52 53.15 0.35 46.03
2026-07-09 667.95 54.17 0.36 47.62
2026-07-08 662.88 54.3 0.36 48.02
2026-07-07 676.23 52.25 0.35 45.24
2026-07-02 654.27 44.77 0.33 23.72