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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Regeneron Pharmaceuticals (REGN) - NASDAQ Next Earnings Date: OS Estimate: Feb. 5, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 2.0
Avg Daily Volume: 820,572    Market Cap: 105.94B
Sector: Healthcare    Short Interest: 1.47
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Oct. 31, 2024 BO 1.7 $922.79 @$925.00 $60.25
($922.79)
6.51% -11.57% O -9.16% O $838.20 $92.10
( $838.20 )
52.86%
May 2, 2024 BO 1.7 $903.48 @$905.00 $49.00
($903.48)
5.41% 4.45% I 3.77% I $937.61 $44.80
( $937.61 )
-8.57%
Feb. 2, 2024 BO 1.8 $957.78 @$960.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 2, 2023 BO 1.8 $791.27 @$790.00
Aug. 3, 2023 BO 1.6 $732.12 @$732.50
May 4, 2023 BO 1.5 $803.17 @$805.00
Feb. 3, 2023 BO 1.5 $751.20 @$750.00
Nov. 3, 2022 BO 1.5 $740.48 @$740.00
Aug. 3, 2022 BO 1.4 $574.96 @$575.00
May 4, 2022 BO 1.4 $660.49 @$660.00

 
 
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