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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Regeneron Pharmaceuticals (REGN) - NASDAQ Next Earnings Date: Estimated on April 29, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 2.0
Avg Daily Volume: 940,715    Market Cap: 78.0B
Sector: Healthcare    Short Interest: 1.93
Live Interactive Chart
Days to Next Earnings: 28 Days
Implied Move Weekly: 9.59%       Expires on: May 2, 2025
Implied Move Monthly: 11.38%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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
April 29, 2025 BO None $0.00 @$615.00 $70.20
($617.00)
11.38% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 4, 2025 BO 2.0 $666.85 @$665.00 $48.65
($666.85)
7.32% 6.46% I 4.52% I $697.05 $47.85
( $697.05 )
-1.64%
Oct. 31, 2024 BO 1.7 $922.79 @$925.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 2, 2024 BO 1.7 $903.48 @$905.00
Feb. 2, 2024 BO 1.8 $957.78 @$960.00
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

 
 
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