REGN Gamma Exposure, IV Rank & Implied Volatility
Regeneron Pharmaceuticals (REGN) options data — GEX, IV rank, options chain & Greeks
REGN options trade with implied volatility typically in the 25% - 50% range, averaging N/A in daily volume with very good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
An IV rank near 51.5 (the value shown here is illustrative) would mean implied volatility is in roughly the 51.5th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live REGN IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real REGN IV history on the live platform →
Comprehensive options market data for Regeneron Pharmaceuticals (REGN).
REGN Options at a Glance
What's Covered in This Guide
1 About Regeneron Pharmaceuticals (REGN)
Regeneron Pharmaceuticals (REGN) is a biotechnology company listed on NASDAQ.
Company Profile
Key Dates
Regeneron Pharmaceuticals is a Biotechnology) company in the Healthcare sector.
2 REGN Options Market Overview
REGN options provide trading opportunities for options traders.
Liquidity Assessment: Very Good
REGN options provide trading opportunities across multiple expirations.
3 REGN Implied Volatility & IV Rank
REGN implied volatility patterns reflect the biotechnology sector dynamics.
Earnings Impact
IV typically expands before earnings and contracts after the announcement.
The post-earnings volatility drop is known as IV crush. Holders of short REGN options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
REGN IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
REGN Gamma Exposure (GEX)
Gamma Exposure analysis for REGN reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: REGN tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common REGN Options Strategies
These are strategies commonly used by traders on REGN options, based on typical market characteristics. This is not investment advice.
Popular for REGN shareholders seeking additional income.
Defined-risk directional exposure on REGN.
Range-bound strategy for REGN between events.
Key Considerations for REGN Options
- Monitor REGN earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing options positions
- REGN options liquidity varies by expiration - prefer near-term and monthly expirations
Frequently Asked Questions: REGN Options
What is REGN's typical implied volatility?
REGN implied volatility typically ranges from 25% - 50%. IV patterns are influenced by earnings, sector events, and market conditions.
Does REGN have weekly options?
Yes, REGN offers weekly options expirations.
What is REGN's options trading profile?
REGN (Regeneron Pharmaceuticals) options trade with very good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 25% - 50% range. The position sits in the Healthcare category for portfolio diversification and options strategy design.
How does REGN implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on REGN?
Popular strategies on REGN options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 25% - 50% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is REGN's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence REGN's intraday price action. REGN tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live REGN GEX levels and the gamma-flip point on ApexVol.
What is REGN's IV rank?
REGN's IV rank shows where REGN's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. REGN implied volatility typically ranges from 25% - 50%. Check REGN's live IV rank and percentile on ApexVol's IV analytics.
On This Page
REGN Analytics
REGN Key Events
Related Tickers
Analyze REGN Options
Access real-time GEX levels, IV analytics, and options flow for REGN.
Create Free Account View PlansExplore REGN Options Data
Access institutional-grade analytics including gamma exposure, implied volatility, and real-time options flow.