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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Regeneron Pharmaceuticals (REGN) - NASDAQ Next Earnings Date: OS Estimate: Aug. 20, 2026 BO
OS Projected Window: Aug. 17, 2026 to Aug. 22, 2026
EVR: 2.5
Avg Daily Volume: 698,975    Market Cap: 79.5B
Sector: Healthcare    Short Interest: 2.69
Live Interactive Chart
Implied Move Weekly: 7.11%       Expires on: May 1, 2026
Implied Move Monthly: 9.32%       Expires on: May 15, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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, 2026 BO None $731.77 @$730.00 $68.05
($731.77)
9.32% -8.59% I -6.2% I $686.36 $58.85
( $686.36 )
-13.52%
Jan. 30, 2026 BO 2.7 $749.44 @$750.00 $62.45
($749.44)
8.33% 3.32% I -1.06% I $741.45 $45.95
( $741.45 )
-26.42%
Oct. 28, 2025 BO 2.4 $585.31 @$585.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 1, 2025 BO 2.3 $545.46 @$545.00
April 29, 2025 BO 2.0 $610.86 @$610.00
Feb. 4, 2025 BO 2.0 $666.85 @$665.00
Oct. 31, 2024 BO 1.7 $922.79 @$925.00
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

 
 
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