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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Regeneron Pharmaceuticals (REGN) - NASDAQ Next Earnings Date: OS Estimate: Feb. 5, 2026 BO
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 2.7
Avg Daily Volume: 1,096,206    Market Cap: 61.3B
Sector: Healthcare    Short Interest: 2.6
Live Interactive Chart
Days to Next Earnings: 93 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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. 28, 2025 BO 2.4 $585.31 @$585.00 $52.55
($585.31)
8.98% 12.02% O 11.81% O $654.48 $77.90
( $654.48 )
48.24%
Aug. 1, 2025 BO 2.3 $545.46 @$545.00 $44.55
($545.46)
8.17% 6.93% I 2.45% I $558.87 $35.55
( $558.87 )
-20.2%
April 29, 2025 BO 2.0 $610.86 @$610.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 3, 2023 BO 1.6 $732.12 @$732.50
May 4, 2023 BO 1.5 $803.17 @$805.00

 
 
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