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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Regeneron Pharmaceuticals (REGN) - NASDAQ Next Earnings Date: Estimated on Oct. 28, 2026
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 2.6
Avg Daily Volume: 812,161    Market Cap: 80.5B
Sector: Healthcare    Short Interest: 2.48
Live Interactive Chart
Days to Next Earnings: 47 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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
July 30, 2026 BO 2.6 $695.42 @$695.00 $58.20
($695.42)
8.37% 6.41% I 6.17% I $738.34 $59.50
( $738.34 )
2.23%
April 29, 2026 BO 2.5 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 28, 2025 BO 2.4 $585.31 @$585.00
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

 
 
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