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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Regeneron Pharmaceuticals (REGN) - NASDAQ Next Earnings Date: Estimated on May 2, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 1.7
Avg Daily Volume: 439,609    Market Cap: 105.94B
Sector: Healthcare    Short Interest: 1.47
Live Interactive Chart
Days to Next Earnings: 35 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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
Feb. 2, 2024 BO 1.8 $957.78 @$960.00 $40.65
($957.78)
4.23% -1.92% I -1.31% I $945.18 $34.75
( $945.18 )
-14.51%
Nov. 2, 2023 BO 1.8 $791.27 @$790.00 $39.75
($791.27)
5.03% 5.03% I 3.47% I $818.79 $40.40
( $818.79 )
1.64%
Aug. 3, 2023 BO 1.6 $732.12 @$732.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 3, 2022 BO 1.4 $574.96 @$575.00
May 4, 2022 BO 1.4 $660.49 @$660.00
Feb. 4, 2022 BO 1.5 $620.69 @$620.00
Nov. 4, 2021 BO 1.5 $652.10 @$650.00

 
 
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