Regeneron Pharmaceuticals, Inc. · Brief

Next report

90 days

Jan 29 · before openest.Q4 FY26

Earnings

Expected move

Inputs

±12.6%implied · straddle

810.591,045.19

spot 927.89exp Feb 19ATM strike 920ATM straddle 138.00IV 34%

Oct 30 closeprovisional

Expected move

Inputs

Implied vs realized

8 reportsHistory

4 of 7≥ implied

avg implied: ±4.9%
avg realized: ±6.4%

Apr 29 '25—▼−6.87%—

Aug 1 '25±4.9%▲+2.46%×0.50

Oct 28 '25±4.6%▲+11.82%×2.56

Jan 12 '26±4.6%▼−3.58%×0.78

Jan 30 '26±4.7%▼−1.07%×0.23

Q1 FY26±6.0%▼−6.21%×1.03

Q2 FY26±6.0%▲+6.17%×1.03

Q3 FY26±3.8%▲+13.33%×3.49

quarterimplied−15%0+15%realized×

Q3 FY26±3.8%▲+13.33%×3.49

Q2 FY26±6.0%▲+6.17%×1.03

Q1 FY26±6.0%▼−6.21%×1.03

Jan '26±4.7%▼−1.07%×0.23

Jan '26±4.6%▼−3.58%×0.78

Oct '25±4.6%▲+11.82%×2.56

2 older reports

Aug '25±4.9%▲+2.46%×0.50

Apr '25—▼−6.87%—

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Bull & bear

Jan 29 report · est.

—

Linked exposure

REGN report session

Suppliers 1

BMYBristol-Myers Squibb×0.30

× = co-movement · max 501dSource: SEC filings · market data

Latest changes

30 daysAll changes

Oct 21impliedImplied move: ±5.0% into Oct 30 earnings (Oct 21 close).Source

Oct 68-KMaterial agreement: Sixth Amendment to the Amended and Restated License and Collaboration Agreement with Sanofi Biotechnology SAS.Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.