REGENERON PHARMACEUTICALS, INC. (REGN) Options Risk Score
Real-time risk analysis for REGN options traders — updated every 30 minutes.
Data last updated: 2026-10-22
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Is it risky to sell options on REGENERON PHARMACEUTICALS, INC. (REGN) right now?
For a 4-week expiry, REGENERON PHARMACEUTICALS, INC. (REGN) carries an options catalyst-risk score of 100 out of 100 (HIGH). What pushes it there: an upcoming earnings report, 8 recent news items, 6 active legal filings and 72 clinical-trial catalysts, all landing inside the 4-week window. Anything at 70 or above counts as HIGH, meaning the premium on REGN is at least partly compensation for a scheduled event rather than pure time value. It says nothing about direction — only that something is on the calendar.
REGN shows an IV Rank of 49, putting implied volatility in the middle of its one-year range — options are moderately priced, with a current implied volatility of about 40%. IV Rank is the most useful figure for deciding whether to sell or buy premium on REGN.
The 2026-10-30 earnings report sits inside a standard monthly expiry for REGN, so implied volatility should stay bid into the date and drop sharply once it passes.
REGENERON PHARMACEUTICALS, INC. (REGN) current implied volatility and IV Rank
As of the latest scan, REGENERON PHARMACEUTICALS, INC. (REGN) shows an IV Rank of 49 with implied volatility around 40%, alongside a TickerRisk options-risk score of 100/100. That is roughly mid-range for this stock, meaning implied volatility offers neither a clear selling edge nor a bargain. Directional conviction matters more than vol here.
IV Rank is an index, not a percentage — it says where REGN's implied volatility sits inside its own 1-year range. How to read IV Rank →
REGENERON PHARMACEUTICALS, INC. (REGN) next earnings date — 2026-10-30
REGENERON PHARMACEUTICALS, INC. (REGN) is scheduled to report on 2026-10-30 — about 8 days away, so a standard expiry would carry straight through it. REGN's IV Rank is currently 49. Implied volatility tends to build into the date and drop sharply once results are public. If the premium on REGN looks unusually generous right now, this is the most likely reason.
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