REGENERON PHARMACEUTICALS, INC. (REGN) Options Risk Score

Run a full REGN options risk analysis

See the complete risk breakdown — news catalysts, SEC filings, legal proceedings, earnings overlap, IV vs HV, options flow and Expected Move — all in one scan.

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, 17 recent news items, 10 active legal filings, 2 recent SEC events and 57 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 32, near the low end of its one-year range — options are relatively cheap, which favours option buyers over sellers, with a current implied volatility of about 35%. IV Rank is the most useful figure for deciding whether to sell or buy premium on REGN.

The 2026-10-28 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 32 with implied volatility around 35%, alongside a TickerRisk options-risk score of 100/100. Options on REGN are inexpensive by its own recent history. Long premium and debit structures get more for their money at this level, while sellers are being paid little to carry the risk.

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 — 2026-10-28

REGENERON PHARMACEUTICALS, INC. (REGN) is scheduled to report on 2026-10-28 — about 52 days away, so a standard expiry would carry straight through it. REGN's IV Rank is currently 32. 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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