Implied Volatility (Mean) (20-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

Regeneron Pharmaceuticals, Inc. (REGN) had 20-Day Implied Volatility (Mean) of 0.4447 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	1.0385
Historical Volatility (Parkinson)	0.3538
Implied Volatility (Calls)	0.4636
Implied Volatility (Puts)	0.4257
Implied Volatility (Mean)	0.4447
Put-Call Implied Volatility Ratio	0.9183
Implied Volatility Skew	0.0312
Option Statistics
Put-Call Ratio (Volume)	1.3714
Put-Call Ratio (Open Interest)	0.8705