REGN Deep Analytical Report

Regeneron Pharmaceuticals, Inc. | Category: Equity Mega Cap | Ann. Div Yield: 0.45% ($3.52) | Last Updated: 2026-02-22 | Data Range: 1991-04-01 → 2026-02-01 (419 months)
Quick Overview
Timeframe C-C DoR σ
(Historical)
H-L DoR σ
(Historical)
O-C DoR σ
(Historical)
5Y ATRP
(Avg)
Binomial IV
(Period)
Yahoo IV
(Period)
1σ Lower
(68.27%)
1σ Upper 2σ Lower
(95.45%)
2σ Upper
Daily 3.98% 3.77% 3.56% 2.58% 2.12% 2.39% 763.30 796.39 747.27 813.47
Weekly 8.79% 10.33% 8.99% 6.03% 4.67% 5.27% 744.09 816.95 710.13 856.02
Monthly 24.98% 27.95% 18.30% 13.03% 9.72% 10.97% 707.42 859.29 641.87 947.05
Quarterly 31.46% 47.12% 32.22% 22.47% 16.84% 19.01% 658.82 922.69 556.70 1091.95
Annual 33.68% 38.02% 556.70 1091.95 397.49 1529.30
Option Time Horizon 11.01% 12.43% 698.38 870.42 625.56 971.74
Calculation Notes: Computed at 2026-02-22T14:18 UTC  |  Reference Contract: Call option expiring 2026-04-02 (39 days)  |  Spot Price (S): $779.67  |  Strike (K): $830.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $16.6500 (Bid $13.2000 / Ask $20.1000)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 0.45%  |  Binomial IV (Annual): 33.68% (CRR binomial tree, American, n=20 steps)  |  BS IV: 33.85% (European Black-Scholes)  |  Yahoo IV (Annual): 38.02% → period-scaled as σperiod = σannual·√h  |  Price bands: Upper = S·e+σ√h, Lower = S·e−σ√h
Historical Dividend Payouts
Ex-Dividend Date Amount
2026-02-20 $0.9400
2025-11-20 $0.8800
2025-08-18 $0.8800
2025-05-20 $0.8800
2025-02-20 $0.8800
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.54. Further, an Excess Kurtosis of 33.40 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -11.82%380.43%0.43%
-11.82% to -8.84%730.83%1.26%
-8.84% to -5.85%2302.62%3.88%
-5.85% to -2.87%92910.58%14.46%
-2.87% to 0.12%349539.80%54.26%
0.12% to 3.10%279731.85%86.11%
3.10% to 6.09%8059.17%95.27%
6.09% to 9.07%2502.85%98.12%
9.07% to 12.06%840.96%99.08%
Greater than 12.06%810.92%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.86%4.10% 81.54%68.27%
±2σ -7.84%8.08% 95.83%95.45%
±3σ -11.82%12.06% 98.64%99.73%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.00. Further, an Excess Kurtosis of 67.00 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.51%00.00%0.00%
-6.51% to -3.69%00.00%0.00%
-3.69% to -0.86%00.00%0.00%
-0.86% to 1.96%114913.08%13.08%
1.96% to 4.79%445950.77%63.85%
4.79% to 7.61%197122.44%86.29%
7.61% to 10.43%6987.95%94.24%
10.43% to 13.26%2442.78%97.02%
13.26% to 16.08%1171.33%98.35%
Greater than 16.08%1451.65%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.02%8.55% 88.82%68.27%
±2σ -2.75%12.32% 96.37%95.45%
±3σ -6.51%16.08% 98.35%99.73%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.06. Further, an Excess Kurtosis of 28.49 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -10.56%620.71%0.71%
-10.56% to -7.89%850.97%1.67%
-7.89% to -5.22%2853.24%4.92%
-5.22% to -2.56%90610.32%15.23%
-2.56% to 0.11%323136.79%52.02%
0.11% to 2.78%284732.41%84.44%
2.78% to 5.45%92710.55%94.99%
5.45% to 8.11%2833.22%98.21%
8.11% to 10.78%850.97%99.18%
Greater than 10.78%720.82%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.45%3.67% 79.28%68.27%
±2σ -7.00%7.22% 95.34%95.45%
±3σ -10.56%10.78% 98.47%99.73%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.54. Further, an Excess Kurtosis of 17.84 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -25.79%40.22%0.22%
-25.79% to -19.19%120.66%0.88%
-19.19% to -12.60%492.69%3.57%
-12.60% to -6.01%22812.53%16.10%
-6.01% to 0.58%69738.30%54.40%
0.58% to 7.17%56230.88%85.27%
7.17% to 13.76%1789.78%95.05%
13.76% to 20.36%492.69%97.75%
20.36% to 26.95%211.15%98.90%
Greater than 26.95%201.10%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -8.21%9.37% 79.34%68.27%
±2σ -17.00%18.16% 95.77%95.45%
±3σ -25.79%26.95% 98.68%99.73%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.40. Further, an Excess Kurtosis of 77.68 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -19.13%00.00%0.00%
-19.13% to -11.38%00.00%0.00%
-11.38% to -3.63%00.00%0.00%
-3.63% to 4.12%1417.74%7.74%
4.12% to 11.87%102656.34%64.09%
11.87% to 19.62%42323.23%87.31%
19.62% to 27.37%1447.91%95.22%
27.37% to 35.12%442.42%97.64%
35.12% to 42.87%211.15%98.79%
Greater than 42.87%221.21%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.54%22.20% 91.05%68.27%
±2σ -8.80%32.53% 96.92%95.45%
±3σ -19.13%42.87% 98.79%99.73%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.90. Further, an Excess Kurtosis of 61.42 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -26.66%90.49%0.49%
-26.66% to -19.91%80.44%0.93%
-19.91% to -13.17%472.58%3.51%
-13.17% to -6.43%20611.31%14.83%
-6.43% to 0.32%68737.73%52.55%
0.32% to 7.06%60833.39%85.94%
7.06% to 13.80%1829.99%95.94%
13.80% to 20.55%472.58%98.52%
20.55% to 27.29%150.82%99.34%
Greater than 27.29%120.66%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -8.68%9.31% 81.33%68.27%
±2σ -17.67%18.30% 96.49%95.45%
±3σ -26.66%27.29% 98.85%99.73%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 7.54. Further, an Excess Kurtosis of 100.41 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -72.03%00.00%0.00%
-72.03% to -53.29%10.24%0.24%
-53.29% to -34.55%30.72%0.96%
-34.55% to -15.82%4210.05%11.00%
-15.82% to 2.92%20248.33%59.33%
2.92% to 21.66%13231.58%90.91%
21.66% to 40.39%245.74%96.65%
40.39% to 59.13%71.67%98.33%
59.13% to 77.87%40.96%99.28%
Greater than 77.87%30.72%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -22.06%27.90% 90.91%68.27%
±2σ -47.05%52.89% 97.61%95.45%
±3σ -72.03%77.87% 99.28%99.73%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.25. Further, an Excess Kurtosis of 62.52 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -54.67%00.00%0.00%
-54.67% to -33.71%00.00%0.00%
-33.71% to -12.75%00.00%0.00%
-12.75% to 8.21%102.39%2.39%
8.21% to 29.17%26463.01%65.39%
29.17% to 50.13%10825.78%91.17%
50.13% to 71.09%194.53%95.70%
71.09% to 92.05%71.67%97.37%
92.05% to 113.01%30.72%98.09%
Greater than 113.01%81.91%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.23%57.12% 93.79%68.27%
±2σ -26.72%85.07% 97.37%95.45%
±3σ -54.67%113.01% 98.09%99.73%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.75. Further, an Excess Kurtosis of 12.63 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -53.93%10.24%0.24%
-53.93% to -40.20%30.72%0.95%
-40.20% to -26.47%102.39%3.34%
-26.47% to -12.75%5513.13%16.47%
-12.75% to 0.98%15536.99%53.46%
0.98% to 14.71%13131.26%84.73%
14.71% to 28.43%4911.69%96.42%
28.43% to 42.16%92.15%98.57%
42.16% to 55.89%10.24%98.81%
Greater than 55.89%51.19%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -17.32%19.28% 80.19%68.27%
±2σ -35.62%37.58% 96.18%95.45%
±3σ -53.93%55.89% 98.57%99.73%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.37. Further, an Excess Kurtosis of 3.79 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -87.22%00.00%0.00%
-87.22% to -63.62%10.71%0.71%
-63.62% to -40.03%42.86%3.57%
-40.03% to -16.43%2014.29%17.86%
-16.43% to 7.17%6143.57%61.43%
7.17% to 30.77%3525.00%86.43%
30.77% to 54.37%85.71%92.14%
54.37% to 77.97%85.71%97.86%
77.97% to 101.57%00.00%97.86%
Greater than 101.57%32.14%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -24.29%38.64% 78.57%68.27%
±2σ -55.76%70.10% 95.71%95.45%
±3σ -87.22%101.57% 97.86%99.73%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.38. Further, an Excess Kurtosis of 16.97 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -84.05%00.00%0.00%
-84.05% to -48.71%00.00%0.00%
-48.71% to -13.37%00.00%0.00%
-13.37% to 21.98%139.22%9.22%
21.98% to 57.32%8157.45%66.67%
57.32% to 92.67%2920.57%87.23%
92.67% to 128.01%96.38%93.62%
128.01% to 163.35%53.55%97.16%
163.35% to 198.70%10.71%97.87%
Greater than 198.70%32.13%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 10.20%104.45% 90.07%68.27%
±2σ -36.93%151.57% 96.45%95.45%
±3σ -84.05%198.70% 97.87%99.73%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.15. Further, an Excess Kurtosis of 9.44 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -94.56%00.00%0.00%
-94.56% to -70.40%00.00%0.00%
-70.40% to -46.24%32.13%2.13%
-46.24% to -22.07%1812.77%14.89%
-22.07% to 2.09%5841.13%56.03%
2.09% to 26.25%4531.91%87.94%
26.25% to 50.42%96.38%94.33%
50.42% to 74.58%32.13%96.45%
74.58% to 98.75%21.42%97.87%
Greater than 98.75%32.13%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -30.13%34.31% 78.72%68.27%
±2σ -62.35%66.53% 95.74%95.45%
±3σ -94.56%98.75% 97.87%99.73%