REGN Deep Analytical Report

Regeneron Pharmaceuticals, Inc. | Category: Equity Mega Cap | Ann. Div Yield: 0.48% ($3.52) | Last Updated: 2026-03-24 | Data Range: 1991-04-01 → 2026-03-01 (420 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% 3.76% 3.55% 2.58% 2.88% 3.14% 716.25 758.73 695.91 780.90
Weekly 8.78% 10.33% 8.98% 6.02% 6.34% 6.92% 691.88 785.44 649.37 836.87
Monthly 24.96% 27.93% 18.28% 12.96% 13.20% 14.41% 646.01 841.21 566.12 959.93
Quarterly 31.47% 47.12% 32.21% 22.50% 22.87% 24.96% 586.50 926.57 466.62 1164.61
Annual 45.73% 49.92% 466.62 1164.61 295.37 1839.87
Option Time Horizon 17.26% 18.84% 620.31 876.07 521.97 1041.12
Calculation Notes: Computed at 2026-03-23T16:33 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $737.18  |  Strike (K): $740.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $50.5500 (Bid $46.0000 / Ask $55.1000)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 0.48%  |  Binomial IV (Annual): 45.73% (CRR binomial tree, American, n=20 steps)  |  BS IV: 45.37% (European Black-Scholes)  |  Yahoo IV (Annual): 49.92% → 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 33.45 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -11.81%380.43%0.43%
-11.81% to -8.83%730.83%1.26%
-8.83% to -5.85%2302.61%3.87%
-5.85% to -2.87%93410.61%14.48%
-2.87% to 0.12%350039.76%54.24%
0.12% to 3.10%280731.89%86.13%
3.10% to 6.08%8059.14%95.27%
6.08% to 9.07%2502.84%98.11%
9.07% to 12.05%850.97%99.08%
Greater than 12.05%810.92%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.86%4.09% 81.55%68.27%
±2σ -7.84%8.07% 95.84%95.45%
±3σ -11.81%12.05% 98.65%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 67.09 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%114412.99%12.99%
1.96% to 4.78%448050.89%63.88%
4.78% to 7.60%197222.40%86.28%
7.60% to 10.42%7027.97%94.25%
10.42% to 13.25%2442.77%97.02%
13.25% to 16.07%1161.32%98.34%
Greater than 16.07%1461.66%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.02%8.54% 88.83%68.27%
±2σ -2.75%12.31% 96.34%95.45%
±3σ -6.51%16.07% 98.34%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 28.53 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -10.55%620.70%0.70%
-10.55% to -7.89%850.97%1.67%
-7.89% to -5.22%2853.24%4.91%
-5.22% to -2.56%90910.32%15.23%
-2.56% to 0.11%323736.77%52.00%
0.11% to 2.77%285832.46%84.46%
2.77% to 5.44%92810.54%95.00%
5.44% to 8.11%2833.21%98.22%
8.11% to 10.77%850.97%99.18%
Greater than 10.77%720.82%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.44%3.66% 79.33%68.27%
±2σ -7.00%7.22% 95.34%95.45%
±3σ -10.55%10.77% 98.48%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 17.88 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -25.76%40.22%0.22%
-25.76% to -19.18%120.66%0.88%
-19.18% to -12.59%492.69%3.56%
-12.59% to -6.01%22812.50%16.06%
-6.01% to 0.58%70138.43%54.50%
0.58% to 7.16%56230.81%85.31%
7.16% to 13.75%1789.76%95.07%
13.75% to 20.33%492.69%97.75%
20.33% to 26.92%211.15%98.90%
Greater than 26.92%201.10%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -8.20%9.36% 79.39%68.27%
±2σ -16.98%18.14% 95.78%95.45%
±3σ -25.76%26.92% 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 77.77 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -19.12%00.00%0.00%
-19.12% to -11.38%00.00%0.00%
-11.38% to -3.63%00.00%0.00%
-3.63% to 4.11%1417.73%7.73%
4.11% to 11.86%103056.44%64.16%
11.86% to 19.60%42223.12%87.29%
19.60% to 27.34%1457.95%95.23%
27.34% to 35.09%442.41%97.64%
35.09% to 42.83%211.15%98.79%
Greater than 42.83%221.21%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.53%22.18% 91.01%68.27%
±2σ -8.80%32.51% 96.93%95.45%
±3σ -19.12%42.83% 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 61.54 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -26.63%90.49%0.49%
-26.63% to -19.89%80.44%0.93%
-19.89% to -13.16%472.58%3.51%
-13.16% to -6.42%20611.29%14.79%
-6.42% to 0.32%68937.75%52.55%
0.32% to 7.05%61033.42%85.97%
7.05% to 13.79%1819.92%95.89%
13.79% to 20.52%482.63%98.52%
20.52% to 27.26%130.71%99.23%
Greater than 27.26%140.77%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -8.67%9.30% 81.37%68.27%
±2σ -17.65%18.28% 96.49%95.45%
±3σ -26.63%27.26% 98.74%99.73%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 7.55. Further, an Excess Kurtosis of 100.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -71.97%00.00%0.00%
-71.97% to -53.25%10.24%0.24%
-53.25% to -34.53%30.72%0.95%
-34.53% to -15.82%4210.02%10.98%
-15.82% to 2.90%20248.21%59.19%
2.90% to 21.62%13331.74%90.93%
21.62% to 40.33%245.73%96.66%
40.33% to 59.05%71.67%98.33%
59.05% to 77.77%40.95%99.28%
Greater than 77.77%30.72%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -22.06%27.86% 90.93%68.27%
±2σ -47.01%52.81% 97.61%95.45%
±3σ -71.97%77.77% 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 62.56 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -54.66%00.00%0.00%
-54.66% to -33.72%00.00%0.00%
-33.72% to -12.77%00.00%0.00%
-12.77% to 8.18%102.38%2.38%
8.18% to 29.13%26563.10%65.48%
29.13% to 50.07%10825.71%91.19%
50.07% to 71.02%194.52%95.71%
71.02% to 91.97%71.67%97.38%
91.97% to 112.92%30.71%98.10%
Greater than 112.92%81.90%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.20%57.06% 93.81%68.27%
±2σ -26.73%84.99% 97.38%95.45%
±3σ -54.66%112.92% 98.10%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 12.66 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -53.86%10.24%0.24%
-53.86% to -40.15%30.71%0.95%
-40.15% to -26.43%112.62%3.57%
-26.43% to -12.72%5513.10%16.67%
-12.72% to 0.99%15436.67%53.33%
0.99% to 14.70%13231.43%84.76%
14.70% to 28.41%4911.67%96.43%
28.41% to 42.12%92.14%98.57%
42.12% to 55.83%10.24%98.81%
Greater than 55.83%51.19%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -17.29%19.27% 80.24%68.27%
±2σ -35.57%37.55% 96.19%95.45%
±3σ -53.86%55.83% 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 -87.28%00.00%0.00%
-87.28% to -63.68%10.71%0.71%
-63.68% to -40.07%42.86%3.57%
-40.07% to -16.47%2014.29%17.86%
-16.47% to 7.13%6143.57%61.43%
7.13% to 30.74%3525.00%86.43%
30.74% to 54.34%85.71%92.14%
54.34% to 77.94%85.71%97.86%
77.94% to 101.55%00.00%97.86%
Greater than 101.55%32.14%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -24.34%38.60% 78.57%68.27%
±2σ -55.81%70.08% 95.71%95.45%
±3σ -87.28%101.55% 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 -84.04%00.00%0.00%
-84.04% to -48.70%00.00%0.00%
-48.70% to -13.36%00.00%0.00%
-13.36% to 21.98%139.22%9.22%
21.98% to 57.33%8157.45%66.67%
57.33% 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 198.69%10.71%97.87%
Greater than 198.69%32.13%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 10.20%104.45% 90.07%68.27%
±2σ -36.92%151.57% 96.45%95.45%
±3σ -84.04%198.69% 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 2.14. 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 -94.50%00.00%0.00%
-94.50% to -70.35%00.00%0.00%
-70.35% to -46.19%32.13%2.13%
-46.19% to -22.03%1812.77%14.89%
-22.03% to 2.13%5841.13%56.03%
2.13% to 26.29%4531.91%87.94%
26.29% to 50.44%96.38%94.33%
50.44% to 74.60%32.13%96.45%
74.60% to 98.76%21.42%97.87%
Greater than 98.76%32.13%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -30.08%34.34% 78.72%68.27%
±2σ -62.29%66.55% 95.74%95.45%
±3σ -94.50%98.76% 97.87%99.73%