Repligen Corporation (RGEN) Expected Move
Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.
Snapshot as of May 8, 2026.
- Spot Price
- $124.30
- Expected Move
- 15.8%
- Implied High
- $143.90
- Implied Low
- $104.70
- Front DTE
- 41 days
As of May 8, 2026, Repligen Corporation (RGEN) has an expected move of 15.77%, a one-standard-deviation implied price range of roughly $104.70 to $143.90 from the current $124.30. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.
Learn how expected move is reported and how to read the data →
Per-expiration expected move for RGEN derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $124.30 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.
| Expiration | DTE | ATM IV | Expected Move | Implied High | Implied Low |
|---|---|---|---|---|---|
| May 15, 2026 | 7 | 55.0% | 7.6% | $133.77 | $114.83 |
| Jun 18, 2026 | 41 | 41.6% | 13.9% | $141.63 | $106.97 |
| Aug 21, 2026 | 105 | 48.3% | 25.9% | $156.50 | $92.10 |
| Nov 20, 2026 | 196 | 49.1% | 36.0% | $169.02 | $79.58 |
Frequently asked RGEN expected move questions
- What is the current RGEN expected move?
- As of May 8, 2026, Repligen Corporation (RGEN) has an expected move of 15.77% over the next 41 days, implying a one-standard-deviation price range of $104.70 to $143.90 from the current $124.30. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
- What does the RGEN expected move mean for traders?
- Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
- How is RGEN expected move calculated?
- The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.