Repligen Corporation (RGEN) Volatility Skew
Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.
Snapshot as of May 8, 2026.
- Spot Price
- $124.30
- ATM IV
- 55.0%
- IV Skew 25Δ
- 0.069
- IV Rank
- 41.0%
- IV Percentile
- 73.4%
- Term Structure Slope
- 0.067
As of May 8, 2026, Repligen Corporation (RGEN) at-the-money implied volatility is 55.0%. IV rank is 41.0% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 73.4%. The 25-delta skew is +0.069: calls carry premium over puts, indicating upside speculation or squeeze risk. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
Learn how volatility skew is reported and how to read the data →
Frequently asked RGEN volatility skew questions
- What is the current RGEN ATM implied volatility?
- As of May 8, 2026, Repligen Corporation (RGEN) at-the-money implied volatility is 55.0%. IV rank is 41.0% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
- Is RGEN IV high or low historically?
- IV is near its 1-year median, a regime where strategy choice depends on directional conviction and event calendar rather than vol regime.
- What does RGEN volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Repligen Corporation shows upside-skewed pricing: 25-delta calls trade richer than 25-delta puts, often reflecting upside speculation or squeeze risk. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.