Health Care

Repligen Corporation (RGEN) options and signal

Figures as of 28 Sep 2026

RGEN is Repligen Corporation, a Health Care name the model ranks every trading day. The options figures are from the close on 28 Sep 2026. The model's figures are from 25 Sep 2026, one trading day behind the latest, as the Free plan shows them. Every model figure is paper trading.

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At a glance

FigureValueDate
IV rank56 of 10028 Sep
At the money IV51.1%28 Sep
Priced move to 16 Oct11.3% down, 10.7% up28 Sep
Call wall and put wall200 and 12028 Sep
Signal and the desk's viewNo signal, view neutral25 Sep
Last close194.0928 Sep
Next report3 Nov 202628 Sep

Options Snapshot

RGEN's IV rank is 56 of 100 on 28 Sep 2026.

FigureValue
IV rank56 of 100
At the money IV51.1%, near month, 18 days
Put/call ratio, open interest0.71
Call open interest, strikes captured near the price5,560 contracts
Put open interest, strikes captured near the price3,930 contracts
Cost to trade at the moneyFair, 29.4% of the option's mid price

IV rank is where the at the money IV sits among RGEN's own weekly readings, 0 the lowest and 100 the highest.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Priced Range

On 28 Sep 2026, RGEN options priced a move of 11.3 percent down and 10.7 percent up by 16 Oct 2026.

ExpiryDaysDownUpRange
16 Oct 20261811.3%10.7%172.09 to 214.89
20 Nov 20265320.6%21.1%154.09 to 235.09
18 Dec 20268125.6%24.7%144.39 to 242.09
19 Feb 202714431.3%32.6%133.29 to 257.39

The range is one standard deviation either side of the close of 194.09, as the option prices imply it.

A priced move restates option prices at the close and says nothing certain about where the price goes.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Gamma Map

On 28 Sep 2026, RGEN's call wall is the 200 strike and its put wall is the 120 strike.

FigureValue
Call wall, most open call gamma200
Put wall, most open put gamma120
Flip strike, where net gamma changes sign155.54
Net dollar gamma, calls minus puts$2.34 million
Total dollar gamma, both sides$3.26 million
Close194.09

Dollar gamma is stated for a one percent move in the price.

Net is calls minus puts under the standard convention, not a record of who holds the contracts.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility History

On 28 Sep 2026, RGEN's at the money IV is 51.1 percent against 20 day realized volatility of 39.3 percent.

FigureValue
At the money IV51.1%
Realized volatility, 20 trading days39.3%
Realized volatility, 60 trading days43.4%
IV against its own weekly recordIn the middle
Weekly readings on record805, from 8 Oct 2010
Weeks the price moved more than the one week priced move32.6% of 236 weeks

Realized volatility is worked out from the daily closes the desk holds, not from the option chain.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Weather

On 28 Sep 2026, RGEN's at the money IV runs from 51.1 percent at 18 days to 52.0 percent at 144 days.

Days to expiryAt the money IV
1851.1%
5355.5%
8154.3%
14452.0%

Near and far expiries price about the same volatility, a flat term structure.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Smile

On 28 Sep 2026, at the 53 day expiry, RGEN's IV ten percent below the price sits 0.4 points below at the money IV.

Strike areaImplied volatilityAgainst at the money
10% below the price55.1%-0.4 points
At the money55.5%0.0 points
10% above the price56.1%+0.6 points

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Surface

On 28 Sep 2026, RGEN's surface spans 4 expiries out to 144 days, with IV from 49.9 to 58.3 percent near the price.

FigureValue
Expiries captured4
Nearest expiry16 Oct 2026, 18 days
Farthest expiry19 Feb 2027, 144 days
Points within 10% of the price, 7 days out or more28
Lowest IV among them49.9%
Highest IV among them58.3%

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Expiry Ladder

On 28 Sep 2026, RGEN has 4 captured expiries, from 16 Oct 2026 to 19 Feb 2027.

ExpiryDaysAt the money IVCall open interestPut open interest
16 Oct 20261851.1%3,362431
20 Nov 20265355.5%3541,440
18 Dec 20268154.3%1,6222,002
19 Feb 202714452.0%22360

Open interest is summed over the strikes captured near the price on each expiry.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Strike Table

On 28 Sep 2026, RGEN's largest open interest sits at the 200 strike, with 3,218 contracts across the captured expiries.

StrikeCall open interestPut open interestTotal
2003,21623,218
12002,7462,746
1601,0781191,197
16532063383
17037237274
19015813171

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Since Yesterday

From 25 Sep 2026 to 28 Sep 2026, RGEN's at the money IV moved from 56.5 percent to 51.1 percent.

Figure25 Sep28 SepChange
At the money IV56.5%51.1%-5.4 points
Open interest, strikes captured near the price10,5549,494-1,060
Put/call ratio, open interest0.850.71-0.15

Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Changed Hands

On 28 Sep 2026, 4,032 RGEN option contracts traded, 1.0 times its own recent average.

FigureValue
Calls traded1,840
Puts traded2,192
Against its recent average1.0 times
Busier than19 of its last 20 trading days
Open interest, whole chain13,749 contracts
Volume to open interest0.29
Unusual volume flagYes, 1 contract traded well above open interest
Largest flagged contractThe 200 call expiring 18 Dec, 218 traded against 107 open

Traded volume and open interest are shown side by side and never combined. Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Positioning Replay

The replay holds 33 trading days of RGEN's option positioning, from 11 Aug 2026 to 28 Sep 2026.

DateCloseNet dollar gammaTop call strikeTop put strike
11 Aug 2026164.77$346,793165135
21 Sep 2026180.71$39,826165170
28 Sep 2026194.09$2.34 million200120

Each frame restates one nightly capture. Net is calls minus puts, a convention, not who holds the contracts.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Read-out

On 25 Sep 2026 the desk's view of RGEN was neutral, paper trading.

FigureValue
SideNeutral at 45 trading days, no signal
Level above the close198.86, the swing high of 28 Sep 2026
Level below the close185.34, the swing low of 25 Aug 2026
Strategy familyIron condor (sell both sides, defined risk)
Price targetNone. The desk has no price model.

The levels are prices the shares turned at on the chart, with the date of each.

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Rank by Timeframe

On 25 Sep 2026 RGEN sat at the 21st percentile of the model's 45 trading day ranking, paper trading.

TimeframePercentileSide
10 trading days74 of 100Neutral
20 trading days17 of 100Bearish
45 trading days21 of 100Neutral

100 is the top of the ranking. A name in the middle three fifths is neutral.

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Timeframe Agreement

On 25 Sep 2026 RGEN's near timeframes were bearish and its long timeframe was neutral, paper trading.

GroupTimeframesSideOn that side
Near10 day, 20 dayBearish1 of 2
Long45 dayNeutral0 of 1

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Signal History

On 25 Sep 2026 RGEN had carried no signal for at least 18 trading days, paper trading.

Trading daySignal45 day percentile
25 Sep 2026None21 of 100
24 Sep 2026None35 of 100
23 Sep 2026None49 of 100
22 Sep 2026None46 of 100
21 Sep 2026None36 of 100
18 Sep 2026None25 of 100
17 Sep 2026None38 of 100
16 Sep 2026None24 of 100

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Sector Split

On 25 Sep 2026, 32 of 120 Health Care names were bullish and 52 were bearish, paper trading.

SectorNamesBullishBearishNeutral
Health Care120325236

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Price Chart

RGEN closed at 194.09 on 28 Sep 2026.

FigureValue
Last close194.09
Change over 5 trading days+7.4%
Change over 21 trading days+6.6%
Change over 63 trading days+41.7%
Change over 252 trading days+59.5%
52 week high198.86
52 week low100.99
20 day moving average176.09
50 day moving average165.95
200 day moving average143.00
RSI, 14 days71

Worked out from the desk's own daily bars, adjusted for share splits.

From the daily bars through 28 Sep 2026. Current on every plan.

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Earnings Radar

RGEN reports next on 3 Nov 2026, a date confirmed by the company.

FigureValue
Next report3 Nov 2026, before the open
DateConfirmed by the company
Move after the report of 28 Jul 2026+10.9%
Move after the report of 29 Apr 2026+4.6%
Move after the report of 27 Jan 2026-2.2%
Move after the report of 29 Apr 2025-2.9%

Earnings calendar as of 28 Sep 2026. Current on every plan.

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Company Events

RGEN filed 1 current report in the 14 days to 28 Sep 2026, the latest on 15 Sep 2026.

FiledReportWhat it covers
15 Sep 2026Current reportDeparture of Directors or Certain Officers; Election of Directors; Appointment of Certain Officers; Compensatory Arrangements of Certain Officers

Filings as of 28 Sep 2026. Current on every plan.

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Public Filings

Company insiders reported 0 purchases and 2 sales of RGEN in the filings the desk holds.

FiledWhoTradeSize
24 Sep 2026Loeillot Olivier, director, Chief Executive OfficerSold8,404 shares, $1.6 million
24 Sep 2026Loeillot Olivier, director, Chief Executive OfficerSold4,542 shares, $862,980

Every filing is reproduced as filed, and each one reaches the public days or weeks after the trade.

Filings as of 28 Sep 2026. Current on every plan.

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Seasonality

In the 23 Septembers on record, RGEN's average change was minus 4.0 percent, and it rose in 39.1 percent of them.

MonthAverage changeMiddle changeShare of years upYears
September-4.0%-1.4%39.1%23
October+2.8%-1.9%43.5%23
November+3.5%-1.5%43.5%23

Each figure is a month end to month end change in past years. A past month says nothing certain about the next one.

Monthly history through 28 Sep 2026. Current on every plan.

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Questions

What is RGEN's IV rank?
RGEN's IV rank is 56 of 100 on 28 Sep 2026.
What move are RGEN options pricing?
On 28 Sep 2026, RGEN options priced a move of 11.3 percent down and 10.7 percent up by 16 Oct 2026.
Where are RGEN's call wall and put wall?
On 28 Sep 2026, RGEN's call wall is the 200 strike and its put wall is the 120 strike.
What was the desk's latest view of RGEN on the Free plan?
On 25 Sep 2026 the desk's view of RGEN was neutral, paper trading.
When does RGEN report earnings next?
RGEN reports next on 3 Nov 2026, a date confirmed by the company.

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