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Replimune Group Inc REPL

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-21T16:59:00.038Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T16:58:07.980612942Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:58:59.049092+00:00

Share price$11.92
1D+4.5%
$11.36$11.54$11.72$11.90$12.095:30 AM6:30 AM9:00 AM1:00 PMREPL
Sold putSold call

Replimune Group Inc options

Live interpolated REPL call and put midpoint premiums by absolute delta.Replimune Group Inc$0.16$1.48$2.81$4.13$5.45$7.57$10.15$12.73$15.32$17.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive REPL spot · $11.92REPL PRICE$2.30$1.14$2.25$1.92$1.28$1.43$2.21$1.90$1.59$1.28$0.97$0.66$1.79$0.30$2.23$0.93$0.59$0.61$0.63$1.10$1.58$2.07$3.17$3.96$4.52$5.07
PutsExpensive4.39×
CallsExpensive4.47×
SkewBullish-179.11 pp
Implied moveBullish±$3.31
TiltBearish12.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.00800.0%120.7%10.29268.6%16.2%
25Δ19.79700.2%75.6%9.52793.6%38.9%
30Δ19.78800.0%84.8%10.69387.5%18.1%
35Δ17.16704.3%60.1%11.26249.1%10.5%
40Δ15.30627.8%39.1%11.58215.3%8.0%
45Δ14.31501.5%32.0%11.80193.0%6.3%
50Δ14.43783.6%39.6%12.25253.2%6.5%
55Δ13.90653.6%32.6%12.64321.6%7.2%
60Δ13.37523.7%25.5%13.23344.1%6.3%
65Δ12.84393.8%18.5%14.32431.9%6.5%
70Δ12.31263.9%11.4%15.22455.8%5.6%
75Δ11.78134.0%4.3%15.92448.1%4.3%
80Δ10.39235.4%2.1%16.62431.7%3.1%

20Δ

Calls
Pseudo strike
24.00
IV
800.0%
B/E move
120.7%
Puts
Pseudo strike
10.29
IV
268.6%
B/E move
16.2%

25Δ

Calls
Pseudo strike
19.79
IV
700.2%
B/E move
75.6%
Puts
Pseudo strike
9.52
IV
793.6%
B/E move
38.9%

30Δ

Calls
Pseudo strike
19.78
IV
800.0%
B/E move
84.8%
Puts
Pseudo strike
10.69
IV
387.5%
B/E move
18.1%

35Δ

Calls
Pseudo strike
17.16
IV
704.3%
B/E move
60.1%
Puts
Pseudo strike
11.26
IV
249.1%
B/E move
10.5%

40Δ

Calls
Pseudo strike
15.30
IV
627.8%
B/E move
39.1%
Puts
Pseudo strike
11.58
IV
215.3%
B/E move
8.0%

45Δ

Calls
Pseudo strike
14.31
IV
501.5%
B/E move
32.0%
Puts
Pseudo strike
11.80
IV
193.0%
B/E move
6.3%

50Δ

Calls
Pseudo strike
14.43
IV
783.6%
B/E move
39.6%
Puts
Pseudo strike
12.25
IV
253.2%
B/E move
6.5%

55Δ

Calls
Pseudo strike
13.90
IV
653.6%
B/E move
32.6%
Puts
Pseudo strike
12.64
IV
321.6%
B/E move
7.2%

60Δ

Calls
Pseudo strike
13.37
IV
523.7%
B/E move
25.5%
Puts
Pseudo strike
13.23
IV
344.1%
B/E move
6.3%

65Δ

Calls
Pseudo strike
12.84
IV
393.8%
B/E move
18.5%
Puts
Pseudo strike
14.32
IV
431.9%
B/E move
6.5%

70Δ

Calls
Pseudo strike
12.31
IV
263.9%
B/E move
11.4%
Puts
Pseudo strike
15.22
IV
455.8%
B/E move
5.6%

75Δ

Calls
Pseudo strike
11.78
IV
134.0%
B/E move
4.3%
Puts
Pseudo strike
15.92
IV
448.1%
B/E move
4.3%

80Δ

Calls
Pseudo strike
10.39
IV
235.4%
B/E move
2.1%
Puts
Pseudo strike
16.62
IV
431.7%
B/E move
3.1%

Options history

REPL123.08226.62330.162026-10-19: 315.88%2026-10-20: 137.36%Oct 19Oct 20
Table
DateIV
315.88%
137.36%