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Replimune Group, Inc. Common Stock REPL

i

Market datapartial · fetched 2026-11-10T22:19:14.435Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, 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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T21:56:50.468128517Z

FundamentalsAlpha Vantage · unavailable

Share price$23.27
1D+5.1%
AH$21.90$22.31$22.73$23.14$23.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMREPL
Sold putSold callAH

Replimune Group, Inc. Common Stock options

Live interpolated REPL call and put midpoint premiums by absolute delta.Replimune Group, Inc. Common Stock$0.62$2.23$3.84$5.44$7.05$21.22$22.25$23.27$24.29$25.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive REPL spot · $23.27REPL PRICE$0.80$0.94$1.08$1.21$2.10$2.35$2.45$2.89$3.34$6.58
Puts——
Calls——
Skew——
Implied moveBearish±$3.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ22.54297.2%12.2%
45Δ
50Δ23.3799.4%3.9%23.85241.1%7.6%
55Δ23.10101.3%3.3%
60Δ22.84100.5%2.8%24.68190.7%4.5%
65Δ22.5997.9%2.2%25.30193.1%3.7%
70Δ25.91194.5%3.0%
75Δ29.03303.3%3.5%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.54
IV
297.2%
B/E move
12.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
23.37
IV
99.4%
B/E move
3.9%
Puts
Pseudo strike
23.85
IV
241.1%
B/E move
7.6%

55Δ

Calls
Pseudo strike
23.10
IV
101.3%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
22.84
IV
100.5%
B/E move
2.8%
Puts
Pseudo strike
24.68
IV
190.7%
B/E move
4.5%

65Δ

Calls
Pseudo strike
22.59
IV
97.9%
B/E move
2.2%
Puts
Pseudo strike
25.30
IV
193.1%
B/E move
3.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.91
IV
194.5%
B/E move
3.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.03
IV
303.3%
B/E move
3.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend76.18%
Daily EOD
REPL57.0%196.0%335.1%2026-10-19: 315.88%2026-10-20: 137.36%2026-10-21: 206.58%2026-10-22: 198.45%2026-10-23: 229.11%2026-10-26: 180.31%2026-10-27: 158.19%2026-10-28: 151.19%2026-10-29: 135.18%2026-10-30: 76.18%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
315.88%
137.36%
206.58%
198.45%
229.11%
180.31%
158.19%
151.19%
135.18%
76.18%