IntraAlpha
Create free account Start free

Replimune Group Inc REPL

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-21T17:51:39.596Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:51:32.765853632Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:46.449032+00:00

Share price$11.74
1D+2.8%
$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$0.21$1.36$2.51$3.67$4.82$7.59$9.73$11.87$14.01$16.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive REPL spot · $11.74REPL PRICE$2.30$2.26$2.25$2.25$2.25$0.33$0.38$0.43$0.48$0.80$1.29$1.17$2.00$0.39$0.43$0.46$0.50$0.54$0.57$0.61$0.64$1.05$2.39$3.35$4.02$4.49
PutsExpensive4.32×
CallsExpensive3.28×
SkewBullish-30.35 pp
Implied moveBearish±$0.99
TiltBearish3.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.47800.0%119.5%7.55612.6%39.0%
25Δ21.21800.0%99.9%8.17547.5%34.0%
30Δ19.37800.0%84.2%8.79482.4%29.1%
35Δ17.80800.0%70.8%9.41417.3%24.1%
40Δ16.45800.0%59.3%10.03352.2%19.1%
45Δ11.92114.7%4.4%10.65287.0%14.1%
50Δ11.80112.4%3.7%11.27221.9%9.1%
55Δ11.67110.0%3.1%11.90156.8%4.2%
60Δ11.55107.6%2.5%12.35198.0%3.8%
65Δ11.24150.2%2.6%13.49352.8%5.4%
70Δ10.83220.9%3.2%14.50409.6%5.0%
75Δ10.84183.2%2.3%15.28416.6%4.0%
80Δ9.93251.7%1.6%15.88401.3%2.9%

20Δ

Calls
Pseudo strike
23.47
IV
800.0%
B/E move
119.5%
Puts
Pseudo strike
7.55
IV
612.6%
B/E move
39.0%

25Δ

Calls
Pseudo strike
21.21
IV
800.0%
B/E move
99.9%
Puts
Pseudo strike
8.17
IV
547.5%
B/E move
34.0%

30Δ

Calls
Pseudo strike
19.37
IV
800.0%
B/E move
84.2%
Puts
Pseudo strike
8.79
IV
482.4%
B/E move
29.1%

35Δ

Calls
Pseudo strike
17.80
IV
800.0%
B/E move
70.8%
Puts
Pseudo strike
9.41
IV
417.3%
B/E move
24.1%

40Δ

Calls
Pseudo strike
16.45
IV
800.0%
B/E move
59.3%
Puts
Pseudo strike
10.03
IV
352.2%
B/E move
19.1%

45Δ

Calls
Pseudo strike
11.92
IV
114.7%
B/E move
4.4%
Puts
Pseudo strike
10.65
IV
287.0%
B/E move
14.1%

50Δ

Calls
Pseudo strike
11.80
IV
112.4%
B/E move
3.7%
Puts
Pseudo strike
11.27
IV
221.9%
B/E move
9.1%

55Δ

Calls
Pseudo strike
11.67
IV
110.0%
B/E move
3.1%
Puts
Pseudo strike
11.90
IV
156.8%
B/E move
4.2%

60Δ

Calls
Pseudo strike
11.55
IV
107.6%
B/E move
2.5%
Puts
Pseudo strike
12.35
IV
198.0%
B/E move
3.8%

65Δ

Calls
Pseudo strike
11.24
IV
150.2%
B/E move
2.6%
Puts
Pseudo strike
13.49
IV
352.8%
B/E move
5.4%

70Δ

Calls
Pseudo strike
10.83
IV
220.9%
B/E move
3.2%
Puts
Pseudo strike
14.50
IV
409.6%
B/E move
5.0%

75Δ

Calls
Pseudo strike
10.84
IV
183.2%
B/E move
2.3%
Puts
Pseudo strike
15.28
IV
416.6%
B/E move
4.0%

80Δ

Calls
Pseudo strike
9.93
IV
251.7%
B/E move
1.6%
Puts
Pseudo strike
15.88
IV
401.3%
B/E move
2.9%

Options history

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