REPL · Expected Move
Replimune Group, Inc.
The expected move for REPL is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
REPL straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current REPL Expected Move
30-Day Straddle
$3.40
7-Day Straddle
$1.17
30-Day ATM IV
104.5%
IV Rank
10%
Implied one-standard-deviation move through the next 30 days. Compare to REPL's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
REPL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.40 | $1.17 | 104.5% | 10% |
| 20261021 | $2.27 | $1.58 | 84.6% | 6% |
| 20261020 | $2.23 | $1.40 | 82.8% | 5% |
| 20261019 | $2.10 | $0.95 | 82.8% | 5% |
| 20261016 | $2.00 | $1.25 | 92.6% | 8% |
| 20261015 | $2.27 | $1.30 | 112.3% | 12% |
| 20261014 | $1.88 | $1.45 | 73.2% | 3% |
| 20261013 | $2.90 | $1.42 | 143.7% | 20% |
| 20261012 | $2.45 | $1.08 | 78.5% | 4% |
| 20261009 | $2.23 | $1.30 | 73.7% | 3% |
| 20261008 | $2.20 | $1.00 | 75.5% | 4% |
| 20261007 | $2.70 | $1.18 | 87.0% | 6% |
| 20261006 | $2.35 | $1.35 | 74.1% | 3% |
| 20261005 | $3.05 | $1.10 | 140.6% | 19% |
| 20261002 | $5.33 | $0.88 | 94.5% | 8% |
| 20261001 | $2.77 | $1.15 | 112.9% | 12% |
| 20260930 | $3.00 | $2.88 | 91.8% | 7% |
| 20260929 | $3.10 | $1.62 | 100.5% | 9% |
| 20260928 | $2.48 | $1.17 | 88.8% | 7% |
| 20260925 | $1.82 | $1.02 | 80.6% | 5% |
| 20260924 | $2.17 | $2.17 | 91.9% | 7% |
| 20260923 | $2.28 | $2.62 | 77.0% | 4% |
| 20260922 | $4.70 | $1.45 | 142.1% | 19% |
| 20260921 | $2.70 | $0.88 | 75.5% | 4% |
| 20260918 | $2.80 | $1.32 | 108.3% | 11% |
| 20260917 | $1.98 | $1.43 | 90.0% | 7% |
| 20260916 | $2.55 | $1.88 | 90.2% | 7% |
| 20260915 | $2.95 | $1.60 | 110.6% | 12% |
| 20260914 | $2.33 | $1.08 | 60.2% | 0% |
| 20260911 | $2.38 | $0.97 | 80.4% | 2% |
| 20260910 | $2.38 | $1.33 | 78.1% | 2% |
| 20260909 | $2.88 | $1.30 | 86.8% | 4% |
| 20260908 | $3.38 | $1.27 | 126.8% | 14% |
| 20260904 | $2.28 | $0.95 | 83.2% | 3% |
| 20260903 | $2.12 | $0.95 | 85.8% | 4% |
| 20260902 | $4.05 | $1.45 | 120.1% | 12% |
| 20260901 | $3.35 | $1.45 | 89.5% | 5% |
| 20260831 | $2.77 | $1.00 | 72.2% | 0% |
| 20260828 | $2.12 | $1.00 | 75.6% | 1% |
| 20260827 | $2.35 | $1.10 | 70.2% | 0% |
| 20260826 | $2.73 | $1.75 | 72.2% | 0% |
| 20260825 | $3.00 | $1.52 | 110.2% | 9% |
| 20260824 | $2.95 | $0.82 | 79.9% | 2% |
| 20260821 | $2.72 | $1.20 | 80.5% | 2% |
| 20260820 | $2.40 | $1.10 | 74.6% | 0% |
| 20260819 | $2.42 | $1.65 | 80.2% | 2% |
| 20260818 | $3.40 | $1.55 | 83.7% | 3% |
| 20260817 | $2.92 | $0.92 | 83.2% | 2% |
| 20260814 | $2.65 | $1.20 | 81.5% | 2% |
| 20260813 | $2.75 | $1.27 | 82.8% | 2% |
| 20260812 | $2.98 | $1.90 | 117.7% | 11% |
| 20260811 | $2.77 | $1.35 | 98.7% | 6% |
| 20260810 | $3.28 | $1.43 | 95.0% | 5% |
| 20260807 | — | — | 139.9% | 16% |
| 20260806 | $5.55 | $4.10 | 205.6% | 32% |
| 20260805 | $4.78 | $6.15 | 191.2% | 29% |
| 20260804 | $5.35 | $4.03 | 201.9% | 31% |
| 20260803 | $5.72 | $4.58 | 201.7% | 31% |
| 20260731 | $5.68 | $4.20 | 256.0% | 44% |
| 20260730 | $0.00 | $0.00 | 460.3% | 94% |
More on REPL
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.