REPL (Replimune Group, Inc.)

Historical IV Rank & Volatility Regime

IV Rank measures where REPL's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on REPL are priced rich or cheap relative to its own recent regime.

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.

REPL IV Rank Summary
Current
13%
Compressed — premium buying regime
30-Day Avg
18%
60-Day Avg
54%
90-Day Avg
54%
90-Day Low
4%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in REPL's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
REPL IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260608 13% 2.1%
20260605 22% 2.6%
20260604 13% 2.1%
20260603 6% 1.8%
20260602 10% 2.0%
20260601 15% 2.2%
20260529 6% 1.6%
20260528 15% 2.2%
20260527 31% 3.0%
20260526 24% 2.6%
20260522 14% 2.1%
20260521 16% 2.2%
20260520 7% 1.7%
20260519 4% 1.5%
20260518 5% 1.6%
20260515 10% 1.9%
20260514 26% 2.8%
20260513 15% 2.2%
20260512 10% 1.9%
20260511 12% 2.0%
20260510 14% 2.1%
20260508 40% 3.5%
20260507 13% 2.0%
20260506 4% 1.5%
20260505 9% 1.8%
20260504 16% 2.1%
20260502 39% 3.4%
20260501 37% 3.3%
20260430 62% 4.7%
20260429 38% 3.3%
20260428 100% 6.8%
20260427 100% 5.8%
20260424 60% 3.9%
20260423 100% 5.7%
20260422 73% 4.1%
20260421 79% 4.3%
20260420 61% 3.6%
20260417 86% 4.6%
20260416 87% 4.7%
20260415 78% 4.3%
20260414 97% 5.0%
20260413 100% 5.2%
20260410 80% 3.6%
20260409 95% 4.1%
20260408 100% 4.2%
20260407 99% 3.5%
20260406 95% 3.4%
20260402 99% 3.5%
20260401 94% 3.4%
20260331 92% 3.3%
20260330 92% 3.3%
20260327 100% 3.5%
20260326 86% 3.1%
20260325 81% 3.0%
20260324 88% 3.1%
20260323 97% 3.3%
20260320 100% 3.4%
20260319 95% 3.2%
20260318 100% 3.3%
20260317 94% 3.1%
20260316 96% 3.1%
20260313 95% 3.1%
20260312 87% 2.9%
20260311 82% 2.8%
20260310 100% 3.2%
20260309 99% 3.1%
20260308 100% 3.1%
20260306 74% 2.3%
20260305 58% 2.1%
20260304 58% 2.1%
20260303 68% 2.3%
20260302 31% 1.6%
20260227 62% 2.2%
20260226 93% 2.7%
20260225 53% 2.0%
20260224 50% 2.0%
20260223 51% 2.0%
20260221 34% 1.7%
20260220 32% 1.7%
20260219 31% 1.6%
20260218 28% 1.6%
20260217 66% 2.3%
20260213 34% 1.7%
20260212 16% 1.4%
20260211 18% 1.4%
20260210 34% 1.7%
20260209 19% 1.4%
20260206 32% 1.7%
20260205 18% 1.4%
20260204 30% 1.6%