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Replimune Group REPL 12.97 -0.1 -0.77%

REPL Gamma Exposure (GEX)

REPL (Replimune Group): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.835
Put Call Ratio (OI)
0.196
Put Call Ratio (Vol)
0.613
IV Rank
3.6
IV Percentile
8.8
Max Pain
13

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-17.1
17.1
View values by strike
REPL · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
0.50 0.795 -23.4
1.00 15.6 -26.5
1.50 11.5 -12.5
2.00 857 -109
3.00 1.42 K -783
4.00 290 -204
5.00 2.99 K -433
6.00 764 -474
6.50 4.35 0
7.00 1.26 K -1.58 K
8.00 2.24 K -14.5 K
9.00 3 K -2.16 K
10.00 171 K -2.59 K
11.00 2.98 K -40.1 K
11.50 107 0
12.00 11.5 K -7.5 K
12.50 242 -963
13.00 115 K -9.77 K
13.50 520 -122
14.00 25.3 K -12.1 K
14.50 3.21 K -26.2
15.00 123 K -5.08 K
15.50 703 0
16.00 17.5 K -1.35 K
16.50 24.1 0
17.00 19.3 K -68.5
17.50 11.7 0
18.00 4.23 K -348
18.50 152 0
19.00 253 -142
20.00 44.9 K -365
21.00 339 -8.85
22.00 163 0
23.00 125 0
24.00 38.6 0
25.00 1.42 K -45.7
26.00 286 0
27.00 37.3 0
28.00 4.71 0
29.00 39.7 0
30.00 57.2 0