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Replimune Group REPL 12.97 -0.1 -0.77%

REPL Historical Options Analysis

Explore REPL (Replimune Group) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

REPL / Comparative study

3 signals / 500 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.83
3.6
Mean
16.88
Window
-82.3%
ATM IV z -0.72
0.83
Mean
1.47
Window
-49.5%
IV Percentile z -1.44
8.8
Mean
50.65
Window
-84.7%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.95 0.76
ATM IV 0.95 1.00 0.77
IV Percent... 0.76 0.77 1.00
Source observations

Data inspector

1-50 of 500
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-09-21 12.97 3.6 0.83 8.8
2026-09-18 13.07 4.41 0.89 11.55
2026-09-17 12.87 11.74 1.34 52.99
2026-09-16 12.96 8.44 1.13 31.47
2026-09-15 13.03 22.72 2.02 73.31
2026-09-14 13.11 2.3 0.75 4
2026-09-11 12.92 3.64 0.84 8.37
2026-09-10 13.24 6.39 1.01 22.31
2026-09-09 14.45 3.34 0.82 6.77
2026-09-08 14.77 3.53 0.83 7.17
2026-09-07 15.1 2.89 0.79 5.2
2026-09-04 15.04 2.68 0.78 3.98
2026-09-03 15.29 4.42 0.89 9.16
2026-09-02 15.98 5.46 0.95 16.33
2026-09-01 15.67 1.42 0.7 2
2026-08-31 15.3 1.84 0.73 2.81
2026-08-28 15.5 1.1 0.68 0.8
2026-08-27 15.6 1.6 0.71 2
2026-08-26 15.88 2.68 0.78 2.4
2026-08-25 15.8 3.09 0.8 2.8
2026-08-24 14.71 2.06 0.74 2.01
2026-08-21 14.77 3.31 0.82 2.8
2026-08-20 14.05 3.11 0.8 2.4
2026-08-19 14.81 3.38 0.82 2.4
2026-08-18 15.58 2.87 0.79 2
2026-08-17 14.63 3.72 0.84 3.21
2026-08-14 14.97 4.18 0.87 3.6
2026-08-13 15.19 5.22 0.94 9.6
2026-08-12 15.24 5.94 0.98 16.8
2026-08-11 13.65 4.87 0.91 7.6
2026-08-10 13.67 6.63 1.02 20.08
2026-08-07 12.06 13.47 1.45 60.4
2026-08-06 12.86 15.02 1.54 65.2
2026-08-05 11.83 17.61 1.7 70
2026-08-04 11.92 20.19 1.86 71.2
2026-08-03 11.91 25.11 2.16 73.9
2026-07-31 11.2 29.08 2.41 76
2026-07-30 12.06 14.89 1.53 66.4
2026-07-29 5.41 65.59 4.67 98
2026-07-28 5.35 56.92 4.13 97.2
2026-07-27 8.63 41.65 3.19 93.17
2026-07-24 9.7 34.76 2.76 88
2026-07-23 10.46 34.59 2.75 88
2026-07-22 10.75 38.1 2.97 90.8
2026-07-21 11 40.11 3.09 92
2026-07-20 10.51 43.29 3.29 94.38
2026-07-17 10.23 40.57 3.12 92.8
2026-07-16 9.52 38.88 3.02 92.8
2026-07-15 9.68 36.42 2.86 92
2026-07-14 9.87 31.96 2.59 86.8