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Replimune Group REPL 21.62 1.6 7.99%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for REPL.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±10.52%
Average actual move
11.71%
Beyond the implied move
1 / 2
Reaction session Implied Actual Used ATM IV before → after
October 28, 2026 ±11.49% +23.07% 2.01× —
August 07, 2025 ±9.55% -0.36% 0.04× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →