Replimune Group Inc (REPL) Expected Move

Tracking the REPL expected move helps you see how far Replimune Group Inc's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Replimune Group Inc's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the REPL expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For REPL, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The REPL expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Replimune Group Inc is unlikely to go.

Replimune Group, Inc., a biotechnology company, develops oncolytic immuno-gene therapies to treat cancer. It uses its proprietary Immunotherapy platform to design and develop product candidates that are intended to activate the immune system against cancer. The company's lead product candidate is RP1, a selectively replicating version of herpes simplex virus 1, which is in Phase I/II clinical trials for a range of solid tumors; and that is in Phase II clinical trials for patients with cutaneous squamous cell carcinoma. It is also developing RP2, which is in Phase I clinical trials for an anti-CTLA-4 antibody-like protein in order to block the inhibition of the immune response otherwise caused by CTLA-4; and RP3 that is in Phase I clinical trials to express immune-activating proteins that stimulate T cells.

Replimune Group, Inc. was founded in 2015 and is headquartered in Woburn, Massachusetts.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the REPL expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Replimune Group Inc expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about REPL.