Replimune Group Inc (REPL) Historical Volatility

Tracking REPL historical volatility helps you see how much Replimune Group Inc's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Replimune Group Inc's HV tells you what really happened. Use our scanner to monitor REPL 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The REPL 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Replimune Group Inc's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

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.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Replimune Group Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where REPL HV is running hot, cold, or in line. Make the REPL 30 day historical volatility — and every other window — work for your edge instead of against it.