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REPL - Replimune Group
Implied Volatility Analysis

Implied Volatility:
142.8%
Put/Call-Ratio:
0.25

Replimune Group has an Implied Volatility (IV) of 142.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for REPL is 7 and the Implied Volatility Percentile (IVP) is 17. The current Implied Volatility Index for REPL is -0.90 standard deviations away from its 1 year mean.

Market Cap$854.98M
Next Earnings Date11/3/2022 (34d)
Implied Volatility (IV) 30d
142.82
Implied Volatility Rank (IVR) 1y
7.31
Implied Volatility Percentile (IVP) 1y
16.93
Historical Volatility (HV) 30d
47.13
IV / HV
3.03
Open Interest
2.05K
Option Volume
50.00
Put/Call Ratio (Volume)
0.25

Data was calculated after the 9/29/2022 closing.

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