Replimune Group, Inc. (REPL) Options History
Historical options analytics archive for REPL with monthly max pain, implied volatility, gamma exposure, and put/call data.
70 months of complete options data available.
REPL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for REPL. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 88.6% | 15.2% | $12.00 | $446.1K | -$69.2M | 1.21 |
| 2026-08 | 21 | 107.8% | 19.9% | $15.00 | $225.5K | -$81.8M | 1.35 |
| 2026-07 | 22 | 311.2% | 68.9% | $10.00 | $762.5K | -$113.3M | 2.04 |
| 2026-06 | 21 | 136.6% | 27.9% | $11.00 | $249.0K | -$83.2M | 0.56 |
| 2026-05 | 20 | 147.3% | 30.5% | $5.00 | $221.0K | -$61.5M | 0.55 |
| 2026-04 | 21 | 214.1% | 50.9% | $2.50 | $7.3K | -$3.0M | 0.81 |
This archive aggregates REPL's daily end-of-day options snapshots into monthly summaries, spanning 2020-12 through 2026-09. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how REPL option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-09) shows an average ATM implied volatility near 88.6%, a month-end max-pain strike around $12.00, an average put/call ratio of 1.21.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Frequently asked REPL history questions
- How much options history is available for REPL?
- This archive holds 70 months of REPL options analytics, spanning 2020-12 through 2026-09. Each entry is a monthly rollup of REPL's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the REPL archive.
- What data does each monthly REPL aggregate contain?
- Every monthly row summarizes that month of REPL option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-09 recorded an average ATM implied volatility near 88.6%, an average IV rank of 15.2%, a month-end max-pain strike around $12.00, an average put/call ratio of 1.21.
- How is the REPL options-history archive built and how often does it update?
- The archive is derived from REPL's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how REPL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.