REPL · Replimune Group, Inc.

Track REPL — free Ask ALVIS about REPL

$5.35 -3.28 (-38.01%) At close · Jul 28

Market Cap

$449.11M

83.95M

Options Chain

15-min delayed Underlying $5.35 · at close Jul 28, 2026 Options Calculator

Positioning

Jul 31, 2026 · 2 days to expiry · 84 contracts

Put / call OI

0.67

Call-heavy positioning

Open interest

66,295

contracts outstanding

Volume

31,910

traded today

Max pain

$8.00

$2.65 above spot

ATM implied vol

1569.2%

market's expected move

Open interest by strike · near the money

Calls Puts

2.5

3.5

4.5

5.5

6.5

7.5

8.5

9.5

10.5

11.5

12.5

13.5

14.5

15.5

16.5

17.5

18.5

19.5

20.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Jul 31 2d Aug 7 9d Aug 14 16d Aug 21 23d Aug 28 30d Sep 4 37d Sep 18 51d Nov 20 114d Jan 15 170d Feb 19 205d Jan 21 541d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
797	342	—	—	$4.30		$0.05	-0.02	1396%	1.1k	3.7k
Call · $1 In the money Last $4.30 Breakeven $5.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 797 Model this call Put · $1 Last $0.05 Breakeven $0.95 Implied vol 1396% Delta -0.02 ≈2% ITM Gamma 0.008 Theta -0.062 Vega 0 Open interest 3.7k Model this put
1.3k	402	1765.4%	0.922	$3.39		$0.35	-0.063	1148.5%	701	1.4k
Call · $2 In the money Last $3.39 Breakeven $5.39 Implied vol 1765.4% Delta 0.922 ≈92% ITM Gamma 0.018 Theta -0.235 Vega 0.001 Open interest 1.3k Model this call Put · $2 Last $0.35 Breakeven $1.65 Implied vol 1148.5% Delta -0.063 ≈6% ITM Gamma 0.024 Theta -0.129 Vega 0.001 Open interest 1.4k Model this put
155	2	949%	0.916	$4.44		$0.28	0	0.1%	88	282
Call · $2.5 In the money Last $4.44 Breakeven $6.94 Implied vol 949% Delta 0.916 ≈92% ITM Gamma 0.036 Theta -0.132 Vega 0.001 Open interest 155 Model this call Put · $2.5 Last $0.28 Breakeven $2.22 Implied vol 0.1% Delta 0 ≈0% ITM Gamma 0 Theta 0 Vega 0 Open interest 282 Model this put
87	22	1093.4%	0.867	$3.22		$0.65	0	0.1%	132	238
Call · $3 In the money Last $3.22 Breakeven $6.22 Implied vol 1093.4% Delta 0.867 ≈87% ITM Gamma 0.043 Theta -0.213 Vega 0.001 Open interest 87 Model this call Put · $3 Last $0.65 Breakeven $2.35 Implied vol 0.1% Delta 0 ≈0% ITM Gamma 0 Theta 0 Vega 0 Open interest 238 Model this put
6	1	446.6%	0.915	$2.86		$0.75	-0.173	1225.8%	97	100
Call · $3.5 In the money Last $2.86 Breakeven $6.36 Implied vol 446.6% Delta 0.915 ≈91% ITM Gamma 0.078 Theta -0.063 Vega 0.001 Open interest 6 Model this call Put · $3.5 Last $0.75 Breakeven $2.75 Implied vol 1225.8% Delta -0.173 ≈17% ITM Gamma 0.046 Theta -0.285 Vega 0.001 Open interest 100 Model this put
7	4	1161.2%	0.789	$2.05		$1.20	-0.213	1111%	176	157
Call · $4 In the money Last $2.05 Breakeven $6.05 Implied vol 1161.2% Delta 0.789 ≈79% ITM Gamma 0.055 Theta -0.305 Vega 0.001 Open interest 7 Model this call Put · $4 Last $1.20 Breakeven $2.80 Implied vol 1111% Delta -0.213 ≈21% ITM Gamma 0.058 Theta -0.294 Vega 0.001 Open interest 157 Model this put
3	4	1869.4%	0.817	$2.40		$1.30	0	0.1%	34	34
Call · $4.5 In the money Last $2.40 Breakeven $6.90 Implied vol 1869.4% Delta 0.817 ≈82% ITM Gamma 0.03 Theta -0.449 Vega 0.001 Open interest 3 Model this call Put · $4.5 Last $1.30 Breakeven $3.20 Implied vol 0.1% Delta 0 ≈0% ITM Gamma 0 Theta 0 Vega 0 Open interest 34 Model this put
31	32	1382.1%	0.742	$1.60		$1.40	-0.3	1022.8%	674	12.5k
Call · $5 In the money Last $1.60 Breakeven $6.60 Implied vol 1382.1% Delta 0.742 ≈74% ITM Gamma 0.051 Theta -0.405 Vega 0.001 Open interest 31 Model this call Put · $5 Last $1.40 Breakeven $3.60 Implied vol 1022.8% Delta -0.3 ≈30% ITM Gamma 0.075 Theta -0.321 Vega 0.002 Open interest 12.5k Model this put
Underlying $5.35
5	2	1592.8%	0.743	$1.70		$1.75	-0.264	1545.6%	75	399
Call · $5.5 Last $1.70 Breakeven $7.20 Implied vol 1592.8% Delta 0.743 ≈74% ITM Gamma 0.044 Theta -0.471 Vega 0.001 Open interest 5 Model this call Put · $5.5 In the money Last $1.75 Breakeven $3.75 Implied vol 1545.6% Delta -0.264 ≈26% ITM Gamma 0.046 Theta -0.463 Vega 0.001 Open interest 399 Model this put
105	113	962.3%	0.611	$1.25		$2.05	-0.315	1354.7%	87	411
Call · $6 Last $1.25 Breakeven $7.25 Implied vol 962.3% Delta 0.611 ≈61% ITM Gamma 0.088 Theta -0.333 Vega 0.002 Open interest 105 Model this call Put · $6 In the money Last $2.05 Breakeven $3.95 Implied vol 1354.7% Delta -0.315 ≈32% ITM Gamma 0.057 Theta -0.436 Vega 0.002 Open interest 411 Model this put
1.1k	1.1k	984%	0.578	$0.95		$2.13	-0.369	1214.7%	153	222
Call · $6.5 Last $0.95 Breakeven $7.45 Implied vol 984% Delta 0.578 ≈58% ITM Gamma 0.087 Theta -0.346 Vega 0.002 Open interest 1.1k Model this call Put · $6.5 In the money Last $2.13 Breakeven $4.37 Implied vol 1214.7% Delta -0.369 ≈37% ITM Gamma 0.068 Theta -0.412 Vega 0.002 Open interest 222 Model this put
64	59	1845.7%	0.73	$1.00		$2.80	-0.371	1326.5%	16	700
Call · $7 Last $1.00 Breakeven $8.00 Implied vol 1845.7% Delta 0.73 ≈73% ITM Gamma 0.038 Theta -0.552 Vega 0.002 Open interest 64 Model this call Put · $7 In the money Last $2.80 Breakeven $4.20 Implied vol 1326.5% Delta -0.371 ≈37% ITM Gamma 0.062 Theta -0.451 Vega 0.002 Open interest 700 Model this put
304	37	1127.8%	0.549	$2.97		$2.80	-0.391	1348.6%	21	191
Call · $7.5 Last $2.97 Breakeven $10.47 Implied vol 1127.8% Delta 0.549 ≈55% ITM Gamma 0.078 Theta -0.407 Vega 0.002 Open interest 304 Model this call Put · $7.5 In the money Last $2.80 Breakeven $4.70 Implied vol 1348.6% Delta -0.391 ≈39% ITM Gamma 0.062 Theta -0.468 Vega 0.002 Open interest 191 Model this put
83	87	1765.1%	0.683	$1.00		$6.50	-0.385	1465.1%	1.8k	5.2k
Call · $8 Last $1.00 Breakeven $9.00 Implied vol 1765.1% Delta 0.683 ≈68% ITM Gamma 0.043 Theta -0.569 Vega 0.002 Open interest 83 Model this call Put · $8 In the money Last $6.50 Breakeven $1.50 Implied vol 1465.1% Delta -0.385 ≈39% ITM Gamma 0.057 Theta -0.508 Vega 0.002 Open interest 5.2k Model this put
534	41	1893.2%	0.694	$0.75		$3.50	-0.529	1044.1%	101	99
Call · $8.5 Last $0.75 Breakeven $9.25 Implied vol 1893.2% Delta 0.694 ≈69% ITM Gamma 0.04 Theta -0.602 Vega 0.002 Open interest 534 Model this call Put · $8.5 In the money Last $3.50 Breakeven $5.00 Implied vol 1044.1% Delta -0.529 ≈53% ITM Gamma 0.084 Theta -0.373 Vega 0.002 Open interest 99 Model this put
1.8k	836	1710.1%	0.637	$1.01		$3.80	-0.582	979.6%	11	30
Call · $9 Last $1.01 Breakeven $10.01 Implied vol 1710.1% Delta 0.637 ≈64% ITM Gamma 0.048 Theta -0.587 Vega 0.002 Open interest 1.8k Model this call Put · $9 In the money Last $3.80 Breakeven $5.20 Implied vol 979.6% Delta -0.582 ≈58% ITM Gamma 0.088 Theta -0.343 Vega 0.002 Open interest 30 Model this put
5.1k	1.9k	1404.9%	0.545	$1.20		$5.26	-0.573	1063.8%	53	81
Call · $9.5 Last $1.20 Breakeven $10.70 Implied vol 1404.9% Delta 0.545 ≈55% ITM Gamma 0.061 Theta -0.503 Vega 0.002 Open interest 5.1k Model this call Put · $9.5 In the money Last $5.26 Breakeven $4.24 Implied vol 1063.8% Delta -0.573 ≈57% ITM Gamma 0.081 Theta -0.374 Vega 0.002 Open interest 81 Model this put
18.2k	19.5k	1024%	0.383	$0.90		$4.60	-0.508	1292.2%	24	82
Call · $10 Last $0.90 Breakeven $10.90 Implied vol 1024% Delta 0.383 ≈38% ITM Gamma 0.083 Theta -0.355 Vega 0.002 Open interest 18.2k Model this call Put · $10 In the money Last $4.60 Breakeven $5.40 Implied vol 1292.2% Delta -0.508 ≈51% ITM Gamma 0.067 Theta -0.462 Vega 0.002 Open interest 82 Model this put
175	97	0.1%	0	$1.50		$4.84	-0.598	1119.7%	1	45
Call · $10.5 Last $1.50 Breakeven $12.00 Implied vol 0.1% Delta 0 ≈0% ITM Gamma 0 Theta 0 Vega 0 Open interest 175 Model this call Put · $10.5 In the money Last $4.84 Breakeven $5.66 Implied vol 1119.7% Delta -0.598 ≈60% ITM Gamma 0.076 Theta -0.392 Vega 0.002 Open interest 45 Model this put
310	48	0.1%	0	$0.40		$6.05	-0.592	1183.6%	3	13
Call · $11 Last $0.40 Breakeven $11.40 Implied vol 0.1% Delta 0 ≈0% ITM Gamma 0 Theta 0 Vega 0 Open interest 310 Model this call Put · $11 In the money Last $6.05 Breakeven $4.95 Implied vol 1183.6% Delta -0.592 ≈59% ITM Gamma 0.073 Theta -0.417 Vega 0.002 Open interest 13 Model this put
60	1	0.1%	0	$0.55		$4.30	-0.574	1270.4%	10	11
Call · $11.5 Last $0.55 Breakeven $12.05 Implied vol 0.1% Delta 0 ≈0% ITM Gamma 0 Theta 0 Vega 0 Open interest 60 Model this call Put · $11.5 In the money Last $4.30 Breakeven $7.20 Implied vol 1270.4% Delta -0.574 ≈57% ITM Gamma 0.068 Theta -0.451 Vega 0.002 Open interest 11 Model this put
417	6	1237.6%	0.398	$0.40		$4.50	-0.663	1084.5%	53	33
Call · $12 Last $0.40 Breakeven $12.40 Implied vol 1237.6% Delta 0.398 ≈40% ITM Gamma 0.069 Theta -0.434 Vega 0.002 Open interest 417 Model this call Put · $12 In the money Last $4.50 Breakeven $7.50 Implied vol 1084.5% Delta -0.663 ≈66% ITM Gamma 0.074 Theta -0.355 Vega 0.002 Open interest 33 Model this put
35	30	1601%	0.519	$0.90		$4.10	-0.653	1141.4%	2	1
Call · $12.5 Last $0.90 Breakeven $13.40 Implied vol 1601% Delta 0.519 ≈52% ITM Gamma 0.054 Theta -0.575 Vega 0.002 Open interest 35 Model this call Put · $12.5 In the money Last $4.10 Breakeven $8.40 Implied vol 1141.4% Delta -0.653 ≈65% ITM Gamma 0.071 Theta -0.377 Vega 0.002 Open interest 1 Model this put
354	292	0.1%	0	$0.30		$7.65	-0.866	745.2%	1	121
Call · $13 Last $0.30 Breakeven $13.30 Implied vol 0.1% Delta 0 ≈0% ITM Gamma 0 Theta 0 Vega 0 Open interest 354 Model this call Put · $13 In the money Last $7.65 Breakeven $5.35 Implied vol 745.2% Delta -0.866 ≈87% ITM Gamma 0.064 Theta -0.144 Vega 0.001 Open interest 121 Model this put
257	5	0.1%	0	$1.50		$8.15	-0.802	894.8%	4	5
Call · $13.5 Last $1.50 Breakeven $15.00 Implied vol 0.1% Delta 0 ≈0% ITM Gamma 0 Theta 0 Vega 0 Open interest 257 Model this call Put · $13.5 In the money Last $8.15 Breakeven $5.35 Implied vol 894.8% Delta -0.802 ≈80% ITM Gamma 0.068 Theta -0.222 Vega 0.001 Open interest 5 Model this put
274	21	0.1%	0	$0.40		$8.61	-0.87	790.8%	4	8
Call · $14 Last $0.40 Breakeven $14.40 Implied vol 0.1% Delta 0 ≈0% ITM Gamma 0 Theta 0 Vega 0 Open interest 274 Model this call Put · $14 In the money Last $8.61 Breakeven $5.39 Implied vol 790.8% Delta -0.87 ≈87% ITM Gamma 0.059 Theta -0.149 Vega 0.001 Open interest 8 Model this put
31	2	0.1%	0	$0.40		$8.61	—	—	2	47
Call · $14.5 Last $0.40 Breakeven $14.90 Implied vol 0.1% Delta 0 ≈0% ITM Gamma 0 Theta 0 Vega 0 Open interest 31 Model this call Put · $14.5 In the money Last $8.61 Breakeven $5.89 Implied vol — Delta — Gamma — Theta — Vega — Open interest 47 Model this put
3k	3	0.1%	0	$0.33		$6.20	-0.874	833.3%	1	1
Call · $15 Last $0.33 Breakeven $15.33 Implied vol 0.1% Delta 0 ≈0% ITM Gamma 0 Theta 0 Vega 0 Open interest 3k Model this call Put · $15 In the money Last $6.20 Breakeven $8.80 Implied vol 833.3% Delta -0.874 ≈87% ITM Gamma 0.055 Theta -0.155 Vega 0.001 Open interest 1 Model this put
150	3	0.1%	0	$0.39		$9.50	-0.966	609.4%	2	3
Call · $15.5 Last $0.39 Breakeven $15.89 Implied vol 0.1% Delta 0 ≈0% ITM Gamma 0 Theta 0 Vega 0 Open interest 150 Model this call Put · $15.5 In the money Last $9.50 Breakeven $6.00 Implied vol 609.4% Delta -0.966 ≈97% ITM Gamma 0.027 Theta -0.039 Vega 0 Open interest 3 Model this put
239	74	0.1%	0	$0.30		$6.40	-0.877	864.9%	2	14
Call · $16 Last $0.30 Breakeven $16.30 Implied vol 0.1% Delta 0 ≈0% ITM Gamma 0 Theta 0 Vega 0 Open interest 239 Model this call Put · $16 In the money Last $6.40 Breakeven $9.60 Implied vol 864.9% Delta -0.877 ≈88% ITM Gamma 0.052 Theta -0.158 Vega 0.001 Open interest 14 Model this put
461	5	1161.7%	0.25	$0.49		$8.00	-0.904	813.7%	3	21
Call · $16.5 Last $0.49 Breakeven $16.99 Implied vol 1161.7% Delta 0.25 ≈25% ITM Gamma 0.06 Theta -0.334 Vega 0.001 Open interest 461 Model this call Put · $16.5 In the money Last $8.00 Breakeven $8.50 Implied vol 813.7% Delta -0.904 ≈90% ITM Gamma 0.046 Theta -0.122 Vega 0.001 Open interest 21 Model this put
528	49	1019.8%	0.18	$0.39		$11.70	-0.905	828.8%	1	156
Call · $17 Last $0.39 Breakeven $17.39 Implied vol 1019.8% Delta 0.18 ≈18% ITM Gamma 0.056 Theta -0.238 Vega 0.001 Open interest 528 Model this call Put · $17 In the money Last $11.70 Breakeven $5.30 Implied vol 828.8% Delta -0.905 ≈90% ITM Gamma 0.045 Theta -0.123 Vega 0.001 Open interest 156 Model this put
411	3	1094.3%	0.205	$0.30		$12.11	—	—	1	8
Call · $17.5 Last $0.30 Breakeven $17.80 Implied vol 1094.3% Delta 0.205 ≈21% ITM Gamma 0.057 Theta -0.278 Vega 0.001 Open interest 411 Model this call Put · $17.5 In the money Last $12.11 Breakeven $5.39 Implied vol — Delta — Gamma — Theta — Vega — Open interest 8 Model this put
406	67	847.7%	0.089	$0.20		$9.59	-0.907	857.8%	1	42
Call · $18 Last $0.20 Breakeven $18.20 Implied vol 847.7% Delta 0.089 ≈9% ITM Gamma 0.041 Theta -0.121 Vega 0.001 Open interest 406 Model this call Put · $18 In the money Last $9.59 Breakeven $8.41 Implied vol 857.8% Delta -0.907 ≈91% ITM Gamma 0.042 Theta -0.126 Vega 0.001 Open interest 42 Model this put
525	1	893%	0.101	$0.15		$12.45	-0.883	934.6%	2	13
Call · $18.5 Last $0.15 Breakeven $18.65 Implied vol 893% Delta 0.101 ≈10% ITM Gamma 0.043 Theta -0.14 Vega 0.001 Open interest 525 Model this call Put · $18.5 In the money Last $12.45 Breakeven $6.05 Implied vol 934.6% Delta -0.883 ≈88% ITM Gamma 0.046 Theta -0.162 Vega 0.001 Open interest 13 Model this put
586	4	1253.9%	0.249	$0.10		$12.87	-0.863	1010.3%	2	62
Call · $19 Last $0.10 Breakeven $19.10 Implied vol 1253.9% Delta 0.249 ≈25% ITM Gamma 0.055 Theta -0.358 Vega 0.001 Open interest 586 Model this call Put · $19 In the money Last $12.87 Breakeven $6.13 Implied vol 1010.3% Delta -0.863 ≈86% ITM Gamma 0.048 Theta -0.199 Vega 0.001 Open interest 62 Model this put
264	503	1363.4%	0.284	$0.30		—	-0.91	898.6%	—	0
Call · $19.5 Last $0.30 Breakeven $19.80 Implied vol 1363.4% Delta 0.284 ≈28% ITM Gamma 0.054 Theta -0.419 Vega 0.001 Open interest 264 Model this call Put · $19.5 In the money Last — Breakeven — Implied vol 898.6% Delta -0.91 ≈91% ITM Gamma 0.04 Theta -0.129 Vega 0.001 Open interest 0 Model this put
447	75	1187.3%	0.206	$0.15		$14.20	-0.97	728.9%	2	43
Call · $20 Last $0.15 Breakeven $20.15 Implied vol 1187.3% Delta 0.206 ≈21% ITM Gamma 0.052 Theta -0.302 Vega 0.001 Open interest 447 Model this call Put · $20 In the money Last $14.20 Breakeven $5.80 Implied vol 728.9% Delta -0.97 ≈97% ITM Gamma 0.021 Theta -0.043 Vega 0 Open interest 43 Model this put
115	44	1065.7%	0.141	$0.15		$14.63	—	—	2	2
Call · $20.5 Last $0.15 Breakeven $20.65 Implied vol 1065.7% Delta 0.141 ≈14% ITM Gamma 0.046 Theta -0.215 Vega 0.001 Open interest 115 Model this call Put · $20.5 In the money Last $14.63 Breakeven $5.87 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
198	24	0.1%	0	$0.05		$15.20	-0.912	936.6%	7	25
Call · $21 Last $0.05 Breakeven $21.05 Implied vol 0.1% Delta 0 ≈0% ITM Gamma 0 Theta 0 Vega 0 Open interest 198 Model this call Put · $21 In the money Last $15.20 Breakeven $5.80 Implied vol 936.6% Delta -0.912 ≈91% ITM Gamma 0.037 Theta -0.131 Vega 0.001 Open interest 25 Model this put
622	343	1009%	0.107	$0.15		$16.18	—	—	49	39
Call · $22 Last $0.15 Breakeven $22.15 Implied vol 1009% Delta 0.107 ≈11% ITM Gamma 0.04 Theta -0.165 Vega 0.001 Open interest 622 Model this call Put · $22 In the money Last $16.18 Breakeven $5.82 Implied vol — Delta — Gamma — Theta — Vega — Open interest 39 Model this put
125	120	973.7%	0.082	$0.10		$17.74	—	—	43	53
Call · $23 Last $0.10 Breakeven $23.10 Implied vol 973.7% Delta 0.082 ≈8% ITM Gamma 0.034 Theta -0.131 Vega 0.001 Open interest 125 Model this call Put · $23 In the money Last $17.74 Breakeven $5.26 Implied vol — Delta — Gamma — Theta — Vega — Open interest 53 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. The 21 strikes around the money are shown by default — switch to "All 42" for the wings. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1737953 CUSIP 76029N106 13F (30d) 36 filings 36 filers Visit website Investor relations