What move does the options market price into Replimune's report?

Implied ±31.3%, either direction · provisional.

How often does Replimune move more than the options market prices?

1 of the last 8 reports moved at least as far as the implied move.

REPLNasdaqBiological Products, (No Diagnostic Substances)

Replimune Group, Inc. (REPL) earnings date, market-implied expected move, and options open interest by expiry

20.60

Pre-market19:35 ETdelayed

Open19.70Volume4.7MMkt cap$2.0BEPS-2.79

Day19.51 – 20.7191%52-wk1.50 – 21.2697%

REPL

Replimune Group, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±31.3%implied · straddle

14.1927.11

spot 20.65exp Feb 19ATM strike 21ATM straddle 7.60IV 86%

Nov 3 closeprovisional

Expected move

Inputs

Next report

Feb 2

before open · in 90 days

est.Q3 FY27

Calendar

Next report

Last report

+23.07%

vs ±9.9% implied · ×2.32

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmed

Implied vs realized

Linked news

13hAMGN · supplierAmgen Q3 revenue $10,365 million, GAAP diluted EPS $7.08; 2026 revenue guidance $38.9 billion–$39.7 billion
4dREGN · supplierRegeneron reports Q3 net income $1,948.7 million, revenues $5,115.8 million
5dBMY · supplierBristol Myers Squibb posts Q3 net earnings $2,162 million, diluted EPS $1.05, revenue $13,069 million

News

Largest filed tie

13F top-10 QoQ

+26.34%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

204 managers

Top fund weight

0.28%

REPL weight · XBI

N-PORTJun 30 '26

4 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Replimune (REPL) is expected to report on Feb 2 before open (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±11.1%
avg realized: ±5.8%

Feb 12 '25Feb 12 '25confirmed±11.8%▲+7.32%×0.62

May 22 '25May 22 '25confirmed±22.9%▲+3.55%×0.15

Aug 7 '25Aug 7 '25confirmed±8.5%▼−0.36%×0.04

Q2 FY26Nov 6 '25confirmed±9.6%▼−0.93%×0.10

Q3 FY26Feb 3 '26confirmed±7.5%▲+5.81%×0.77

Q1 FY27Jun 29 '26confirmed±13.9%▼−3.70%×0.27

Aug 14 '26Aug 14 '26confirmed±5.0%▼−1.45%×0.29

Q2 FY27Oct 28 '26confirmed±9.9%▲+23.07%×2.32

quarterimplied−25%0+25%realized×

Q2 FY27±9.9%▲+23.07%×2.32

Aug '26±5.0%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 7 expiries · Oct 28 close

0.13OI · 7 expiries · Oct 28 closeP/C open interest · Feb 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

4 nearer expiries

1,018+5888%Nov 62d9.51107+78%9.51

165+88%Nov 139d2.2972+243%2.29

6,5370%Nov 2016d0.3121,0390%0.31

21+24%Nov 2723d0.3757+4%0.37

434+27%Dec 1844d0.231,889+1448%0.23

10,019+74%Jan 1572d0.2049,373+11%0.20

report · Feb 2 · before open · est.

ExpiryPutsCallsP/C

4 nearer expiries

Nov 62d1,018+5888%107+78%9.51

Nov 139d165+88%72+243%2.29

Nov 2016d6,5370%21,039

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±31.3%

Funds 4

XBI±0.1%

IWM±0.0%

UWM±0.0%

VTI±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:30 ET

Intraday

Event sensitivity

GDP ×1.91· ±8.9% vs ±4.7% · 18 releases

eventrelease day|move|up · n×base

GDPgross domestic product±8.9%10 of 18×1.91

PPIproducer prices±7.0%3 of 10×1.49

FOMCrate decision±6.8%8 of 24×1.47

NFPjobs report±6.1%3 of 10×1.30

CPIconsumer prices±5.7%3 of 10×1.23

PCEpersonal income & outlays±2.8%11 of 18×0.61

CPROFcorporate profits±2.7%7 of 12×0.58

Bar = avg |move| to ±9% · tick = ±4.7% avg day · ×base = |move| ÷ ±4.7% · min 6 releases

Earnings history

EPS -0.54 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY27	Oct 28 '26 · confirmed	-0.54	—
Q1 FY27	Jun 29 '26 · confirmed	-0.72	—
Q4 FY26	—	-0.76	—
Q3 FY26	Feb 3 '26 · confirmed	-0.77	—

Methodology

ties · implied moves · holdersMethod