Replimune Group Inc. (REPL)
NASDAQ: REPL
· Real-Time Price · USD
5.89
-0.01 (-0.17%)
At close: Sep 03, 2025, 3:59 PM
5.82
-1.27%
Pre-market: Sep 04, 2025, 04:43 AM EDT
REPL Delta Exposure By Expiry
The total Delta Exposure (DEX) for REPL across all expirations shows 320,002.6 net shares that market makers must hedge, with 350,546.82 from calls and 30,544.22 from puts. The put-call delta ratio of 0.09 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Nov 21, 25 with 167,317.55 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 5, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
REPL DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 5, 25 | 2,116.61 | -883.51 | 1,233.1 | 0.42 |
| Sep 12, 25 | 975.19 | -106.82 | 868.37 | 0.11 |
| Sep 19, 25 | 121,471.45 | -14,764.41 | 106,707.04 | 0.12 |
| Sep 26, 25 | 165.39 | -39.31 | 126.08 | 0.24 |
| Oct 3, 25 | 5.96 | -4.85 | 1.11 | 0.81 |
| Oct 10, 25 | 0 | 0 | 0 | n/a |
| Oct 17, 25 | 1,503.24 | -96.61 | 1,406.63 | 0.06 |
| Nov 21, 25 | 180,972.13 | -13,654.58 | 167,317.55 | 0.08 |
| Feb 20, 26 | 43,336.85 | -994.13 | 42,342.72 | 0.02 |