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Sarepta Therapeutics, Inc. Common Stock (DE) SRPT

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Market dataready · fetched 2026-11-06T14:13:58.837Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T13:19:11.238099414Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T14:13:58.192663+00:00

Share price$17.45
1D
Price history unavailable.

Sarepta Therapeutics, Inc. Common Stock (DE) options

Live interpolated SRPT call and put midpoint premiums by absolute delta.Sarepta Therapeutics, Inc. Common Stock (DE)$1.71$2.44$3.17$3.90$4.63$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESRPT PRICE$2.50$2.92$4.42$1.96$1.79$2.02$2.23
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ17.52200.2%10.8%
50Δ
55Δ
60Δ
65Δ16.30200.7%7.8%
70Δ15.65206.9%6.5%18.8593.1%2.2%
75Δ19.1791.1%1.7%
80Δ13.85245.7%4.7%19.4787.1%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.52
IV
200.2%
B/E move
10.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
16.30
IV
200.7%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
15.65
IV
206.9%
B/E move
6.5%
Puts
Pseudo strike
18.85
IV
93.1%
B/E move
2.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.17
IV
91.1%
B/E move
1.7%

80Δ

Calls
Pseudo strike
13.85
IV
245.7%
B/E move
4.7%
Puts
Pseudo strike
19.47
IV
87.1%
B/E move
1.2%

Options history

IV · four-Friday blend93.98%
Daily close
SRPT52.9%85.4%117.8%2026-08-10: 72.92%2026-08-11: 64.73%2026-08-12: 73.23%2026-08-13: 69.29%2026-08-14: 59.84%2026-08-17: 63.11%2026-08-18: 57.37%2026-08-19: 74.86%2026-08-20: 74.40%2026-08-21: 58.86%2026-08-24: 70.68%2026-08-25: 64.31%2026-08-26: 62.74%2026-08-27: 100.47%2026-08-28: 71.50%2026-08-31: 67.98%2026-09-01: 69.30%2026-09-02: 82.11%2026-09-03: 81.63%2026-09-04: 70.62%2026-09-08: 75.52%2026-09-09: 76.47%2026-09-10: 78.46%2026-09-11: 70.83%2026-09-14: 72.81%2026-09-15: 75.29%2026-09-16: 77.69%2026-09-17: 78.65%2026-09-18: 64.53%2026-09-21: 76.25%2026-09-22: 67.44%2026-09-23: 67.79%2026-09-24: 89.53%2026-09-25: 72.39%2026-09-28: 81.08%2026-09-29: 76.49%2026-09-30: 77.96%2026-10-01: 95.38%2026-10-02: 73.07%2026-10-05: 88.91%2026-10-06: 79.63%2026-10-07: 80.60%2026-10-08: 94.46%2026-10-09: 78.33%2026-10-12: 81.62%2026-10-13: 82.05%2026-10-14: 63.79%2026-10-15: 113.35%2026-10-16: 74.86%2026-10-19: 75.83%2026-10-20: 78.29%2026-10-21: 78.63%2026-10-22: 88.51%2026-10-23: 86.21%2026-10-26: 85.69%2026-10-27: 95.52%2026-10-28: 92.93%2026-10-29: 89.75%2026-10-30: 93.98%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
72.92%
64.73%
73.23%
69.29%
59.84%
63.11%
57.37%
74.86%
74.40%
58.86%
70.68%
64.31%
62.74%
100.47%
71.50%
67.98%
69.30%
82.11%
81.63%
70.62%
75.52%
76.47%
78.46%
70.83%
72.81%
75.29%
77.69%
78.65%
64.53%
76.25%
67.44%
67.79%
89.53%
72.39%
81.08%
76.49%
77.96%
95.38%
73.07%
88.91%
79.63%
80.60%
94.46%
78.33%
81.62%
82.05%
63.79%
113.35%
74.86%
75.83%
78.29%
78.63%
88.51%
86.21%
85.69%
95.52%
92.93%
89.75%
93.98%