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Sarepta Therapeutics Inc SRPT

HEALTHCARE · BIOTECHNOLOGY
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Market dataready · fetched 2026-10-16T22:42:50.411Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:56:52.30118423Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:42:49.807272+00:00

Share price$16.88
1D-3.0%
AH$16.83$17.11$17.40$17.68$17.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSRPT
Sold putSold callAH

Sarepta Therapeutics Inc options

Live interpolated SRPT call and put midpoint premiums by absolute delta.Sarepta Therapeutics Inc$0.11$0.80$1.49$2.17$2.86$14.30$16.06$17.81$19.57$21.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SRPT spot · $16.88SRPT PRICE$0.69$1.07$0.66$0.95$0.64$0.70$0.87$0.93$0.97$1.43$1.92$2.66$2.25$0.19$0.25$0.31$0.35$0.40$0.44$0.48$0.52$0.55$0.58$0.61$0.64$0.67
PutsCheap0.61×
CallsExpensive2.06×
SkewBullish-113.00 pp
Implied moveBullish±$1.35
TiltBullish45.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.27324.9%65.7%15.7065.7%8.1%
25Δ28.40398.6%74.6%15.9267.8%7.2%
30Δ20.03174.6%22.6%16.1565.8%6.1%
35Δ20.11213.5%24.7%16.3961.5%5.0%
40Δ17.97111.3%10.2%16.5957.4%4.1%
45Δ17.3094.1%6.7%16.7553.4%3.3%
50Δ17.05100.6%6.1%16.9249.5%2.6%
55Δ16.7993.8%5.0%17.0445.8%2.1%
60Δ16.5283.5%3.6%17.1342.5%1.7%
65Δ16.06105.5%3.7%17.2239.1%1.4%
70Δ15.60129.9%3.8%17.3135.8%1.1%
75Δ14.87163.7%3.9%17.3932.4%0.7%
80Δ14.99121.0%2.1%17.4829.1%0.4%

20Δ

Calls
Pseudo strike
27.27
IV
324.9%
B/E move
65.7%
Puts
Pseudo strike
15.70
IV
65.7%
B/E move
8.1%

25Δ

Calls
Pseudo strike
28.40
IV
398.6%
B/E move
74.6%
Puts
Pseudo strike
15.92
IV
67.8%
B/E move
7.2%

30Δ

Calls
Pseudo strike
20.03
IV
174.6%
B/E move
22.6%
Puts
Pseudo strike
16.15
IV
65.8%
B/E move
6.1%

35Δ

Calls
Pseudo strike
20.11
IV
213.5%
B/E move
24.7%
Puts
Pseudo strike
16.39
IV
61.5%
B/E move
5.0%

40Δ

Calls
Pseudo strike
17.97
IV
111.3%
B/E move
10.2%
Puts
Pseudo strike
16.59
IV
57.4%
B/E move
4.1%

45Δ

Calls
Pseudo strike
17.30
IV
94.1%
B/E move
6.7%
Puts
Pseudo strike
16.75
IV
53.4%
B/E move
3.3%

50Δ

Calls
Pseudo strike
17.05
IV
100.6%
B/E move
6.1%
Puts
Pseudo strike
16.92
IV
49.5%
B/E move
2.6%

55Δ

Calls
Pseudo strike
16.79
IV
93.8%
B/E move
5.0%
Puts
Pseudo strike
17.04
IV
45.8%
B/E move
2.1%

60Δ

Calls
Pseudo strike
16.52
IV
83.5%
B/E move
3.6%
Puts
Pseudo strike
17.13
IV
42.5%
B/E move
1.7%

65Δ

Calls
Pseudo strike
16.06
IV
105.5%
B/E move
3.7%
Puts
Pseudo strike
17.22
IV
39.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
15.60
IV
129.9%
B/E move
3.8%
Puts
Pseudo strike
17.31
IV
35.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
14.87
IV
163.7%
B/E move
3.9%
Puts
Pseudo strike
17.39
IV
32.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
14.99
IV
121.0%
B/E move
2.1%
Puts
Pseudo strike
17.48
IV
29.1%
B/E move
0.4%