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Sarepta Therapeutics Inc SRPT

HEALTHCARE · BIOTECHNOLOGY
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Market dataready · fetched 2026-10-16T01:01:15.250Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:31:17.427252316Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:01:14.876796+00:00

Share price$17.85
1D+5.2%
AH$16.49$16.87$17.24$17.62$18.005:30 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$0.01$1.20$2.40$3.59$4.78$14.80$16.63$18.47$20.31$22.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SRPT spot · $17.85SRPT PRICE$0.67$0.88$1.07$1.07$0.65$1.11$1.14$1.17$1.20$1.23$1.27$1.30$1.33$0.77$0.45$0.14$0.23$0.31$0.40$0.49$0.85$1.65$2.35$2.76$4.44$3.69
PutsExpensive2.84×
CallsExpensive2.79×
SkewBullish-149.23 pp
Implied moveBullish±$1.62
TiltBearish13.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.95510.1%32.3%14.39685.6%23.7%
25Δ23.27661.4%35.3%16.25337.0%11.5%
30Δ23.08774.3%35.3%17.5273.6%2.6%
35Δ20.94641.8%23.4%17.6284.7%2.6%
40Δ18.81305.8%9.1%17.7295.8%2.5%
45Δ19.21476.8%13.8%17.82106.9%2.4%
50Δ18.92437.3%12.3%17.93118.0%2.3%
55Δ18.62397.9%10.9%18.18178.8%2.9%
60Δ18.32358.5%9.4%18.79292.5%4.0%
65Δ18.03319.1%7.9%19.52372.8%3.8%
70Δ17.73279.7%6.4%20.04397.6%3.2%
75Δ17.43240.3%4.9%21.71525.8%3.2%
80Δ17.14200.8%3.5%21.21394.5%1.9%

20Δ

Calls
Pseudo strike
22.95
IV
510.1%
B/E move
32.3%
Puts
Pseudo strike
14.39
IV
685.6%
B/E move
23.7%

25Δ

Calls
Pseudo strike
23.27
IV
661.4%
B/E move
35.3%
Puts
Pseudo strike
16.25
IV
337.0%
B/E move
11.5%

30Δ

Calls
Pseudo strike
23.08
IV
774.3%
B/E move
35.3%
Puts
Pseudo strike
17.52
IV
73.6%
B/E move
2.6%

35Δ

Calls
Pseudo strike
20.94
IV
641.8%
B/E move
23.4%
Puts
Pseudo strike
17.62
IV
84.7%
B/E move
2.6%

40Δ

Calls
Pseudo strike
18.81
IV
305.8%
B/E move
9.1%
Puts
Pseudo strike
17.72
IV
95.8%
B/E move
2.5%

45Δ

Calls
Pseudo strike
19.21
IV
476.8%
B/E move
13.8%
Puts
Pseudo strike
17.82
IV
106.9%
B/E move
2.4%

50Δ

Calls
Pseudo strike
18.92
IV
437.3%
B/E move
12.3%
Puts
Pseudo strike
17.93
IV
118.0%
B/E move
2.3%

55Δ

Calls
Pseudo strike
18.62
IV
397.9%
B/E move
10.9%
Puts
Pseudo strike
18.18
IV
178.8%
B/E move
2.9%

60Δ

Calls
Pseudo strike
18.32
IV
358.5%
B/E move
9.4%
Puts
Pseudo strike
18.79
IV
292.5%
B/E move
4.0%

65Δ

Calls
Pseudo strike
18.03
IV
319.1%
B/E move
7.9%
Puts
Pseudo strike
19.52
IV
372.8%
B/E move
3.8%

70Δ

Calls
Pseudo strike
17.73
IV
279.7%
B/E move
6.4%
Puts
Pseudo strike
20.04
IV
397.6%
B/E move
3.2%

75Δ

Calls
Pseudo strike
17.43
IV
240.3%
B/E move
4.9%
Puts
Pseudo strike
21.71
IV
525.8%
B/E move
3.2%

80Δ

Calls
Pseudo strike
17.14
IV
200.8%
B/E move
3.5%
Puts
Pseudo strike
21.21
IV
394.5%
B/E move
1.9%