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Sarepta Therapeutics Inc SRPT

HEALTHCARE · BIOTECHNOLOGY
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Market dataready · fetched 2026-10-16T00:19:54.812Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:19:54.200610+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$0.45$2.47$4.48$6.50$8.52$11.06$14.37$17.69$21.00$24.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SRPT spot · $17.85SRPT PRICE$0.88$0.69$0.84$1.01$1.20$1.46$1.72$1.97$2.23$2.49$2.75$3.00$3.26$0.67$0.90$1.18$1.46$1.74$2.15$2.60$3.05$3.84$5.83$7.83$5.93$7.94
PutsExpensive1.37×
CallsExpensive1.39×
SkewBearish+5.79 pp
Implied moveBearish±$4.32
TiltBearish31.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.61178.4%93.2%14.5393.7%22.3%
25Δ23.3797.5%34.8%15.4089.5%18.7%
30Δ21.6989.2%26.2%16.0589.9%16.7%
35Δ20.8088.0%22.2%16.7190.4%14.6%
40Δ19.9486.9%18.4%17.3690.8%12.5%
45Δ19.2987.4%16.2%18.0591.5%10.9%
50Δ18.6588.0%14.1%18.7592.4%9.5%
55Δ18.0088.5%11.9%19.4593.2%8.1%
60Δ17.3888.1%9.9%20.4597.9%6.9%
65Δ16.8384.2%8.2%22.54116.3%6.4%
70Δ16.2980.3%6.6%24.62134.7%6.0%
75Δ15.7476.5%5.0%23.1796.3%3.4%
80Δ15.1972.6%3.4%25.34104.4%2.5%

20Δ

Calls
Pseudo strike
33.61
IV
178.4%
B/E move
93.2%
Puts
Pseudo strike
14.53
IV
93.7%
B/E move
22.3%

25Δ

Calls
Pseudo strike
23.37
IV
97.5%
B/E move
34.8%
Puts
Pseudo strike
15.40
IV
89.5%
B/E move
18.7%

30Δ

Calls
Pseudo strike
21.69
IV
89.2%
B/E move
26.2%
Puts
Pseudo strike
16.05
IV
89.9%
B/E move
16.7%

35Δ

Calls
Pseudo strike
20.80
IV
88.0%
B/E move
22.2%
Puts
Pseudo strike
16.71
IV
90.4%
B/E move
14.6%

40Δ

Calls
Pseudo strike
19.94
IV
86.9%
B/E move
18.4%
Puts
Pseudo strike
17.36
IV
90.8%
B/E move
12.5%

45Δ

Calls
Pseudo strike
19.29
IV
87.4%
B/E move
16.2%
Puts
Pseudo strike
18.05
IV
91.5%
B/E move
10.9%

50Δ

Calls
Pseudo strike
18.65
IV
88.0%
B/E move
14.1%
Puts
Pseudo strike
18.75
IV
92.4%
B/E move
9.5%

55Δ

Calls
Pseudo strike
18.00
IV
88.5%
B/E move
11.9%
Puts
Pseudo strike
19.45
IV
93.2%
B/E move
8.1%

60Δ

Calls
Pseudo strike
17.38
IV
88.1%
B/E move
9.9%
Puts
Pseudo strike
20.45
IV
97.9%
B/E move
6.9%

65Δ

Calls
Pseudo strike
16.83
IV
84.2%
B/E move
8.2%
Puts
Pseudo strike
22.54
IV
116.3%
B/E move
6.4%

70Δ

Calls
Pseudo strike
16.29
IV
80.3%
B/E move
6.6%
Puts
Pseudo strike
24.62
IV
134.7%
B/E move
6.0%

75Δ

Calls
Pseudo strike
15.74
IV
76.5%
B/E move
5.0%
Puts
Pseudo strike
23.17
IV
96.3%
B/E move
3.4%

80Δ

Calls
Pseudo strike
15.19
IV
72.6%
B/E move
3.4%
Puts
Pseudo strike
25.34
IV
104.4%
B/E move
2.5%