SRPT250321C00185000 Option on Sarepta Therapeutics
SRPT Stock | USD 105.56 0.72 0.68% |
SRPT250321C00185000 is a PUT option contract on Sarepta Therapeutics' common stock with a strick price of 185.0 expiring on 2025-03-21. The contract was not traded in recent days and, as of today, has 24 days remaining before the expiration. The option is currently trading at an ask price of $2.15. The implied volatility as of the 25th of February is 24.0.
Sarepta |
When exercised, put options on Sarepta Therapeutics produce a short position in Sarepta Stock. Because of this protective nature, they are typically used either for hedging purposes or to capitalize on Sarepta Therapeutics' downside price movement.
Rule 16 of 2025-03-21 Option Contract
The options market is anticipating that Sarepta Therapeutics will have an average daily up or down price movement of about 0.0826% per day over the life of the option. With Sarepta Therapeutics trading at USD 105.56, that is roughly USD 0.0872. If you think that the market is fully understating Sarepta Therapeutics' daily price movement you should consider buying Sarepta Therapeutics options at that current volatility level of 1.32%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
Out Of The Money Call Option on Sarepta Therapeutics
An 'Out of The Money' option on Sarepta has a strike price that Sarepta Stock has yet to reach, meaning the option has no intrinsic value. 'Out of The Money' options are usually less costly than 'In The Money' options, making them more desirable to traders with smaller amounts of capital. Some of the uses for Sarepta Therapeutics' 'Out of The Money' options include buying the options if you expect a big move in Sarepta Therapeutics' stock. Since 'Out of The Money' options have a lower up-front cost (i.e., no intrinsic value) than 'In The Money' options, buying it is a reasonable choice.
Call Contract Name | SRPT250321C00185000 |
Expires On | 2025-03-21 |
Days Before Expriration | 24 |
Delta | 0.074846 |
Vega | 0.039048 |
Gamma | 0.00387 |
Theoretical Value | 1.08 |
Open Interest | 3 |
Strike Price | 185.0 |
Last Traded At | 2.33 |
Current Price Spread | 0.0 | 2.15 |
Rule 16 Daily Up or Down | USD 0.0872 |
Sarepta short PUT Option Greeks
Sarepta Therapeutics' Option Greeks for the contract ending on 2025-03-21 at a strike price of 185.0 measures the various factors that affect its cost and calculated using a theoretical options pricing model. It helps investors make more informed decisions about whether to trade this option contract or when to trade it. In addition to Sarepta Therapeutics' option greeks, its implied volatility helps estimate the risk of Sarepta Therapeutics stock implied by the prices of the options on Sarepta Therapeutics' stock.
Delta | 0.074846 | |
Gamma | 0.00387 | |
Theta | -0.104025 | |
Vega | 0.039048 | |
Rho | 0.004675 |
Sarepta long PUT Option Payoff at expiration
Put options written on Sarepta Therapeutics grant holders of the option the right to sell a specified amount of Sarepta Therapeutics at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of Sarepta Stock cannot fall below zero, the put buyer does gain as the price drops. So, purchasing a put option on Sarepta Therapeutics is like buying insurance aginst Sarepta Therapeutics' downside shift.
Profit |
Sarepta Therapeutics Price At Expiration |
Sarepta short PUT Option Payoff at expiration
By selling Sarepta Therapeutics' put option, the investors signal their bearish sentiment. A short position in a put option written on Sarepta Therapeutics will generally make money when the underlying price is above the strike price. Therefore Sarepta Therapeutics' put payoff at expiration depends on where the Sarepta Stock price is relative to the put option strike price. The breakeven price of 186.08 is the critical point that divides the payoff function into two parts. Below the breakeven price, the payoff is dropping and negative (the seller makes a loss). Above the breakeven price, the payoff line is upward sloping as the option payoff increases in proportion to Sarepta Therapeutics' price. Finally, at the strike price of 185.0, the payoff chart is constant and positive.
Profit |
Sarepta Therapeutics Price At Expiration |
Sarepta Therapeutics Available Call Options
Sarepta Therapeutics' option chain is a display of a range of information that helps investors for ways to trade options on Sarepta. In general, an option chain provides a helpful tool for investors to see all available option contracts, both puts, and calls, for Sarepta. It also shows strike prices and maturity days for a Sarepta Therapeutics against a given expiration period. The table below combines all the option information in the form of a chain but before you use it, remember that it entails significant risk and it is not for everyone.
Open Int | Strike Price | Current Spread | Last Price | |||
Call | SRPT250516C00080000 | 37 | 80.0 | 26.3 - 30.0 | 47.07 | In |
Call | SRPT250516C00090000 | 3 | 90.0 | 18.1 - 22.1 | 19.75 | In |
Call | SRPT250516C00095000 | 5 | 95.0 | 14.8 - 18.3 | 16.5 | In |
Call | SRPT250516C00100000 | 34 | 100.0 | 11.7 - 15.3 | 15.42 | In |
Call | SRPT250516C00105000 | 72 | 105.0 | 10.0 - 12.5 | 13.83 | In |
Call | SRPT250516C00110000 | 37 | 110.0 | 7.7 - 9.7 | 8.8 | Out |
Call | SRPT250516C00115000 | 7 | 115.0 | 5.8 - 7.8 | 5.98 | Out |
Call | SRPT250516C00120000 | 277 | 120.0 | 4.5 - 5.7 | 5.13 | Out |
Call | SRPT250516C00125000 | 42 | 125.0 | 3.4 - 4.2 | 4.1 | Out |
Call | SRPT250516C00130000 | 21 | 130.0 | 2.3 - 4.3 | 4.0 | Out |
Call | SRPT250516C00135000 | 48 | 135.0 | 1.25 - 2.75 | 2.68 | Out |
Call | SRPT250516C00140000 | 292 | 140.0 | 0.8 - 2.4 | 1.9 | Out |
Call | SRPT250516C00145000 | 42 | 145.0 | 0.0 - 3.0 | 2.48 | Out |
Call | SRPT250516C00150000 | 10 | 150.0 | 0.15 - 2.2 | 2.35 | Out |
Call | SRPT250516C00155000 | 3 | 155.0 | 0.0 - 1.65 | 3.04 | Out |
Call | SRPT250516C00160000 | 21 | 160.0 | 0.0 - 0.85 | 0.8 | Out |
Call | SRPT250516C00165000 | 4 | 165.0 | 0.0 - 2.45 | 1.5 | Out |
Call | SRPT250516C00170000 | 41 | 170.0 | 0.0 - 1.5 | 1.05 | Out |
Call | SRPT250516C00175000 | 34 | 175.0 | 0.05 - 0.5 | 1.5 | Out |
Call | SRPT250516C00180000 | 20 | 180.0 | 0.0 - 2.3 | 0.75 | Out |
Call | SRPT250516C00185000 | 56 | 185.0 | 0.0 - 2.3 | 0.97 | Out |
Call | SRPT250516C00190000 | 6 | 190.0 | 0.0 - 2.25 | 1.6 | Out |
Call | SRPT250516C00195000 | 2 | 195.0 | 0.0 - 2.25 | 1.45 | Out |
Sarepta Therapeutics Corporate Management
Ryan JD | General VP | Profile | |
Will Tilton | Head VP | Profile | |
Joseph Bratica | Controller VP | Profile | |
William Ciambrone | Ex Operations | Profile | |
Dallan Murray | Executive Officer | Profile |
Additional Tools for Sarepta Stock Analysis
When running Sarepta Therapeutics' price analysis, check to measure Sarepta Therapeutics' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Sarepta Therapeutics is operating at the current time. Most of Sarepta Therapeutics' value examination focuses on studying past and present price action to predict the probability of Sarepta Therapeutics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sarepta Therapeutics' price. Additionally, you may evaluate how the addition of Sarepta Therapeutics to your portfolios can decrease your overall portfolio volatility.