What move does the options market price into Sarepta Therapeutics's report?

Implied ±9.8%, either direction.

SRPTNasdaqPharmaceutical Preparations

Sarepta Therapeutics, Inc. (SRPT) earnings date, market-implied expected move, and options open interest by expiry

18.63

−0.60 · −3.12%

post 18.63 −0.01%

Closed16:00 ET

Open19.21Volume1.3MMkt cap$2.0BEPS-1.44

Day18.42 – 19.2126%52-wk14.68 – 24.6839%

SRPT

Sarepta Therapeutics, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±9.8%implied · straddle

8Q avg ±12.0%·×0.82·cheap

16.7920.45

spot 18.62exp Nov 6ATM strike 18.5ATM straddle 2.15IV 105%

Oct 30 close

Expected move

Inputs

Next report

Nov 2

after close · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

+5.34%

vs ±9.2% implied · ×0.58

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Linked news

6dBMRN · supplierBioMarin to Host Third Quarter 2026 Financial Results Conference Call and Webcast on Monday, November 2, 2026, at 4:30pm ET
55dARWR · supplierArrowhead Pharmaceuticals Director Sells 11,600 Shares for $1 Million

News

Largest filed tie

13F top-10 QoQ

+15.51%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

327 managers

Top fund weight

0.75%

SRPT weight · XBI

N-PORTJun 30 '26

5 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Sarepta Therapeutics (SRPT) is expected to report on Nov 2 after close (estimated date).

Implied vs realized

8 reports

—≥ implied

Jan 13 '25Jan 13 '25confirmed—▼−5.10%—

Feb 26 '25Feb 26 '25confirmed—▼−3.56%—

Jul 16 '25Jul 16 '25confirmed—▲+19.53%—

Q3 FY25Nov 3 '25confirmed—▼−33.74%—

Jan 12 '26Jan 12 '26confirmed—▼−11.29%—

Q1 FY26Feb 25 '26confirmed—▼−8.01%—

May 6 '26May 6 '26confirmed—▼−9.68%—

Q2 FY26Aug 5 '26confirmed±9.2%▲+5.34%×0.58

quarterimplied−35%0+35%realized×

Q2 FY26±9.2%▲+5.34%×0.58

May '26—−9.68%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 8 expiries · Oct 30 close

1.11OI · 8 expiries · Oct 30 closeP/C open interest · Nov 6 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

689+1%Nov 65d620+16%

3100%Nov 1312d2.98104+4%2.98

5,3570%Nov 2019d0.677,962−2%0.67

29+26%Nov 2726d0.28105+67%0.28

30%Dec 433d—0——

3 later expiries

890+9%Dec 1847d0.591,515+4%0.59

25,2630%Jan 1575d0.55

ExpiryPutsCallsP/C

Nov 65d689+1%620+16%1.11

Nov 1312d3100%104+4%2.98

Nov 2019d5,3570%7,962−2%0.67

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±9.8%

Funds 4

XBI±0.1%

IWM±0.0%

UWM±0.0%

VTI±0.0%

Suppliers 1

ARWR±3.0%×0.30

Dashed = straddle · × = co-movement · max 501dMethod 1 more fund Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−1.22%as filednet margin · revenue −45.09% QoQ · −34.34% YoY

Revenue$401M−45.09%

Gross profit$401M100.00%−45.09%

Operating income$13M3.31%−96.29%

Pre-tax income−$2M−100.51%

Net income−$5M−1.22%−101.48%

Cost of revenue$0—

Operating expenses$388M+4.19%

Tax$3M−74.29%

Other expense−$15M+1.44%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×1.57· ±4.5% vs ±2.9% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±4.5%10 of 24×1.57

NFPjobs report±2.9%4 of 10×1.02

PPIproducer prices±2.9%4 of 10×1.01

CPROFcorporate profits±2.6%7 of 12×0.89

GDPgross domestic product±2.6%11 of 19×0.89

CPIconsumer prices±2.5%3 of 10×0.86

PCEpersonal income & outlays±2.2%9 of 19×0.77

Bar = avg |move| to ±5% · tick = ±2.9% avg day · ×base = |move| ÷ ±2.9% · min 6 releases

Earnings history

EPS -0.05 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	-0.05	—
Q1 FY26	Feb 25 '26 · confirmed	2.88	—
Q3 FY25	Nov 3 '25 · confirmed	-1.80	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod