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Sarepta Therapeutics SRPT 18.99 0.45 2.43%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $18.94
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.1% ±$0.59 $18.35 – $19.53 $18.23 – $19.65 $17.67 – $20.20
2 sessions Earnings ±11.1% ±$2.10 $16.83 – $21.04 $16.32 – $21.56 $14.37 – $23.50
3 sessions Earnings ±12.0% ±$2.27 $16.66 – $21.21 $16.14 – $21.73 $14.06 – $23.82
1 week Earnings ±13.0% ±$2.46 $16.47 – $21.40 $15.87 – $22.00 $13.75 – $24.12
2 weeks Earnings ±15.0% ±$2.84 $16.10 – $21.78 $15.43 – $22.44 $12.95 – $24.93
3 weeks Earnings ±16.6% ±$3.15 $15.78 – $22.09 $15.03 – $22.84 $12.31 – $25.56
1 month Earnings ±18.4% ±$3.48 $15.45 – $22.42 $14.61 – $23.26 $11.61 – $26.26
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. SRPT reports in 2 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±10.42%
Average actual move
7.40%
Beyond the implied move
0 / 4
Median IV change
-22.61%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±11.51% -9.68% 0.84× —
August 07, 2025 ±13.22% +10.46% 0.79× 132.5% → 102.6%
February 27, 2025 ±8.14% -3.56% 0.44× —
November 07, 2024 ±8.79% -5.90% 0.67× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →