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Implied Movement: 7 Day Implied Movement Based on Weekly Options   
Get Weekly Volatility For:
Sarepta Therapeutics, Inc. (SRPT) - NASDAQ Next Earnings Date: Estimated on April 26, 2018
OS Projected Window: May 1, 2018 to May 10, 2018
EVR: 3.7
Avg Daily Volume: 1,000,000    Market Cap: 5.25B
Sector: Healthcare    Short Interest: 20.56
Live Interactive Chart
Days to Next Earnings: 5 Days
Current 7 Day Implied Movement: 7.14%       Theoretical Expires in 7 days
Implied Move Weekly: 7.86%       Expires on: April 27, 2018
Implied Move Monthly: 14.20%       Expires on: May 18, 2018


 
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Sample Chart


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    Most Recent SRPT Strategy Testing:
    riilesteet    Closed a long Call position @$29.00 Expires Nov. 18, 2016    PnL: $1,631.00
       Sept. 19, 2016, 4:32 p.m.
    astrovolt    Closed a long Call position @$28.00 Expires Sept. 16, 2016    PnL: -$135.00
       Sept. 15, 2016, 5:52 p.m.

 
Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 17

 
Earnings Date Pre Earnings Post Earnings Open Post Earnings Mean of Previous 2 Earnings
Close Price 7 Day IM 7 Day HM Open Close 7 Day IM 7 Day HM One Day Max Move Pre Earnings Post Earnings
March 1, 2018 AC $62.11 9.83% 19.75% -2.43% $60.60 $67.96 5.74% 19.75% 10.57% 9.9% 6.29%
Oct. 25, 2017 AC $48.36 9.69% 2.49% -0.33% $48.20 $47.64 5.80% 4.99% -4.73% 12.63% 6.66%
July 19, 2017 AC $34.08 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 27, 2017 AC $34.72
Feb. 28, 2017 AC $31.11
Oct. 27, 2016 BO $44.54
July 19, 2016 AC $21.14
May 5, 2016 AC $16.76
Feb. 25, 2016 BO $14.43
Nov. 5, 2015 BO $25.07

 
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