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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: April 27, 2017 AC
EVR: 2.8
Avg Daily Volume: 2,090,550    Market Cap: 1.79B
Sector: Healthcare
Live Interactive Chart
Days to Next Earnings: 4 Days
Current 7 Day Implied Movement: 13.26%       Theoretical Expires in 7 days
Implied Move Weekly: 9.71%       Expires on: April 28, 2017
Implied Move Monthly: 16.35%       Expires on: May 19, 2017


 
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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: 13

 
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
Feb. 28, 2017 AC $31.11 11.51% N/A -4.69% $29.65 $30.38 7.69% N/A -8.38% 16.56% 14.95%
Oct. 27, 2016 BO $44.54 10.94% 12.75% 0.83% $44.91 $40.81 7.58% N/A -10.14% 20.47% 19.36%
July 19, 2016 AC $21.14 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 5, 2016 AC $16.76
Feb. 25, 2016 BO $14.43
Nov. 5, 2015 BO $25.07
Aug. 6, 2015 BO $32.72
May 7, 2015 BO $14.76
Feb. 26, 2015 BO $14.99
Nov. 6, 2014 BO $15.17

 
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