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Put Players Take Aim at Sarepta Therapeutics Inc (SRPT)

Bearish betting has been building in Sarepta Therapeutics Inc's (NASDAQ:SRPT) options pits

Mar 14, 2016 at 2:47 PM
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Put volume has been picking up speed on lightly traded Sarepta Therapeutics Inc (NASDAQ:SRPT), as the firm awaits confirmation from the Food and Drug Administration (FDA) on its decision date for its muscular dystrophy drug, eteplirsen. Although that date has been set for Thursday, May 26 -- and the stock is trading 6.4% higher at $16.75 -- puts are once again hot.

In fact, 4,075 puts are on the tape, or 1.5 times the expected daily pace. Most active is SRPT's June 16 put, where it looks as if new positions are being purchased. In other words, speculative players are betting on the stock to breach $16 by the close on Friday, June 17 -- when the options expire.

More broadly speaking, the stock's 10-day International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) put/call volume ratio has risen to 0.40 from 0.30 since the start of the month. While this indicates calls outweigh puts on an absolute basis, the ratio ranks in the 72nd annual percentile. Simply stated, puts have been bought to open relative to calls at a faster-than-usual clip.

This skepticism has been building outside of the options arena, as well. Specifically, short interest jumped 20% in the two most recent reporting periods to 13.87 million shares -- the highest amount of shorted SRPT shares since mid-June. At the stock's average daily pace of trading, it would take more than eight sessions to cover these bearish bets.

On the charts, Sarepta Therapeutics Inc (NASDAQ:SRPT) gapped sharply lower in mid-January following speculation surrounding eteplirsen. More recently, the shares have been battling back since bottoming at a Feb. 9 three-year low of $10.20 -- up 64% -- but are running out of steam near the overhead $17 mark.

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