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Sarepta Therapeutics Inc's (SRPT) Wild Ride Sends Call Volume Soaring

Drugmaker Sarepta Therapeutics Inc (SRPT) is once again on the move, amid renewed hopes that it's muscular dystrophy drug might win FDA approval

Apr 28, 2016 at 3:39 PM
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Sarepta Therapeutics Inc (NASDAQ:SRPT) is once again on the move, last seen 24.2% higher at $14.35 -- erasing most of this week's losses, and paring its year-to-date loss to 63%. The stock could be rallying amid renewed hope that the company's Duchenne muscular dystrophy drug, which a Food and Drug Administration (FDA) panel voted against on Monday, may still gain approval. A lengthy article on TheStreet this morning argued that Dr. Janet Woodcock, a senior FDA official, will have final say on whether or not the drug is approved -- and that her comments on Monday seem encouraging. SRPT option traders have been quick to respond today, picking up calls at an accelerated clip.

But a heavy appetite for SRPT options seems to be standard lately, as call, put, and total options open interest are all seated at annual highs. Today, SRPT calls are trading hands at three times their typical intraday rate, and account for the top 10 most active options. Plus, all but three of the calls are largely out of the money. 

A possible explanation for today's preference for out-of-the-money calls lies outside of the options pits, where nearly 44% of SRTP's available float remains tied up in short interest. Short sellers could be picking up protective calls to hedge against further upside risk.

Still, bearish sentiment from options traders does seem to be waning. Over the past two weeks, the security's 10-day put/call volume ratio has fallen to 0.43 from 1.89 -- its highest level since last August. And SRPT's Schaeffer's put/call open interest ratio (SOIR) of 0.40 shows calls more than doubling puts among options expiring in three months or less.

It could still be a long road back for Sarepta Therapeutics Inc (NASDAQ:SRPT), which has given up nearly two-thirds of its value since tapping a two-year high of $41.97 in October. But if the FDA comes through with a surprise approval before its May 26 deadline, the shares could be sent soaring again.

SRPT Daily Chart

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