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25% Drop Sets Off Sarepta Therapeutics Inc (SRPT) Options Trading

Eteplirsen's prospects at the FDA look bleak -- and Sarepta Therapeutics Inc (SRPT) shares are paying the price

Jun 2, 2016 at 2:05 PM
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Sarepta Therapeutics Inc (NASDAQ:SRPT) has shed roughly one-quarter of its value today at $16.01, and landed on the short-sale restricted list. Taking a toll on the stock are rumblings the U.S. Food and Drug Administration (FDA) could pressure the drugmaker to provide its Duchenne muscular dystrophy (DMD) treatment, eteplirsen, to patients at cost -- rather than granting it accelerated approval. Amid the news, SRPT options are flying off the shelves.

At last check, over 68,000 options are on the tape -- tripling the expected intraday amount. The most active strike is the June 30 call, where it's possible traders may be purchasing new positions to bet on a big bounce by front-month expiration, at the close on Friday, June 17. Clearer-cut buy-to-open (BTO) activity is detected at SRPT's weekly 6/10 25-strike call, as option bulls expect a rally past the quarter-century mark by next Friday's close, when the weekly series expires.

Longer term, though, put buying has been accelerated. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), SRPT's 50-day put/call volume ratio of 0.57 registers just 4 percentage points from a 12-month peak. Likewise, short-term open interest levels are tilted in a relatively put-skewed direction. This, based on the stock's Schaeffer's put/call open interest ratio (SOIR) of 0.56, which ranks in the high 86th annual percentile.

Outside of the options pits, doubters abound. Short interest surged over 23% during the last two reporting periods, and now accounts for over three-fifths of the stock's float. As such, some of today's BTO activity at the out-of-the-money calls could be a result of shorts hedging their bearish bets against any upside risk. Elsewhere, 10 of 13 analysts rate SRPT a "hold" or worse.

Today's FDA rumors have certainly been a boon to bears. In fact, in a research note, Jefferies described eteplirsen's chances of receiving regulatory approval as "slim." If that becomes official, it may serve as another setback for SRPT stock.

Suffice it to say, Sarepta Therapeutics Inc (NASDAQ:SRPT) has gotten bloodied up on the charts -- and not just today. Since the start of 2016, the shares have surrendered over 58% of their value, and are poised to close below their 80-day moving average for the first time since late April.

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