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FDA Delay Sparks Bearish Backlash On Sarepta Therapeutics Inc (SRPT)

Sarepta Therapeutics Inc (NASDAQ:SRPT) is being bombarded by put buyers

Aug 10, 2016 at 3:02 PM
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Just one week after Janney boosted its price target for Sarepta Therapeutics Inc (NASDAQ:SRPT), the brokerage firm suggested "staying on the sidelines," as "downside risk from current levels is greater than upside potential." This outlook comes in the wake of an op-ed piece in The Wall Street Journal, which criticized the Food and Drug Administration's (FDA) delay in approving Sarepta's Duchenne muscular dystrophy treatment, eteplirsen. Against this backdrop -- and amid one sector peer's FDA-related surge -- SRPT stock is tumbling, and one options trader is eyeing even more downside.

By the numbers, 49,000 put options have changed hands on SRPT so far -- 1.6 times the average intraday pace, and in the 99th annual percentile. As a point of comparison, just 15,800 call options have crossed the tape. According to Trade-Alert, the majority of the day's put activity is a result of a bearish roll, with one trader apparently selling to close her September 12 puts and subsequently buying to open the longer-term January 2017 12-strike puts.

This bearish positioning by options traders isn't anything new, though, and just yesterday, speculators purchased new short-term positions at SRPT's deep out-of-the-money 10 strike. In fact, over the past 10 sessions, the stock's weekly 8/12 10-strike and August 10 calls have seen the biggest rise in open interest among open contracts, with more than 50,000 positions collectively added.

Not surprisingly, SRPT's Schaeffer's put/call open interest ratio (SOIR) of 1.04 stands just 8 percentage points from a 52-week peak. In other words, short-term speculators have rarely been as put-skewed toward the security as they are now.

On the charts, Sarepta Therapeutics Inc (NASDAQ:SRPT) has more than tripled since hitting a three-year low of $8.00 in late April. However, the stock still has a long way to go before filling its mid-January bear gap. Plus, today's 8.7% drop to $24.23 has the shares back below their 320-day moving average -- a trendline that quickly contained SRPT's early April and late-May rally attempts.

SRPT daily chart

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