# SRPT: options-positioning snapshot

Canonical: https://halfonadouble.com/stock/SRPT
Data through: 2026-10-16 close
Publisher: Half on a Double

| Published field | Value |
| --- | --- |
| Close (USD/share) | 17.10 |
| Delta neutral (USD/share) | 14.08 |
| Gamma neutral (USD/share) | 17.10 |
| Gamma max (USD/share) | 22.70 |
| Open interest (contracts) | 120,588 |
| Nearest-expiration max pain (USD/share) | 17.00 (2026-10-23) |
| All-expiration max pain (USD/share) | 15.00 |
| Net gamma exposure | 711,232 |
| Call wall (USD/share) | 20.00 |
| Put wall (USD/share) | 15.00 |
| Put/call open-interest ratio | 0.65 |
| Options catalyst-intensity score (0–100) | 41.7 |
| Options directional score (-100 to +100) | 19.5 |
| IV rank | 100.0 |
| Front-minus-back IV | -15.6 pp |
| Front 25-delta risk reversal | -11.3 pp |
| Call OI change, 1 session | -8,945 contracts · -10.9% |
| Put OI change, 1 session | -1,241 contracts · -2.5% |
| Call minus put OI growth, 1 session | -8.4 pp |
| Call OI change, 5 sessions | -5,834 contracts · -7.4% |
| Put OI change, 5 sessions | +686 contracts · +1.5% |
| Call minus put OI growth, 5 sessions | -8.9 pp |
| Daily call OI change surprise | -1.70σ (252 prior changes) |
| Daily put OI change surprise | -0.37σ (252 prior changes) |
| Daily call-minus-put growth surprise | -2.14σ (252 prior changes) |
| Daily open interest change (contracts) | -10,186 |
| Daily open interest change z-score (prior 252) | -1.25σ (252 prior changes) |
| Gamma max distance from close | +32.8% |
| Delta neutral distance from close | -17.7% |
| Prior-year sessions closer to gamma max | 91.7% of 252 |
| Prior-year sessions closer to delta neutral | 75.4% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 37 | +0.2% | -1.4% to +1.5% | 57% | -0.5% to +1.0% | 0.0% |
| above | Day +3 | 37 | +0.2% | -2.8% to +3.3% | 54% | -1.9% to +2.3% | 0.0% |
| above | Day +5 | 37 | +0.5% | -3.2% to +5.0% | 54% | -1.7% to +2.7% | 0.0% |
| above | Day +10 | 37 | +2.8% | -4.6% to +6.9% | 57% | -0.9% to +4.4% | 0.0% |
| below | Day +1 | 37 | -0.4% | -1.7% to +0.8% | 35% | -0.9% to -0.1% | -0.1% |
| below | Day +3 | 37 | -0.0% | -2.7% to +2.2% | 46% | -1.8% to +0.7% | 0.0% |
| below | Day +5 | 37 | -1.4% | -3.0% to +4.2% | 43% | -2.0% to +2.3% | 0.0% |
| below | Day +10 | 37 | +0.3% | -4.9% to +4.8% | 54% | -2.1% to +3.0% | 0.0% |

Returns are close-to-close after the labelled number of subsequent trading sessions. Cohorts require gamma max to be within 10% of the close on both crossing sessions. Historical windows can overlap and are not independent observations, so interval coverage is not guaranteed.

- [Machine-readable snapshot](https://halfonadouble.com/api/v1/tickers/SRPT.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/SRPT.csv)
- [Public aggregate analysis](https://halfonadouble.com/api/v1/analysis/SRPT.json?date=2026-10-16&public_schema=4)

An em dash means unavailable, not zero. Values use the same display rounding as the HTML page. This is a current snapshot; full history and individual event paths are on the canonical page.

[Definitions and limitations](https://halfonadouble.com/methodology.md).