# SRPT: options-positioning snapshot

Canonical: https://halfonadouble.com/stock/SRPT
Data through: 2026-10-02 close
Publisher: Half on a Double

| Published field | Value |
| --- | --- |
| Close (USD/share) | 17.50 |
| Delta neutral (USD/share) | 14.71 |
| Gamma neutral (USD/share) | 11.81 |
| Gamma max (USD/share) | 21.37 |
| Open interest (contracts) | 124,549 |
| Nearest-expiration max pain (USD/share) | 19.50 (2026-10-09) |
| All-expiration max pain (USD/share) | 15.00 |
| Net gamma exposure | 1,666,571 |
| Confirmed GEX flip (USD/share) | 11.81 |
| Call wall (USD/share) | 25.00 |
| Put wall (USD/share) | 15.00 |
| Put/call open-interest ratio | 0.59 |
| Options catalyst-intensity score (0–100) | 47.0 |
| Options directional score (-100 to +100) | 24.7 |
| IV rank | 70.6 |
| Front ATM IV | +65.2% |
| Front-minus-back IV | -22.3 pp |
| Front expected move | +9.0% |
| Front ATM straddle / spot | +12.0% |
| Front 25-delta risk reversal | -83.8 pp |
| Call OI change, 1 session | -2,352 contracts · -2.9% |
| Put OI change, 1 session | -1,044 contracts · -2.2% |
| Call minus put OI growth, 1 session | -0.7 pp |
| Call OI change, 5 sessions | -1,605 contracts · -2.0% |
| Put OI change, 5 sessions | +3,129 contracts · +7.3% |
| Call minus put OI growth, 5 sessions | -9.3 pp |
| Daily call OI change surprise | -0.41σ (252 prior changes) |
| Daily put OI change surprise | -0.30σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.21σ (252 prior changes) |
| Daily open interest change (contracts) | -3,396 |
| Daily open interest change z-score (prior 252) | -0.38σ (252 prior changes) |
| Gamma max distance from close | +22.1% |
| Delta neutral distance from close | -15.9% |
| Prior-year sessions closer to gamma max | 79.4% of 252 |
| Prior-year sessions closer to delta neutral | 63.9% 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)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/SRPT.json?date=2026-10-02)

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).