SRPT gamma levels.
Where SRPT tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SRPT $17.49 · down 0.06% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 35 (above price · 17.51 / 100.11% away); ↯ Surge, live flow 18 (above price · 0.51 / 2.92% away); ‖ call wall — ceiling, sticky 35 (above price · 17.51 / 100.11% away); ‖ put wall — floor, slippery 15 (below price · 2.49 / 14.24% away); ↘ Reversal 15 (below price · 2.49 / 14.24% away)
- Expected move today ±1.44
- Strikes nearest the money (high to low): 18.5 negative, 18 negative, 17.5 positive, 17 negative, 16.5 negative, 16 negative
- Since yesterday's close, positioning grew at 19 and faded at 35.
- Event pricing: the options market prices an unusually large move into 2026-11-13 (±$6.20 by that date, about 2.3x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
- ATM implied volatility 120.5%