XERS · Expected Move
Xeris Biopharma Holdings, Inc. Common Stock
The expected move for XERS is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
XERS straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current XERS Expected Move
30-Day Straddle
$2.25
7-Day Straddle
$0.55
30-Day ATM IV
98.0%
IV Rank
41%
Implied one-standard-deviation move through the next 30 days. Compare to XERS's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
XERS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $2.25 | $0.55 | 98.0% | 41% |
| 20261015 | $3.30 | $0.50 | 158.2% | 100% |
| 20261014 | $2.83 | $0.95 | 105.2% | 63% |
| 20261013 | $2.90 | $1.02 | 117.4% | 79% |
| 20261012 | $2.38 | $1.20 | 87.7% | 40% |
| 20261009 | $2.78 | $1.48 | 99.9% | 56% |
| 20261008 | $3.12 | $1.48 | 131.8% | 98% |
| 20261007 | $2.22 | $1.52 | 102.4% | 60% |
| 20261006 | $2.15 | $1.30 | 98.3% | 54% |
| 20261005 | $2.92 | $1.15 | 98.8% | 55% |
| 20261002 | $1.30 | $1.30 | 109.7% | 69% |
| 20261001 | $1.40 | $1.40 | 101.2% | 58% |
| 20260930 | $1.45 | $1.45 | 85.0% | 37% |
| 20260929 | $1.43 | $1.43 | 80.4% | 31% |
| 20260928 | $1.30 | $1.30 | 81.9% | 16% |
| 20260925 | $2.00 | $2.00 | 77.6% | 13% |
| 20260924 | $1.78 | $1.78 | 76.5% | 12% |
| 20260923 | $1.42 | $1.42 | 84.9% | 18% |
| 20260922 | $1.58 | $1.58 | 75.9% | 12% |
| 20260921 | $2.20 | $2.20 | 77.8% | 13% |
| 20260918 | $1.23 | $0.62 | 71.1% | 9% |
| 20260917 | $1.23 | $0.65 | 62.6% | 4% |
| 20260916 | $1.05 | $0.50 | 57.9% | 1% |
| 20260915 | $1.05 | $0.43 | — | — |
| 20260914 | $1.05 | $0.35 | 58.8% | 1% |
| 20260911 | $1.10 | $0.55 | 59.6% | 2% |
| 20260910 | $1.10 | $0.62 | 57.5% | 1% |
| 20260909 | $1.32 | $0.53 | 66.4% | 6% |
| 20260908 | $1.35 | $1.35 | 74.3% | 11% |
| 20260904 | $1.80 | $1.33 | 74.7% | 11% |
| 20260903 | $1.57 | $1.30 | 69.4% | 8% |
| 20260902 | $0.95 | $0.95 | 66.2% | 6% |
| 20260901 | $1.20 | $1.20 | 65.1% | 5% |
| 20260831 | $1.35 | $1.35 | 76.5% | 12% |
| 20260828 | $1.40 | $1.40 | 75.5% | 12% |
| 20260827 | $1.45 | $1.45 | 66.7% | 6% |
| 20260826 | $2.65 | $2.65 | 87.2% | 19% |
| 20260825 | $1.68 | $1.68 | 85.9% | 18% |
| 20260824 | $1.88 | $1.88 | 77.4% | 13% |
| 20260821 | $1.43 | $1.12 | 60.9% | 3% |
| 20260820 | $1.40 | $1.22 | 59.2% | 2% |
| 20260819 | $2.12 | $2.95 | 77.3% | 13% |
| 20260818 | $1.75 | $2.90 | 60.0% | 2% |
| 20260817 | $1.62 | $1.43 | 75.5% | 12% |
| 20260814 | $1.43 | $1.05 | 73.5% | 10% |
| 20260813 | $1.43 | $0.97 | 70.5% | 9% |
| 20260812 | $1.30 | $1.23 | 70.1% | 8% |
| 20260811 | $1.55 | $1.10 | 79.1% | 14% |
| 20260810 | $1.35 | $0.95 | 69.8% | 8% |
| 20260807 | — | — | 68.1% | 7% |
| 20260806 | $2.20 | $1.35 | — | — |
| 20260805 | $1.30 | $1.30 | 87.5% | 19% |
| 20260804 | $1.35 | $1.35 | 111.7% | 34% |
| 20260803 | $1.20 | $1.20 | 109.3% | 33% |
| 20260731 | $1.45 | $1.45 | 95.2% | 24% |
| 20260730 | $2.15 | $2.15 | 124.9% | 42% |
| 20260729 | $1.32 | $1.32 | 106.2% | 31% |
| 20260728 | $1.58 | $1.58 | 92.1% | 22% |
| 20260727 | $1.95 | $1.95 | — | — |
| 20260724 | $1.35 | $1.35 | 94.3% | 23% |
More on XERS
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.