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Xeris Biopharma Holdings, Inc. Common Stock XERS

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Market datapartial · fetched 2026-10-23T17:41:48.410Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T17:41:15.521220337Z

FundamentalsAlpha Vantage · unavailable

Share price$10.30
1D-5.6%
$10.14$10.35$10.55$10.75$10.965:30 AM6:30 AM9:00 AM1:00 PMXERS
Sold putSold call

Xeris Biopharma Holdings, Inc. Common Stock options

Live interpolated XERS call and put midpoint premiums by absolute delta.Xeris Biopharma Holdings, Inc. Common Stock$0.30$0.98$1.65$2.33$3.01$7.11$9.00$10.89$12.78$14.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XERS spot · $10.29XERS PRICE$0.38$0.38$0.53$0.76$0.98$1.21$1.44$1.56$1.43$1.71$2.01$2.39$2.81$0.40$0.52$0.64$0.76$0.88$1.04$1.21$1.38$1.52$1.65$1.77$1.90$2.03
PutsExpensive1.09×
CallsExpensive1.56×
SkewBullish-41.87 pp
Implied moveBullish±$2.65
TiltBullish5.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.67141.8%55.8%8.29101.1%23.3%
25Δ13.27104.0%32.6%8.7298.8%20.3%
30Δ12.31100.9%24.7%9.1596.6%17.3%
35Δ12.03114.5%24.2%9.5794.4%14.3%
40Δ11.76128.0%23.7%10.0092.2%11.4%
45Δ11.48141.5%23.2%10.3290.8%9.9%
50Δ11.20155.1%22.7%10.6589.4%8.4%
55Δ10.78153.4%19.9%10.9788.0%6.9%
60Δ10.03114.3%11.3%11.2183.3%5.9%
65Δ9.58118.5%9.6%11.4378.2%4.9%
70Δ9.13124.5%8.2%11.6673.1%4.0%
75Δ8.60129.8%6.8%11.8968.0%3.0%
80Δ8.03134.7%5.3%12.1262.9%2.0%

20Δ

Calls
Pseudo strike
15.67
IV
141.8%
B/E move
55.8%
Puts
Pseudo strike
8.29
IV
101.1%
B/E move
23.3%

25Δ

Calls
Pseudo strike
13.27
IV
104.0%
B/E move
32.6%
Puts
Pseudo strike
8.72
IV
98.8%
B/E move
20.3%

30Δ

Calls
Pseudo strike
12.31
IV
100.9%
B/E move
24.7%
Puts
Pseudo strike
9.15
IV
96.6%
B/E move
17.3%

35Δ

Calls
Pseudo strike
12.03
IV
114.5%
B/E move
24.2%
Puts
Pseudo strike
9.57
IV
94.4%
B/E move
14.3%

40Δ

Calls
Pseudo strike
11.76
IV
128.0%
B/E move
23.7%
Puts
Pseudo strike
10.00
IV
92.2%
B/E move
11.4%

45Δ

Calls
Pseudo strike
11.48
IV
141.5%
B/E move
23.2%
Puts
Pseudo strike
10.32
IV
90.8%
B/E move
9.9%

50Δ

Calls
Pseudo strike
11.20
IV
155.1%
B/E move
22.7%
Puts
Pseudo strike
10.65
IV
89.4%
B/E move
8.4%

55Δ

Calls
Pseudo strike
10.78
IV
153.4%
B/E move
19.9%
Puts
Pseudo strike
10.97
IV
88.0%
B/E move
6.9%

60Δ

Calls
Pseudo strike
10.03
IV
114.3%
B/E move
11.3%
Puts
Pseudo strike
11.21
IV
83.3%
B/E move
5.9%

65Δ

Calls
Pseudo strike
9.58
IV
118.5%
B/E move
9.6%
Puts
Pseudo strike
11.43
IV
78.2%
B/E move
4.9%

70Δ

Calls
Pseudo strike
9.13
IV
124.5%
B/E move
8.2%
Puts
Pseudo strike
11.66
IV
73.1%
B/E move
4.0%

75Δ

Calls
Pseudo strike
8.60
IV
129.8%
B/E move
6.8%
Puts
Pseudo strike
11.89
IV
68.0%
B/E move
3.0%

80Δ

Calls
Pseudo strike
8.03
IV
134.7%
B/E move
5.3%
Puts
Pseudo strike
12.12
IV
62.9%
B/E move
2.0%

Options history

No recorded observations