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Xeris Biopharma Holdings, Inc. Common Stock XERS

i

Market dataready · fetched 2026-11-13T02:54:12.112Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T23:21:53.721865882Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T02:54:11.604549+00:00

Share price$16.65
1D-0.8%
AH$16.45$16.55$16.66$16.77$16.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXERS
Sold putSold callAH

Xeris Biopharma Holdings, Inc. Common Stock options

Live interpolated XERS call and put midpoint premiums by absolute delta.Xeris Biopharma Holdings, Inc. Common Stock$1.66$2.03$2.40$2.78$3.15$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEXERS PRICE$1.70$1.70$1.72$1.74$1.79$1.87$1.94$2.00$2.08$2.20$2.31$2.43$2.55$3.04
PutsExpensive2.71×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.88446.9%38.9%
25Δ13.28365.6%30.5%
30Δ14.48301.0%23.5%
35Δ24.58395.3%57.8%15.44253.9%18.0%
40Δ16.14223.2%14.3%
45Δ16.64200.5%11.7%
50Δ17.14177.8%9.1%
55Δ17.59158.2%6.9%
60Δ17.89146.3%5.8%
65Δ18.19134.5%4.6%
70Δ18.49122.7%3.5%
75Δ18.80110.9%2.4%
80Δ19.43110.9%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.88
IV
446.9%
B/E move
38.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.28
IV
365.6%
B/E move
30.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.48
IV
301.0%
B/E move
23.5%

35Δ

Calls
Pseudo strike
24.58
IV
395.3%
B/E move
57.8%
Puts
Pseudo strike
15.44
IV
253.9%
B/E move
18.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.14
IV
223.2%
B/E move
14.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.64
IV
200.5%
B/E move
11.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.14
IV
177.8%
B/E move
9.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.59
IV
158.2%
B/E move
6.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.89
IV
146.3%
B/E move
5.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.19
IV
134.5%
B/E move
4.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.49
IV
122.7%
B/E move
3.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.80
IV
110.9%
B/E move
2.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.43
IV
110.9%
B/E move
1.6%

Options history

IV · four-Friday blend86.73%
Daily EOD
XERS78.8%101.6%124.4%2026-10-19: 81.96%2026-10-20: 89.13%2026-10-21: 99.29%2026-10-22: 98.04%2026-10-23: 101.85%2026-10-26: 121.26%2026-10-27: 108.66%2026-10-28: 110.49%2026-10-29: 113.67%2026-10-30: 86.73%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
81.96%
89.13%
99.29%
98.04%
101.85%
121.26%
108.66%
110.49%
113.67%
86.73%