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Xeris Biopharma Holdings, Inc. Common Stock XERS

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Market datapartial · fetched 2026-10-22T20:47:10.621Z

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 · 2026-10-22T20:00:03.126562601Z

FundamentalsAlpha Vantage · unavailable

Share price$10.86
1D+0.8%
AH$10.68$10.76$10.84$10.92$11.005:30 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$0.35$1.12$1.89$2.66$3.43$7.17$9.40$11.64$13.87$16.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XERS spot · $10.86XERS PRICE$0.74$1.10$1.20$1.33$1.46$1.58$1.63$1.63$1.81$2.16$2.98$0.62$0.62$0.44$0.60$0.76$0.92$1.21$1.61$2.02$2.37$2.65$2.93$3.21
PutsExpensive1.18×
CallsExpensive1.69×
SkewBullish-50.99 pp
Implied moveBullish±$2.67
TiltBearish6.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.10159.7%31.1%
25Δ9.21115.3%20.8%
30Δ15.21155.5%46.8%10.0666.1%11.4%
35Δ15.98202.3%57.2%10.3369.4%10.4%
40Δ14.38181.1%43.5%10.6072.7%9.4%
45Δ13.37168.1%35.4%10.8775.9%8.4%
50Δ12.36155.0%27.2%11.2581.5%7.6%
55Δ11.34142.0%19.0%11.7289.0%6.9%
60Δ10.69124.8%13.4%12.1996.5%6.3%
65Δ10.23105.6%9.1%12.6499.9%5.5%
70Δ9.7699.3%6.5%13.0495.8%4.4%
75Δ9.29105.0%5.4%13.4491.6%3.3%
80Δ8.41138.3%4.9%13.8387.4%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.10
IV
159.7%
B/E move
31.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.21
IV
115.3%
B/E move
20.8%

30Δ

Calls
Pseudo strike
15.21
IV
155.5%
B/E move
46.8%
Puts
Pseudo strike
10.06
IV
66.1%
B/E move
11.4%

35Δ

Calls
Pseudo strike
15.98
IV
202.3%
B/E move
57.2%
Puts
Pseudo strike
10.33
IV
69.4%
B/E move
10.4%

40Δ

Calls
Pseudo strike
14.38
IV
181.1%
B/E move
43.5%
Puts
Pseudo strike
10.60
IV
72.7%
B/E move
9.4%

45Δ

Calls
Pseudo strike
13.37
IV
168.1%
B/E move
35.4%
Puts
Pseudo strike
10.87
IV
75.9%
B/E move
8.4%

50Δ

Calls
Pseudo strike
12.36
IV
155.0%
B/E move
27.2%
Puts
Pseudo strike
11.25
IV
81.5%
B/E move
7.6%

55Δ

Calls
Pseudo strike
11.34
IV
142.0%
B/E move
19.0%
Puts
Pseudo strike
11.72
IV
89.0%
B/E move
6.9%

60Δ

Calls
Pseudo strike
10.69
IV
124.8%
B/E move
13.4%
Puts
Pseudo strike
12.19
IV
96.5%
B/E move
6.3%

65Δ

Calls
Pseudo strike
10.23
IV
105.6%
B/E move
9.1%
Puts
Pseudo strike
12.64
IV
99.9%
B/E move
5.5%

70Δ

Calls
Pseudo strike
9.76
IV
99.3%
B/E move
6.5%
Puts
Pseudo strike
13.04
IV
95.8%
B/E move
4.4%

75Δ

Calls
Pseudo strike
9.29
IV
105.0%
B/E move
5.4%
Puts
Pseudo strike
13.44
IV
91.6%
B/E move
3.3%

80Δ

Calls
Pseudo strike
8.41
IV
138.3%
B/E move
4.9%
Puts
Pseudo strike
13.83
IV
87.4%
B/E move
2.2%

Options history

No recorded observations