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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Xeris Biopharma Holdings (XERS) - NASDAQ Next Earnings Date: OS Estimate: March 5, 2025 BO
OS Projected Window: March 3, 2025 to March 8, 2025
EVR: 4.3
Avg Daily Volume: 1,222,835    Market Cap: 287.23M
Sector: Health Care    Short Interest: 6.72
Live Interactive Chart
Days to Next Earnings: 103 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Nov. 8, 2024 BO 4.3 $3.36 @$2.50 $0.75
($3.36)
30.0% -8.92% I 3.27% I $3.47 $0.98
( $3.47 )
30.67%
Aug. 8, 2024 BO 4.5 $2.13 @$2.00 $0.25
($2.13)
12.5% 12.2% I 4.69% I $2.23 $0.50
( $2.23 )
100.0%
May 9, 2024 BO 4.7 $1.85 @$2.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 6, 2024 BO 4.2 $3.08 @$2.50
Nov. 9, 2023 BO 4.3 $1.98 @$2.50
Aug. 8, 2023 BO 4.3 $2.49 @$2.50
May 9, 2023 BO 4.2 $2.40 @$2.50
March 8, 2023 BO 4.2 $1.53 @$2.50
Nov. 9, 2022 BO 4.4 $1.50 @$2.50
Aug. 10, 2022 BO 4.3 $1.70 @$2.50

 
 
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