What move does the options market price into Xeris Biopharma's report?

Implied ±15.0%, either direction.

How often does Xeris Biopharma move more than the options market prices?

4 of the last 8 reports moved at least as far as the implied move.

XERSNasdaqPharmaceutical Preparations

Xeris Biopharma Holdings, Inc. (XERS) earnings date, market-implied expected move, and options open interest by expiry

10.47

Closed16:00 ET

Open10.60Volume3.2MMkt cap$1.9BEPS-0.10

Day10.16 – 10.7058%52-wk5.25 – 11.4285%

XERS

Xeris Biopharma Holdings, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±15.0%implied · straddle

8.8011.90

spot 10.35exp Nov 20ATM strike 10ATM straddle 1.83IV 103%

Nov 3 close

Expected move

Inputs

Next report

Today

before open

est.Q3 FY26

Calendar

Next report

Last report

−9.25%

vs ±14.3% implied · ×0.65

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+5.07%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

241 managers

Top fund weight

0.04%

XERS weight · IWM

N-PORTJun 30 '26

3 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Xeris Biopharma (XERS) is expected to report on Nov 5 before open (estimated date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±16.8%
avg realized: ±11.8%

Mar 6 '25Mar 6 '25confirmed±31.0%▲+9.55%×0.31

May 8 '25May 8 '25confirmed±15.2%▲+15.18%×1.00

Aug 7 '25Aug 7 '25confirmed±12.7%▲+20.22%×1.59

Q3 FY25Nov 6 '25confirmed±17.7%▼−21.88%×1.23

Jan 8 '26Jan 8 '26confirmed±9.4%▲+12.76%×1.36

Q1 FY26Mar 2 '26confirmed±21.8%▼−1.63%×0.07

May 7 '26May 7 '26confirmed±12.7%▲+4.08%×0.32

Q2 FY26Aug 6 '26confirmed±14.3%▼−9.25%×0.65

quarterimplied−35%0+35%realized×

Q2 FY26±14.3%▼−9.25%×0.65

May '26±12.7%▲+4.08%×0.32

Q1 FY26±21.8%▼−1.63%×0.07

Jan '26±9.4%▲+12.76%×1.36

Q3 FY25±17.7%▼−21.88%×1.23

Aug '25±12.7%▲+20.22%×1.59

2 older reports

May '25±15.2%▲+15.18%×1.00

Mar '25±31.0%▲+9.55%×0.31

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 4 expiries · Oct 28 close

0.29OI · 4 expiries · Oct 28 closeP/C open interest · Nov 20 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

475−6%Nov 2015d1,615+24%

184—Dec 1843d5.5833+1000%5.58

707+25%Jan 1571d0.098,069+1%0.09

1390%Apr 16162d0.15958+17%0.15

ExpiryPutsCallsP/C

Nov 2015d475−6%1,615+24%0.29

Dec 1843d184—33+1000%5.58

Jan 1571d707+25%8,069+1%0.09

Apr 16162d1390%958+17%0.15

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±15.0%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−33.77%as filednet margin · revenue +10.79% QoQ · +28.74% YoY

Revenue$92M+10.79%

Gross profit$80M86.41%+9.70%

Operating income$5M5.62%−34.65%

Pre-tax income−$31M−1492.17%

Net income−$31M−33.77%−1492.17%

Cost of revenue$13M+18.33%

Operating expenses$74M+15.13%

Tax$0—

Other expense−$36M−538.40%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

PPI ×1.19· ±3.1% vs ±2.6% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±3.1%6 of 11×1.19

NFPjobs report±2.7%4 of 10×1.04

FOMCrate decision±2.6%13 of 24×0.99

CPIconsumer prices±2.1%5 of 11×0.79

PCEpersonal income & outlays±1.6%7 of 20×0.63

CPROFcorporate profits±1.6%5 of 12×0.62

GDPgross domestic product±1.5%10 of 20×0.58

Bar = avg |move| to ±4% · tick = ±2.6% avg day · ×base = |move| ÷ ±2.6% · min 6 releases

Earnings history

EPS -0.18 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.18	—
Q1 FY26	Mar 2 '26 · confirmed	0.01	—
Q3 FY25	Nov 6 '25 · confirmed	0.00	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod