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Erasca ERAS 15.48 -0.13 -0.83%

Previous-day view · Tue Nov 10 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 10, 2026 close · $15.48
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.8% ±$0.59 $14.89 – $16.07 $14.77 – $16.19 $14.21 – $16.74
2 sessions ±5.3% ±$0.82 $14.66 – $16.30 $14.48 – $16.47 $13.71 – $17.25
3 sessions ±6.7% ±$1.03 $14.44 – $16.51 $14.24 – $16.71 $13.28 – $17.68
1 week ±8.5% ±$1.31 $14.16 – $16.79 $13.87 – $17.09 $12.68 – $18.28
2 weeks ±11.9% ±$1.84 $13.63 – $17.32 $13.20 – $17.76 $11.55 – $19.41
3 weeks Earnings ±23.6% ±$3.65 $11.82 – $19.13 $10.95 – $20.00 $7.80 – $23.16
1 month Earnings ±25.4% ±$3.93 $11.54 – $19.41 $10.59 – $20.36 $7.21 – $23.75
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ERAS reports in 11 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±12.32%
Average actual move
1.02%
Beyond the implied move
0 / 2
Reaction session Implied Actual Used ATM IV before → after
August 12, 2026 ±14.34% +1.47% 0.10× —
May 12, 2026 ±10.30% -0.57% 0.06× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →