ERAS Moves

Erasca ERAS 14.91 0.27 1.84%

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Expected move

November 04, 2026 close · $14.76

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±4.8% ±$0.71	$14.05 – $15.46	$13.90 – $15.61	$13.24 – $16.27
2 sessions	±6.7% ±$0.98	$13.77 – $15.74	$13.56 – $15.95	$12.63 – $16.88
3 sessions	±8.4% ±$1.24	$13.51 – $16.00	$13.28 – $16.23	$12.11 – $17.40
1 week	±10.7% ±$1.57	$13.18 – $16.33	$12.83 – $16.68	$11.40 – $18.11
2 weeks Earnings	±19.0% ±$2.80	$11.95 – $17.56	$11.29 – $18.22	$8.84 – $20.67
3 weeks Earnings	±22.1% ±$3.26	$11.50 – $18.01	$10.72 – $18.79	$7.91 – $21.60
1 month Earnings	±25.2% ±$3.71	$11.04 – $18.47	$10.14 – $19.37	$6.94 – $22.57

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 9 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 →