EBS (Emergent Biosolutions, Inc.)

Expected Move & Straddle Price History

The expected move for EBS is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current EBS Expected Move
30-Day Straddle
$1.02
7-Day Straddle
$0.55
Avg IV
1.7%
IV Rank
38%
Implied one-standard-deviation move through the next 30 days. Compare to EBS's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
EBS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260911 $1.02 $0.55 1.7% 38%
20260910 $0.95 $0.35 1.4% 23%
20260909 $1.12 $0.40 1.7% 41%
20260908 $1.00 $0.60 1.6% 38%
20260904 $1.07 $0.60 1.4% 26%
20260903 $0.82 $0.62 1.4% 26%
20260902 $0.85 $0.85 2.8% 95%
20260901 $0.55 $0.55 2.5% 82%
20260831 $0.65 $0.65 2.8% 96%
20260828 $0.48 $0.48 2.7% 93%
20260827 $0.77 $0.77 2.5% 84%
20260826 $0.65 $0.65 2.6% 86%
20260825 $0.75 $0.75 2.6% 85%
20260824 $0.65 $0.65 2.4% 78%
20260821 $0.68 $0.20 2.6% 86%
20260820 $0.60 $0.45 2.4% 75%
20260819 $0.65 $0.25 2.2% 68%
20260818 $8.15 $0.55 2.9% 100%
20260817 $0.83 $1.10 2.3% 78%
20260814 $0.75 $8.07 2.2% 71%
20260813 $0.85 $0.62 2.3% 78%
20260812 $0.65 $0.73 2.3% 78%
20260811 $0.85 $0.62 2.5% 89%
20260810 $0.92 $8.05 2.5% 86%
20260806 $1.10 $2.52 1.9% 53%
20260805 $1.27 $1.27 2.3% 77%
20260804 $1.58 $1.58 2.4% 80%
20260803 $1.25 $1.25 1.5% 35%
20260731 $1.35 $1.35 2.1% 65%
20260730 $1.27 $1.27 1.5% 31%
20260729 $1.30 $1.30 1.4% 28%
20260728 $1.45 $1.45 1.2% 14%
20260727 $1.38 $1.38 1.8% 50%
20260724 $1.32 $1.32 1.6% 38%
20260723 $1.45 $1.45 1.4% 28%
20260722 $1.35 $1.35 1.1% 10%
20260721 $1.50 $1.50 1.2% 16%
20260720 $1.60 $1.60 1.3% 22%
20260716 $1.80 $0.85 1.4% 30%
20260715 $1.75 $0.72 1.2% 15%
20260714 $1.68 $0.95 1.8% 51%
20260713 $1.73 $0.70 1.6% 35%
20260710 $1.62 $0.55 1.6% 40%
20260709 $1.73 $0.85 1.3% 23%
20260708 $1.70 $0.93 1.1% 13%
20260707 $2.08 $0.75 0.9% 0%
20260706 $2.03 $0.95 1.4% 24%
20260702 $0.85 $0.85 1.7% 39%
20260701 $0.95 $0.95 1.5% 31%
20260630 $0.80 $0.80 1.4% 23%
20260629 $1.02 $1.02 1.6% 38%
20260626 $1.05 $1.05 1.3% 21%
20260625 $1.07 $1.07 2.1% 64%
20260624 $1.00 $1.00 1.3% 21%
20260623 $1.05 $1.05 1.3% 20%
20260622 $1.25 $1.25 1.7% 42%
20260618 $1.35 $0.70 1.5% 31%
20260617 $3.88 $0.53 1.7% 42%
20260616 $1.50 $0.85 1.6% 35%
20260615 $1.35 $0.73 1.3% 20%