EBS · Expected Move
Emergent Biosolutions, Inc.
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).
EBS straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current EBS Expected Move
30-Day Straddle
$1.77
7-Day Straddle
$1.77
30-Day ATM IV
109.9%
IV Rank
75%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $1.77 | $1.77 | 109.9% | 75% |
| 20261023 | $1.27 | $1.27 | — | — |
| 20261022 | $1.33 | $1.33 | 103.7% | 67% |
| 20261021 | $1.35 | $1.35 | 129.8% | 100% |
| 20261020 | $1.23 | $1.23 | 84.8% | 51% |
| 20261019 | $1.75 | $1.75 | 97.7% | 70% |
| 20261016 | $2.10 | $0.43 | — | — |
| 20261015 | $1.48 | $0.28 | 83.4% | 49% |
| 20261014 | $1.68 | $0.55 | — | — |
| 20261013 | $1.60 | $0.43 | 90.7% | 60% |
| 20261012 | $1.62 | $0.45 | 89.9% | 59% |
| 20261009 | $1.67 | $0.57 | 87.3% | 55% |
| 20261008 | $1.55 | $0.55 | 83.9% | 50% |
| 20261007 | $1.62 | $0.62 | 82.4% | 48% |
| 20261006 | $1.93 | $0.70 | 96.1% | 68% |
| 20261005 | $1.52 | $0.80 | 84.7% | 51% |
| 20261002 | $0.60 | $0.60 | 61.2% | 16% |
| 20261001 | $0.85 | $0.85 | 79.4% | 43% |
| 20260930 | $0.70 | $0.70 | 73.3% | 34% |
| 20260929 | $0.77 | $0.77 | 74.2% | 36% |
| 20260928 | $0.88 | $0.88 | 75.5% | 37% |
| 20260925 | $0.73 | $0.73 | 90.0% | 59% |
| 20260924 | $0.80 | $0.80 | 70.4% | 30% |
| 20260923 | $0.88 | $0.88 | 75.5% | 37% |
| 20260922 | $0.75 | $0.75 | 61.4% | 17% |
| 20260921 | $0.88 | $0.88 | 63.3% | 19% |
| 20260918 | $0.93 | $0.75 | 63.1% | 19% |
| 20260917 | $0.95 | $0.42 | 60.6% | 15% |
| 20260916 | $1.02 | $0.68 | 61.7% | 17% |
| 20260915 | $0.98 | $0.75 | 68.3% | 27% |
| 20260914 | $0.82 | $0.60 | — | — |
| 20260911 | $1.02 | $0.55 | 89.8% | 59% |
| 20260910 | $0.95 | $0.35 | 61.8% | 17% |
| 20260909 | $1.12 | $0.40 | 78.1% | 41% |
| 20260908 | $1.00 | $0.60 | 66.3% | 24% |
| 20260904 | $1.07 | $0.60 | 77.7% | 41% |
| 20260903 | $0.82 | $0.62 | 50.2% | 0% |
| 20260902 | $0.85 | $0.85 | 67.2% | 20% |
| 20260901 | $0.55 | $0.55 | 62.5% | 11% |
| 20260831 | $0.65 | $0.65 | 63.0% | 12% |
| 20260828 | $0.48 | $0.48 | 61.0% | 9% |
| 20260827 | $0.77 | $0.77 | 62.0% | 11% |
| 20260826 | $0.65 | $0.65 | 54.6% | 0% |
| 20260825 | $0.75 | $0.75 | 85.3% | 42% |
| 20260824 | $0.65 | $0.65 | 57.6% | 0% |
| 20260821 | $0.68 | $0.20 | 62.6% | 5% |
| 20260820 | $0.60 | $0.45 | 61.5% | 4% |
| 20260819 | $0.65 | $0.25 | 59.3% | 2% |
| 20260818 | $8.15 | $0.55 | — | — |
| 20260817 | $0.83 | $1.10 | — | — |
| 20260814 | $0.75 | $8.07 | — | — |
| 20260813 | $0.85 | $0.62 | 101.6% | 49% |
| 20260812 | $0.65 | $0.73 | — | — |
| 20260811 | $0.85 | $0.62 | 74.2% | 18% |
| 20260810 | $0.92 | $8.05 | 82.4% | 27% |
| 20260807 | — | — | 84.3% | 29% |
| 20260806 | $1.10 | $2.52 | — | — |
| 20260805 | $1.27 | $1.27 | 89.6% | 35% |
| 20260804 | $1.58 | $1.58 | 117.7% | 31% |
| 20260803 | $1.25 | $1.25 | 89.4% | 16% |
More on EBS
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.