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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Emergent BioSolutions Inc. (EBS) - NYSE Next Earnings Date: Estimated on April 30, 2025
OS Projected Window: May 12, 2025 to May 17, 2025
EVR: 10.0
Avg Daily Volume: 1,442,544    Market Cap: 313.5M
Sector: Healthcare    Short Interest: 13.05
Live Interactive Chart
Days to Next Earnings: 29 Days
Implied Move Weekly: 30.59%       Expires on: May 2, 2025
Implied Move Monthly: 21.52%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
April 30, 2025 AC None $0.00 @$5.00 $1.02
($4.74)
21.52% -None% I -None% I $0.00 $0.00
( N/A )
None%
March 3, 2025 AC 10.0 $6.83 @$7.00 $1.77
($6.83)
25.29% -26.2% O -6.44% I $6.39 $1.50
( $6.39 )
-15.25%
Nov. 6, 2024 AC 10.0 $9.20 @$9.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 6, 2024 AC 10.0 $9.86 @$10.00
May 1, 2024 AC 6.6 $1.93 @$2.00
March 6, 2024 AC 6.7 $3.26 @$2.50
Nov. 8, 2023 AC 6.7 $2.21 @$2.50
Aug. 8, 2023 AC 6.3 $7.20 @$7.50
May 9, 2023 AC 6.1 $9.70 @$10.00
Feb. 27, 2023 AC 6.3 $14.00 @$15.00

 
 
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