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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Emergent BioSolutions Inc. (EBS) - NYSE Next Earnings Date: OS Estimate: Feb. 26, 2025 AC
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 10.0
Avg Daily Volume: 1,517,239    Market Cap: 107.54M
Sector: Healthcare    Short Interest: 18.02
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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
Nov. 6, 2024 AC 10.0 $9.20 @$9.00 $2.20
($9.20)
24.44% 38.36% O 19.56% I $11.00 $2.25
( $11.00 )
2.27%
Aug. 6, 2024 AC 10.0 $9.86 @$10.00 $2.77
($9.86)
27.7% -46.75% O -41.98% O $5.72 $4.50
( $5.72 )
62.45%
May 1, 2024 AC 6.6 $1.93 @$2.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 8, 2022 AC 5.2 $19.73 @$20.00
Aug. 1, 2022 AC 4.7 $34.23 @$35.00

 
 
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