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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Emergent BioSolutions Inc. (EBS) - NYSE Next Earnings Date: OS Estimate: Feb. 25, 2026 AC
OS Projected Window: Feb. 23, 2026 to Feb. 28, 2026
EVR: 10.0
Avg Daily Volume: 890,970    Market Cap: 533.6M
Sector: Healthcare    Short Interest: 16.81
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
Oct. 29, 2025 AC 10.0 $9.40 @$9.00 $2.60
($9.40)
28.89% 42.65% O 36.59% O $12.84 $4.73
( $12.84 )
81.92%
Aug. 6, 2025 AC 10.0 $6.03 @$6.00 $0.97
($6.03)
16.17% 36.81% O 36.65% O $8.24 $2.20
( $8.24 )
126.8%
May 7, 2025 AC 10.0 $4.74 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 3, 2025 AC 10.0 $6.83 @$7.00
Nov. 6, 2024 AC 10.0 $9.20 @$9.00
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

 
 
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