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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Emergent BioSolutions Inc. (EBS) - NYSE Next Earnings Date: OS Estimate: Aug. 5, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 10.0
Avg Daily Volume: 894,310    Market Cap: 412.8M
Sector: Healthcare    Short Interest: 18.92
Live Interactive Chart
Days to Next Earnings: 40 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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, 2026 AC 10.0 $8.23 @$8.00 $1.60
($8.23)
20.0% 13.24% I 2.91% I $8.47 $1.20
( $8.47 )
-25.0%
Feb. 26, 2026 AC 10.0 $11.10 @$11.00 $3.58
($11.10)
32.55% -27.92% I -26.57% I $8.15 $2.75
( $8.15 )
-23.18%
Oct. 29, 2025 AC 10.0 $9.40 @$9.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 6, 2025 AC 10.0 $6.03 @$6.00
May 7, 2025 AC 10.0 $4.74 @$5.00
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

 
 
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