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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Embecta Corp. (EMBC) - NASDAQ Next Earnings Date: OS Estimate: Dec. 1, 2026 BO
OS Projected Window: Nov. 30, 2026 to Dec. 5, 2026
EVR: 9.2
Avg Daily Volume: 1,593,319    Market Cap: 262.2M
Sector: Healthcare    Short Interest: 10.16
Live Interactive Chart
Days to Next Earnings: 113 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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
Aug. 7, 2026 BO 8.6 $3.50 @$2.50 $0.82
($3.50)
32.8% 34.0% O 26.28% I $4.42 $2.00
( $4.42 )
143.9%
May 5, 2026 BO 6.8 $9.25 @$10.00 $1.18
($9.25)
11.8% -57.94% O -57.83% O $3.90 $6.05
( $3.90 )
412.71%
Feb. 5, 2026 BO 7.0 $11.35 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 25, 2025 BO 7.4 $14.64 @$15.00
Aug. 8, 2025 BO 7.5 $10.36 @$10.00
May 9, 2025 BO 7.7 $13.30 @$12.50
Feb. 6, 2025 BO 7.9 $18.20 @$17.50
Nov. 26, 2024 BO 6.7 $14.41 @$15.00
Aug. 9, 2024 BO 6.4 $14.34 @$15.00
May 9, 2024 BO 4.9 $10.27 @$10.00

 
 
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