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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Embecta Corp. (EMBC) - NASDAQ Next Earnings Date: OS Estimate: May 5, 2026 BO
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 7.0
Avg Daily Volume: 612,456    Market Cap: 806.6M
Sector: None    Short Interest: 4.8
Live Interactive Chart
Days to Next Earnings: 88 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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
Feb. 5, 2026 BO None $11.35 @$12.50 $1.70
($11.35)
13.6% 18.5% O -7.75% I $10.47 $1.65
( $10.47 )
-2.94%
Nov. 25, 2025 BO 7.4 $14.64 @$15.00 $1.95
($14.64)
13.0% -10.58% I -7.24% I $13.58 $2.05
( $13.58 )
5.13%
Aug. 8, 2025 BO 7.5 $10.36 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 9, 2024 BO 4.9 $17.76 @$17.50
Nov. 21, 2023 BO 5.4 $16.33 @$17.50

 
 
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