ThetaOwl

EBS

Emergent BioSolutions Inc.Healthcare
$8.23
Bullish
Mkt Cap: $426.1M|Float: 46.8M|SI: 19.0%|DTC: 7.7
Data as of market close Apr 2, 2026
IV Rank
59
IV Pctl
44%
HV 20d
27.9%
52W Range
$4-$14
ATR(14)
$0.30
Exp. Move
±12.4%
P/C Ratio
0.20
Earnings
May 6
GEX Positive
DEX Long
Net Put Premium
IV Moderate
Max Pain Above
Exp. Move Wide
Low Put/Call

EBS Key Options Data

IV Rank
59.1%
Total GEX
$0.00B
Total DEX
$0.4M
Max Pain
$9.00
Expected Move
±12.4%
Put/Call OI
0.20
Net Premium
$-0.1M
Spot Price
$8.23

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$1.02±12.4%$7.20$9.25
2026-05-1543±$1.12±13.7%$7.10$9.35
2026-06-1877±$2.25±27.3%$5.98$10.48
2026-09-18169±$1.92±23.4%$6.30$10.15
2027-01-15288±$4.05±49.2%$4.18$12.28

Explore EBS options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.