ThetaOwl

EMBJ

Embraer S.A.Industrials
$62.76
Bullish
Mkt Cap: $11.17B|Float: 682.0M|SI: 0.3%|DTC: 1.5
Data as of market close Apr 2, 2026
IV Rank
12
IV Pctl
33%
HV 20d
79.0%
52W Range
$39-$81
ATR(14)
$2.79
Exp. Move
±8.1%
P/C Ratio
0.87
Earnings
May 11
GEX Positive
DEX Long
Net Call Premium
IV Low
Max Pain Above
Exp. Move Wide

EMBJ Key Options Data

IV Rank
11.5%
Total GEX
$0.00B
Total DEX
$0.9M
Max Pain
$65.00
Expected Move
±8.1%
Put/Call OI
0.87
Net Premium
$3.7M
Spot Price
$62.76

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$5.10±8.1%$57.66$67.86
2026-05-1543±$8.50±13.5%$54.26$71.26
2026-07-17106±$12.50±19.9%$50.26$75.26
2026-08-21141±$14.70±23.4%$48.06$77.46
2026-10-16197±$9.45±15.1%$53.31$72.21
2026-11-20232±$19.50±31.1%$43.26$82.26

Explore EMBJ 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.