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Emergent Biosolutions, Inc. EBS

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Market datapartial · fetched 2026-10-22T23:57:16.142Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.002730646Z

FundamentalsAlpha Vantage · unavailable

Share price$6.23
1D+0.5%
AH$6.09$6.16$6.22$6.28$6.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEBS
Sold putSold callAH

Emergent Biosolutions, Inc. options

Live interpolated EBS call and put midpoint premiums by absolute delta.Emergent Biosolutions, Inc.$0.06$0.93$1.79$2.66$3.53$2.51$4.06$5.60$7.15$8.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EBS spot · $6.23EBS PRICE$0.16$0.22$0.29$0.35$0.42$0.50$0.59$0.67$0.75$1.04$1.39$1.75$2.10$0.77$0.71$0.65$0.59$0.72$1.42$2.21$3.11$2.56$2.74$2.92$3.10$3.28
PutsExpensive1.99×
CallsExpensive1.31×
SkewBearish+71.58 pp
Implied moveBearish±$2.79
TiltBearish41.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.8984.9%29.1%4.26281.3%43.9%
25Δ7.6588.0%26.4%4.73232.3%35.5%
30Δ7.4291.0%23.6%5.19183.3%27.2%
35Δ7.1894.0%20.9%5.65134.3%18.8%
40Δ6.9596.2%18.3%6.14110.2%13.1%
45Δ6.7395.7%16.0%6.69161.8%15.3%
50Δ6.5095.1%13.8%7.44201.2%16.0%
55Δ6.2894.6%11.6%8.42225.7%14.8%
60Δ6.0694.1%9.3%8.10182.1%11.1%
65Δ5.70108.7%8.2%8.38169.8%9.5%
70Δ5.30128.5%7.5%8.66157.5%7.9%
75Δ4.90148.3%6.8%8.94145.3%6.3%
80Δ4.50168.1%6.0%9.22133.0%4.6%

20Δ

Calls
Pseudo strike
7.89
IV
84.9%
B/E move
29.1%
Puts
Pseudo strike
4.26
IV
281.3%
B/E move
43.9%

25Δ

Calls
Pseudo strike
7.65
IV
88.0%
B/E move
26.4%
Puts
Pseudo strike
4.73
IV
232.3%
B/E move
35.5%

30Δ

Calls
Pseudo strike
7.42
IV
91.0%
B/E move
23.6%
Puts
Pseudo strike
5.19
IV
183.3%
B/E move
27.2%

35Δ

Calls
Pseudo strike
7.18
IV
94.0%
B/E move
20.9%
Puts
Pseudo strike
5.65
IV
134.3%
B/E move
18.8%

40Δ

Calls
Pseudo strike
6.95
IV
96.2%
B/E move
18.3%
Puts
Pseudo strike
6.14
IV
110.2%
B/E move
13.1%

45Δ

Calls
Pseudo strike
6.73
IV
95.7%
B/E move
16.0%
Puts
Pseudo strike
6.69
IV
161.8%
B/E move
15.3%

50Δ

Calls
Pseudo strike
6.50
IV
95.1%
B/E move
13.8%
Puts
Pseudo strike
7.44
IV
201.2%
B/E move
16.0%

55Δ

Calls
Pseudo strike
6.28
IV
94.6%
B/E move
11.6%
Puts
Pseudo strike
8.42
IV
225.7%
B/E move
14.8%

60Δ

Calls
Pseudo strike
6.06
IV
94.1%
B/E move
9.3%
Puts
Pseudo strike
8.10
IV
182.1%
B/E move
11.1%

65Δ

Calls
Pseudo strike
5.70
IV
108.7%
B/E move
8.2%
Puts
Pseudo strike
8.38
IV
169.8%
B/E move
9.5%

70Δ

Calls
Pseudo strike
5.30
IV
128.5%
B/E move
7.5%
Puts
Pseudo strike
8.66
IV
157.5%
B/E move
7.9%

75Δ

Calls
Pseudo strike
4.90
IV
148.3%
B/E move
6.8%
Puts
Pseudo strike
8.94
IV
145.3%
B/E move
6.3%

80Δ

Calls
Pseudo strike
4.50
IV
168.1%
B/E move
6.0%
Puts
Pseudo strike
9.22
IV
133.0%
B/E move
4.6%

Options history

EBS96.91102.41107.922026-10-20: 97.67%2026-10-21: 107.16%Oct 20Oct 21
Table
DateIV
97.67%
107.16%