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Emergent Biosolutions, Inc. EBS

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-11-12T03:08:43.664Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.003205013Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:08:43.327350+00:00

Share price$6.04
1D+0.0%
AH$5.98$6.02$6.06$6.10$6.135:30 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.$0.36$0.96$1.57$2.17$2.77$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEEBS PRICE$0.42$2.46$2.55$2.49$2.51$2.54$2.60
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ7.37428.2%19.1%
55Δ6.01106.8%6.4%7.62384.7%15.4%
60Δ7.87341.2%11.7%
65Δ8.10306.8%9.0%
70Δ
75Δ4.93564.1%22.4%
80Δ4.33487.8%13.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.37
IV
428.2%
B/E move
19.1%

55Δ

Calls
Pseudo strike
6.01
IV
106.8%
B/E move
6.4%
Puts
Pseudo strike
7.62
IV
384.7%
B/E move
15.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.87
IV
341.2%
B/E move
11.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.10
IV
306.8%
B/E move
9.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
4.93
IV
564.1%
B/E move
22.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.33
IV
487.8%
B/E move
13.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend101.93%
Daily EOD
EBS93.4%124.4%155.4%2026-10-19: 112.90%2026-10-20: 97.67%2026-10-21: 107.16%2026-10-22: 122.00%2026-10-23: 142.59%2026-10-26: 151.15%2026-10-27: 135.00%2026-10-28: 139.44%2026-10-29: 124.64%2026-10-30: 101.93%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
112.90%
97.67%
107.16%
122.00%
142.59%
151.15%
135.00%
139.44%
124.64%
101.93%