Emergent Biosolutions Inc (EBS) Expected Move

Tracking the EBS expected move helps you see how far Emergent Biosolutions Inc's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Emergent Biosolutions Inc's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the EBS expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For EBS, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The EBS expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Emergent Biosolutions Inc is unlikely to go.

Emergent BioSolutions Inc., a life sciences company, focuses on the provision of preparedness and response solutions that address accidental, deliberate, and naturally occurring public health threats (PHTs) in the United States. The company's products address PHTs, which include chemical, biological, radiological, nuclear, and explosives; emerging infectious diseases; travel health; and emerging health crises and acute/emergency care. It offers BioThrax, an anthrax vaccine; ACAM2000, a smallpox vaccine; Botulism Antitoxin Heptavalent to treat botulinum disease; vaccinia immune globulin intravenous that addresses complications from smallpox vaccine; raxibacumab for the treatment and prophylaxis of inhalational anthrax; Anthrasil to for inhalational anthrax; reactive skin decontamination lotion kits; and Trobigard, a combination drug-device auto injector product candidate; and Trobigard, a combination drug-device auto injector product candidate.

The company also provides NARCAN, a nasal spray for the emergency treatment of known or suspected opioid overdose; Vivotif, an oral vaccine for typhoid fever; and Vaxchora, a single-dose oral vaccine to treat cholera. In addition, it is developing AP003, a Naloxone multidose nasal spray; AP007, a sustained release Nalmefene injection for treatment of opioid use disorder; AV7909, an anthrax vaccine; CGRD-001, a pralidoxime chloride/atropine auto-injector; CHIKV VLP, a chikungunya virus VLP vaccine; COVID-HIG for the treatment of SARS-CoV2; EGRD-001, a diazepam auto-injector; SIAN, an antidote for the initial treatment of acute poisoning of cyanide; and UniFlu, a universal influenza vaccine. Further, the company provides contract development and manufacturing services comprising drug substance and product manufacturing, and packaging, as well as technology transfer, process, and analytical development services. The company was incorporated in 1998 and is headquartered in Gaithersburg, Maryland.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the EBS expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Emergent Biosolutions Inc expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about EBS.