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Emergent Biosolutions EBS 6.55 -0.25 -3.68%

EBS Delta Exposure (DEX)

EBS (Emergent Biosolutions): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

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ATM IV
0.696
Put Call Ratio (OI)
0.18
Put Call Ratio (Vol)
0.702
IV Rank
6.46
IV Percentile
20.7
Max Pain
6

Delta exposure (2026-09-21)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
25.0
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-18.5
18.5
View values by strike
EBS · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
2.00 676 0
3.00 4.72 K -2.44 K
4.00 6.21 K -1.87 K
5.00 84.9 K -4.5 K
6.00 12.7 K -3.65 K
7.00 64.6 K -12.5 K
8.00 8.84 K -12.7 K
9.00 553 -243
10.00 55.8 K -5.6 K
11.00 42.6 0
12.00 18.7 K 0
13.00 54.6 0
14.00 88.4 0
15.00 5.33 K 0
16.00 125 0
17.00 767 0
20.00 374 0
22.00 239 0
25.00 3.42 K 0