EBS Moves

Emergent Biosolutions EBS 6.1 0.04 0.66%

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Expected move

November 09, 2026 close · $6.09

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.9% ±$0.17	$5.92 – $6.27	$5.88 – $6.31	$5.72 – $6.47
2 sessions	±4.0% ±$0.25	$5.85 – $6.34	$5.80 – $6.39	$5.57 – $6.62
3 sessions	±5.1% ±$0.31	$5.79 – $6.40	$5.73 – $6.46	$5.44 – $6.75
1 week	±6.4% ±$0.40	$5.70 – $6.49	$5.62 – $6.57	$5.26 – $6.93
2 weeks	±9.0% ±$0.54	$5.55 – $6.64	$5.41 – $6.78	$4.92 – $7.27
3 weeks	±11.2% ±$0.69	$5.41 – $6.78	$5.25 – $6.94	$4.66 – $7.53
1 month	±13.3% ±$0.82	$5.28 – $6.91	$5.08 – $7.11	$4.37 – $7.82

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±21.23%

Average actual move

6.44%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
March 04, 2025	±21.23%	-6.44%	0.30×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →