Closed
⌘K
Sign in Sign up

Embecta Corp EMBC 6.08 -0.11 -1.78%

Previous-day view · Tue Nov 3 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for EMBC.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±8.93%
Average actual move
18.53%
Beyond the implied move
1 / 1
Reaction session Implied Actual Used ATM IV before → after
August 08, 2025 ±8.93% +18.53% 2.08× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →