EBS250919C00015000 Option on Emergent Biosolutions
EBS Stock | USD 6.93 0.35 4.81% |
EBS250919C00015000 is a PUT option contract on Emergent Biosolutions' common stock with a strick price of 15.0 expiring on 2025-09-19. The contract was not traded in recent days and, as of today, has 60 days remaining before the expiration. The option is currently trading at an ask price of $2.0. The implied volatility as of the 21st of July is 60.0.
When exercised, put options on Emergent Biosolutions produce a short position in Emergent Stock. Because of this protective nature, they are typically used either for hedging purposes or to capitalize on Emergent Biosolutions' downside price movement.
Rule 16 of 2025-09-19 Option Contract
The options market is anticipating that Emergent Biosolutions will have an average daily up or down price movement of about 0.14% per day over the life of the option. With Emergent Biosolutions trading at USD 6.93, that is roughly USD 0.009676. If you think that the market is fully understating Emergent Biosolutions' daily price movement you should consider buying Emergent Biosolutions options at that current volatility level of 2.23%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
Out Of The Money Call Option on Emergent Biosolutions
An 'Out of The Money' option on Emergent has a strike price that Emergent Stock has yet to reach, meaning the option has no intrinsic value. 'Out of The Money' options are usually less costly than 'In The Money' options, making them more desirable to traders with smaller amounts of capital. Some of the uses for Emergent Biosolutions' 'Out of The Money' options include buying the options if you expect a big move in Emergent Biosolutions' stock. Since 'Out of The Money' options have a lower up-front cost (i.e., no intrinsic value) than 'In The Money' options, buying it is a reasonable choice.
Call Contract Name | EBS250919C00015000 |
Expires On | 2025-09-19 |
Days Before Expriration | 60 |
Delta | 0.355586 |
Vega | 0.010639 |
Gamma | 0.058377 |
Theoretical Value | 1.0 |
Open Interest | 19 |
Strike Price | 15.0 |
Current Price Spread | 0.0 | 2.0 |
Rule 16 Daily Up or Down | USD 0.009676 |
Emergent short PUT Option Greeks
Emergent Biosolutions' Option Greeks for the contract ending on 2025-09-19 at a strike price of 15.0 measures the various factors that affect its cost and calculated using a theoretical options pricing model. It helps investors make more informed decisions about whether to trade this option contract or when to trade it. In addition to Emergent Biosolutions' option greeks, its implied volatility helps estimate the risk of Emergent Biosolutions stock implied by the prices of the options on Emergent Biosolutions' stock.
Delta | 0.355586 | |
Gamma | 0.058377 | |
Theta | -0.019344 | |
Vega | 0.010639 | |
Rho | 0.002487 |
Emergent long PUT Option Payoff at expiration
Put options written on Emergent Biosolutions grant holders of the option the right to sell a specified amount of Emergent Biosolutions at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of Emergent Stock cannot fall below zero, the put buyer does gain as the price drops. So, purchasing a put option on Emergent Biosolutions is like buying insurance aginst Emergent Biosolutions' downside shift.
Profit |
Emergent Biosolutions Price At Expiration |
Emergent short PUT Option Payoff at expiration
By selling Emergent Biosolutions' put option, the investors signal their bearish sentiment. A short position in a put option written on Emergent Biosolutions will generally make money when the underlying price is above the strike price. Therefore Emergent Biosolutions' put payoff at expiration depends on where the Emergent Stock price is relative to the put option strike price. The breakeven price of 16.0 is the critical point that divides the payoff function into two parts. Below the breakeven price, the payoff is dropping and negative (the seller makes a loss). Above the breakeven price, the payoff line is upward sloping as the option payoff increases in proportion to Emergent Biosolutions' price. Finally, at the strike price of 15.0, the payoff chart is constant and positive.
Profit |
Emergent Biosolutions Price At Expiration |
Emergent Biosolutions Available Call Options
Emergent Biosolutions' option chain is a display of a range of information that helps investors for ways to trade options on Emergent. In general, an option chain provides a helpful tool for investors to see all available option contracts, both puts, and calls, for Emergent. It also shows strike prices and maturity days for a Emergent Biosolutions against a given expiration period. The table below combines all the option information in the form of a chain but before you use it, remember that it entails significant risk and it is not for everyone.
Open Int | Strike Price | Current Spread | Last Price | |||
Call | EBS250919C00020000 | 3 | 20.0 | 0.0 - 4.8 | 0.05 | Out |
Call | EBS250919C00018000 | 0 | 18.0 | 0.0 - 0.3 | 0.3 | |
Call | EBS250919C00017000 | 0 | 17.0 | 0.0 - 0.55 | 0.55 | |
Call | EBS250919C00016000 | 0 | 16.0 | 0.0 - 0.15 | 0.15 | |
Call | EBS250919C00015000 | 19 | 15.0 | 0.0 - 2.0 | 2.0 | Out |
Call | EBS250919C00014000 | 19 | 14.0 | 0.0 - 4.0 | 0.05 | Out |
Call | EBS250919C00013000 | 5 | 13.0 | 0.0 - 0.4 | 0.4 | Out |
Call | EBS250919C00012000 | 25 | 12.0 | 0.0 - 0.35 | 0.25 | Out |
Call | EBS250919C00011000 | 219 | 11.0 | 0.0 - 0.3 | 0.15 | Out |
Call | EBS250919C00010000 | 1571 | 10.0 | 0.15 - 0.3 | 0.22 | Out |
Call | EBS250919C00009000 | 4 | 9.0 | 0.0 - 0.7 | 0.4 | Out |
Call | EBS250919C00008000 | 174 | 8.0 | 0.4 - 0.6 | 0.5 | Out |
Call | EBS250919C00007000 | 173 | 7.0 | 0.0 - 1.35 | 1.1 | Out |
Call | EBS250919C00006000 | 137 | 6.0 | 1.1 - 1.6 | 1.44 | In |
Call | EBS250919C00005000 | 157 | 5.0 | 0.0 - 2.7 | 1.8 | In |
Call | EBS250919C00004000 | 40 | 4.0 | 3.0 - 3.4 | 3.3 | In |
Call | EBS250919C00003000 | 30 | 3.0 | 3.5 - 4.5 | 4.5 | In |
Call | EBS250919C00002000 | 3 | 2.0 | 3.9 - 7.5 | 4.35 | In |
Call | EBS250919C00001000 | 4 | 1.0 | 5.5 - 8.5 | 5.5 | In |
Emergent Biosolutions Corporate Directors
Sue Bailey | Independent Director | Profile | |
Jerome Hauer | Independent Director | Profile | |
Kathryn Zoon | Independent Director | Profile | |
Seamus Mulligan | Director | Profile |
Additional Tools for Emergent Stock Analysis
When running Emergent Biosolutions' price analysis, check to measure Emergent Biosolutions' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Emergent Biosolutions is operating at the current time. Most of Emergent Biosolutions' value examination focuses on studying past and present price action to predict the probability of Emergent Biosolutions' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Emergent Biosolutions' price. Additionally, you may evaluate how the addition of Emergent Biosolutions to your portfolios can decrease your overall portfolio volatility.