Emergent BioSolutions Inc. (EBS) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Emergent BioSolutions Inc...

NYSE: EBS · Real-Time Price · USD
7.56
-0.02 (-0.26%)
At close: Sep 08, 2025, 3:59 PM
7.42
-1.85%
Pre-market: Sep 09, 2025, 05:21 AM EDT

EBS Delta Exposure By Expiry

The total Delta Exposure (DEX) for EBS across all expirations shows 44,440.58 net shares that market makers must hedge, with 50,326.49 from calls and 5,885.91 from puts. The put-call delta ratio of 0.12 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

EBS DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 7,445.91 -3,002.87 4,443.04 0.40
Oct 17, 25 352.98 -160.6 192.38 0.45
Dec 19, 25 5,717.04 -1,006.69 4,710.35 0.18
Jan 16, 26 15,222.5 -1,233.47 13,989.03 0.08
Mar 20, 26 1,430.95 -157.16 1,273.79 0.11
Jan 15, 27 20,157.11 -325.12 19,831.99 0.02