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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Thermo Fisher Scientific Inc (TMO) - NYSE Next Earnings Date: OS Estimate: April 23, 2025 BO
OS Projected Window: April 21, 2025 to April 26, 2025
EVR: 1.7
Avg Daily Volume: 1,752,752    Market Cap: 218.6B
Sector: Healthcare    Short Interest: 0.9
Live Interactive Chart
Days to Next Earnings: 22 Days
Implied Move Weekly: 7.59%       Expires on: April 25, 2025
Implied Move Monthly: 8.61%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
April 23, 2025 BO None $0.00 @$480.00 $41.60
($482.97)
8.61% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 30, 2025 BO 1.6 $568.23 @$570.00 $31.10
($568.23)
5.46% 7.52% O 6.77% O $606.74 $41.73
( $606.74 )
34.18%
Oct. 23, 2024 BO 1.6 $586.38 @$587.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 24, 2024 BO 1.6 $552.24 @$550.00
April 24, 2024 BO 1.7 $574.59 @$575.00
Jan. 31, 2024 BO 1.7 $567.12 @$570.00
Oct. 25, 2023 BO 1.4 $458.26 @$460.00
July 26, 2023 BO 1.6 $570.91 @$570.00
April 26, 2023 BO 1.5 $548.38 @$550.00
Feb. 1, 2023 BO 1.4 $570.33 @$570.00

 
 
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