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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Thermo Fisher Scientific Inc (TMO) - NYSE Next Earnings Date: OS Estimate: Jan. 29, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 1.6
Avg Daily Volume: 1,670,274    Market Cap: 220.19B
Sector: Healthcare    Short Interest: 0.9
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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
Oct. 23, 2024 BO 1.6 $586.38 @$587.50 $35.45
($586.38)
6.03% -3.46% I -1.68% I $576.49 $28.35
( $576.49 )
-20.03%
July 24, 2024 BO 1.6 $552.24 @$550.00 $30.30
($552.24)
5.51% 4.16% I 4.07% I $574.73 $34.65
( $574.73 )
14.36%
April 24, 2024 BO 1.7 $574.59 @$575.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 26, 2022 BO 1.5 $514.62 @$515.00
July 28, 2022 BO 1.5 $581.93 @$580.00

 
 
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