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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Tower Semiconductor Ltd. (TSEM) - NASDAQ Next Earnings Date: OS Estimate: Feb. 18, 2025 BO
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 2.5
Avg Daily Volume: 629,449    Market Cap: 3.48B
Sector: Technology    Short Interest: 0.66
Live Interactive Chart
Days to Next Earnings: 88 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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
Nov. 13, 2024 BO 2.1 $43.10 @$43.00 $6.75
($43.10)
15.7% 16.58% O 12.34% I $48.42 $7.08
( $48.42 )
4.89%
May 9, 2024 BO 2.0 $34.25 @$34.00 $2.40
($34.25)
7.06% 6.83% I 6.39% I $36.44 $1.83
( $36.44 )
-23.75%
Feb. 14, 2024 BO 1.7 $28.63 @$29.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 13, 2023 BO 1.5 $24.53 @$25.00
Sept. 5, 2023 BO 1.5 $29.95 @$30.00
July 26, 2023 BO 1.4 $34.78 @$35.00
May 15, 2023 BO 1.5 $40.41 @$40.00
Feb. 16, 2023 BO 1.7 $40.60 @$41.00
Nov. 14, 2022 BO 1.9 $41.07 @$41.00
Aug. 2, 2022 BO 2.3 $46.92 @$47.00

 
 
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