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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Taiwan Semiconductor Manufacturing Company Ltd. (TSM) - NYSE Next Earnings Date: OS Estimate: Jan. 16, 2025 BO
OS Projected Window: Jan. 13, 2025 to Jan. 18, 2025
EVR: 2.6
Avg Daily Volume: 12,155,196    Market Cap: 618.87B
Sector: Technology    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 22 Days
Implied Move Weekly: 8.64%       Expires on: Jan. 17, 2025
Implied Move Monthly: 12.75%       Expires on: Feb. 21, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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
Jan. 16, 2025 BO None $0.00 @$210.00 $26.30
($206.33)
12.75% -None% I -None% I $0.00 $0.00
( N/A )
None%
Oct. 17, 2024 BO 2.2 $187.48 @$185.00 $19.40
($187.48)
10.49% 13.39% O 9.79% I $205.84 $26.04
( $205.84 )
34.23%
July 18, 2024 BO 2.2 $171.20 @$170.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 18, 2024 BO 2.3 $139.03 @$140.00
Jan. 18, 2024 BO 2.3 $102.95 @$105.00
Oct. 19, 2023 BO 2.2 $89.60 @$90.00
July 20, 2023 BO 2.0 $103.06 @$105.00
April 20, 2023 BO 2.2 $87.23 @$85.00
Jan. 12, 2023 BO 2.0 $81.78 @$82.00
Oct. 13, 2022 BO 1.7 $64.11 @$64.00

 
 
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