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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Thermo Fisher Scientific Inc (TMO) - NYSE Next Earnings Date: July 23, 2026 BO
EVR: 2.3
Avg Daily Volume: 2,388,309    Market Cap: 194.5B
Sector: Healthcare    Short Interest: 1.19
Live Interactive Chart
Days to Next Earnings: 17 Days
Implied Move Weekly: 7.48%       Expires on: July 24, 2026
Implied Move Monthly: 10.31%       Expires on: Aug. 21, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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
July 23, 2026 BO None $0.00 @$520.00 $53.35
($517.60)
10.31% -None% -None% $0.00 $0.00
( N/A )
None%
April 23, 2026 BO 2.1 $513.98 @$515.00 $37.80
($513.98)
7.34% -11.35% O -9.19% O $466.70 $51.23
( $466.70 )
35.53%
Jan. 29, 2026 BO 2.1 $608.02 @$607.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 22, 2025 BO 2.1 $557.99 @$560.00
July 23, 2025 BO 1.7 $427.62 @$427.50
April 23, 2025 BO 1.7 $434.73 @$435.00
Jan. 30, 2025 BO 1.6 $568.23 @$570.00
Oct. 23, 2024 BO 1.6 $586.38 @$587.50
July 24, 2024 BO 1.6 $552.24 @$550.00
April 24, 2024 BO 1.7 $574.59 @$575.00

 
 
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