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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Thermo Fisher Scientific Inc (TMO) - NYSE Next Earnings Date: OS Estimate: Oct. 22, 2025 BO
OS Projected Window: Oct. 20, 2025 to Oct. 25, 2025
EVR: 2.1
Avg Daily Volume: 2,487,848    Market Cap: 186.1B
Sector: Healthcare    Short Interest: 0.98
Live Interactive Chart
Days to Next Earnings: 37 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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, 2025 BO 1.7 $427.62 @$427.50 $33.85
($427.62)
7.92% 14.1% O 9.14% O $466.71 $43.40
( $466.71 )
28.21%
April 23, 2025 BO 1.7 $434.73 @$435.00 $41.90
($434.73)
9.63% 6.18% I -0.71% I $431.64 $31.15
( $431.64 )
-25.66%
Jan. 30, 2025 BO 1.6 $568.23 @$570.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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