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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Thermo Fisher Scientific Inc (TMO) - NYSE Next Earnings Date: OS Estimate: July 22, 2026 BO
OS Projected Window: July 20, 2026 to July 25, 2026
EVR: 2.3
Avg Daily Volume: 2,150,151    Market Cap: 174.6B
Sector: Healthcare    Short Interest: 1.47
Live Interactive Chart
Days to Next Earnings: 70 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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
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 $36.25
($608.02)
5.97% -5.88% I -2.6% I $592.16 $30.85
( $592.16 )
-14.9%
Oct. 22, 2025 BO 2.1 $557.99 @$560.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Jan. 31, 2024 BO 1.7 $567.12 @$570.00

 
 
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