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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Thermo Fisher Scientific Inc (TMO) - NYSE Next Earnings Date: OS Estimate: Jan. 27, 2027 BO
OS Projected Window: Jan. 25, 2027 to Jan. 30, 2027
EVR: 2.4
Avg Daily Volume: 2,262,688    Market Cap: 257.7B
Sector: Healthcare    Short Interest: 1.32
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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
Oct. 21, 2026 BO 2.6 $687.37 @$685.00 $61.50
($687.37)
8.98% -3.79% I 0.96% I $694.02 $51.10
( $694.02 )
-16.91%
July 23, 2026 BO 2.3 $526.46 @$525.00 $49.30
($526.46)
9.39% 11.59% O 8.71% I $572.32 $61.90
( $572.32 )
25.56%
April 23, 2026 BO 2.1 $513.98 @$515.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 29, 2026 BO 2.1 $608.02 @$607.50
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

 
 
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