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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 24, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 1.6
Avg Daily Volume: 1,364,903    Market Cap: 220.19B
Sector: Healthcare    Short Interest: 0.9
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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 24, 2024 BO None $574.59 @$575.00 $33.35
($574.59)
5.8% 2.06% I 0.48% I $577.39 $24.15
( $577.39 )
-27.59%
Jan. 31, 2024 BO 1.6 $567.12 @$570.00 $27.75
($567.12)
4.87% -5.17% O -4.96% O $538.98 $32.98
( $538.98 )
18.85%
Oct. 25, 2023 BO 1.4 $458.26 @$460.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 26, 2023 BO 1.5 $570.91 @$570.00
Feb. 1, 2023 BO 1.4 $570.33 @$570.00
Oct. 26, 2022 BO 1.5 $514.62 @$515.00
July 28, 2022 BO 1.5 $581.93 @$580.00
April 28, 2022 BO 1.3 $520.48 @$520.00
Feb. 2, 2022 BO 1.4 $594.31 @$590.00
Oct. 27, 2021 BO 1.5 $608.34 @$610.00

 
 
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