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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Tower Semiconductor Ltd. (TSEM) - NASDAQ Next Earnings Date: OS Estimate: Feb. 10, 2026 BO
OS Projected Window: Feb. 9, 2026 to Feb. 14, 2026
EVR: 3.6
Avg Daily Volume: 1,957,921    Market Cap: 9.3B
Sector: Technology    Short Interest: 1.25
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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
Nov. 10, 2025 BO 3.1 $84.07 @$85.00 $11.00
($84.07)
12.94% 18.73% O 16.68% O $98.10 $14.20
( $98.10 )
29.09%
Aug. 4, 2025 BO 2.8 $44.67 @$45.00 $5.30
($44.67)
11.78% 14.32% O 14.12% O $50.98 $6.42
( $50.98 )
21.13%
May 14, 2025 BO 2.7 $40.09 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 10, 2025 BO 2.5 $48.64 @$50.00
Nov. 13, 2024 BO 2.1 $43.10 @$43.00
July 24, 2024 BO None $0.00 @$41.00
May 9, 2024 BO 2.0 $34.25 @$34.00
Feb. 14, 2024 BO 1.7 $28.63 @$29.00
Nov. 13, 2023 BO 1.5 $24.53 @$25.00
Sept. 5, 2023 BO 1.5 $29.95 @$30.00

 
 
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