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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Tower Semiconductor Ltd. (TSEM) - NASDAQ Next Earnings Date: Estimated on Aug. 3, 2026
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 4.3
Avg Daily Volume: 1,865,243    Market Cap: 24.6B
Sector: Technology    Short Interest: 2.35
Live Interactive Chart
Days to Next Earnings: 28 Days
Implied Move Weekly: 25.37%       Expires on: Aug. 7, 2026
Implied Move Monthly: 30.62%       Expires on: Aug. 21, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
Aug. 3, 2026 BO None $0.00 @$220.00 $67.05
($218.95)
30.62% -None% -None% $0.00 $0.00
( N/A )
None%
May 13, 2026 BO 3.6 $220.83 @$220.00 $53.15
($220.83)
24.16% 23.13% I 22.61% I $270.77 $66.55
( $270.77 )
25.21%
Feb. 11, 2026 BO 3.6 $136.57 @$135.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 10, 2025 BO 3.1 $84.07 @$85.00
Aug. 4, 2025 BO 2.8 $44.67 @$45.00
May 14, 2025 BO 2.7 $40.09 @$40.00
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

 
 
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