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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Tower Semiconductor Ltd. (TSEM) - NASDAQ Next Earnings Date: OS Estimate: Nov. 12, 2025 BO
OS Projected Window: Nov. 10, 2025 to Nov. 15, 2025
EVR: 3.1
Avg Daily Volume: 883,468    Market Cap: 5.0B
Sector: Technology    Short Interest: 2.45
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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. 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 $5.12
($40.09)
12.8% 7.2% I 5.11% I $42.14 $4.72
( $42.14 )
-7.81%
Feb. 10, 2025 BO 2.5 $48.64 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 26, 2023 BO 1.4 $34.78 @$35.00

 
 
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