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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Tower Semiconductor Ltd. (TSEM) - NASDAQ Next Earnings Date: Nov. 2, 2026 BO
EVR: 4.3
Avg Daily Volume: 2,285,506    Market Cap: 18.8B
Sector: Technology    Short Interest: 4.06
Live Interactive Chart
Days to Next Earnings: 3 Days
Implied Move Weekly: 12.49%       Expires on: Nov. 6, 2026
Implied Move Monthly: 17.54%       Expires on: Nov. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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. 2, 2026 BO None $0.00 @$165.00 $29.20
($166.48)
17.54% -None% -None% $0.00 $0.00
( N/A )
None%
Aug. 4, 2026 BO 4.3 $234.32 @$235.00 $46.25
($234.32)
19.68% -11.91% I 2.22% I $239.53 $43.60
( $239.53 )
-5.73%
May 13, 2026 BO 3.6 $220.83 @$220.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 11, 2026 BO 3.6 $136.57 @$135.00
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

 
 
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