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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Tower Semiconductor Ltd. (TSEM) - NASDAQ Next Earnings Date: OS Estimate: Nov. 10, 2026 BO
OS Projected Window: Nov. 9, 2026 to Nov. 14, 2026
EVR: 4.3
Avg Daily Volume: 1,808,864    Market Cap: 23.1B
Sector: Technology    Short Interest: 2.23
Live Interactive Chart
Days to Next Earnings: 66 Days

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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. 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 $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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