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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Tower Semiconductor Ltd. (TSEM) - NASDAQ Next Earnings Date: Estimated on July 23, 2025
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 2.8
Avg Daily Volume: 469,279    Market Cap: 5.4B
Sector: Technology    Short Interest: 1.07
Live Interactive Chart
Days to Next Earnings: 43 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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
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 $5.07
($48.64)
10.14% -5.83% I -3.45% I $46.96 $3.88
( $46.96 )
-23.47%
Nov. 13, 2024 BO 2.1 $43.10 @$43.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 15, 2023 BO 1.5 $40.41 @$40.00

 
 
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