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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Tower Semiconductor Ltd. (TSEM) - NASDAQ Next Earnings Date: OS Estimate: May 14, 2025 BO
OS Projected Window: May 12, 2025 to May 17, 2025
EVR: 2.7
Avg Daily Volume: 627,606    Market Cap: 5.4B
Sector: Technology    Short Interest: 1.07
Live Interactive Chart
Days to Next Earnings: 19 Days
Implied Move Weekly: 11.68%       Expires on: May 16, 2025
Implied Move Monthly: 16.25%       Expires on: June 20, 2025

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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 None $0.00 @$37.00 $5.98
($36.80)
16.25% -None% I -None% I $0.00 $0.00
( N/A )
None%
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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