Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Tower Semiconductor Ltd. (TSEM) - NASDAQ Next Earnings Date: May 13, 2026 BO
EVR: 3.6
Avg Daily Volume: 2,522,018    Market Cap: 22.6B
Sector: Technology    Short Interest: 1.76
Live Interactive Chart
Days to Next Earnings: 1 Days
Implied Move Weekly: 13.00%       Expires on: May 15, 2026
Implied Move Monthly: 24.07%       Expires on: June 18, 2026

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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 13, 2026 BO None $0.00 @$220.00 $53.15
($220.83)
24.07% -None% -None% $0.00 $0.00
( N/A )
None%
Feb. 11, 2026 BO 3.6 $136.57 @$135.00 $19.30
($136.57)
14.3% 7.49% I -1.55% I $134.44 $11.60
( $134.44 )
-39.9%
Nov. 10, 2025 BO 3.1 $84.07 @$85.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 14, 2024 BO 1.7 $28.63 @$29.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US