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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Tower Semiconductor Ltd. (TSEM) - NASDAQ Next Earnings Date: Estimated on May 13, 2024
OS Projected Window: May 13, 2024 to May 18, 2024
EVR: 2.0
Avg Daily Volume: 790,943    Market Cap: 3.38B
Sector: Technology    Short Interest: 0.73
Live Interactive Chart
Days to Next Earnings: 46 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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
Feb. 14, 2024 BO 1.7 $28.63 @$29.00 $3.10
($28.63)
10.69% 13.55% O 11.35% O $31.88 $3.62
( $31.88 )
16.77%
Nov. 13, 2023 BO 1.5 $24.53 @$25.00 $2.67
($24.53)
10.68% -9.09% I 3.87% I $25.48 $2.10
( $25.48 )
-21.35%
Sept. 5, 2023 BO 1.5 $29.95 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 26, 2023 BO 1.4 $34.78 @$35.00
May 15, 2023 BO 1.5 $40.41 @$40.00
Feb. 16, 2023 BO 1.7 $40.60 @$41.00
Nov. 14, 2022 BO 1.9 $41.07 @$41.00
Aug. 2, 2022 BO 2.3 $46.92 @$47.00
May 16, 2022 BO 2.5 $47.14 @$47.00
Feb. 17, 2022 BO 2.9 $47.27 @$47.00

 
 
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