Exclusive Update    Optionslam.com has confirmed NYSE:PEP next earnings date on Wed Apr 17, 2019 BO
 

   Optionslam.com

   
    Log In | Join US    
Implied Movement: 7 Day Implied Movement Based on Weekly Options   
Get Weekly Volatility For:
TESARO, Inc. (TSRO) - NASDAQ Next Earnings Date: OS Estimate: May 2, 2019 AC
OS Projected Window: April 29, 2019 to May 8, 2019
EVR: 4.0
Avg Daily Volume: 2,954,420    Market Cap: 4.14B
Sector: Healthcare    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 42 Days


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


    Help Topics:
  • Read here for details about how Implied Volatility data is calculated
  • Read here to find out details about this chart

 
Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 6

 
Earnings Date Pre Earnings Post Earnings Open Post Earnings Mean of Previous 2 Earnings
Close Price 7 Day IM 7 Day HM Open Close 7 Day IM 7 Day HM One Day Max Move Pre Earnings Post Earnings
May 3, 2018 AC $48.36 10.27% 4.68% -0.43% $48.15 $49.96 8.11% 7.74% 6.59% 9.08% 8.17%
Feb. 27, 2018 AC $61.55 11.95% N/A -8.9% $56.07 $55.23 9.64% N/A -15.19% 6.39% 5.94%
Nov. 7, 2017 AC $112.08 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 8, 2017 AC $124.31
May 9, 2017 AC $137.89
Feb. 28, 2017 AC $188.37

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