Exclusive Update    Optionslam.com has confirmed NASDAQ:PYPL next earnings date on Wed Apr 25, 2018 AC
 

   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: Estimated on May 8, 2018
OS Projected Window: April 23, 2018 to May 6, 2018
EVR: 3.5
Avg Daily Volume: 1,000,000    Market Cap: 2.85B
Sector: Healthcare    Short Interest: 35.49
Live Interactive Chart
Days to Next Earnings: 17 Days
Current 7 Day Implied Movement: 7.60%       Theoretical Expires in 7 days
Implied Move Weekly: 14.93%       Expires on: May 11, 2018
Implied Move Monthly: 18.12%       Expires on: May 18, 2018


 
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
    Most Recent TSRO Strategy Testing:
    No Trading History From Members

 
Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 5

 
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
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 6.21% 21.62% -7.65% $103.50 $98.44 6.69% 11.45% -15.81% 6.29% 5.18%
Aug. 8, 2017 AC $124.31 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2017 AC $137.88
Feb. 28, 2017 AC $188.37

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