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Implied Movement: 7 Day Implied Movement Based on Weekly Options   
Get Weekly Volatility For:
TESARO, Inc. (TSRO) - NASDAQ Next Earnings Date: OS Estimate: Nov. 2, 2017 AC
OS Projected Window: Oct. 30, 2017 to Nov. 8, 2017
EVR: 2.9
Avg Daily Volume: 1,111,480    Market Cap: 6.43B
Sector: Healthcare
Live Interactive Chart
Days to Next Earnings: 43 Days
Current 7 Day Implied Movement: 5.15%       Theoretical Expires in 7 days


 
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Sample Chart


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Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 3

 
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
Aug. 8, 2017 AC $124.31 6.57% N/A -0.9% $123.19 $116.18 5.20% N/A -10.86% 7.09% 5.8%
May 9, 2017 AC $137.88 6.00% N/A 0.26% $138.25 $139.44 5.17% N/A 3.33% N/A N/A
Feb. 28, 2017 AC $188.37 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.

 
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