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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: Feb. 27, 2019 AC
OS Projected Window: Feb. 19, 2019 to March 2, 2019
EVR: 4.0
Avg Daily Volume: 3,233,101    Market Cap: 4.07B
Sector: Healthcare    Short Interest: 84.75
Live Interactive Chart
Days to Next Earnings: 76 Days


 
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Sample Chart


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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

 
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