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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: Estimated on Aug. 7, 2018
OS Projected Window: July 27, 2018 to Aug. 13, 2018
EVR: 3.4
Avg Daily Volume: 1.72M    Market Cap: 2.46B
Sector: Healthcare    Short Interest: 65.34
Live Interactive Chart
Days to Next Earnings: 21 Days
Implied Move Weekly: 19.85%       Expires on: Aug. 10, 2018
Implied Move Monthly: 22.19%       Expires on: Aug. 17, 2018


 
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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 $137.88
Feb. 28, 2017 AC $188.37

 
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