TMO (Thermo Fisher Scientific, Inc.)
Expected Move & Straddle Price History
The expected move for TMO is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current TMO Expected Move
30-Day Straddle
$36.65
7-Day Straddle
$16.35
Avg IV
0.3%
IV Rank
3%
Implied one-standard-deviation move through the next 30 days. Compare to TMO's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
TMO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260904 | $36.65 | $16.35 | 0.3% | 3% |
| 20260903 | $37.25 | $18.25 | 0.4% | 31% |
| 20260902 | $38.40 | $20.25 | 0.4% | 16% |
| 20260901 | $39.25 | $23.95 | 0.4% | 11% |
| 20260831 | $40.40 | $15.15 | 0.5% | 50% |
| 20260828 | $36.95 | $18.10 | 0.3% | 0% |
| 20260827 | $38.40 | $21.00 | 0.4% | 25% |
| 20260826 | $39.65 | $22.00 | 0.5% | 44% |
| 20260825 | $39.85 | $22.30 | 0.4% | 9% |
| 20260824 | $41.25 | $15.90 | 0.4% | 21% |
| 20260821 | $37.05 | $20.25 | 0.5% | 46% |
| 20260820 | $38.60 | $22.80 | 0.7% | 94% |
| 20260819 | $37.55 | $21.95 | 0.7% | 100% |
| 20260818 | $36.15 | $22.95 | 0.7% | 100% |
| 20260817 | $35.80 | $14.70 | 0.6% | 100% |
| 20260814 | $32.65 | $16.80 | 0.4% | 49% |
| 20260813 | $34.25 | $16.65 | 0.4% | 32% |
| 20260812 | $36.45 | $18.80 | 0.4% | 48% |
| 20260811 | $37.20 | $18.80 | 0.4% | 38% |
| 20260810 | $38.75 | $14.15 | 0.5% | 55% |
| 20260806 | $40.65 | $23.70 | 0.4% | 25% |
| 20260805 | $40.60 | $24.55 | 0.4% | 26% |
| 20260804 | $42.80 | $27.30 | 0.5% | 59% |
| 20260803 | $42.95 | $20.90 | 0.5% | 56% |
| 20260731 | $38.85 | $20.70 | 0.6% | 100% |
| 20260730 | $39.95 | $23.05 | 0.6% | 100% |
| 20260729 | $44.65 | $26.00 | 0.5% | 100% |
| 20260728 | $42.35 | $29.25 | 0.5% | 100% |
| 20260727 | $41.55 | $17.65 | 0.5% | 85% |
| 20260724 | $39.90 | $20.35 | 0.5% | 69% |
| 20260723 | $42.65 | $22.95 | 0.5% | 65% |
| 20260722 | $49.25 | $36.45 | 0.5% | 67% |
| 20260721 | $48.20 | $34.40 | 0.4% | 50% |
| 20260720 | $48.30 | $33.20 | 0.5% | 61% |
| 20260716 | $45.15 | $33.95 | 0.5% | 91% |
| 20260715 | $45.20 | $31.95 | 0.5% | 91% |
| 20260714 | $47.80 | $34.90 | 0.5% | 97% |
| 20260713 | $47.25 | $16.65 | 0.5% | 88% |
| 20260710 | $43.10 | $17.60 | 0.5% | 78% |
| 20260709 | $45.35 | $20.40 | 0.5% | 76% |
| 20260708 | $44.85 | $22.40 | 0.5% | 97% |
| 20260707 | $45.85 | $23.55 | 0.4% | 58% |
| 20260706 | $47.55 | $18.95 | 0.5% | 69% |
| 20260702 | $42.65 | $18.95 | 0.4% | 53% |
| 20260701 | $44.55 | $21.70 | 0.5% | 75% |
| 20260630 | $43.90 | $23.50 | 0.4% | 46% |
| 20260629 | $43.95 | $12.60 | 0.5% | 59% |
| 20260626 | $42.30 | $18.15 | 0.5% | 88% |
| 20260625 | $42.75 | $21.10 | 0.5% | 64% |
| 20260624 | $43.40 | $22.25 | 0.5% | 62% |
| 20260623 | $38.75 | $21.00 | 0.5% | 59% |
| 20260622 | $39.35 | $15.25 | 0.4% | 54% |
| 20260618 | $33.15 | $15.80 | 0.4% | 37% |
| 20260617 | $33.20 | $19.00 | 0.4% | 13% |
| 20260616 | $36.05 | $21.65 | 0.4% | 40% |
| 20260615 | $37.05 | $13.20 | 0.4% | 12% |
| 20260613 | $33.95 | $16.15 | 0.4% | 37% |
| 20260612 | $33.90 | $15.85 | 0.3% | 0% |
| 20260611 | $35.00 | $18.40 | 0.4% | 32% |
| 20260610 | $36.30 | $19.70 | 0.3% | 2% |